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 0 0 21
An empirical comparison of alternate schemes for combining electricity spot price forecasts 0 0 0 159 0 0 2 408
Carbon pricing, forward risk premiums and pass-through rates in Australian electricity futures markets 0 0 0 74 1 2 4 146
Conditional systemic risk with penalized copula 0 0 0 44 1 1 3 99
Convenience yields and risk premiums in the EU-ETS - Evidence from the Kyoto commitment period 0 0 0 75 0 1 3 193
Convenience yields for CO₂ emission allowance futures contracts 0 0 0 335 0 1 5 1,016
Emissions Mitigation Schemes in Australia—The Past, Present and Future 0 0 0 1 0 1 2 14
Estimation of operational value-at-risk in the presence of minimum collection threshold: An empirical study 0 0 0 60 1 1 2 130
Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling 0 0 1 121 3 4 7 230
Interaction between Australian carbon prices and energy prices 0 0 1 1 0 0 2 10
Modeling catastrophe claims with left-truncated severity distributions (extended version) 0 0 0 28 1 1 2 184
Modeling electricity prices with regime switching models 1 1 1 1,033 2 2 3 1,889
Modeling electricity prices: jump diffusion and regime switching 0 0 0 221 0 0 1 607
Modelling catastrophe claims with left-truncated severity distributions (extended version) 0 0 0 49 1 1 5 251
Modelling price spikes in electricity markets - the impact of load, weather and capacity 1 2 5 208 3 6 12 481
Outlier Treatment and Robust Approaches for Modeling Electricity Spot Prices 0 0 1 242 0 0 5 687
Quantifying Catastrophic and Climate Impacted Hazards Based on Local Expert Opinions 0 0 0 1 0 0 0 8
Quantifying Catastrophic and Climate Impacted Hazards Based on Local Expert Opinions 0 0 0 12 0 0 1 33
RISK AND RETURN IN EUROPEAN PROPERTY MARKETS - AN EMPIRICAL INVESTIGATION 0 0 1 12 0 0 1 31
The Dependence Structure between Carbon Emission Allowances and Financial Markets - A Copula Analysis 0 0 0 106 1 2 5 367
The dynamics of hourly electricity prices 0 0 0 105 1 2 2 226
The impact of news on US household inflation expectations 0 0 1 36 0 0 2 65
The relationship between spot and futures CO2 emission allowance prices in the EU-ETS 0 1 4 325 0 2 12 1,387
Time series properties of a rating system based on financial ratios 0 0 0 155 3 5 7 492
Wheat and maize futures reaction to weather shocks in Europe 0 0 0 8 1 1 3 53
Total Working Papers 2 4 15 3,418 19 33 91 9,028


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 1 1 9 0 1 3 25
A dynamic network analysis of spot electricity prices in the Australian national electricity market 0 0 3 14 0 1 13 44
Actual uptake of home batteries: The key roles of capital and policy 0 1 1 4 1 3 5 23
An empirical comparison of alternative schemes for combining electricity spot price forecasts 0 0 3 59 1 1 16 194
Assessing sovereign default risk: A bottom-up approach 0 0 1 4 0 1 3 52
Auswirkungen der neuen Basler Eigenkapitalvereinbarung auf die Finanzierung von KMU 0 0 0 65 0 0 1 668
Capital and policy impacts on Australian small-scale solar installations 0 0 0 2 1 2 2 42
Carbon pass-through rates on spot electricity prices in Australia 0 0 0 17 0 1 8 64
Carbon pricing and electricity markets — The case of the Australian Clean Energy Bill 0 0 0 31 2 2 5 115
Convenience Yields and Risk Premiums in the EU‐ETS—Evidence from the Kyoto Commitment Period 0 0 1 13 0 0 6 50
Daily Business and External Condition Indices for the Australian Economy 0 0 1 10 0 0 2 23
Editorial to the special issue on Applicable semiparametrics of computational statistics 0 0 0 0 1 2 3 29
Electricity markets around the world 1 1 8 130 3 3 16 337
Factors of the term structure of sovereign yield spreads 0 0 1 18 0 1 5 98
Financing alternative energy projects: An examination of challenges and opportunities for local government 0 0 0 7 1 1 3 46
Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling 0 0 2 146 1 1 8 482
Investors' carbon risk exposure and their potential for shareholder engagement 0 0 0 3 2 2 4 30
It’s not now or never: Implications of investment timing and risk aversion on climate adaptation to extreme events 0 0 0 12 0 0 3 45
Managing risks from climate impacted hazards – The value of investment flexibility under uncertainty 0 0 0 3 3 3 6 26
Modeling electricity prices: jump diffusion and regime switching 1 1 3 49 1 4 9 143
Modeling the price dynamics of CO2 emission allowances 0 2 11 466 4 9 26 1,181
Modelling catastrophe claims with left-truncated severity distributions 0 0 0 33 0 0 1 96
Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models 1 1 3 203 2 2 6 567
Regional and global contagion in real estate investment trusts 0 0 0 9 2 2 3 39
Returns of REITS and stock markets 0 1 1 8 0 2 3 29
Second order of stochastic dominance efficiency vs mean variance efficiency 0 0 0 12 0 0 3 57
Style analysis and Value-at-Risk of Asia-focused hedge funds 0 0 0 17 0 0 2 93
The Relationship between Carbon, Commodity and Financial Markets: A Copula Analysis 0 0 6 48 1 1 9 127
The dynamics of returns on renewable energy companies: A state-space approach 0 0 1 55 0 2 7 187
Unbiasedness and risk premiums in the Indian currency futures market 0 0 0 21 1 1 1 135
Volatility spillovers in Australian electricity markets 0 1 1 25 0 1 5 71
Total Journal Articles 3 9 48 1,493 27 49 187 5,118


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 2 6 14 52 4 10 31 149
Total Books 2 6 14 52 4 10 31 149


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 1 1 3 8
Total Chapters 0 0 0 0 1 1 3 8


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 0 146 0 0 3 284
Total Software Items 0 0 0 146 0 0 3 284


Statistics updated 2025-11-08