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 7 2 2 4 25
An empirical comparison of alternate schemes for combining electricity spot price forecasts 0 0 0 159 3 4 12 420
Carbon pricing, forward risk premiums and pass-through rates in Australian electricity futures markets 0 0 0 74 3 9 15 159
Conditional systemic risk with penalized copula 0 0 1 45 1 3 12 109
Convenience yields and risk premiums in the EU-ETS - Evidence from the Kyoto commitment period 0 1 1 76 5 10 27 218
Convenience yields for CO₂ emission allowance futures contracts 0 0 0 335 0 3 5 1,020
Emissions Mitigation Schemes in Australia—The Past, Present and Future 0 0 0 1 3 3 8 21
Estimation of operational value-at-risk in the presence of minimum collection threshold: An empirical study 0 0 0 60 3 5 6 135
Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling 0 0 1 121 2 3 16 240
Interaction between Australian carbon prices and energy prices 0 0 0 1 2 3 12 21
Modeling catastrophe claims with left-truncated severity distributions (extended version) 0 0 0 28 5 8 9 192
Modeling electricity prices with regime switching models 0 1 3 1,035 2 9 20 1,907
Modeling electricity prices: jump diffusion and regime switching 0 0 1 222 3 4 15 622
Modelling catastrophe claims with left-truncated severity distributions (extended version) 0 0 0 49 3 4 11 260
Modelling price spikes in electricity markets - the impact of load, weather and capacity 1 4 9 215 4 10 26 500
Outlier Treatment and Robust Approaches for Modeling Electricity Spot Prices 0 0 0 242 3 8 21 707
Quantifying Catastrophic and Climate Impacted Hazards Based on Local Expert Opinions 0 0 0 12 2 2 7 40
Quantifying Catastrophic and Climate Impacted Hazards Based on Local Expert Opinions 0 0 0 1 3 4 10 18
RISK AND RETURN IN EUROPEAN PROPERTY MARKETS - AN EMPIRICAL INVESTIGATION 0 0 0 12 3 3 4 35
The Dependence Structure between Carbon Emission Allowances and Financial Markets - A Copula Analysis 0 1 1 107 2 6 16 381
The dynamics of hourly electricity prices 0 0 1 106 1 1 12 236
The impact of news on US household inflation expectations 0 0 0 36 0 1 6 71
The relationship between spot and futures CO2 emission allowance prices in the EU-ETS 1 2 3 327 7 11 26 1,410
Time series properties of a rating system based on financial ratios 0 0 0 155 0 10 24 510
Wheat and maize futures reaction to weather shocks in Europe 0 0 0 8 5 6 10 62
Total Working Papers 2 9 21 3,434 67 132 334 9,319


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A NOTE ON THE IMPACT OF NEWS ON US HOUSEHOLD INFLATION EXPECTATIONS 0 0 1 9 0 0 5 27
A dynamic network analysis of spot electricity prices in the Australian national electricity market 0 0 3 16 5 8 26 63
Actual uptake of home batteries: The key roles of capital and policy 0 0 1 4 4 10 21 41
An empirical comparison of alternative schemes for combining electricity spot price forecasts 1 2 4 61 1 5 26 212
Assessing sovereign default risk: A bottom-up approach 0 0 0 4 6 8 18 68
Auswirkungen der neuen Basler Eigenkapitalvereinbarung auf die Finanzierung von KMU 0 0 0 65 0 0 3 670
Capital and policy impacts on Australian small-scale solar installations 0 0 0 2 1 2 10 50
Carbon pass-through rates on spot electricity prices in Australia 1 1 2 19 6 7 18 79
Carbon pricing and electricity markets — The case of the Australian Clean Energy Bill 1 1 1 32 4 6 16 127
Convenience Yields and Risk Premiums in the EU‐ETS—Evidence from the Kyoto Commitment Period 0 1 3 15 1 6 18 65
Daily Business and External Condition Indices for the Australian Economy 0 0 0 10 0 1 7 29
Editorial to the special issue on Applicable semiparametrics of computational statistics 0 0 0 0 1 1 8 35
Electricity markets around the world 1 1 5 132 3 6 23 354
Factors of the term structure of sovereign yield spreads 0 1 2 19 3 6 20 115
Financing alternative energy projects: An examination of challenges and opportunities for local government 0 0 0 7 0 0 10 54
Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling 0 0 2 146 7 11 25 501
Investors' carbon risk exposure and their potential for shareholder engagement 0 0 0 3 3 6 13 40
It’s not now or never: Implications of investment timing and risk aversion on climate adaptation to extreme events 0 0 0 12 1 3 7 51
Managing risks from climate impacted hazards – The value of investment flexibility under uncertainty 0 0 0 3 1 3 15 37
Modeling electricity prices: jump diffusion and regime switching 0 1 4 52 2 5 22 161
Modeling the price dynamics of CO2 emission allowances 2 3 13 472 10 14 52 1,216
Modelling catastrophe claims with left-truncated severity distributions 0 0 0 33 1 5 9 105
Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models 0 0 1 203 4 9 20 584
Regional and global contagion in real estate investment trusts 0 0 0 9 3 3 11 47
Returns of REITS and stock markets 0 0 1 8 1 2 10 36
Second order of stochastic dominance efficiency vs mean variance efficiency 0 1 1 13 2 6 17 73
Style analysis and Value-at-Risk of Asia-focused hedge funds 0 0 0 17 1 2 7 98
The Relationship between Carbon, Commodity and Financial Markets: A Copula Analysis 0 0 2 49 1 1 7 132
The dynamics of returns on renewable energy companies: A state-space approach 0 0 2 57 4 5 18 202
Unbiasedness and risk premiums in the Indian currency futures market 0 0 0 21 1 2 5 139
Volatility spillovers in Australian electricity markets 0 0 1 25 2 3 8 77
Total Journal Articles 6 12 49 1,518 79 146 475 5,488


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 3 7 19 62 10 20 49 180
Total Books 3 7 19 62 10 20 49 180


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Recent Advances in Credit Risk Management 0 0 0 0 2 3 6 13
Total Chapters 0 0 0 0 2 3 6 13


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 2 2 148 3 6 11 292
Total Software Items 0 2 2 148 3 6 11 292


Statistics updated 2026-05-06