Access Statistics for Stefan Trueck

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Analysis of Property Price Trends in Germany - Implications for Property Valuation Practice and Investment Decision Making 0 0 0 2 0 0 2 12
An empirical comparison of alternate schemes for combining electricity spot price forecasts 0 0 3 149 0 2 26 354
Carbon pricing, forward risk premiums and pass-through rates in Australian electricity futures markets 1 4 6 71 3 12 26 125
Conditional Systemic Risk with Penalized Copula 0 0 1 35 0 1 5 70
Convenience Yields for CO2 Emission Allowance Futures Contracts 0 0 4 321 1 1 13 960
Convenience yields and risk premiums in the EU-ETS - Evidence from the Kyoto commitment period 0 0 0 55 1 2 14 136
Emissions Mitigation Schemes in Australia—The Past, Present and Future 0 0 0 0 0 0 2 2
Estimation of operational value-at-risk in the presence of minimum collection threshold: An empirical study 0 0 1 59 1 2 8 115
Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling 0 0 4 118 1 2 13 213
Interaction between Australian carbon prices and energy prices 0 0 0 0 0 1 4 4
Modeling catastrophe claims with left-truncated severity distributions (extended version) 1 3 5 27 1 3 11 175
Modeling electricity prices with regime switching models 1 1 5 1,021 3 3 18 1,854
Modeling electricity prices: jump diffusion and regime switching 1 1 9 206 3 4 33 560
Modelling catastrophe claims with left-truncated severity distributions (extended version) 0 0 1 44 0 0 3 235
Modelling price spikes in electricity markets - the impact of load, weather and capacity 1 3 17 158 4 8 39 344
Outlier Treatment and Robust Approaches for Modeling Electricity Spot Prices 0 0 1 216 1 2 19 621
Quantifying Catastrophic and Climate Impacted Hazards Based on Local Expert Opinions 0 0 0 1 0 1 4 7
Quantifying Catastrophic and Climate Impacted Hazards Based on Local Expert Opinions 0 0 0 12 0 0 4 31
RISK AND RETURN IN EUROPEAN PROPERTY MARKETS - AN EMPIRICAL INVESTIGATION 0 0 2 7 0 1 6 17
The Dependence Structure between Carbon Emission Allowances and Financial Markets - A Copula Analysis 0 0 3 95 1 4 13 275
The dynamics of hourly electricity prices 0 0 0 101 1 1 4 208
The impact of news on US household inflation expectations 0 0 1 32 0 0 4 50
The relationship between spot and futures CO2 emission allowance prices in the EU-ETS 4 14 68 220 20 74 287 805
Time series properties of a rating system based on financial ratios 0 0 0 142 2 4 18 452
Wheat and maize futures reaction to weather shocks in Europe 0 0 2 4 4 9 22 28
Total Working Papers 9 26 133 3,096 47 137 598 7,653

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An empirical comparison of alternative schemes for combining electricity spot price forecasts 1 2 4 36 2 5 18 122
Assessing sovereign default risk: A bottom-up approach 0 0 0 1 1 2 10 23
Auswirkungen der neuen Basler Eigenkapitalvereinbarung auf die Finanzierung von KMU 0 1 1 64 1 2 5 659
Capital and policy impacts on Australian small-scale solar installations 0 0 1 1 0 4 14 14
Carbon pricing and electricity markets — The case of the Australian Clean Energy Bill 1 2 9 11 2 10 35 40
Convenience Yields and Risk Premiums in the EU‐ETS—Evidence from the Kyoto Commitment Period 0 0 0 3 0 0 9 23
Daily Business and External Condition Indices for the Australian Economy 0 0 1 2 0 1 3 11
Editorial to the special issue on Applicable semiparametrics of computational statistics 0 0 0 0 0 1 4 23
Electricity markets around the world 1 4 25 41 3 11 78 123
Factors of the term structure of sovereign yield spreads 1 2 6 9 2 6 21 61
Financing alternative energy projects: An examination of challenges and opportunities for local government 0 0 1 7 1 1 6 39
Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling 0 2 3 112 0 6 22 381
It’s not now or never: Implications of investment timing and risk aversion on climate adaptation to extreme events 0 0 0 9 0 0 3 33
Managing risks from climate impacted hazards – The value of investment flexibility under uncertainty 0 0 0 2 0 1 3 12
Modeling electricity prices: jump diffusion and regime switching 0 0 2 27 0 0 10 87
Modeling the price dynamics of CO2 emission allowances 1 3 19 395 3 9 50 964
Modelling catastrophe claims with left-truncated severity distributions 0 0 1 31 0 1 3 85
Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models 1 4 9 173 2 9 30 490
Regional and global contagion in real estate investment trusts: The case of the financial crisis of 2007-2009 0 0 2 5 0 1 11 21
Returns of REITS and stock markets: Measuring dependence and risk 0 0 0 5 1 1 2 19
Style analysis and Value-at-Risk of Asia-focused hedge funds 0 0 0 16 0 0 4 81
The Relationship between Carbon, Commodity and Financial Markets: A Copula Analysis 0 0 0 31 0 0 5 84
The dynamics of returns on renewable energy companies: A state-space approach 1 2 8 39 1 6 31 122
Unbiasedness and risk premiums in the Indian currency futures market 0 0 1 19 1 1 6 122
Total Journal Articles 7 22 93 1,039 20 78 383 3,639

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Rating Based Modeling of Credit Risk 0 1 3 13 1 5 25 45
Total Books 0 1 3 13 1 5 25 45

Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
SNDE06_EXAMPLE: MATLAB codes and data for "Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models" 0 4 16 104 3 12 44 207
Total Software Items 0 4 16 104 3 12 44 207

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Statistics updated 2020-09-04