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 0 2 4 25
An empirical comparison of alternate schemes for combining electricity spot price forecasts 0 0 0 159 0 7 16 424
Carbon pricing, forward risk premiums and pass-through rates in Australian electricity futures markets 0 0 0 74 0 3 15 159
Conditional systemic risk with penalized copula 0 0 1 45 1 3 13 111
Convenience yields and risk premiums in the EU-ETS - Evidence from the Kyoto commitment period 0 0 1 76 0 6 28 219
Convenience yields for CO₂ emission allowance futures contracts 0 0 0 335 1 2 7 1,022
Emissions Mitigation Schemes in Australia—The Past, Present and Future 0 0 0 1 0 4 9 22
Estimation of operational value-at-risk in the presence of minimum collection threshold: An empirical study 0 0 0 60 1 4 7 136
Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling 0 0 0 121 0 2 14 240
Interaction between Australian carbon prices and energy prices 0 0 0 1 0 3 13 22
Modeling catastrophe claims with left-truncated severity distributions (extended version) 0 0 0 28 0 7 11 194
Modeling electricity prices with regime switching models 0 0 3 1,035 1 4 22 1,909
Modeling electricity prices: jump diffusion and regime switching 0 0 1 222 1 5 17 624
Modelling catastrophe claims with left-truncated severity distributions (extended version) 0 0 0 49 0 4 11 261
Modelling price spikes in electricity markets - the impact of load, weather and capacity 1 2 10 216 3 9 30 505
Outlier Treatment and Robust Approaches for Modeling Electricity Spot Prices 0 0 0 242 0 4 21 708
Quantifying Catastrophic and Climate Impacted Hazards Based on Local Expert Opinions 0 0 0 1 0 3 10 18
Quantifying Catastrophic and Climate Impacted Hazards Based on Local Expert Opinions 0 0 0 12 0 2 7 40
RISK AND RETURN IN EUROPEAN PROPERTY MARKETS - AN EMPIRICAL INVESTIGATION 0 0 0 12 0 4 5 36
The Dependence Structure between Carbon Emission Allowances and Financial Markets - A Copula Analysis 0 0 1 107 0 4 18 383
The dynamics of hourly electricity prices 0 1 2 107 0 3 14 238
The impact of news on US household inflation expectations 0 0 0 36 0 0 6 71
The relationship between spot and futures CO2 emission allowance prices in the EU-ETS 0 2 4 328 1 10 29 1,413
Time series properties of a rating system based on financial ratios 0 0 0 155 0 0 23 510
Wheat and maize futures reaction to weather shocks in Europe 0 0 0 8 0 6 11 63
Total Working Papers 1 5 23 3,437 9 101 361 9,353


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 4 27
A dynamic network analysis of spot electricity prices in the Australian national electricity market 0 0 3 16 0 5 22 63
Actual uptake of home batteries: The key roles of capital and policy 0 0 1 4 0 5 22 42
An empirical comparison of alternative schemes for combining electricity spot price forecasts 1 2 3 62 1 4 24 215
Assessing sovereign default risk: A bottom-up approach 0 0 0 4 0 7 19 69
Auswirkungen der neuen Basler Eigenkapitalvereinbarung auf die Finanzierung von KMU 0 0 0 65 0 0 2 670
Capital and policy impacts on Australian small-scale solar installations 0 0 0 2 1 3 12 52
Carbon pass-through rates on spot electricity prices in Australia 0 1 2 19 0 8 18 81
Carbon pricing and electricity markets — The case of the Australian Clean Energy Bill 0 1 1 32 1 6 16 129
Convenience Yields and Risk Premiums in the EU‐ETS—Evidence from the Kyoto Commitment Period 0 0 3 15 2 3 18 67
Daily Business and External Condition Indices for the Australian Economy 0 0 0 10 0 0 7 29
Editorial to the special issue on Applicable semiparametrics of computational statistics 0 0 0 0 0 1 8 35
Electricity markets around the world 0 1 4 132 0 3 21 354
Factors of the term structure of sovereign yield spreads 0 0 2 19 0 3 19 115
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 1 1 147 1 11 24 505
Investors' carbon risk exposure and their potential for shareholder engagement 0 0 0 3 0 9 18 46
It’s not now or never: Implications of investment timing and risk aversion on climate adaptation to extreme events 0 0 0 12 1 2 8 52
Managing risks from climate impacted hazards – The value of investment flexibility under uncertainty 0 0 0 3 1 3 16 39
Modeling electricity prices: jump diffusion and regime switching 0 1 5 53 2 5 25 164
Modeling the price dynamics of CO2 emission allowances 0 3 10 473 3 17 52 1,223
Modelling catastrophe claims with left-truncated severity distributions 0 0 0 33 0 2 10 106
Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models 0 0 1 203 0 6 21 586
Regional and global contagion in real estate investment trusts 0 0 0 9 0 3 10 47
Returns of REITS and stock markets 0 0 1 8 0 1 9 36
Second order of stochastic dominance efficiency vs mean variance efficiency 0 0 1 13 0 2 16 73
Style analysis and Value-at-Risk of Asia-focused hedge funds 0 0 0 17 0 2 7 99
The Relationship between Carbon, Commodity and Financial Markets: A Copula Analysis 0 0 1 49 0 2 7 133
The dynamics of returns on renewable energy companies: A state-space approach 0 0 2 57 0 4 18 202
Unbiasedness and risk premiums in the Indian currency futures market 0 0 0 21 1 2 6 140
Volatility spillovers in Australian electricity markets 1 1 2 26 1 6 12 81
Total Journal Articles 2 11 44 1,523 15 125 481 5,534


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 3 17 62 1 13 46 183
Total Books 0 3 17 62 1 13 46 183


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 0 3 7 14
Total Chapters 0 0 0 0 0 3 7 14


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 0 2 148 1 6 12 295
Total Software Items 0 0 2 148 1 6 12 295


Statistics updated 2026-07-10