Stefan Trueck : Citation Profile


Are you Stefan Trueck?

Macquarie University

11

H index

11

i10 index

708

Citations

RESEARCH PRODUCTION:

22

Articles

24

Papers

1

Books

RESEARCH ACTIVITY:

   15 years (2003 - 2018). See details.
   Cites by year: 47
   Journals where Stefan Trueck has often published
   Relations with other researchers
   Recent citing documents: 171.    Total self citations: 17 (2.34 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ptr82
   Updated: 2020-01-25    RAS profile: 2019-05-24    
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Relations with other researchers


Works with:

Weron, Rafał (7)

Wang, Ben (2)

Nowotarski, Jakub (2)

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 (144)

Nowotarski, Jakub (47)

Uniejewski, Bartosz (26)

Janczura, Joanna (21)

Chevallier, Julien (19)

Marcjasz, Grzegorz (18)

Afanasyev, Dmitriy (14)

Maciejowska, Katarzyna (14)

Nguyen, Duc Khuong (13)

Sapio, Sandro (13)

Nan, Fany (12)

Cites to:

Weron, Rafał (80)

Härdle, Wolfgang (22)

Diebold, Francis (13)

Cartea, Álvaro (12)

Janczura, Joanna (12)

Mahieu, Ronald (11)

Chevallier, Julien (10)

Burnecki, Krzysztof (9)

Huisman, Ronald (9)

Engle, Robert (9)

Misiorek, Adam (9)

Main data


Where Stefan Trueck has published?


Journals with more than one article published# docs
Energy Economics4
Computational Statistics2
European Journal of Operational Research2
The Economic Record2
Journal of Property Investment & Finance2

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 (2018 and 2017)


YearTitle of citing document
2017The Effect of Transmission Constraints on Electricity Prices. (2017). Hurn, Stan ; Clements, Adam ; Li, Zili. In: The Energy Journal. RePEc:aen:journl:ej38-4-hurn.

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2018Probabilistic Mid- and Long-Term Electricity Price Forecasting. (2018). Steinert, Rick ; Ziel, Florian. In: Papers. RePEc:arx:papers:1703.10806.

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2017Forecasting day-ahead electricity prices in Europe: the importance of considering market integration. (2017). de Schutter, Bart ; Vrancx, Peter ; de Ridder, Fjo ; Lago, Jesus. In: Papers. RePEc:arx:papers:1708.07061.

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2017Dynamic Conditional Correlation between Electricity and Stock markets during the Financial Crisis in Greece. (2017). Dikaiakos, Christos ; Stratigakos, Akylas ; Siettos, Kostas ; Papaioannou, George P. In: Papers. RePEc:arx:papers:1708.07063.

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2019Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration. (2018). Rossini, Luca ; Ravazzolo, Francesco ; Gianfreda, Angelica. In: Papers. RePEc:arx:papers:1801.01093.

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2018Econometric Modeling of Regional Electricity Spot Prices in the Australian Market. (2018). Shively, Thomas S ; Smith, Michael Stanley. In: Papers. RePEc:arx:papers:1804.08218.

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2018Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate modeling frameworks. (2018). Weron, Rafał ; Ziel, Florian. In: Papers. RePEc:arx:papers:1805.06649.

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2018The value of forecasts: Quantifying the economic gains of accurate quarter-hourly electricity price forecasts. (2018). Ziel, Florian ; Kath, Christopher. In: Papers. RePEc:arx:papers:1811.08604.

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2019Optimal Installation of Solar Panels with Price Impact: a Solvable Singular Stochastic Control Problem. (2019). Vargiolu, Tiziano ; Koch, Torben. In: Papers. RePEc:arx:papers:1911.04223.

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2019Optimal Installation of Solar Panels with Price Impact: a Solvable Singular Stochastic Control Problem. (2019). Vargiolu, Tiziano ; Koch, Torben. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:627.

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2017Why Do Overconfident REIT CEOs Issue More Debt? Mechanisms and Value Implications. (2017). Keng, Kelvin Jui . In: Abacus. RePEc:bla:abacus:v:53:y:2017:i:3:p:319-348.

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2017How To Manage Long†term Financial Self†sufficiency of a National Catastrophe Insurance Fund? The Feasibility of Three Bailout Programmes. (2017). Yu, Joa ; Yang, Ming Jing ; Wu, Yanga Che. In: European Financial Management. RePEc:bla:eufman:v:23:y:2017:i:5:p:951-974.

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2018The effectiveness of asset, liability and equity hedging against catastrophe risk: the cases of winter storms in North America and Europe. (2018). Wu, Yangche ; Yang, Ming Jing. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:5:p:893-918.

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2018Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration. (2018). Rossini, Luca ; Ravazzolo, Francesco ; Gianfreda, Angelica. In: Working Papers. RePEc:bny:wpaper:0060.

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2017Strategic Bidding of Electric Power Generating Companies: Evidence from the Australian National Energy Market. (2017). Long, Ngo ; Dungey, Mardi ; van Long, Ngo ; Ghahremanlou, Ali. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6819.

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2018How to Measure Financial Market Efficiency? A Multifractality-Based Quantitative Approach with an Application to the European Carbon Market. (2018). Gronwald, Marc ; Sattarhoff, Cristina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7102.

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2019Uncertainty in Electricity Markets from a seminonparametric Approach. (2019). Perote, Javier ; Cortes, Lina M ; Trespalacios, Alfredo. In: Documentos de Trabajo CIEF. RePEc:col:000122:017304.

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2019Modeling the electricity spot price with switching regime semi-nonparametric distributions. (2019). Perote, Javier ; Cortes, Lina M ; Trespalacios, Alfredo. In: Documentos de Trabajo CIEF. RePEc:col:000122:017618.

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2018Distribuciones no normales para la selección de activos en el mercado Colombiano. (2018). Galeano, Andres Felipe. In: Documentos de Trabajo Quantil. RePEc:col:000508:017208.

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2017Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data. (2017). Wilfling, Bernd ; Lau, Chi Keung ; GUPTA, RANGAN ; Segnon, Mawuli. In: CQE Working Papers. RePEc:cqe:wpaper:6117.

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2017Electricity prices forecasting by averaging dynamic factor models. (2017). Garcia-Martos, Carolina ; Bastos, Guadalupe ; Alonso, Andres Modesto . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:24028.

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2017Forecasting the distributions of hourly electricity spot prices. (2017). Weber, Christoph ; Woll, Oliver ; Vogler, Arne ; Pape, Christian. In: EWL Working Papers. RePEc:dui:wpaper:1705.

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2018Competitiveness and Competitive Advantages of Enterprises in the Energy Sector. (2018). Kapitonov, Ivan ; Monakhov, Valentin A ; Khusaenov, Rustem R ; Zhukovskaya, Irina V. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-05-38.

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2019A Way from Renewable Energy Sources to Urban Sustainable Development: Empirical Evidences from Taichung City. (2019). Yen, Yu-Shuang ; Hong, Cheng-Yih. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2019-02-10.

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2017An integrated approach to optimize moving average rules in the EUA futures market based on particle swarm optimization and genetic algorithms. (2017). An, Haizhong ; Jia, Xiaoliang ; Wang, Lijun ; Liu, Xiaojia. In: Applied Energy. RePEc:eee:appene:v:185:y:2017:i:p2:p:1778-1787.

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2017Emission reduction measures ranking under uncertainty. (2017). Yuan, Jun ; Ng, Szu Hui. In: Applied Energy. RePEc:eee:appene:v:188:y:2017:i:c:p:270-279.

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2017Dependence changes between the carbon price and its fundamentals: A quantile regression approach. (2017). Tan, Xue-Ping ; Wang, Xin-Yu . In: Applied Energy. RePEc:eee:appene:v:190:y:2017:i:c:p:306-325.

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2017Forecasting carbon price using empirical mode decomposition and evolutionary least squares support vector regression. (2017). Wei, Yi-Ming ; Zhang, Tao ; Wu, Zhanchi ; Wang, Ping ; Zhu, Bangzhu. In: Applied Energy. RePEc:eee:appene:v:191:y:2017:i:c:p:521-530.

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2017Emission trading and carbon market performance in Shenzhen, China. (2017). Cong, Ren ; Lo, Alex Y. In: Applied Energy. RePEc:eee:appene:v:193:y:2017:i:c:p:414-425.

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2017The value of electricity and reserve services in low carbon electricity systems. (2017). Staffell, Iain ; Vijay, Avinash ; Hawkes, Adam ; Fouquet, Nicolas . In: Applied Energy. RePEc:eee:appene:v:201:y:2017:i:c:p:111-123.

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2018Forecasting day-ahead electricity prices in Europe: The importance of considering market integration. (2018). Lago, Jesus ; de Schutter, Bart ; Vrancx, Peter ; de Ridder, Fjo. In: Applied Energy. RePEc:eee:appene:v:211:y:2018:i:c:p:890-903.

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2018How do oil prices, macroeconomic factors and policies affect the market for renewable energy?. (2018). Shah, Imran Hussain ; Morley, Bruce ; Hiles, Charlie. In: Applied Energy. RePEc:eee:appene:v:215:y:2018:i:c:p:87-97.

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2018Usefulness of economic and energy data at different frequencies for carbon price forecasting in the EU ETS. (2018). Zhao, Xin ; Kang, Wanglin ; Ding, Lili ; Han, Meng. In: Applied Energy. RePEc:eee:appene:v:216:y:2018:i:c:p:132-141.

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2018Forecasting spot electricity prices: Deep learning approaches and empirical comparison of traditional algorithms. (2018). Lago, Jesus ; de Schutter, Bart ; de Ridder, Fjo. In: Applied Energy. RePEc:eee:appene:v:221:y:2018:i:c:p:386-405.

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2019Similarity and heterogeneity of price dynamics across China’s regional carbon markets: A visibility graph network approach. (2019). Tian, Lixin ; Yin, Jiuli ; Li, Xuxia ; Fan, Xinghua ; Liang, Jiaochen. In: Applied Energy. RePEc:eee:appene:v:235:y:2019:i:c:p:739-746.

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2019On the impact of outlier filtering on the electricity price forecasting accuracy. (2019). Afanasyev, Dmitriy ; Fedorova, Elena A. In: Applied Energy. RePEc:eee:appene:v:236:y:2019:i:c:p:196-210.

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2019Bayesian deep learning based method for probabilistic forecast of day-ahead electricity prices. (2019). Portolani, Pietro ; Matteucci, Matteo ; Brusaferri, Alessandro ; Vitali, Andrea. In: Applied Energy. RePEc:eee:appene:v:250:y:2019:i:c:p:1158-1175.

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2019Ensemble of relevance vector machines and boosted trees for electricity price forecasting. (2019). Tripathi, Madan Mohan ; Muchahary, Frankle ; Agrawal, Rahul Kumar. In: Applied Energy. RePEc:eee:appene:v:250:y:2019:i:c:p:540-548.

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2019Optimization and evaluation of a dispatch model for an integrated wind-photovoltaic-thermal power system based on dynamic carbon emissions trading. (2019). Wei, Yongmei ; Zhang, Yimei ; Mei, Shufan ; Ye, QI ; Ding, Yihong ; Tan, Qinliang. In: Applied Energy. RePEc:eee:appene:v:253:y:2019:i:c:115.

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2017The demand of energy from an optimal portfolio choice perspective. (2017). Umar, Zaghum. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:478-494.

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2017Can energy commodity futures add to the value of carbon assets?. (2017). Roubaud, David ; Bouri, Elie ; Wen, Xiaoqian. In: Economic Modelling. RePEc:eee:ecmode:v:62:y:2017:i:c:p:194-206.

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2018Optimal hedge ratios for clean energy equities. (2018). Ahmad, Wasim ; Sharma, Amit ; Sadorsky, Perry. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:278-295.

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2019A Fuzzy Stochastic Model for Carbon Price Prediction Under the Effect of Demand-related Policy in Chinas Carbon Market. (2019). Song, Xiaoqiu ; Li, Yin ; Liang, Dapeng ; Liu, Tiansen. In: Ecological Economics. RePEc:eee:ecolec:v:157:y:2019:i:c:p:253-265.

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2017Electricity forward curves with thin granularity: Theory and empirical evidence in the hourly EPEXspot market. (2017). Caldana, Ruggero ; Roncoroni, Andrea ; Fusai, Gianluca. In: European Journal of Operational Research. RePEc:eee:ejores:v:261:y:2017:i:2:p:715-734.

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2019Rescaling-contraction with a lower cost technology when revenue declines. (2019). Paxson, Dean ; Adkins, Roger. In: European Journal of Operational Research. RePEc:eee:ejores:v:277:y:2019:i:2:p:574-586.

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2017Wavelet-based test of co-movement and causality between oil and renewable energy stock prices. (2017). Ugolini, Andrea ; Reboredo, Juan ; Rivera-Castro, Miguel A. In: Energy Economics. RePEc:eee:eneeco:v:61:y:2017:i:c:p:241-252.

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2017Crowdfunding cleantech. (2017). Cumming, Douglas ; Schwienbacher, Armin ; Leboeuf, Gael . In: Energy Economics. RePEc:eee:eneeco:v:65:y:2017:i:c:p:292-303.

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2017Contagion, volatility persistence and volatility spill-overs: The case of energy markets during the European financial crisis. (2017). Andriosopoulos, Kostas ; Spyrou, Spyros ; Galariotis, Emilios. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:217-227.

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2017Composite forecasting approach, application for next-day electricity price forecasting. (2017). Mirakyan, Atom ; Koch, Andreas ; Meyer-Renschhausen, Martin . In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:228-237.

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2017Exploring the price dynamics of CO2 emissions allowances in Chinas emissions trading scheme pilots. (2017). Chang, Kai ; Pei, Ping ; Zhang, Chao ; Wu, Xin. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:213-223.

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2017Oil price shocks, economic policy uncertainty and industry stock returns in China: Asymmetric effects with quantile regression. (2017). You, Wanhai ; Tang, Yong ; Zhu, Huiming ; Guo, Yawei. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:1-18.

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2017A regime-switching copula approach to modeling day-ahead prices in coupled electricity markets. (2017). Pircalabu, A ; Benth, F E. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:283-302.

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2017Hedging local volume risk using forward markets: Nordic case. (2017). Ernstsen, Rune Ramsdal ; Skajaa, Anders ; Tegner, Martin ; Boomsma, Trine Krogh. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:490-514.

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2018Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate modeling frameworks. (2018). Weron, Rafał ; Ziel, Florian. In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:396-420.

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2018Multivariate dependence and spillover effects across energy commodities and diversification potentials of carbon assets. (2018). Uddin, Gazi ; Shahzad, Syed Jawad Hussain ; Hedstrom, Axel ; Hussain, Syed Jawad ; Hernandez, Jose Areola. In: Energy Economics. RePEc:eee:eneeco:v:71:y:2018:i:c:p:35-46.

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2018The dynamic effects of oil supply shocks on the US stock market returns of upstream oil and gas companies. (2018). Ratti, Ronald ; Kang, Wensheng ; Ewing, Bradley T. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:505-516.

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2018A generalized Schwartz model for energy spot prices — Estimation using a particle MCMC method. (2018). Brix, Anne Floor ; Wei, Wei ; Lunde, Asger. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:560-582.

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2018Component estimation for electricity market data: Deterministic or stochastic?. (2018). Lisi, Francesco ; Pelagatti, Matteo M. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:13-37.

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2018Equation-by-equation estimation of multivariate periodic electricity price volatility. (2018). Escribano, Alvaro ; Sucarrat, Genaro. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:287-298.

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2018Counterfactual comparisons of investment options for wind power and agricultural production in the United States: Lessons from Northern Ohio. (2018). Scarcioffolo, Alexandre Ribeiro ; Chimeli, Ariaster Baumgratz ; Cordeiro, Fernanda Finotti . In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:299-309.

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2018Green bond and financial markets: Co-movement, diversification and price spillover effects. (2018). Reboredo, Juan. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:38-50.

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2018Econometric modeling of regional electricity spot prices in the Australian market. (2018). Smith, Michael Stanley ; Shively, Thomas S. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:886-903.

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2018Market fragmentation, liquidity measures and improvement perspectives from Chinas emissions trading scheme pilots. (2018). Chevallier, Julien ; Chen, Rongda ; Chang, Kai. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:249-260.

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2018Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices. (2018). Ferrer, Roman ; Jareo, Francisco ; Lopez, Raquel ; Hussain, Syed Jawad. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:1-20.

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2018The value of forecasts: Quantifying the economic gains of accurate quarter-hourly electricity price forecasts. (2018). Kath, Christopher ; Ziel, Florian. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:411-423.

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2018Flexibility in the market for international carbon credits and price dynamics difference with European allowances. (2018). Gavard, Claire ; Kirat, Djamel. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:504-518.

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2019Forecasting the joint distribution of Australian electricity prices using dynamic vine copulae. (2019). Pourkhanali, Armin ; Alavifard, Farzad ; Manner, Hans ; Tafakori, Laleh. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:143-164.

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2019A multiscale analysis for carbon price drivers. (2019). Wei, Yi-Ming ; Han, Dong ; Ye, Shunxin ; Zhu, Bangzhu ; Xie, Rui ; He, Kaijian ; Wang, Ping. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:202-216.

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2019Are alternative energies a real alternative for investors?. (2019). Miralles-Quiros, Maria Mar. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:535-545.

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2019On the importance of the long-term seasonal component in day-ahead electricity price forecasting: Part II — Probabilistic forecasting. (2019). Weron, Rafał ; Marcjasz, Grzegorz ; Uniejewski, Bartosz. In: Energy Economics. RePEc:eee:eneeco:v:79:y:2019:i:c:p:171-182.

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2019Carbon pricing and electricity markets — The case of the Australian Clean Energy Bill. (2019). Weron, Rafał ; Truck, Stefan ; Maryniak, Pawe. In: Energy Economics. RePEc:eee:eneeco:v:79:y:2019:i:c:p:45-58.

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2019Probabilistic electricity price forecasting with Bayesian stochastic volatility models. (2019). Kostrzewska, Jadwiga ; Kostrzewski, Maciej . In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:610-620.

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2019Cross-quantilogram-based correlation and dependence between renewable energy stock and other asset classes. (2019). Rahman, Md Lutfur ; Uddin, Gazi Salah ; Ahmed, Ali ; Hedstrom, Axel. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:743-759.

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2017Can environmental innovation facilitate carbon emissions reduction? Evidence from China. (2017). Zhang, Yue-Jun ; Ma, Chao-Qun ; Peng, Yu-Lu ; Shen, BO. In: Energy Policy. RePEc:eee:enepol:v:100:y:2017:i:c:p:18-28.

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2017What policy adjustments in the EU ETS truly affected the carbon prices?. (2017). Fan, Ying ; Xu, Jin-Hua ; Wang, Xin ; Jia, Jun-Jun. In: Energy Policy. RePEc:eee:enepol:v:103:y:2017:i:c:p:145-164.

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2017Factors affecting CO2 emissions in China’s agriculture sector: Evidence from geographically weighted regression model. (2017). Lin, Boqiang ; Xu, Bin. In: Energy Policy. RePEc:eee:enepol:v:104:y:2017:i:c:p:404-414.

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2017Multiple bubbles in the European Union Emission Trading Scheme. (2017). Creti, Anna ; Joets, Marc. In: Energy Policy. RePEc:eee:enepol:v:107:y:2017:i:c:p:119-130.

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2018Hedging spark spread risk with futures. (2018). Torro, Hipolit ; Martinez, Beatriz. In: Energy Policy. RePEc:eee:enepol:v:113:y:2018:i:c:p:731-746.

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2018Estimating temperature effects on the Italian electricity market. (2018). Bigerna, Simona. In: Energy Policy. RePEc:eee:enepol:v:118:y:2018:i:c:p:257-269.

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2018Managing electricity price modeling risk via ensemble forecasting: The case of Turkey. (2018). Avci, Ezgi ; van Heck, Eric ; Ketter, Wolfgang. In: Energy Policy. RePEc:eee:enepol:v:123:y:2018:i:c:p:390-403.

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2017Co-movements among the stock prices of new energy, high-technology and fossil fuel companies in China. (2017). Du, Ziping ; Zhang, Guofu. In: Energy. RePEc:eee:energy:v:135:y:2017:i:c:p:249-256.

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2018Forecasting spikes in electricity return innovations. (2018). Tafakori, Laleh ; Alavifard, Farzad ; Pourkhanali, Armin. In: Energy. RePEc:eee:energy:v:150:y:2018:i:c:p:508-526.

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2018Thermal load forecasting in district heating networks using deep learning and advanced feature selection methods. (2018). Suryanarayana, Gowri ; Johansson, Christian ; Aleksiejuk, Piotr ; Geysen, Davy ; Lago, Jesus. In: Energy. RePEc:eee:energy:v:157:y:2018:i:c:p:141-149.

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2018Effective long short-term memory with differential evolution algorithm for electricity price prediction. (2018). Peng, LU ; Wang, Lin ; Liu, Rui. In: Energy. RePEc:eee:energy:v:162:y:2018:i:c:p:1301-1314.

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2018Asymmetric dependence structure between emissions allowances and wholesale diesel/gasoline prices in emerging Chinas emissions trading scheme pilots. (2018). Chang, Kai ; Zhang, Chao. In: Energy. RePEc:eee:energy:v:164:y:2018:i:c:p:124-136.

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2018Return and volatility linkages between CO2 emission and clean energy stock prices. (2018). Dutta, Anupam ; Noor, Md Hasib ; Bouri, Elie. In: Energy. RePEc:eee:energy:v:164:y:2018:i:c:p:803-810.

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2019The co-movement between oil and clean energy stocks: A wavelet-based analysis of horizon associations. (2019). Abdoh, Hussein ; Awartani, Basel ; Maghyereh, Aktham I. In: Energy. RePEc:eee:energy:v:169:y:2019:i:c:p:895-913.

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2019A characterization of CAT bond performance indices. (2019). Lai, Van Son ; Godin, Frederic ; Trottier, Denis-Alexandre. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:431-437.

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2017Volatility forecasting of non-ferrous metal futures: Covariances, covariates or combinations?. (2017). Molnár, Peter ; Lyócsa, Štefan ; Todorova, Neda ; Molnar, Peter ; Lyocsa, Tefan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:51:y:2017:i:c:p:228-247.

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2018The impact of the 2030 Climate and Energy Framework Agreement on electricity prices in MIBEL: A mixed-methods approach. (2018). Estevo, Joo ; Raposo, Clara . In: Journal of Business Research. RePEc:eee:jbrese:v:89:y:2018:i:c:p:411-417.

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2019Market specific seasonal trading behavior in NASDAQ OMX electricity options. (2019). Rothovius, Timo ; Nikkinen, Jussi. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:13:y:2019:i:c:p:16-29.

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2018An alternative assessment of global climate policies. (2018). Atalla, Tarek ; Polinori, Paolo ; Bollino, Carlo Andrea ; Bigerna, Simona. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:40:y:2018:i:6:p:1272-1289.

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2018Measuring the risk-adjusted performance of CO2 emission markets: Evidence from SENDECO2. (2018). Feria-Dominguez, Jose Manuel ; Guerra-Martinez, Jose Carlos ; Rodriguez-Carrillero, David. In: Utilities Policy. RePEc:eee:juipol:v:50:y:2018:i:c:p:124-132.

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2017Stochastic volatility of the futures prices of emission allowances: A Bayesian approach. (2017). Kim, Jungmu ; Ryu, Doojin ; Park, Yuen Jung. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:465:y:2017:i:c:p:714-724.

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2018Multifractal detrended cross-correlation analysis of carbon emission allowance and stock returns. (2018). Fang, Sheng ; Qu, Ling ; Li, Jianfeng ; Lu, Xinsheng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:551-566.

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2019Examining the multi-timescales of European carbon market with grey relational analysis and empirical mode decomposition. (2019). Zhu, Bangzhu ; Ye, Shunxin ; Yuan, Lili. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:517:y:2019:i:c:p:392-399.

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2019Modelling of left-truncated heavy-tailed data with application to catastrophe bond pricing. (2019). Burnecki, Krzysztof ; Giuricich, Mario Nicolo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:525:y:2019:i:c:p:498-513.

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2019Market reform of Yunnan electricity in southwestern China: Practice, challenges and implications. (2019). Cai, Huaxiang ; Yang, Qiang ; Liu, Shuangquan ; Xie, Mengfei ; Wu, Dianning ; Zhang, Maolin. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:113:y:2019:i:c:13.

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2017Modeling and forecasting the volatility of carbon dioxide emission allowance prices: A review and comparison of modern volatility models. (2017). GUPTA, RANGAN ; Segnon, Mawuli ; Lux, Thomas. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:69:y:2017:i:c:p:692-704.

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2017Gas generation and wind power: A review of unlikely allies in the United Kingdom and Ireland. (2017). Devlin, Joseph ; Foley, Aoife ; Higgins, Paraic . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:70:y:2017:i:c:p:757-768.

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2018Recent advances in electricity price forecasting: A review of probabilistic forecasting. (2018). Weron, Rafał ; Nowotarski, Jakub. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:81:y:2018:i:p1:p:1548-1568.

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

Works by Stefan Trueck:


YearTitleTypeCited
2014Quantifying Catastrophic and Climate Impacted Hazards Based on Local Expert Opinions In: Climate Change and Sustainable Development.
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2014Quantifying Catastrophic and Climate Impacted Hazards Based on Local Expert Opinions.(2014) In: Working Papers.
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2005An Analysis of Property Price Trends in Germany - Implications for Property Valuation Practice and Investment Decision Making In: ERES.
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paper0
2006RISK AND RETURN IN EUROPEAN PROPERTY MARKETS - AN EMPIRICAL INVESTIGATION In: ERES.
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2011The Relationship between Carbon, Commodity and Financial Markets: A Copula Analysis In: The Economic Record.
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article14
2015Daily Business and External Condition Indices for the Australian Economy In: The Economic Record.
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article1
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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article104
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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article0
2018Assessing sovereign default risk: A bottom-up approach In: Economic Modelling.
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article0
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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article1
2018Managing risks from climate impacted hazards – The value of investment flexibility under uncertainty In: European Journal of Operational Research.
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article1
2009Modeling the price dynamics of CO2 emission allowances In: Energy Economics.
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article177
2013Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling In: Energy Economics.
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article72
2012Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling.(2012) In: MPRA Paper.
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This paper has another version. Agregated cites: 72
paper
2014An empirical comparison of alternative schemes for combining electricity spot price forecasts In: Energy Economics.
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article60
2013An empirical comparison of alternate schemes for combining electricity spot price forecasts.(2013) In: HSC Research Reports.
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This paper has another version. Agregated cites: 60
paper
2015The dynamics of returns on renewable energy companies: A state-space approach In: Energy Economics.
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article22
2016Financing alternative energy projects: An examination of challenges and opportunities for local government In: Energy Policy.
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article3
2014Unbiasedness and risk premiums in the Indian currency futures market In: Journal of International Financial Markets, Institutions and Money.
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article1
2018Factors of the term structure of sovereign yield spreads In: Journal of International Money and Finance.
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article0
2018Electricity markets around the world In: Journal of Commodity Markets.
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article6
2008Rating Based Modeling of Credit Risk In: Elsevier Monographs.
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book0
2011Style analysis and Value-at-Risk of Asia-focused hedge funds In: Pacific-Basin Finance Journal.
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article4
2004Modeling electricity prices: jump diffusion and regime switching In: Physica A: Statistical Mechanics and its Applications.
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article81
2003Modeling electricity prices: jump diffusion and regime switching.(2003) In: HSC Research Reports.
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This paper has another version. Agregated cites: 81
paper
2010Returns of REITS and stock markets: Measuring dependence and risk In: Journal of Property Investment & Finance.
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article3
2013Regional and global contagion in real estate investment trusts: The case of the financial crisis of 2007-2009 In: Journal of Property Investment & Finance.
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article2
2006Convenience Yields for CO2 Emission Allowance Futures Contracts In: SFB 649 Discussion Papers.
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paper38
2010The dynamics of hourly electricity prices In: SFB 649 Discussion Papers.
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paper7
2015Conditional Systemic Risk with Penalized Copula In: SFB 649 Discussion Papers.
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paper2
2017The impact of news on US household inflation expectations In: SFB 649 Discussion Papers.
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paper0
2005Modelling catastrophe claims with left-truncated severity distributions (extended version) In: MPRA Paper.
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paper2
2005Modeling catastrophe claims with left-truncated severity distributions (extended version).(2005) In: HSC Research Reports.
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This paper has another version. Agregated cites: 2
paper
2007Outlier Treatment and Robust Approaches for Modeling Electricity Spot Prices In: MPRA Paper.
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paper42
2006Modelling catastrophe claims with left-truncated severity distributions In: Computational Statistics.
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article9
2015Editorial to the special issue on Applicable semiparametrics of computational statistics In: Computational Statistics.
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article0
2011Interaction between Australian carbon prices and energy prices In: Published Paper Series.
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paper3
2013Emissions Mitigation Schemes in Australia—The Past, Present and Future In: Published Paper Series.
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paper0
2016Convenience Yields and Risk Premiums in the EU‐ETS—Evidence from the Kyoto Commitment Period In: Journal of Futures Markets.
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article9
2015Convenience yields and risk premiums in the EU-ETS - Evidence from the Kyoto commitment period.(2015) In: HSC Research Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2005Modeling electricity prices with regime switching models In: Econometrics.
[Full Text][Citation analysis]
paper22
2012The relationship between spot and futures CO2 emission allowance prices in the EU-ETS In: HSC Research Reports.
[Full Text][Citation analysis]
paper11
2014Modelling price spikes in electricity markets - the impact of load, weather and capacity In: HSC Research Reports.
[Full Text][Citation analysis]
paper1
2016Carbon pricing, forward risk premiums and pass-through rates in Australian electricity futures markets In: HSC Research Reports.
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paper0
2005Time series properties of a rating system based on financial ratios In: Discussion Paper Series 2: Banking and Financial Studies.
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paper9
2010Estimation of operational value-at-risk in the presence of minimum collection threshold: An empirical study In: Working Paper Series in Economics.
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paper1

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