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 1 1 5 26
An empirical comparison of alternate schemes for combining electricity spot price forecasts 0 0 0 159 2 4 20 428
Carbon pricing, forward risk premiums and pass-through rates in Australian electricity futures markets 0 0 0 74 1 2 16 161
Conditional systemic risk with penalized copula 0 0 1 45 0 1 14 112
Convenience yields and risk premiums in the EU-ETS - Evidence from the Kyoto commitment period 0 0 1 76 2 5 31 224
Convenience yields for CO₂ emission allowance futures contracts 0 0 0 335 0 1 7 1,023
Emissions Mitigation Schemes in Australia—The Past, Present and Future 0 0 0 1 0 0 8 22
Estimation of operational value-at-risk in the presence of minimum collection threshold: An empirical study 0 0 0 60 1 1 8 137
Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling 0 0 0 121 1 1 14 241
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 2 24 1,911
Modeling electricity prices: jump diffusion and regime switching 0 0 1 222 0 2 19 626
Modelling catastrophe claims with left-truncated severity distributions (extended version) 0 0 0 49 1 2 13 263
Modelling price spikes in electricity markets - the impact of load, weather and capacity 0 0 9 216 1 5 32 510
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 12 0 0 7 40
Quantifying Catastrophic and Climate Impacted Hazards Based on Local Expert Opinions 0 0 0 1 0 1 11 19
RISK AND RETURN IN EUROPEAN PROPERTY MARKETS - AN EMPIRICAL INVESTIGATION 0 0 0 12 1 2 7 38
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 1 1 14 239
The impact of news on US household inflation expectations 1 1 1 37 1 1 7 72
The relationship between spot and futures CO2 emission allowance prices in the EU-ETS 0 2 5 330 0 8 34 1,421
Time series properties of a rating system based on financial ratios 0 0 0 155 2 2 23 512
Wheat and maize futures reaction to weather shocks in Europe 0 0 0 8 0 0 11 63
Total Working Papers 1 3 24 3,440 15 43 387 9,396


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 0 9 0 2 4 29
A dynamic network analysis of spot electricity prices in the Australian national electricity market 0 1 3 17 1 3 22 66
Actual uptake of home batteries: The key roles of capital and policy 0 1 1 5 0 3 23 45
An empirical comparison of alternative schemes for combining electricity spot price forecasts 1 2 5 64 1 5 27 220
Assessing sovereign default risk: A bottom-up approach 0 0 0 4 0 3 20 72
Auswirkungen der neuen Basler Eigenkapitalvereinbarung auf die Finanzierung von KMU 0 0 0 65 1 1 3 671
Capital and policy impacts on Australian small-scale solar installations 0 0 0 2 0 0 11 52
Carbon pass-through rates on spot electricity prices in Australia 0 0 2 19 1 3 20 84
Carbon pricing and electricity markets — The case of the Australian Clean Energy Bill 0 0 1 32 0 0 16 129
Convenience Yields and Risk Premiums in the EU‐ETS—Evidence from the Kyoto Commitment Period 1 2 4 17 2 8 25 75
Daily Business and External Condition Indices for the Australian Economy 0 0 0 10 1 1 7 30
Editorial to the special issue on Applicable semiparametrics of computational statistics 0 0 0 0 0 0 7 35
Electricity markets around the world 0 2 5 134 0 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 2 2 3 149 2 10 34 515
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 0 1 1 13 1 2 9 54
Managing risks from climate impacted hazards – The value of investment flexibility under uncertainty 0 0 0 3 1 1 17 40
Modeling electricity prices: jump diffusion and regime switching 0 0 5 53 1 3 25 167
Modeling the price dynamics of CO2 emission allowances 1 2 9 475 1 7 53 1,230
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 3 24 589
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 7 36
Second order of stochastic dominance efficiency vs mean variance efficiency 0 0 1 13 1 3 19 76
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 0 1 3 58 1 6 21 208
Unbiasedness and risk premiums in the Indian currency futures market 0 0 0 21 0 0 6 140
Volatility spillovers in Australian electricity markets 0 1 2 27 0 3 13 84
Total Journal Articles 5 15 48 1,538 16 75 518 5,609


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 2 14 64 3 5 43 188
Total Books 2 2 14 64 3 5 43 188


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 1 1 12 296
Total Software Items 0 0 2 148 1 1 12 296


Statistics updated 2026-10-11