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 1 22
An empirical comparison of alternate schemes for combining electricity spot price forecasts 0 0 0 159 4 4 5 412
Carbon pricing, forward risk premiums and pass-through rates in Australian electricity futures markets 0 0 0 74 0 3 4 148
Conditional systemic risk with penalized copula 0 0 0 44 1 4 6 102
Convenience yields and risk premiums in the EU-ETS - Evidence from the Kyoto commitment period 0 0 0 75 1 3 5 196
Convenience yields for CO₂ emission allowance futures contracts 0 0 0 335 0 1 5 1,017
Emissions Mitigation Schemes in Australia—The Past, Present and Future 0 0 0 1 1 2 4 16
Estimation of operational value-at-risk in the presence of minimum collection threshold: An empirical study 0 0 0 60 0 1 2 130
Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling 0 0 1 121 0 6 10 233
Interaction between Australian carbon prices and energy prices 0 0 1 1 2 4 6 14
Modeling catastrophe claims with left-truncated severity distributions (extended version) 0 0 0 28 0 1 1 184
Modeling electricity prices with regime switching models 1 2 2 1,034 2 4 4 1,891
Modeling electricity prices: jump diffusion and regime switching 0 1 1 222 2 6 6 613
Modelling catastrophe claims with left-truncated severity distributions (extended version) 0 0 0 49 0 3 6 253
Modelling price spikes in electricity markets - the impact of load, weather and capacity 1 3 6 210 1 9 16 487
Outlier Treatment and Robust Approaches for Modeling Electricity Spot Prices 0 0 0 242 1 2 6 689
Quantifying Catastrophic and Climate Impacted Hazards Based on Local Expert Opinions 0 0 0 1 1 1 1 9
Quantifying Catastrophic and Climate Impacted Hazards Based on Local Expert Opinions 0 0 0 12 1 2 3 35
RISK AND RETURN IN EUROPEAN PROPERTY MARKETS - AN EMPIRICAL INVESTIGATION 0 0 1 12 1 1 2 32
The Dependence Structure between Carbon Emission Allowances and Financial Markets - A Copula Analysis 0 0 0 106 4 6 10 372
The dynamics of hourly electricity prices 0 1 1 106 3 5 6 230
The impact of news on US household inflation expectations 0 0 0 36 1 2 2 67
The relationship between spot and futures CO2 emission allowance prices in the EU-ETS 0 0 2 325 6 7 15 1,394
Time series properties of a rating system based on financial ratios 0 0 0 155 3 7 10 496
Wheat and maize futures reaction to weather shocks in Europe 0 0 0 8 2 3 5 55
Total Working Papers 2 7 15 3,423 38 88 141 9,097


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 4 26
A dynamic network analysis of spot electricity prices in the Australian national electricity market 0 1 4 15 3 9 21 53
Actual uptake of home batteries: The key roles of capital and policy 0 0 1 4 2 6 9 28
An empirical comparison of alternative schemes for combining electricity spot price forecasts 0 0 3 59 4 8 21 201
Assessing sovereign default risk: A bottom-up approach 0 0 1 4 2 3 6 55
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 0 4 5 45
Carbon pass-through rates on spot electricity prices in Australia 0 0 0 17 3 3 7 67
Carbon pricing and electricity markets — The case of the Australian Clean Energy Bill 0 0 0 31 1 4 7 117
Convenience Yields and Risk Premiums in the EU‐ETS—Evidence from the Kyoto Commitment Period 1 1 2 14 5 6 10 56
Daily Business and External Condition Indices for the Australian Economy 0 0 0 10 2 2 3 25
Editorial to the special issue on Applicable semiparametrics of computational statistics 0 0 0 0 0 2 4 30
Electricity markets around the world 0 1 6 130 4 9 19 343
Factors of the term structure of sovereign yield spreads 0 0 1 18 3 5 8 103
Financing alternative energy projects: An examination of challenges and opportunities for local government 0 0 0 7 5 6 8 51
Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling 0 0 2 146 1 4 10 485
Investors' carbon risk exposure and their potential for shareholder engagement 0 0 0 3 1 5 6 33
It’s not now or never: Implications of investment timing and risk aversion on climate adaptation to extreme events 0 0 0 12 1 3 6 48
Managing risks from climate impacted hazards – The value of investment flexibility under uncertainty 0 0 0 3 5 9 12 32
Modeling electricity prices: jump diffusion and regime switching 1 3 5 51 7 12 17 154
Modeling the price dynamics of CO2 emission allowances 2 3 14 469 6 21 40 1,198
Modelling catastrophe claims with left-truncated severity distributions 0 0 0 33 1 1 1 97
Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models 0 1 3 203 4 7 10 572
Regional and global contagion in real estate investment trusts 0 0 0 9 0 3 4 40
Returns of REITS and stock markets 0 0 1 8 1 2 5 31
Second order of stochastic dominance efficiency vs mean variance efficiency 0 0 0 12 3 3 5 60
Style analysis and Value-at-Risk of Asia-focused hedge funds 0 0 0 17 1 2 4 95
The Relationship between Carbon, Commodity and Financial Markets: A Copula Analysis 0 1 5 49 0 3 9 129
The dynamics of returns on renewable energy companies: A state-space approach 0 2 2 57 1 7 12 194
Unbiasedness and risk premiums in the Indian currency futures market 0 0 0 21 1 2 2 136
Volatility spillovers in Australian electricity markets 0 0 1 25 1 2 6 73
Total Journal Articles 4 13 52 1,503 68 154 282 5,245


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 4 13 54 3 8 30 153
Total Books 1 4 13 54 3 8 30 153


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 2 3 9
Total Chapters 0 0 0 0 1 2 3 9


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 1 2 5 286
Total Software Items 0 0 0 146 1 2 5 286


Statistics updated 2026-01-08