Stefan Trueck : Citation Profile

Macquarie University

15

H index

22

i10 index

1353

Citations

RESEARCH PRODUCTION:

31

Articles

25

Papers

1

Books

1

Chapters

RESEARCH ACTIVITY:

   30 years (1991 - 2021). See details.
   Cites by year: 45
   Journals where Stefan Trueck has often published
   Relations with other researchers
   Recent citing documents: 155.    Total self citations: 22 (1.6 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ptr82
   Updated: 2025-12-13    RAS profile: 2022-01-18    
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Relations with other researchers

Works with:

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 (170)

Uniejewski, Bartosz (50)

Marcjasz, Grzegorz (48)

Nowotarski, Jakub (47)

Janczura, Joanna (23)

Maciejowska, Katarzyna (22)

Chevallier, Julien (21)

Nguyen, Duc Khuong (14)

Afanasyev, Dmitriy (14)

Nepal, Rabindra (13)

Nan, Fany (13)

Cites to:

Weron, Rafał (112)

Janczura, Joanna (22)

Härdle, Wolfgang (22)

Cartea, Álvaro (21)

Best, Rohan (20)

Diebold, Francis (17)

Burtraw, Dallas (16)

Hurn, Stan (14)

Burke, Paul (14)

Nowotarski, Jakub (14)

Chevallier, Julien (14)

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 Science and Technology7
MPRA Paper / University Library of Munich, Germany3
Published Paper Series / Finance Discipline Group, UTS Business School, University of Technology, Sydney2
ERES / European Real Estate Society (ERES)2

Recent works citing Stefan Trueck (2025 and 2024)

YearTitle of citing document
2024Smoothing Quantile Regression Averaging: A new approach to probabilistic forecasting of electricity prices. (2024). Uniejewski, Bartosz. In: Papers. RePEc:arx:papers:2302.00411.

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2024Multivariate Probabilistic CRPS Learning with an Application to Day-Ahead Electricity Prices. (2024). Berrisch, Jonathan ; Ziel, Florian. In: Papers. RePEc:arx:papers:2303.10019.

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2024Optimal dynamic climate adaptation pathways: a case study of New York City. (2024). Trueck, Stefan ; Shevchenko, Pavel V ; Malavasi, Matteo ; Li, Han ; Truong, Chi. In: Papers. RePEc:arx:papers:2402.02745.

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2024Regularization for electricity price forecasting. (2024). Uniejewski, Bartosz. In: Papers. RePEc:arx:papers:2404.03968.

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2024Subset second-order stochastic dominance for enhanced indexation with diversification enforced by sector constraints. (2024). Beasley, John ; Valle, Cristiano Arbex. In: Papers. RePEc:arx:papers:2404.16777.

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2024The puzzle of Carbon Allowance spread. (2024). Baviera, Roberto ; Manzoni, Pietro ; Azzone, Michele. In: Papers. RePEc:arx:papers:2405.12982.

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2024Investigating the price determinants of the European Emission Trading System: a non-parametric approach. (2024). Glielmo, Aldo ; de Giuli, Maria Elena ; Salvagnin, Cristiano ; Mira, Antonietta. In: Papers. RePEc:arx:papers:2406.05094.

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2024Adaptive combinations of tail-risk forecasts. (2024). Amendola, Alessandra ; Candila, Vincenzo ; Storti, Giuseppe ; Naimoli, Antonio. In: Papers. RePEc:arx:papers:2406.06235.

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2024Review of the EU ETS Literature: A Bibliometric Perspective. (2024). Salvagnin, Cristiano. In: Papers. RePEc:arx:papers:2409.01739.

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2025Data-Driven Distributionally Robust Optimization for Long-Term Contract vs. Spot Allocation Decisions: Application to Electricity Markets. (2025). Papageorgiou, Dimitri J. In: Papers. RePEc:arx:papers:2501.15340.

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2025Robust valuation and optimal harvesting of forestry resources in the presence of catastrophe risk and parameter uncertainty. (2025). Agarwal, Ankush ; Zou, Yihan ; Ewald, Christian. In: Papers. RePEc:arx:papers:2502.05340.

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2025Electricity Market Predictability: Virtues of Machine Learning and Links to the Macroeconomy. (2025). Cai, Jinbo ; Wang, Wenjie ; Li, Wenze. In: Papers. RePEc:arx:papers:2507.07477.

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2025Driver Identification and PCA Augmented Selection Shrinkage Framework for Nordic System Price Forecasting. (2025). Sadabad, Yousef Adeli ; Hesamzadeh, Mohammad Reza ; Bagherpour, Matin ; Dan, Gyorgy ; Biggar, Darryl R. In: Papers. RePEc:arx:papers:2509.18887.

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2024Carbon Prices Forecasting Using Group Information. (2024). Ren, Xiaohang ; Tao, Lizhu ; Yuan, Kang ; Yan, Cheng. In: Energy RESEARCH LETTERS. RePEc:ayb:jrnerl:92.

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2024Is it just for shareholders or for all stakeholders? Evidence based on carbon emissions and cash dividends from China. (2024). Li, Mingsheng ; Wang, Yizhen ; Liu, Desheng. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:4069-4094.

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2024Impact of corporate governance diversity on carbon emission under environmental policy via the mandatory nonfinancial reporting regulation. (2024). Bhaiyat, Firoz Haroon ; Muktadiralmukit, Dewan. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:2:p:1397-1417.

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2024Firm commitments on climate change: Effects of science‐based targets on financial outcomes during the COVID‐19 crisis. (2024). Martinez, Isabelle ; Comyns, Breeda ; Benamar, Walid. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:8:p:7768-7787.

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2024Stock market reaction to mandatory sustainability reporting: Does carbon‐intensity and environmental, social, and governance reputation matter?. (2024). Pandey, Dharen ; Alahdal, Waleed M ; Hashim, Hafiza Aishah. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:8:p:9116-9140.

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2024Financial stability, stranded assets and the low‐carbon transition – A critical review of the theoretical and applied literatures. (2024). Daumas, Louis. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:3:p:601-716.

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2024A secondary decomposition-ensemble framework for interval carbon price forecasting. (2024). Wang, Zhengzhong ; Liu, Shuihan ; Xie, Gang. In: Applied Energy. RePEc:eee:appene:v:359:y:2024:i:c:s0306261923019773.

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2025Unified carbon emissions and market prices forecasts of the power grid. (2025). Kvasnica, Michal ; Klauo, Martin ; Koht, Roman. In: Applied Energy. RePEc:eee:appene:v:377:y:2025:i:pc:s030626192401910x.

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2025Enhancing electricity price forecasting accuracy: A novel filtering strategy for improved out-of-sample predictions. (2025). Cerasa, Andrea ; Zani, Alessandro. In: Applied Energy. RePEc:eee:appene:v:383:y:2025:i:c:s030626192500087x.

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2025Seasonality and valuation of renewable energy projects in a two factor model. (2025). Best, Rohan ; Trueck, Stefan ; Truong, Chi ; Pitt, David. In: Applied Energy. RePEc:eee:appene:v:389:y:2025:i:c:s030626192500399x.

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2025Carbon emission trading scheme and carbon performance: The role of carbon management system. (2025). Zhang, Yueheng ; Tsang, Albert ; Luo, LE ; Jiang, Yan. In: The British Accounting Review. RePEc:eee:bracre:v:57:y:2025:i:3:s0890838924002725.

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2024Two-time-scale stochastic functional differential equations with wideband noises and jumps. (2024). Wen, Zhexin ; Liu, Yuanyuan. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:182:y:2024:i:c:s0960077924003084.

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2024Australian energy policy decisions in the wake of the 2022 energy crisis. (2024). Flottmann, Jonty. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:238-248.

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2025Estimation and forecast of carbon emission market volatility based on model averaging method. (2025). Wang, Qianchao ; Li, Yong. In: Economic Modelling. RePEc:eee:ecmode:v:143:y:2025:i:c:s026499932400333x.

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2024Dynamic linkages and contagion effects: Analyzing the linkages between crude oil prices, US market sector indices and energy markets. (2024). Koczar, Monika W ; Jareo, Francisco ; Escribano, Ana. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001724.

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2025Multiscale dynamic interdependency between China’s crude oil futures and petrochemical-related commodity futures: An integrated perspective from the industry chain system. (2025). Feng, Yun ; Yang, Jie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002213.

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2024A bilevel programming approach to price decoupling in Pay-as-Clear markets, with application to day-ahead electricity markets. (2024). Lacalandra, Fabrizio ; Frangioni, Antonio. In: European Journal of Operational Research. RePEc:eee:ejores:v:319:y:2024:i:1:p:316-331.

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2024Optimal trading with regime switching: Numerical and analytic techniques applied to valuing storage in an electricity balancing market. (2024). Duck, Peter ; Johnson, Paul ; Szabo, David Zoltan. In: European Journal of Operational Research. RePEc:eee:ejores:v:319:y:2024:i:2:p:611-624.

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2024Emission intensities in the Australian National Electricity Market – An econometric analysis. (2024). , Weiming ; Truck, Stefan ; Nazifi, Fatemeh. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323006825.

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2024Connectivity and spillover during crises: Highlighting the prominent and growing role of green energy. (2024). Sensoy, Ahmet ; Goodell, John W ; Banerjee, Ameet Kumar. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007223.

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2024A multiscale and multivariable differentiated learning for carbon price forecasting. (2024). Zhao, Xuefeng ; Chen, Linfei. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000616.

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2024A global perspective on the nexus between energy and stock markets in light of the rise of renewable energy. (2024). PETITJEAN, Mikael ; Ansaram, Karishma. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324001142.

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2024Forecasting of clean energy market volatility: The role of oil and the technology sector. (2024). Lyócsa, Štefan ; Lyocsa, Tefan ; Todorova, Neda. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001592.

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2024Model-driven multimodal LSTM-CNN for unbiased structural forecasting of European Union allowances open-high-low-close price. (2024). Wang, Xiaokang ; Huang, Wenyang ; Zhao, Jianyu. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001671.

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2024Factor models and investment strategies in the renewable energy sector. (2024). Miralles-Quiros, Maria Mar. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001919.

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2024The carbon tax and the crisis in Australia’s National Electricity Market. (2024). Menezes, Flavio ; Gonçalves, Ricardo ; Gonalves, Ricardo. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002305.

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2024Forecasting carbon prices under diversified attention: A dynamic model averaging approach with common factors. (2024). Zhang, Yaojie ; Wang, Yudong. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002457.

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2024Volatility spillovers and carbon price in the Nordic wholesale electricity markets. (2024). Nepal, Rabindra ; Jamasb, Tooraj ; Do, Hung Xuan ; Lyu, Chenyan. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002676.

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2024Electricity market crisis in Europe and cross border price effects: A quantile return connectedness analysis. (2024). Nepal, Rabindra ; Jamasb, Tooraj ; Pham, Son Duy ; Do, Hung Xuan. In: Energy Economics. RePEc:eee:eneeco:v:135:y:2024:i:c:s0140988324003414.

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2024Alternative monetary policies and renewable energy stock returns. (2024). Gordo, Natali ; Morley, Bruce ; Hunt, Alistair. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004481.

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2024Assessing the value and risk of renewable PPAs. (2024). Ras-Barrosa, Oliver ; Pombo-Romero, Julio ; Vzquez, Carlos. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324005693.

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2024Short-term contrarian in the carbon emission market. (2024). Xin, Ling. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s014098832400611x.

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2024Exploring the risk dynamics of US green energy stocks: A green time-varying beta approach. (2024). Chakrabarti, Gagari ; Sen, Chitrakalpa. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006595.

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2025Revisiting the crisis: An empirical analysis of the NEM suspension. (2025). Svec, Jiri ; Rangarajan, Arvind ; Trck, Stefan ; Foley, Sean. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324006911.

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2025Tail risk connectedness in the Australian National Electricity Markets: The impact of rare events. (2025). Nepal, Rabindra ; Jamasb, Tooraj ; Pham, Son Duy ; Do, Hung Xuan. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008326.

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2025Investing in the batteries and vehicles of the future: A view through the stock market. (2025). Plante, Michael. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000398.

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2025Detecting the macro drivers in the Australian National Electricity Market asymmetric volatility co-movement. (2025). Wojewodzki, Michal ; Lau, Chi Keung ; Dai, Xingyu ; Wang, Qunwei. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000659.

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2025The stochastic behavior of electricity prices under scrutiny: Evidence from spot and futures markets. (2025). Li, Han ; Ignatieva, Katja ; Gmez, Fabio ; Bgin, Jean-Franois. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325001197.

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2025The interplay of carbon offset, renewable energy certificate and electricity markets in Australia. (2025). Kuruppuarachchi, Duminda ; Diaz-Rainey, Ivan ; Liao, Ling. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325001677.

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2025Carbon pass-through in Chinese cement industry. (2025). Zhou, P ; Wang, M ; Liu, S Y. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325002373.

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2025The puzzle of Carbon Allowance spread. (2025). Manzoni, Pietro ; Baviera, Roberto ; Azzone, Michele. In: Energy Economics. RePEc:eee:eneeco:v:146:y:2025:i:c:s014098832500283x.

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2024Power play in carbon trading market: How status of executives with R&D background incentives companies’ low-carbon innovation. (2024). Wu, Qingyang. In: Energy Policy. RePEc:eee:enepol:v:188:y:2024:i:c:s0301421524000697.

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2024Derivatives and hedging practices in the Australian National Electricity Market. (2024). Wild, Phillip ; Todorova, Neda ; Flottmann, Jonty. In: Energy Policy. RePEc:eee:enepol:v:189:y:2024:i:c:s0301421524001344.

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2024From consumer to prosumer: A model-based analysis of costs and benefits of grid-connected residential PV-battery systems. (2024). Benalcazar, Pablo ; Kalka, Maciej ; Kamiski, Jacek. In: Energy Policy. RePEc:eee:enepol:v:191:y:2024:i:c:s0301421524001873.

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2024The transition towards solar energy storage: a multi-level perspective. (2024). Ananthram, Subramaniam ; Jayaraj, Nikhil ; Klarin, Anton. In: Energy Policy. RePEc:eee:enepol:v:192:y:2024:i:c:s0301421524002295.

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2025A distributed and sustainable model for future cities: A profitability analysis of integrated photovoltaic systems with storage under different incentive policies. (2025). Kostakis, Ioannis ; Gastaldi, Massimo ; D'Adamo, Idiano ; Califano, Federico ; Biancardi, Alberto. In: Energy Policy. RePEc:eee:enepol:v:205:y:2025:i:c:s0301421525001983.

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2024Forecasting carbon price in China unified carbon market using a novel hybrid method with three-stage algorithm and long short-term memory neural networks. (2024). Zhao, Xin ; Zhang, Rui ; Ding, Lili. In: Energy. RePEc:eee:energy:v:288:y:2024:i:c:s0360544223031559.

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2024Wholesale electricity price forecasting by Quantile Regression and Kalman Filter method. (2024). Monjazeb, Mohammadreza ; Amiri, Hossein ; Movahedi, Akram. In: Energy. RePEc:eee:energy:v:290:y:2024:i:c:s0360544223033194.

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2024Modeling and evaluation of probabilistic carbon emission flow for power systems considering load and renewable energy uncertainties. (2024). Ding, YI ; Sun, Xiaocong ; Gao, Xiang ; Bao, Minglei ; Hui, Hengyu ; Zheng, Chenghang ; Song, Yonghua. In: Energy. RePEc:eee:energy:v:296:y:2024:i:c:s0360544224005401.

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2024Is gold a preferable diversifier of cleaner equity risk across diverse scenarios? Evidence from multidimensional connectedness and spillover measures. (2024). Sahay, Arvind ; Shah, Adil Ahmad. In: Energy. RePEc:eee:energy:v:305:y:2024:i:c:s0360544224021856.

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2025Modeling the coupling of Chinas multi-timescale electricity markets during the transition towards decarbonization and marketization. (2025). Li, Xuesong ; Zhang, Tengxi ; Cheng, Yixin ; Jiang, Kai ; Wang, Wentao. In: Energy. RePEc:eee:energy:v:319:y:2025:i:c:s0360544225005808.

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2025Effective carbon responsibility allocation in construction supply chain under the carbon trading policy. (2025). Wang, Bing ; Geng, Linna. In: Energy. RePEc:eee:energy:v:319:y:2025:i:c:s0360544225007017.

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2025Carbon option pricing using uncertain differential equation. (2025). Li, Yanbin ; Liu, Zhe. In: Energy. RePEc:eee:energy:v:320:y:2025:i:c:s0360544225009624.

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2025A multi-objective ensemble prediction model for interval-valued carbon price based on mixed-frequency data and sub-model selection. (2025). Liu, Jinpei ; Wang, Jiaqi ; Zhao, Xiaoman ; Tao, Zhifu. In: Energy. RePEc:eee:energy:v:326:y:2025:i:c:s0360544225019516.

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2025Green bonds & clean energy in sustainable finance: Evidence from DCC-GARCH connectedness. (2025). PORCHER, Thomas ; Michaelides, Panayotis ; Konstantakis, Konstantinos ; Prelorentzos, Arsenios-Georgios N ; Koulmas, Pavlos. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002558.

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2024Energy finance research: What happens beneath the literature?. (2024). Yang, Yuanqi ; Kou, Mingting ; Zhang, Menglin ; Shao, Hanqing. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s105752192400334x.

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2024Attractiveness of clean energy stocks in Europe. (2024). Zkan, Ayegl Ukun ; Sanin, Maria Eugenia. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005301.

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2024What drives green betas? Climate uncertainty or speculation. (2024). Demirer, Riza ; Polat, Onur ; Eki, Brahim Halil. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012424.

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2024The connectedness features of German electricity futures over short and long maturities. (2024). Gianfreda, Angelica ; Scandolo, Giacomo ; Bunn, Derek. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324013448.

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2024Lead-lag relations between the Chinese carbon and energy markets: Evidence from extreme climate shocks. (2024). Koedijk, Kees ; Huisman, Ronald ; Gao, Xiang ; Chen, Zhang-Hangjian ; Li, Jingbo. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324013461.

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2025The influence of market liquidity on the efficiency of Chinas pilot carbon markets. (2025). Hueng, C. ; Wu, Sitong ; Wang, Qian ; Huang, Peng. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324015897.

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2025Time-frequency co-movements between climate uncertainty and carbon market returns: Evidence based on wavelet coherence analysis. (2025). Cao, Jin-Hui ; Xie, Chi ; Wang, Gang-Jin ; Zhu, You ; Liu, Jiatong. In: Finance Research Letters. RePEc:eee:finlet:v:74:y:2025:i:c:s1544612325000431.

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2025Forecasting volatility in commodity markets with climate risk. (2025). Tang, Yusui ; Zhou, Ling ; Peng, Pei ; Guo, Yangli. In: Finance Research Letters. RePEc:eee:finlet:v:78:y:2025:i:c:s1544612325003575.

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2024Extreme weather, climate risk, and the lead–lag role of carbon. (2024). Chen, Zhang-Hangjian ; Xu, Yaping ; Gao, Xiang ; Chu, Wei-Wei ; Koedijk, Kees G. In: Global Finance Journal. RePEc:eee:glofin:v:61:y:2024:i:c:s1044028324000462.

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2025The green transition and tech firms financial performance: Insights from patent data. (2025). ŞİRİN, Selahattin ; Sirin, Selahattin Murat. In: Global Finance Journal. RePEc:eee:glofin:v:65:y:2025:i:c:s1044028325000390.

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2024Green innovation and corporate default risk. (2024). Safiullah, MD ; Kabir, Md Nurul ; Bach, Dinh Hoang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:95:y:2024:i:c:s1042443124001070.

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2024Dependence of green energy markets on big data and other fourth industrial revolution technologies. (2024). Vigne, Samuel ; Urom, Christian ; Ndubuisi, Gideon ; Guesmi, Khaled ; Benkraiem, Ramzi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:96:y:2024:i:c:s1042443124001276.

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2025Stock market reaction to mandatory carbon disclosure announcements: The role of institutional investors. (2025). Muktadir-Al, Dewan ; Zhang, Ziyang ; Sainani, Sushil ; Florackis, Chris. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:99:y:2025:i:c:s1042443125000034.

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2025Sovereign debt cost and economic complexity. (2025). Valencia, Oscar ; Uribe, Jorge ; Gomez-Gonzalez, Jose. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:99:y:2025:i:c:s1042443125000113.

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2024Bayesian forecasting in economics and finance: A modern review. (2024). Maheu, John ; Huber, Florian ; Koop, Gary ; Martin, Gael M ; Nibbering, Didier ; Frazier, David T ; Panagiotelis, Anastasios ; Maneesoonthorn, Worapree ; Loaiza-Maya, Ruben. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:811-839.

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2024Forecasting day-ahead electricity prices with spatial dependence. (2024). Li, YI ; Yang, Yifan ; Guo, Jue ; Zhou, Jiandong. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:1255-1270.

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2024A probabilistic forecast methodology for volatile electricity prices in the Australian National Electricity Market. (2024). Dinh, Nam Trong ; Cornell, Cameron ; Pourmousavi, Ali S. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1421-1437.

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2024Multivariate probabilistic CRPS learning with an application to day-ahead electricity prices. (2024). Berrisch, Jonathan ; Ziel, Florian. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1568-1586.

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2024Sustainability in the wake of crisis: Transforming climate change-induced disasters into drivers of renewable energy innovation in business. (2024). Rastegar, Hiva ; Eweje, Gabriel ; Kobayashi, Kazunori ; Sajjad, Aymen. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:228:y:2024:i:c:s0167268124003913.

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2024Metal and energy price uncertainties and the global economy. (2024). Sheen, Jeffrey ; Ponomareva, Natalia ; Wang, Ben Zhe. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000317.

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2024Geopolitical turmoil and investor green preference: Evidence from the corporate bond market. (2024). Verdoliva, Vincenzo ; Salerno, Dario ; Meles, Antonio ; Fiorillo, Paolo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:149:y:2024:i:c:s0261560624002055.

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2025Extrapolating the long-term seasonal component of electricity prices for forecasting in the day-ahead market. (2025). Weron, Rafa ; Uniejewski, Bartosz ; Che, Katarzyna. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:37:y:2025:i:c:s2405851324000680.

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2024Understanding the Interplay: Oil price and renewable energy investment in Africas net oil importing and net oil exporting countries. (2024). Jaffry, Shabbar ; Failler, Pierre ; Tambari, Ishaya. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724002423.

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2024Merit-order of dispatchable and variable renewable energy sources in Turkeys day-ahead electricity market. (2024). Yucel, Oyku ; Gokgoz, Fazil. In: Utilities Policy. RePEc:eee:juipol:v:88:y:2024:i:c:s0957178724000511.

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2024Measuring wholesale electricity price risk from climate change: Evidence from Portugal. (2024). Fuinhas, Jos Alberto ; Entezari, Negin. In: Utilities Policy. RePEc:eee:juipol:v:91:y:2024:i:c:s0957178724001309.

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2025Impact of combined environmental policies on carbon emission reduction: A system dynamics analysis. (2025). Wang, Hui ; Zhang, Yue ; Zhou, Ying ; Zhao, Xin-Gang. In: Utilities Policy. RePEc:eee:juipol:v:94:y:2025:i:c:s095717872500027x.

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2024The new bond on the block — Designing a carbon-linked bond for sustainable investment projects. (2024). Fehrenkotter, Rieke ; Dahlen, Niklas ; Schreiter, Maximilian. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:316-325.

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2024A multi-period-sequential-index combination method for short-term prediction of small sample data. (2024). Zeng, Yuhai ; Jiang, Hongyan ; Cheng, Feng ; Fang, Dianjun ; Wu, Cong. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:242:y:2024:i:c:s0951832023006816.

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2024The energy transition: The behavior of renewable energy stock during the times of energy security uncertainty. (2024). Uddin, Gazi ; Okhrin, Yarema ; Igeland, Philip ; Yahya, Muhammad ; Schroeder, Leon. In: Renewable Energy. RePEc:eee:renene:v:221:y:2024:i:c:s0960148123016610.

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2024Development of flexible supportive policy with real options for renewable energy projects: Case of photovoltaic systems. (2024). Heidari, Mohammad Reza ; Heravi, Gholamreza. In: Renewable Energy. RePEc:eee:renene:v:225:y:2024:i:c:s0960148124003914.

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2024Asymmetric effects of commodity and stock market on Chinese green market: Evidence from wavelet-based quantile-on-quantile approach. (2024). Zhang, Shasha ; Niu, Hongli. In: Renewable Energy. RePEc:eee:renene:v:230:y:2024:i:c:s0960148124008620.

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2024Dynamic correlation among renewable energy, technology, and carbon markets: Evidence from a novel nonparametric time-frequency approach. (2024). Olasehinde-Williams, Godwin ; Olanipekun, Ifedolapo Olabisi ; Ozkan, Oktay. In: Renewable Energy. RePEc:eee:renene:v:237:y:2024:i:pb:s096014812401735x.

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2025Carbon emissions cost pass-through effect in the reserve ancillary services market. (2025). Huang, Qisheng ; He, Daojing ; Ji, Junping ; Yang, Yang ; Lu, Huiyu ; Wang, Yiqi. In: Renewable Energy. RePEc:eee:renene:v:243:y:2025:i:c:s0960148125002629.

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

Works by Stefan Trueck:

YearTitleTypeCited
1997Wheat and maize futures reaction to weather shocks in Europe In: 172nd EAAE Seminar, May 28-29, 2019, Brussels, Belgium.
[Full Text][Citation analysis]		paper0
1991Quantifying Catastrophic and Climate Impacted Hazards Based on Local Expert Opinions In: Climate Change and Sustainable Development.
[Full Text][Citation analysis]		paper1
2014Quantifying Catastrophic and Climate Impacted Hazards Based on Local Expert Opinions.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2005An Analysis of Property Price Trends in Germany - Implications for Property Valuation Practice and Investment Decision Making In: ERES.
[Full Text][Citation analysis]		paper0
2006RISK AND RETURN IN EUROPEAN PROPERTY MARKETS - AN EMPIRICAL INVESTIGATION In: ERES.
[Full Text][Citation analysis]		paper0
2021Investors carbon risk exposure and their potential for shareholder engagement In: Business Strategy and the Environment.
[Full Text][Citation analysis]		article20
2011The Relationship between Carbon, Commodity and Financial Markets: A Copula Analysis In: The Economic Record.
[Full Text][Citation analysis]		article25
2015Daily Business and External Condition Indices for the Australian Economy In: The Economic Record.
[Full Text][Citation analysis]		article5
2006Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article149
2011The Dependence Structure between Carbon Emission Allowances and Financial Markets - A Copula Analysis In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper2
2020A NOTE ON THE IMPACT OF NEWS ON US HOUSEHOLD INFLATION EXPECTATIONS In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article3
2005Auswirkungen der neuen Basler Eigenkapitalvereinbarung auf die Finanzierung von KMU In: Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research.
[Full Text][Citation analysis]		article0
2018Assessing sovereign default risk: A bottom-up approach In: Economic Modelling.
[Full Text][Citation analysis]		article2
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.
[Full Text][Citation analysis]		article7
2018Managing risks from climate impacted hazards – The value of investment flexibility under uncertainty In: European Journal of Operational Research.
[Full Text][Citation analysis]		article9
2021Second order of stochastic dominance efficiency vs mean variance efficiency In: European Journal of Operational Research.
[Full Text][Citation analysis]		article4
2009Modeling the price dynamics of CO2 emission allowances In: Energy Economics.
[Full Text][Citation analysis]		article292
2013Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling In: Energy Economics.
[Full Text][Citation analysis]		article127
2012Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling.(2012) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 127		paper
2014An empirical comparison of alternative schemes for combining electricity spot price forecasts In: Energy Economics.
[Full Text][Citation analysis]		article113
2013An empirical comparison of alternate schemes for combining electricity spot price forecasts.(2013) In: HSC Research Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 113		paper
2015The dynamics of returns on renewable energy companies: A state-space approach In: Energy Economics.
[Full Text][Citation analysis]		article106
2019Carbon pricing and electricity markets — The case of the Australian Clean Energy Bill In: Energy Economics.
[Full Text][Citation analysis]		article15
2020Volatility spillovers in Australian electricity markets In: Energy Economics.
[Full Text][Citation analysis]		article35
2020A dynamic network analysis of spot electricity prices in the Australian national electricity market In: Energy Economics.
[Full Text][Citation analysis]		article13
2021Carbon pass-through rates on spot electricity prices in Australia In: Energy Economics.
[Full Text][Citation analysis]		article18
2020Capital and policy impacts on Australian small-scale solar installations In: Energy Policy.
[Full Text][Citation analysis]		article13
2021Actual uptake of home batteries: The key roles of capital and policy In: Energy Policy.
[Full Text][Citation analysis]		article9
2016Financing alternative energy projects: An examination of challenges and opportunities for local government In: Energy Policy.
[Full Text][Citation analysis]		article4
2014Unbiasedness and risk premiums in the Indian currency futures market In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article5
2018Factors of the term structure of sovereign yield spreads In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article8
2018Electricity markets around the world In: Journal of Commodity Markets.
[Full Text][Citation analysis]		article54
2008Rating Based Modeling of Credit Risk In: Elsevier Monographs.
[Full Text][Citation analysis]		book1
2011Style analysis and Value-at-Risk of Asia-focused hedge funds In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article8
2004Modeling electricity prices: jump diffusion and regime switching In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article105
2003Modeling electricity prices: jump diffusion and regime switching.(2003) In: HSC Research Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 105		paper
2010Returns of REITS and stock markets In: Journal of Property Investment & Finance.
[Full Text][Citation analysis]		article3
2013Regional and global contagion in real estate investment trusts In: Journal of Property Investment & Finance.
[Full Text][Citation analysis]		article11
2006Convenience Yields for CO2 Emission Allowance Futures Contracts In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper42
2010The dynamics of hourly electricity prices In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper9
2015Conditional Systemic Risk with Penalized Copula In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper3
2017The impact of news on US household inflation expectations In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2005Modelling catastrophe claims with left-truncated severity distributions (extended version) In: MPRA Paper.
[Full Text][Citation analysis]		paper2
2005Modeling catastrophe claims with left-truncated severity distributions (extended version).(2005) In: HSC Research Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2007Outlier Treatment and Robust Approaches for Modeling Electricity Spot Prices In: MPRA Paper.
[Full Text][Citation analysis]		paper45
2006Modelling catastrophe claims with left-truncated severity distributions In: Computational Statistics.
[Full Text][Citation analysis]		article11
2015Editorial to the special issue on Applicable semiparametrics of computational statistics In: Computational Statistics.
[Full Text][Citation analysis]		article0
2009Recent Advances in Credit Risk Management In: Contributions to Economics.
[Citation analysis]		chapter0
2011Interaction between Australian carbon prices and energy prices In: Published Paper Series.
[Full Text][Citation analysis]		paper6
2013Emissions Mitigation Schemes in Australia—The Past, Present and Future In: Published Paper Series.
[Full Text][Citation analysis]		paper0
2016Convenience Yields and Risk Premiums in the EU‐ETS—Evidence from the Kyoto Commitment Period In: Journal of Futures Markets.
[Full Text][Citation analysis]		article23
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 nother version. Agregated cites: 23		paper
2005Modeling electricity prices with regime switching models In: Econometrics.
[Full Text][Citation analysis]		paper20
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]		paper2
2016Carbon pricing, forward risk premiums and pass-through rates in Australian electricity futures markets In: HSC Research Reports.
[Full Text][Citation analysis]		paper0
2005Time series properties of a rating system based on financial ratios In: Discussion Paper Series 2: Banking and Financial Studies.
[Full Text][Citation analysis]		paper11
2010Estimation of operational value-at-risk in the presence of minimum collection threshold: An empirical study In: Working Paper Series in Economics.
[Full Text][Citation analysis]		paper1

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