Stefan Trueck : Citation Profile


Are you Stefan Trueck?

Macquarie University

12

H index

13

i10 index

878

Citations

RESEARCH PRODUCTION:

30

Articles

25

Papers

1

Books

1

Chapters

RESEARCH ACTIVITY:

   18 years (2003 - 2021). See details.
   Cites by year: 48
   Journals where Stefan Trueck has often published
   Relations with other researchers
   Recent citing documents: 125.    Total self citations: 22 (2.44 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ptr82
   Updated: 2021-09-18    RAS profile: 2021-05-24    
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Relations with other researchers


Works with:

Weron, Rafał (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Stefan Trueck.

Is cited by:

Weron, Rafał (162)

Nowotarski, Jakub (47)

Marcjasz, Grzegorz (45)

Uniejewski, Bartosz (41)

Janczura, Joanna (20)

Chevallier, Julien (19)

Maciejowska, Katarzyna (16)

Afanasyev, Dmitriy (14)

Sapio, Sandro (13)

Nguyen, Duc Khuong (13)

Sousa, Ricardo (12)

Cites to:

Weron, Rafał (103)

Janczura, Joanna (21)

Best, Rohan (20)

Härdle, Wolfgang (17)

Diebold, Francis (16)

Cartea, Álvaro (16)

Burke, Paul (14)

Hurn, Stan (14)

Nowotarski, Jakub (13)

Mahieu, Ronald (11)

Chevallier, Julien (11)

Main data


Where Stefan Trueck has published?


Journals with more than one article published# docs
Energy Economics8
Energy Policy3
European Journal of Operational Research3
The Economic Record2
Journal of Property Investment & Finance2
Computational Statistics2

Working Papers Series with more than one paper published# docs
HSC Research Reports / Hugo Steinhaus Center, Wroclaw University of Technology7
SFB 649 Discussion Papers / Sonderforschungsbereich 649, Humboldt University, Berlin, Germany4
MPRA Paper / University Library of Munich, Germany3
ERES / European Real Estate Society (ERES)2
Published Paper Series / Finance Discipline Group, UTS Business School, University of Technology, Sydney2

Recent works citing Stefan Trueck (2021 and 2020)


YearTitle of citing document
2020Beating the naive: Combining LASSO with naive intraday electricity price forecasts. (2020). Weron, Rafał ; Uniejewski, Bartosz ; Marcjasz, Grzegorz. In: WORking papers in Management Science (WORMS). RePEc:ahh:wpaper:worms2001.

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2020PCA forecast averaging - predicting day-ahead and intraday electricity prices. (2020). Uniejewski, Bartosz ; Serafin, Tomasz ; Maciejowska, Katarzyna. In: WORking papers in Management Science (WORMS). RePEc:ahh:wpaper:worms2002.

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2020Trading on short-term path forecasts of intraday electricity prices. (2020). Weron, Rafał ; Chawla, Yash ; Marcjasz, Grzegorz ; Serafin, Tomasz. In: WORking papers in Management Science (WORMS). RePEc:ahh:wpaper:worms2017.

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2021Importance of the long-term seasonal component in day-ahead electricity price forecasting revisited: Parameter-rich models estimated via the LASSO. (2021). Weron, Rafał ; Marcjasz, Grzegorz ; Jędrzejewski, Arkadiusz. In: WORking papers in Management Science (WORMS). RePEc:ahh:wpaper:worms2104.

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2021Forecasting Electricity Prices: Autoregressive Hybrid Nearest Neighbors (ARHNN) method. (2021). Sotiros, Dimitrios ; Serafin, Tomasz ; Nitka, Weronika. In: WORking papers in Management Science (WORMS). RePEc:ahh:wpaper:worms2106.

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2021Neural basis expansion analysis with exogenous variables: Forecasting electricity prices with NBEATSx. (2021). Weron, Rafał ; Marcjasz, Grzegorz ; Dubrawski, Artur ; Challu, Cristian ; Olivares, Kin G. In: WORking papers in Management Science (WORMS). RePEc:ahh:wpaper:worms2107.

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2020Ensemble Forecasting for Intraday Electricity Prices: Simulating Trajectories. (2020). Ziel, Florian ; Narajewski, Michal. In: Papers. RePEc:arx:papers:2005.01365.

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2020Pricing Energy Contracts under Regime Switching Time-Changed models. (2020). Olivares, Pablo ; Ferrando, Sebastian ; Gajewski, Konrad. In: Papers. RePEc:arx:papers:2005.14361.

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2020Barriers to grid-connected battery systems: Evidence from the Spanish electricity market. (2020). Soneira, David Soler ; Hu, YU ; Jes, Mar'Ia. In: Papers. RePEc:arx:papers:2007.00486.

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2020Forecasting day-ahead electricity prices: A review of state-of-the-art algorithms, best practices and an open-access benchmark. (2020). Weron, Rafał ; Marcjasz, Grzegorz ; de Schutter, Bart ; Lago, Jesus. In: Papers. RePEc:arx:papers:2008.08004.

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2021Deep Distributional Time Series Models and the Probabilistic Forecasting of Intraday Electricity Prices. (2020). Nott, David J ; Smith, Michael Stanley ; Klein, Nadja. In: Papers. RePEc:arx:papers:2010.01844.

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2021CRPS Learning. (2021). Berrisch, Jonathan ; Ziel, Florian. In: Papers. RePEc:arx:papers:2102.00968.

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2021A survey of electricity spot and futures price models for risk management applications. (2021). Gruet, Pierre ; Deschatre, Thomas. In: Papers. RePEc:arx:papers:2103.16918.

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2021Effects of rooftop solar on housing prices in Australia. (2021). Reynolds, Zac ; Nepal, Rabindra ; Burke, Paul J ; Best, Rohan. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:65:y:2021:i:3:p:493-511.

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2020A Factor Model Analysis of the Australian Economy and the Effects of Inflation Targeting. (2020). Hartigan, Luke ; Morley, James. In: The Economic Record. RePEc:bla:ecorec:v:96:y:2020:i:314:p:271-293.

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2020Passive Balancing Through Intraday Trading: Whether Interactions Between Short-term Trading and Balancing Stabilize Germany’s Electricity System. (2020). Koch, Christopher ; Maskos, Philipp. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-02-14.

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2020Impact of Solar and Wind Prices on the Integrated Global Electricity Spot and Options Markets: A Time Series Analysis. (2020). Alsaedi, Yasir ; Wong, Victor ; Tularam, Gurudeo Anand. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-02-40.

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2021Insights from EU Policy Framework in Aligning Sustainable Finance for Sustainable Development in Africa and Asia. (2021). Netswera, Fulu Godfrey ; Indrajith, Shantha ; Motsumi, Abel. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-54.

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2020An adaptive hybrid model for short term electricity price forecasting. (2020). Wei, Yi-Ming ; Tan, Zhongfu ; Zhang, Jinliang. In: Applied Energy. RePEc:eee:appene:v:258:y:2020:i:c:s030626191931774x.

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2020Automatic frequency restoration reserve market prediction: Methodology and comparison of various approaches. (2020). Sauer, Dirk Uwe ; Schoeneberger, Ilka ; Rucker, Fabian ; Merten, Michael. In: Applied Energy. RePEc:eee:appene:v:268:y:2020:i:c:s0306261920304906.

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2020Ensemble forecasting for intraday electricity prices: Simulating trajectories. (2020). Ziel, Florian ; Narajewski, Micha. In: Applied Energy. RePEc:eee:appene:v:279:y:2020:i:c:s0306261920312824.

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2021Analyzing spillover effects between carbon and fossil energy markets from a time-varying perspective. (2021). Lin, Boqiang ; Xu, Jun ; Shi, Rong ; Gong, XU. In: Applied Energy. RePEc:eee:appene:v:285:y:2021:i:c:s030626192031758x.

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2021Demand-side flexibility and demand-side bidding for flexible loads in air-conditioned buildings. (2021). Thakur, Jagruti ; Troitzsch, Sebastian ; Utama, Christian. In: Applied Energy. RePEc:eee:appene:v:285:y:2021:i:c:s0306261920317815.

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2021A hybrid model for carbon price forecastingusing GARCH and long short-term memory network. (2021). Zhou, Dequn ; Wang, Qunwei ; Dai, Xingyu ; Huang, Yumeng. In: Applied Energy. RePEc:eee:appene:v:285:y:2021:i:c:s0306261921000489.

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2021Forecasting day-ahead electricity prices: A review of state-of-the-art algorithms, best practices and an open-access benchmark. (2021). Weron, Rafał ; de Schutter, Bart ; Marcjasz, Grzegorz ; Lago, Jesus. In: Applied Energy. RePEc:eee:appene:v:293:y:2021:i:c:s0306261921004529.

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2021Emissions trading with rolling horizons. (2021). Trotignon, Raphael ; Quemin, Simon. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:125:y:2021:i:c:s0165188921000348.

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2021Time-frequency connectedness between Asian electricity sectors. (2021). TAGHIZADEH-HESARY, Farhad ; Ngo, Thanh ; Naeem, Muhammad Abubakr ; Arif, Muhammad ; Hasan, Mudassar ; Taghizadehhesary, Farhad. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:208-224.

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2020Price connectedness between green bond and financial markets. (2020). Ugolini, Andrea ; Reboredo, Juan. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:25-38.

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2020Risk premium or irrational expectations? An investigation into the causes of forward discount bias across 27 developed and developing economies forward rates. (2020). Altiti, Omar ; Miah, Fazlul. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818300640.

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2020The economic and financial properties of crude oil: A review. (2020). Auer, Benjamin R ; Lang, Korbinian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940818302559.

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2020Do alternative energy markets provide optimal alternative investment opportunities?. (2020). Vo, Xuan Vinh ; Ur, Mobeen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301674.

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2021Oil price shocks, geopolitical risks, and green bond market dynamics. (2021). Lee, Chien-Chiang ; Li, Yong-Yi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301972.

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2021Equity and effectiveness of Australian small-scale solar schemes. (2021). Best, Rohan ; Li, Han ; Chareunsy, Andrea. In: Ecological Economics. RePEc:eee:ecolec:v:180:y:2021:i:c:s0921800920304705.

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2020Risk management of renewable power producers from co-dependencies in cash flows. (2020). Owusu, Abena ; Kar, Koushik ; Gupta, Aparna ; Bhattacharya, Saptarshi. In: European Journal of Operational Research. RePEc:eee:ejores:v:283:y:2020:i:3:p:1081-1093.

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2020Factor models in the German electricity market: Stylized facts, seasonality, and calibration. (2020). Wagner, A ; Hinderks, W J. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319301033.

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2020Energy commodity uncertainties and the systematic risk of US industries. (2020). Balli, Faruk ; Naeem, Muhammad Abubakr ; de Bruin, Anne ; Hussain, Syed Jawad. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303846.

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2020Exploring the effect of carbon trading mechanism on Chinas green development efficiency: A novel integrated approach. (2020). Wei, Yi-Ming ; Zhu, Bangzhu ; Su, Bin ; Wang, Ping ; Huang, Liqing ; Zhang, Mengfan. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303962.

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2020How connected is the carbon market to energy and financial markets? A systematic analysis of spillovers and dynamics. (2020). Wang, Xinyu ; Vivian, Andrew ; Sirichand, Kavita ; Tan, Xueping. In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320302103.

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2020Electricity market integration, decarbonisation and security of supply: Dynamic volatility connectedness in the Irish and Great Britain markets. (2020). Nepal, Rabindra ; Jamasb, Tooraj ; Do, Hung Xuan. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320302875.

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2020A looming revolution: Implications of self-generation for the risk exposure of retailers. (2020). Bertsch, Valentin ; Russo, Marianna. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320303108.

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2021Electricity pricing using a periodic GARCH model with conditional skewness and kurtosis components. (2021). Theodossiou, Panayiotis ; Savva, Christos ; Kosmidou, Kyriaki ; Ioannidis, Filippos. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000153.

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2021Regularized quantile regression averaging for probabilistic electricity price forecasting. (2021). Weron, Rafał ; Uniejewski, Bartosz. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000268.

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2021The marginal impacts of energy prices on carbon price variations: Evidence from a quantile-on-quantile approach. (2021). Mishra, Tapas ; Yan, Cheng ; Shi, Yukun ; Ren, Xiaohang ; Duan, Kun. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000360.

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2021Does weather, or energy prices, affect carbon prices?. (2021). Young, Martin R ; Maddox, Grace E ; Batten, Jonathan A. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s014098832030356x.

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2021Enhancing load, wind and solar generation for day-ahead forecasting of electricity prices. (2021). Weron, Tomasz ; Nitka, Weronika ; Maciejowska, Katarzyna. In: Energy Economics. RePEc:eee:eneeco:v:99:y:2021:i:c:s014098832100178x.

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2021Targeting household energy assistance. (2021). Silber, Jacques ; Mukhopadhaya, Pundarik ; Hammerle, Mara ; Best, Rohan. In: Energy Economics. RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321002176.

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2020Uncertainty in electricity markets from a semi-nonparametric approach. (2020). Perote, Javier ; Cortes, Lina M ; Trespalacios, Alfredo. In: Energy Policy. RePEc:eee:enepol:v:137:y:2020:i:c:s0301421519306780.

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2020Chinese renewable energy industries’ boom and recession: Evidence from bubble detection procedure. (2020). Su, Chi-Wei ; Wang, Kai-Hua ; Moldovan, Nicoleta-Claudia ; Lobon, Oana-Ramona. In: Energy Policy. RePEc:eee:enepol:v:138:y:2020:i:c:s0301421519307852.

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2020Predicting collusive patterns in a liberalized electricity market with mandatory auctions of forward contracts. (2020). Palacio, Sebastian M. In: Energy Policy. RePEc:eee:enepol:v:139:y:2020:i:c:s0301421520300690.

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2020Unrealised opportunities for residential solar panels in Australia. (2020). Zander, Kerstin K. In: Energy Policy. RePEc:eee:enepol:v:142:y:2020:i:c:s0301421520302536.

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2020The effect of a new power cable on energy prices volatility spillovers. (2020). Spagnolo, Nicola ; Sapio, Alessandro. In: Energy Policy. RePEc:eee:enepol:v:144:y:2020:i:c:s0301421520302354.

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2020The impact of probability of electricity price spike and outside temperature to define total expected cost for air conditioning. (2020). Marwan, Marwan. In: Energy. RePEc:eee:energy:v:195:y:2020:i:c:s0360544220301018.

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2020Analysis of CO2 emission reduction contribution and efficiency of China’s solar photovoltaic industry: Based on Input-output perspective. (2020). Shen, Yu-Ting ; Liu, Jingjing ; Tian, ZE ; Ren, Fang-Rong. In: Energy. RePEc:eee:energy:v:199:y:2020:i:c:s0360544220306009.

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2020Short-term effects of PV integration on global welfare and CO2 emissions. An application to the Iberian electricity market. (2020). Roman-Collado, R ; Nuez, F ; Arcos-Vargas, A. In: Energy. RePEc:eee:energy:v:200:y:2020:i:c:s0360544220306113.

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2020A novel carbon price prediction model combines the secondary decomposition algorithm and the long short-term memory network. (2020). Huang, Chenchen ; Sun, Wei. In: Energy. RePEc:eee:energy:v:207:y:2020:i:c:s0360544220314018.

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2021Correlations between crude oil and stocks prices of renewable energy and technology companies: A multiscale time-dependent analysis. (2021). Niu, Hongli. In: Energy. RePEc:eee:energy:v:221:y:2021:i:c:s0360544221000499.

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2021The effects of carbon emissions trading and renewable portfolio standards on the integrated wind–photovoltaic–thermal power-dispatching system: Real case studies in China. (2021). Zhang, Yimei ; Dai, Mei ; Zheng, Jin ; Ding, Yihong ; Tan, Qinliang. In: Energy. RePEc:eee:energy:v:222:y:2021:i:c:s0360544221001766.

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2021The impact of extreme structural oil-price shocks on clean energy and oil stocks. (2021). Abdoh, Hussein ; Maghyereh, Aktham. In: Energy. RePEc:eee:energy:v:225:y:2021:i:c:s0360544221004588.

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2020The volatility linkage between energy and agricultural futures markets with external shocks. (2020). Zeng, Hongchao ; Wu, Lei ; Jin, Jiayu ; Han, Liyan. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521918305209.

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2020The hedging effect of green bonds on carbon market risk. (2020). Han, Liyan ; Jin, Jiayu ; Zeng, Hongchao ; Wu, Lei. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301538.

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2020Risk measurement of international carbon market based on multiple risk factors heterogeneous dependence. (2020). Yun, PO ; Yang, YU ; Zhang, Chen. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318306123.

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2020Probabilistic electricity price forecasting with NARX networks: Combine point or probabilistic forecasts?. (2020). Weron, Rafał ; Uniejewski, Bartosz ; Marcjasz, Grzegorz. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:466-479.

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2020Comparing the forecasting performances of linear models for electricity prices with high RES penetration. (2020). Gianfreda, Angelica ; Rossini, Luca ; Ravazzolo, Francesco. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:974-986.

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2021Conformal prediction interval estimation and applications to day-ahead and intraday power markets. (2021). Ziel, Florian ; Kath, Christopher. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:777-799.

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2020Seasonal patterns of global oil consumption: Implications for long term energy policy. (2020). Inchauspe, Julian ; Park, Jason. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:42:y:2020:i:3:p:536-556.

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2020Sustainable food production, forest biodiversity and mineral pricing: Interconnected global issues. (2020). Munir, Irfan Ullah ; Yue, Shen ; Zaman, Khalid ; Qazi, Muhammad Moinuddin ; Nassani, Abdelmohsen A ; Hyder, Shabir. In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719306269.

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2020Optimal policies for managing oil revenue stabilization funds: An illustration using Saudi Arabia. (2020). Pierru, Axel ; Murphy, Frederic ; Atalla, Tarek N ; Alkathiri, Nader. In: Resources Policy. RePEc:eee:jrpoli:v:67:y:2020:i:c:s0301420719304258.

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2020Time-varying impact of oil prices on sectoral stock returns: Evidence from Turkey. (2020). Akdeniz, Cokun ; Kila, Gul Huyuguzel ; Atik, Abdurrahman Nazif. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s030142072030876x.

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2021Dynamic asymmetric optimal portfolio allocation between energy stocks and energy commodities: Evidence from clean energy and oil and gas companies. (2021). Miller, Stephen ; Canarella, Giorgio ; Asl, Mahdi Ghaemi. In: Resources Policy. RePEc:eee:jrpoli:v:71:y:2021:i:c:s0301420720310102.

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2020The impact of the integration of renewable energy sources in the electricity price formation: is the Merit-Order Effect occurring in Portugal?. (2020). Damette, Olivier ; Marques, Antonio Cardoso ; Macedo, Daniela Pereira. In: Utilities Policy. RePEc:eee:juipol:v:66:y:2020:i:c:s0957178720300758.

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2021Risk spillover from energy market uncertainties to the Chinese carbon market. (2021). Xu, Yingying. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x21000688.

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2020Stylized facts of the carbon emission market in China. (2020). Shen, Dehua ; Zhang, Wei ; Yan, Kai. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:555:y:2020:i:c:s0378437120303691.

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2020Smart Energy Markets - Future electricity, gas and heating markets. (2020). Djorup, S ; Skov, I R ; Lund, Henrik ; Sorknas, P ; Fausto, F ; Morthorst, P E ; Skytte, K. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:119:y:2020:i:c:s1364032119308615.

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2021No real option for solar in Ireland: A real option valuation of utility scale solar investment in Ireland. (2021). Byrne, Julie ; Assereto, Martina. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:143:y:2021:i:c:s1364032121001866.

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2021Hedging and temporal permit issuances in cap-and-trade programs: The Market Stability Reserve under risk aversion. (2021). Pahle, Michael ; Lessmann, Kai ; Tietjen, Oliver. In: Resource and Energy Economics. RePEc:eee:resene:v:63:y:2021:i:c:s0928765520304231.

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2020A sentiment index to measure sovereign risk using Google data. (2020). Gonzalez-Velasco, Carmen ; Gonzalez-Fernandez, Marcos. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:406-418.

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2021Local, global and regional shocks indices in emerging exchange rate markets. (2021). Geyikci, Utku Bora ; Erdem, Pinar F. In: International Review of Economics & Finance. RePEc:eee:reveco:v:73:y:2021:i:c:p:98-113.

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2020Incorporating the impacts of climate change in transportation infrastructure decision models. (2020). Li, Huanan ; Kim, Amy M. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:134:y:2020:i:c:p:271-287.

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2021Examining the Sources of Sovereign Risk for South Africa: A Time Varying Flexible Least Squares Approach. (2021). Zhou, Sheunesu. In: Eurasian Journal of Economics and Finance. RePEc:ejn:ejefjr:v:9:y:2021:i:1:p:29-45.

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2020Spillovers to Renewable Energy Stocks in the US and Europe: Are They Different?. (2020). Hamori, Shigeyuki ; Liu, Tiantian. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:12:p:3162-:d:373133.

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2020PCA Forecast Averaging—Predicting Day-Ahead and Intraday Electricity Prices. (2020). Serafin, Tomasz ; Uniejewski, Bartosz ; Maciejowska, Katarzyna. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:14:p:3530-:d:382069.

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2020Predictive Trading Strategy for Physical Electricity Futures. (2020). Ramirez-Rosado, Ignacio J ; Fernandez-Jimenez, Alfredo L ; Monteiro, Claudio. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:14:p:3555-:d:382736.

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2020Modeling and Managing Joint Price and Volumetric Risk for Volatile Electricity Portfolios. (2020). Ketter, Wolfgang ; Kienscherf, Philipp Artur ; Kaufmann, Johannes. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:14:p:3578-:d:383220.

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2020Forecasting Electricity Prices Using Deep Neural Networks: A Robust Hyper-Parameter Selection Scheme. (2020). Marcjasz, Grzegorz. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:18:p:4605-:d:409115.

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2020Comparison of Electricity Spot Price Modelling and Risk Management Applications. (2020). Adiyeke, Esra ; Anakolu, Ethem . In: Energies. RePEc:gam:jeners:v:13:y:2020:i:18:p:4698-:d:411305.

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2020Price Forecasting for the Balancing Energy Market Using Machine-Learning Regression. (2020). Kotsakis, Evangelos ; Pegios, Konstantinos ; Lucas, Alexandre ; Clarke, Dan. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:20:p:5420-:d:430252.

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2020The Impact of Industry on European Union Emissions Trading Market—From Network Perspective. (2020). Fan, Ying ; Liu, Yinpeng ; Wang, Jiqiang ; Guo, Jianfeng. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:21:p:5642-:d:436174.

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2020Point and Interval Forecasting of Zonal Electricity Prices and Demand Using Heteroscedastic Models: The IPEX Case. (2020). Lisi, Francesco ; Bernardi, Mauro. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:23:p:6191-:d:450862.

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2020The Implications of Policy Uncertainty on Solar Photovoltaic Investment. (2020). Byrne, Julie ; Assereto, Martina. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:23:p:6233-:d:451620.

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2020Determining If Oil Prices Significantly Affect Renewable Energy Investment in African Countries with Energy Security Concerns. (2020). Failler, Pierre ; Tambari, Ishaya. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:24:p:6740-:d:465691.

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2020Is Investing in Companies Manufacturing Solar Components a Lucrative Business? A Decision Tree Based Analysis. (2020). Szczygielski, Jan Jakub ; Skowroska-Szmer, Anna ; Tomczak, Sebastian Klaudiusz. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:2:p:499-:d:310927.

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2020A Time-Series Treatment Method to Obtain Electrical Consumption Patterns for Anomalies Detection Improvement in Electrical Consumption Profiles. (2020). Clairand, Jean-Michel ; Escriva-Escriva, Guillermo ; Luna-Romero, Santiago ; Serrano-Guerrero, Xavier. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:5:p:1046-:d:325458.

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2020Beating the Naïve—Combining LASSO with Naïve Intraday Electricity Price Forecasts. (2020). Weron, Rafał ; Uniejewski, Bartosz ; Marcjasz, Grzegorz. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:7:p:1667-:d:340785.

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2021Electricity Market in Brazil: A Critical Review on the Ongoing Reform. (2021). Ordovas, Andre Quites ; Ando, Oswaldo Hideo ; Cavallari, Marco Roberto ; de Almeida, Adriano Batista ; Gimenez, Jorge Javier ; da Silva, Adriel Rodrigues. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:10:p:2873-:d:555629.

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2021Importance of the Long-Term Seasonal Component in Day-Ahead Electricity Price Forecasting Revisited: Parameter-Rich Models Estimated via the LASSO. (2021). Weron, Rafał ; Marcjasz, Grzegorz ; Jdrzejewski, Arkadiusz. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:11:p:3249-:d:567421.

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2021Is It Possible to Make Money on Investing in Companies Manufacturing Solar Components? A Panel Data Approach. (2021). Tomczak, Sebastian ; Szczygielski, Jan Jakub ; Skowroska-Szmer, Anna. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:12:p:3406-:d:571806.

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2021The Impact of Forecasting Jumps on Forecasting Electricity Prices. (2021). Kostrzewska, Jadwiga ; Kostrzewski, Maciej. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:2:p:336-:d:477466.

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2021Central and Eastern European CO 2 Market—Challenges of Emissions Trading for Energy Companies. (2021). Skrzek-Lubasiska, Magorzata ; Klimczak, Dawid ; Ciesielska-Macigowska, Dorota. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:4:p:1051-:d:500911.

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2020.

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2020Research on the Price Fluctuation and Risk Formation Mechanism of Carbon Emission Rights in China Based on a GARCH Model. (2020). Xu, Yukun ; Zhang, Jilin . In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:10:p:4249-:d:361542.

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2020How Do Venture Capitals Build Up Syndication Ecosystems for Sustainable Development?. (2020). Rong, KE ; Luo, Jar-Der ; Ren, Jie. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:11:p:4385-:d:363523.

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More than 100 citations found, this list is not complete...

Works by Stefan Trueck:


YearTitleTypeCited
2019Wheat and maize futures reaction to weather shocks in Europe In: 172nd EAAE Seminar, May 28-29, 2019, Brussels, Belgium.
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2011The Relationship between Carbon, Commodity and Financial Markets: A Copula Analysis In: The Economic Record.
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2015Daily Business and External Condition Indices for the Australian Economy In: The Economic Record.
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2006Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models In: Studies in Nonlinear Dynamics & Econometrics.
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2011The Dependence Structure between Carbon Emission Allowances and Financial Markets - A Copula Analysis In: CESifo Working Paper Series.
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2005Auswirkungen der neuen Basler Eigenkapitalvereinbarung auf die Finanzierung von KMU In: Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research.
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2018Assessing sovereign default risk: A bottom-up approach In: Economic Modelling.
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2016It’s not now or never: Implications of investment timing and risk aversion on climate adaptation to extreme events In: European Journal of Operational Research.
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2018Managing risks from climate impacted hazards – The value of investment flexibility under uncertainty In: European Journal of Operational Research.
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2021Second order of stochastic dominance efficiency vs mean variance efficiency In: European Journal of Operational Research.
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2009Modeling the price dynamics of CO2 emission allowances In: Energy Economics.
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2013Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling In: Energy Economics.
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2012Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling.(2012) In: MPRA Paper.
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2014An empirical comparison of alternative schemes for combining electricity spot price forecasts In: Energy Economics.
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2013An empirical comparison of alternate schemes for combining electricity spot price forecasts.(2013) In: HSC Research Reports.
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2015The dynamics of returns on renewable energy companies: A state-space approach In: Energy Economics.
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2019Carbon pricing and electricity markets — The case of the Australian Clean Energy Bill In: Energy Economics.
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2020Volatility spillovers in Australian electricity markets In: Energy Economics.
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2020A dynamic network analysis of spot electricity prices in the Australian national electricity market In: Energy Economics.
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2016Financing alternative energy projects: An examination of challenges and opportunities for local government In: Energy Policy.
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2014Unbiasedness and risk premiums in the Indian currency futures market In: Journal of International Financial Markets, Institutions and Money.
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2018Factors of the term structure of sovereign yield spreads In: Journal of International Money and Finance.
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2018Electricity markets around the world In: Journal of Commodity Markets.
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2008Rating Based Modeling of Credit Risk In: Elsevier Monographs.
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2011Style analysis and Value-at-Risk of Asia-focused hedge funds In: Pacific-Basin Finance Journal.
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2004Modeling electricity prices: jump diffusion and regime switching In: Physica A: Statistical Mechanics and its Applications.
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2003Modeling electricity prices: jump diffusion and regime switching.(2003) In: HSC Research Reports.
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2010Returns of REITS and stock markets: Measuring dependence and risk In: Journal of Property Investment & Finance.
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2015Conditional Systemic Risk with Penalized Copula In: SFB 649 Discussion Papers.
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2017The impact of news on US household inflation expectations In: SFB 649 Discussion Papers.
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2005Modelling catastrophe claims with left-truncated severity distributions (extended version) In: MPRA Paper.
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2005Modeling catastrophe claims with left-truncated severity distributions (extended version).(2005) In: HSC Research Reports.
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2007Outlier Treatment and Robust Approaches for Modeling Electricity Spot Prices In: MPRA Paper.
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2015Editorial to the special issue on Applicable semiparametrics of computational statistics In: Computational Statistics.
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2009Recent Advances in Credit Risk Management In: Contributions to Economics.
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2011Interaction between Australian carbon prices and energy prices In: Published Paper Series.
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2016Convenience Yields and Risk Premiums in the EU‐ETS—Evidence from the Kyoto Commitment Period In: Journal of Futures Markets.
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