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 1 2 23
An empirical comparison of alternate schemes for combining electricity spot price forecasts 0 0 0 159 0 5 9 417
Carbon pricing, forward risk premiums and pass-through rates in Australian electricity futures markets 0 0 0 74 3 8 12 156
Conditional systemic risk with penalized copula 0 1 1 45 0 6 11 108
Convenience yields and risk premiums in the EU-ETS - Evidence from the Kyoto commitment period 0 1 1 76 3 17 22 213
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 0 2 6 18
Estimation of operational value-at-risk in the presence of minimum collection threshold: An empirical study 0 0 0 60 0 2 3 132
Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling 0 0 1 121 0 5 14 238
Interaction between Australian carbon prices and energy prices 0 0 0 1 1 5 10 19
Modeling catastrophe claims with left-truncated severity distributions (extended version) 0 0 0 28 1 3 4 187
Modeling electricity prices with regime switching models 1 1 3 1,035 2 14 18 1,905
Modeling electricity prices: jump diffusion and regime switching 0 0 1 222 1 6 12 619
Modelling catastrophe claims with left-truncated severity distributions (extended version) 0 0 0 49 0 4 10 257
Modelling price spikes in electricity markets - the impact of load, weather and capacity 3 4 9 214 6 9 24 496
Outlier Treatment and Robust Approaches for Modeling Electricity Spot Prices 0 0 0 242 2 15 18 704
Quantifying Catastrophic and Climate Impacted Hazards Based on Local Expert Opinions 0 0 0 12 0 3 6 38
Quantifying Catastrophic and Climate Impacted Hazards Based on Local Expert Opinions 0 0 0 1 0 6 7 15
RISK AND RETURN IN EUROPEAN PROPERTY MARKETS - AN EMPIRICAL INVESTIGATION 0 0 0 12 0 0 1 32
The Dependence Structure between Carbon Emission Allowances and Financial Markets - A Copula Analysis 1 1 1 107 3 7 14 379
The dynamics of hourly electricity prices 0 0 1 106 0 5 11 235
The impact of news on US household inflation expectations 0 0 0 36 0 4 6 71
The relationship between spot and futures CO2 emission allowance prices in the EU-ETS 0 1 2 326 2 9 20 1,403
Time series properties of a rating system based on financial ratios 0 0 0 155 6 14 24 510
Wheat and maize futures reaction to weather shocks in Europe 0 0 0 8 0 2 6 57
Total Working Papers 5 9 20 3,432 30 155 275 9,252


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 1 5 27
A dynamic network analysis of spot electricity prices in the Australian national electricity market 0 1 4 16 3 5 22 58
Actual uptake of home batteries: The key roles of capital and policy 0 0 1 4 2 9 17 37
An empirical comparison of alternative schemes for combining electricity spot price forecasts 0 1 4 60 1 10 27 211
Assessing sovereign default risk: A bottom-up approach 0 0 0 4 1 7 12 62
Auswirkungen der neuen Basler Eigenkapitalvereinbarung auf die Finanzierung von KMU 0 0 0 65 0 2 3 670
Capital and policy impacts on Australian small-scale solar installations 0 0 0 2 1 4 9 49
Carbon pass-through rates on spot electricity prices in Australia 0 1 1 18 1 6 12 73
Carbon pricing and electricity markets — The case of the Australian Clean Energy Bill 0 0 0 31 1 6 12 123
Convenience Yields and Risk Premiums in the EU‐ETS—Evidence from the Kyoto Commitment Period 0 1 3 15 2 8 17 64
Daily Business and External Condition Indices for the Australian Economy 0 0 0 10 1 4 7 29
Editorial to the special issue on Applicable semiparametrics of computational statistics 0 0 0 0 0 4 7 34
Electricity markets around the world 0 1 5 131 0 8 24 351
Factors of the term structure of sovereign yield spreads 0 1 2 19 1 9 17 112
Financing alternative energy projects: An examination of challenges and opportunities for local government 0 0 0 7 0 3 10 54
Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling 0 0 2 146 2 9 18 494
Investors' carbon risk exposure and their potential for shareholder engagement 0 0 0 3 0 4 10 37
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 7 50
Managing risks from climate impacted hazards – The value of investment flexibility under uncertainty 0 0 0 3 0 4 15 36
Modeling electricity prices: jump diffusion and regime switching 0 1 5 52 2 5 21 159
Modeling the price dynamics of CO2 emission allowances 0 1 14 470 2 8 46 1,206
Modelling catastrophe claims with left-truncated severity distributions 0 0 0 33 3 7 8 104
Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models 0 0 1 203 3 8 16 580
Regional and global contagion in real estate investment trusts 0 0 0 9 0 4 8 44
Returns of REITS and stock markets 0 0 1 8 1 4 9 35
Second order of stochastic dominance efficiency vs mean variance efficiency 0 1 1 13 2 11 15 71
Style analysis and Value-at-Risk of Asia-focused hedge funds 0 0 0 17 1 2 6 97
The Relationship between Carbon, Commodity and Financial Markets: A Copula Analysis 0 0 4 49 0 2 8 131
The dynamics of returns on renewable energy companies: A state-space approach 0 0 2 57 0 4 14 198
Unbiasedness and risk premiums in the Indian currency futures market 0 0 0 21 0 2 4 138
Volatility spillovers in Australian electricity markets 0 0 1 25 0 2 6 75
Total Journal Articles 0 9 52 1,512 31 164 412 5,409


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 1 5 17 59 2 17 42 170
Total Books 1 5 17 59 2 17 42 170


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 2 4 11
Total Chapters 0 0 0 0 0 2 4 11


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" 1 2 2 148 2 3 8 289
Total Software Items 1 2 2 148 2 3 8 289


Statistics updated 2026-04-09