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 4 25
An empirical comparison of alternate schemes for combining electricity spot price forecasts 0 0 0 159 2 2 18 426
Carbon pricing, forward risk premiums and pass-through rates in Australian electricity futures markets 0 0 0 74 0 1 15 160
Conditional systemic risk with penalized copula 0 0 1 45 0 2 14 112
Convenience yields and risk premiums in the EU-ETS - Evidence from the Kyoto commitment period 0 0 1 76 3 3 30 222
Convenience yields for CO₂ emission allowance futures contracts 0 0 0 335 0 2 8 1,023
Emissions Mitigation Schemes in Australia—The Past, Present and Future 0 0 0 1 0 0 9 22
Estimation of operational value-at-risk in the presence of minimum collection threshold: An empirical study 0 0 0 60 0 1 7 136
Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling 0 0 0 121 0 0 13 240
Interaction between Australian carbon prices and energy prices 0 0 0 1 0 0 12 22
Modeling catastrophe claims with left-truncated severity distributions (extended version) 0 0 0 28 0 0 11 194
Modeling electricity prices with regime switching models 0 0 3 1,035 0 3 24 1,911
Modeling electricity prices: jump diffusion and regime switching 0 0 1 222 1 3 19 626
Modelling catastrophe claims with left-truncated severity distributions (extended version) 0 0 0 49 1 1 12 262
Modelling price spikes in electricity markets - the impact of load, weather and capacity 0 1 10 216 3 7 34 509
Outlier Treatment and Robust Approaches for Modeling Electricity Spot Prices 0 0 0 242 0 0 21 708
Quantifying Catastrophic and Climate Impacted Hazards Based on Local Expert Opinions 0 0 0 1 1 1 11 19
Quantifying Catastrophic and Climate Impacted Hazards Based on Local Expert Opinions 0 0 0 12 0 0 7 40
RISK AND RETURN IN EUROPEAN PROPERTY MARKETS - AN EMPIRICAL INVESTIGATION 0 0 0 12 1 1 6 37
The Dependence Structure between Carbon Emission Allowances and Financial Markets - A Copula Analysis 0 0 1 107 0 1 18 384
The dynamics of hourly electricity prices 0 0 2 107 0 0 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 1 2 6 330 1 9 35 1,421
Time series properties of a rating system based on financial ratios 0 0 0 155 0 0 21 510
Wheat and maize futures reaction to weather shocks in Europe 0 0 0 8 0 0 11 63
Total Working Papers 1 3 25 3,439 13 37 380 9,381


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 2 5 29
A dynamic network analysis of spot electricity prices in the Australian national electricity market 1 1 3 17 1 2 21 65
Actual uptake of home batteries: The key roles of capital and policy 1 1 1 5 3 3 24 45
An empirical comparison of alternative schemes for combining electricity spot price forecasts 1 2 4 63 2 5 26 219
Assessing sovereign default risk: A bottom-up approach 0 0 0 4 2 3 20 72
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 0 1 11 52
Carbon pass-through rates on spot electricity prices in Australia 0 0 2 19 0 2 20 83
Carbon pricing and electricity markets — The case of the Australian Clean Energy Bill 0 0 1 32 0 1 16 129
Convenience Yields and Risk Premiums in the EU‐ETS—Evidence from the Kyoto Commitment Period 1 1 3 16 4 8 23 73
Daily Business and External Condition Indices for the Australian Economy 0 0 0 10 0 0 6 29
Editorial to the special issue on Applicable semiparametrics of computational statistics 0 0 0 0 0 0 7 35
Electricity markets around the world 1 2 5 134 4 5 25 359
Factors of the term structure of sovereign yield spreads 0 0 1 19 0 1 18 116
Financing alternative energy projects: An examination of challenges and opportunities for local government 0 0 0 7 0 2 11 56
Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling 0 0 1 147 4 9 32 513
Investors' carbon risk exposure and their potential for shareholder engagement 0 0 0 3 0 0 18 46
It’s not now or never: Implications of investment timing and risk aversion on climate adaptation to extreme events 1 1 1 13 1 2 8 53
Managing risks from climate impacted hazards – The value of investment flexibility under uncertainty 0 0 0 3 0 1 16 39
Modeling electricity prices: jump diffusion and regime switching 0 0 5 53 1 4 25 166
Modeling the price dynamics of CO2 emission allowances 1 1 10 474 5 9 56 1,229
Modelling catastrophe claims with left-truncated severity distributions 0 0 0 33 0 0 10 106
Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models 0 0 1 203 1 2 23 588
Regional and global contagion in real estate investment trusts 0 0 0 9 0 0 10 47
Returns of REITS and stock markets 0 0 0 8 0 0 8 36
Second order of stochastic dominance efficiency vs mean variance efficiency 0 0 1 13 2 2 18 75
Style analysis and Value-at-Risk of Asia-focused hedge funds 0 0 0 17 0 0 6 99
The Relationship between Carbon, Commodity and Financial Markets: A Copula Analysis 0 0 1 49 0 0 7 133
The dynamics of returns on renewable energy companies: A state-space approach 1 1 3 58 4 5 20 207
Unbiasedness and risk premiums in the Indian currency futures market 0 0 0 21 0 1 6 140
Volatility spillovers in Australian electricity markets 0 2 2 27 2 4 13 84
Total Journal Articles 8 12 46 1,533 36 74 511 5,593


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 0 13 62 1 3 42 185
Total Books 0 0 13 62 1 3 42 185


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 0 7 14
Total Chapters 0 0 0 0 0 0 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 0 1 11 295
Total Software Items 0 0 2 148 0 1 11 295


Statistics updated 2026-09-10