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 1 21
An empirical comparison of alternate schemes for combining electricity spot price forecasts 0 0 0 159 0 2 2 408
Carbon pricing, forward risk premiums and pass-through rates in Australian electricity futures markets 0 0 1 74 0 1 6 144
Conditional systemic risk with penalized copula 0 0 0 44 0 1 1 97
Convenience yields and risk premiums in the EU-ETS - Evidence from the Kyoto commitment period 0 0 0 75 0 1 2 191
Convenience yields for CO2 emission allowance futures contracts 0 0 2 335 1 3 6 1,015
Emissions Mitigation Schemes in Australia—The Past, Present and Future 0 0 0 1 0 0 1 12
Estimation of operational value-at-risk in the presence of minimum collection threshold: An empirical study 0 0 0 60 1 1 1 129
Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling 0 0 0 120 0 0 1 223
Interaction between Australian carbon prices and energy prices 1 1 1 1 1 1 2 9
Modeling catastrophe claims with left-truncated severity distributions (extended version) 0 0 0 28 0 1 1 183
Modeling electricity prices with regime switching models 0 0 1 1,032 0 0 4 1,887
Modeling electricity prices: jump diffusion and regime switching 0 0 1 221 0 1 4 607
Modelling catastrophe claims with left-truncated severity distributions (extended version) 0 0 0 49 0 0 4 247
Modelling price spikes in electricity markets - the impact of load, weather and capacity 0 1 6 205 0 2 11 472
Outlier Treatment and Robust Approaches for Modeling Electricity Spot Prices 0 1 2 242 1 3 5 685
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 0 32
RISK AND RETURN IN EUROPEAN PROPERTY MARKETS - AN EMPIRICAL INVESTIGATION 0 1 2 12 0 1 2 31
The Dependence Structure between Carbon Emission Allowances and Financial Markets - A Copula Analysis 0 0 0 106 2 2 4 364
The dynamics of hourly electricity prices 0 0 2 105 0 0 3 224
The impact of news on US household inflation expectations 0 1 2 36 0 1 5 65
The relationship between spot and futures CO2 emission allowance prices in the EU-ETS 0 1 4 323 1 5 8 1,381
Time series properties of a rating system based on financial ratios 0 0 1 155 0 0 2 486
Wheat and maize futures reaction to weather shocks in Europe 0 0 0 8 0 1 1 51
Total Working Papers 1 6 25 3,411 7 27 77 8,972


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 8 0 0 2 22
A dynamic network analysis of spot electricity prices in the Australian national electricity market 0 0 1 11 2 2 8 34
Actual uptake of home batteries: The key roles of capital and policy 0 0 1 3 0 2 4 20
An empirical comparison of alternative schemes for combining electricity spot price forecasts 0 0 4 56 2 5 14 184
Assessing sovereign default risk: A bottom-up approach 1 1 1 4 1 1 1 50
Auswirkungen der neuen Basler Eigenkapitalvereinbarung auf die Finanzierung von KMU 0 0 0 65 0 0 0 667
Capital and policy impacts on Australian small-scale solar installations 0 0 0 2 0 0 0 40
Carbon pass-through rates on spot electricity prices in Australia 0 0 1 17 1 4 10 61
Carbon pricing and electricity markets — The case of the Australian Clean Energy Bill 0 0 1 31 1 1 3 111
Convenience Yields and Risk Premiums in the EU‐ETS—Evidence from the Kyoto Commitment Period 0 0 1 12 0 1 4 47
Daily Business and External Condition Indices for the Australian Economy 0 0 1 10 0 0 1 22
Editorial to the special issue on Applicable semiparametrics of computational statistics 0 0 0 0 1 1 2 27
Electricity markets around the world 1 2 17 126 1 3 32 327
Factors of the term structure of sovereign yield spreads 0 0 1 17 0 0 6 95
Financing alternative energy projects: An examination of challenges and opportunities for local government 0 0 0 7 0 0 1 43
Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling 0 0 4 144 1 1 15 476
Investors' carbon risk exposure and their potential for shareholder engagement 0 0 0 3 0 0 6 27
It’s not now or never: Implications of investment timing and risk aversion on climate adaptation to extreme events 0 0 0 12 0 1 2 43
Managing risks from climate impacted hazards – The value of investment flexibility under uncertainty 0 0 0 3 0 0 2 20
Modeling electricity prices: jump diffusion and regime switching 1 1 6 47 1 3 15 138
Modeling the price dynamics of CO2 emission allowances 1 1 7 456 2 4 26 1,160
Modelling catastrophe claims with left-truncated severity distributions 0 0 0 33 0 0 2 96
Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models 1 2 6 202 1 2 11 564
Regional and global contagion in real estate investment trusts 0 0 0 9 0 0 1 36
Returns of REITS and stock markets 0 0 0 7 0 0 1 26
Second order of stochastic dominance efficiency vs mean variance efficiency 0 0 1 12 1 2 4 56
Style analysis and Value-at-Risk of Asia-focused hedge funds 0 0 0 17 0 0 2 91
The Relationship between Carbon, Commodity and Financial Markets: A Copula Analysis 1 2 5 45 1 4 13 123
The dynamics of returns on renewable energy companies: A state-space approach 0 0 4 55 2 3 10 184
Unbiasedness and risk premiums in the Indian currency futures market 0 0 0 21 0 0 0 134
Volatility spillovers in Australian electricity markets 0 0 0 24 1 1 2 68
Total Journal Articles 6 9 63 1,459 19 41 200 4,992


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 2 8 41 1 5 20 125
Total Books 0 2 8 41 1 5 20 125


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 1 1 6
Total Chapters 0 0 0 0 0 1 1 6


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 1 146 0 0 4 281
Total Software Items 0 0 1 146 0 0 4 281


Statistics updated 2025-03-03