Stefan Trueck : Citation Profile


Are you Stefan Trueck?

Macquarie University

13

H index

18

i10 index

1065

Citations

RESEARCH PRODUCTION:

31

Articles

25

Papers

1

Books

1

Chapters

RESEARCH ACTIVITY:

   18 years (2003 - 2021). See details.
   Cites by year: 59
   Journals where Stefan Trueck has often published
   Relations with other researchers
   Recent citing documents: 190.    Total self citations: 22 (2.02 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ptr82
   Updated: 2023-03-25    RAS profile: 2022-01-18    
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Relations with other researchers


Works with:

Härdle, Wolfgang (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 (166)

Nowotarski, Jakub (47)

Marcjasz, Grzegorz (46)

Uniejewski, Bartosz (45)

Maciejowska, Katarzyna (22)

Janczura, Joanna (22)

Chevallier, Julien (21)

Nguyen, Duc Khuong (14)

Afanasyev, Dmitriy (14)

Sapio, Sandro (13)

Nan, Fany (13)

Cites to:

Weron, Rafał (112)

Härdle, Wolfgang (22)

Janczura, Joanna (22)

Cartea, Álvaro (21)

Best, Rohan (20)

Diebold, Francis (17)

Hurn, Stan (14)

Burke, Paul (14)

Chevallier, Julien (14)

Nowotarski, Jakub (14)

Misiorek, Adam (13)

Main data


Where Stefan Trueck has published?


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

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
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 (2022 and 2021)


YearTitle of citing document
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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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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2022Extremal Dependence in Australian Electricity Markets. (2022). Han, Lin ; Trueck, Stefan ; Cribben, Ivor. In: Papers. RePEc:arx:papers:2202.09970.

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2022Forecasting Electricity Prices. (2022). Weron, Rafał ; Uniejewski, Bartosz ; Maciejowska, Katarzyna. In: Papers. RePEc:arx:papers:2204.11735.

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2022LASSO Principal Component Averaging -- a fully automated approach for point forecast pooling. (2022). Maciejowska, Katarzyna ; Uniejewski, Bartosz. In: Papers. RePEc:arx:papers:2207.04794.

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2023Modeling Volatility and Dependence of European Carbon and Energy Prices. (2022). Arsova, Antonia ; Ziel, Florian ; Pappert, Sven ; Berrisch, Jonathan. In: Papers. RePEc:arx:papers:2208.14311.

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2022Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471.

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2023Smoothing Quantile Regression Averaging: A new approach to probabilistic forecasting of electricity prices. (2023). Uniejewski, Bartosz. In: Papers. RePEc:arx:papers:2302.00411.

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2022Clean Energy, Australian Electricity Markets, and Information Transmission. (2022). Naeem, Muhammad Abubakr ; Karim, Sitara. In: Energy RESEARCH LETTERS. RePEc:ayb:jrnerl:63.

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2022Machine Learning Methods for Inflation Forecasting in Brazil: new contenders versus classical models. (2022). Gaglianone, Wagner ; Araujo, Gustavo Silva. In: Working Papers Series. RePEc:bcb:wpaper:561.

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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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2022The resilience of green firms in the twirl of COVID?19: Evidence from S&P500 Carbon Efficiency Index with a Fourier approach. (2022). Menegaki, Angeliki N ; Bulut, Umit ; Koak, Emrah. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:31:y:2022:i:1:p:32-45.

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2021Oil Prices, Exchange Rates and Sectoral Stock Returns in the BRICS-T Countries: A Time-Varying Approach. (2021). Akdeniz, Coskun ; Helmi, Mohamad Husam ; Huyuguzel, Gul Serife ; Catik, Abdurrahman Nazif ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9322.

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2022A procedure for upgrading linear-convex combination forecasts with an application to volatility prediction. (2022). Wilfling, Bernd ; Monschang, Verena. In: CQE Working Papers. RePEc:cqe:wpaper:9722.

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2021Return spillovers between green energy indexes and financial markets: a first sectoral approach. (2021). Nobletz, Capucine. In: EconomiX Working Papers. RePEc:drm:wpaper:2021-24.

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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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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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2021Evaluating the cost of emissions in a pool-based electricity market. (2021). Liberopoulos, George ; Biskas, Pandelis ; Andrianesis, Panagiotis. In: Applied Energy. RePEc:eee:appene:v:298:y:2021:i:c:s0306261921006735.

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2021The effects of wind generation and other market determinants on price spikes. (2021). Sendelbach, Luke ; Doering, Kenji ; Anderson, Lindsay C ; Steinschneider, Scott. In: Applied Energy. RePEc:eee:appene:v:300:y:2021:i:c:s0306261921007285.

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2022The influence of temporal variability and reservoir management on demand-response in the water sector. (2022). Hall, J W ; van Zyl, J E ; Majid, A. In: Applied Energy. RePEc:eee:appene:v:305:y:2022:i:c:s0306261921011387.

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2022The determinants of CO2 prices in the EU emission trading system. (2022). Perez-Laborda, Alejandro ; Sikora, Iryna ; Lovcha, Yuliya. In: Applied Energy. RePEc:eee:appene:v:305:y:2022:i:c:s0306261921012162.

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2022Solar and wind power generation forecasts using elastic net in time-varying forecast combinations. (2022). Musgens, Felix ; Kaso, Mathias ; Nikodinoska, Dragana . In: Applied Energy. RePEc:eee:appene:v:306:y:2022:i:pa:s0306261921012861.

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2022Framework for collaborative intelligence in forecasting day-ahead electricity price. (2022). Yeregui, Imanol ; Naveran, Gorka ; Irizar, Ion ; Castro, Alain ; Beltran, Sergio. In: Applied Energy. RePEc:eee:appene:v:306:y:2022:i:pa:s0306261921013398.

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2022Electricity price forecasting on the day-ahead market using machine learning. (2022). Robardet, Celine ; Plantevit, Marc ; Pierre, Erwan ; Tschora, Leonard. In: Applied Energy. RePEc:eee:appene:v:313:y:2022:i:c:s0306261922002057.

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2022How the decision to accept or reject PV affects the behaviour of residential battery system adopters. (2022). Sahin, OZ ; Stewart, Rodney A ; Irannezhad, Elnaz ; Taghikhah, Firouzeh ; Alipour, Mohammad. In: Applied Energy. RePEc:eee:appene:v:318:y:2022:i:c:s0306261922005621.

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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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2022Redirecting solar feed in tariffs to residential battery storage: Would it be worth it?. (2022). Nelson, Tim ; Esplin, Ryan. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:373-389.

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2022Firming merchant renewable generators in Australia’s National Electricity Market. (2022). Simshauser, Paul ; Akimov, Alexandr ; Flottmann, Jonty H. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:262-276.

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2022The roles of oil shocks and geopolitical uncertainties on China’s green bond returns. (2022). Li, Ding ; Tang, Huayun ; Lee, Chi-Chuan. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:494-505.

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2022The relationship between green bonds and conventional financial markets: Evidence from quantile-on-quantile and quantile coherence approaches. (2022). Wang, Yujou ; Gao, Zhimin ; Jiang, Yonghong. In: Economic Modelling. RePEc:eee:ecmode:v:116:y:2022:i:c:s0264999322002759.

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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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2022The dynamic connectedness and hedging opportunities of implied and realized volatility: Evidence from clean energy ETFs. (2022). Vergili, Gizem ; Hol, Arife Ozdemir ; Sak, Ahmet Furkan ; Elik, Smail. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000262.

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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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2022Climate uncertainty and carbon emissions prices: The relative roles of transition and physical climate risks. (2022). Gupta, Rangan ; Demirer, Riza ; Ozturk, Serda Selin. In: Economics Letters. RePEc:eee:ecolet:v:217:y:2022:i:c:s0165176522002324.

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2022Optimal investment and abandonment decisions for projects with construction uncertainty. (2022). , Jacco. In: European Journal of Operational Research. RePEc:eee:ejores:v:298:y:2022:i:1:p:368-379.

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2022Modeling risk contagion in the Italian zonal electricity market. (2022). Fianu, Emmanuel Senyo ; Ahelegbey, Daniel Felix ; Grossi, Luigi. In: European Journal of Operational Research. RePEc:eee:ejores:v:298:y:2022:i:2:p:656-679.

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2023Optimal timing of non-pharmaceutical interventions during an epidemic. (2023). , Jacco. In: European Journal of Operational Research. RePEc:eee:ejores:v:305:y:2023:i:3:p:1366-1389.

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2021Influences of sentiment from news articles on EU carbon prices. (2021). Xue, Minggao ; Ye, Jing. In: Energy Economics. RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321002929.

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2021Nonlinear dependence and connectedness between clean/renewable energy sector equity and European emission allowance prices. (2021). Yoon, Seong-Min ; Uddin, Gazi Salah ; Kang, Sang Hoon ; Mensi, Walid ; Hernandez, Jose Arreola ; Arreolahernandez, Jose ; Hanif, Waqas. In: Energy Economics. RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321003066.

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2021The inconvenience yield of carbon futures. (2021). Pardo, Angel ; Palao, Fernando. In: Energy Economics. RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321003479.

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2021A survey of electricity spot and futures price models for risk management applications. (2021). Gruet, Pierre ; Feron, Olivier ; Deschatre, Thomas. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003881.

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2021An analysis of electricity congestion price patterns in North America. (2021). Ibrahim, Zinatu ; Godin, Frederic. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003893.

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2021Wind generation and the dynamics of electricity prices in Australia. (2021). Konstandatos, Otto ; Nikitopoulos, Christina Sklibosios ; Mwampashi, Muthe Mathias ; Rai, Alan. In: Energy Economics. RePEc:eee:eneeco:v:103:y:2021:i:c:s0140988321004230.

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2021Application of bagging in day-ahead electricity price forecasting and factor augmentation. (2021). Yildirim, Dilem ; Ozen, Kadir. In: Energy Economics. RePEc:eee:eneeco:v:103:y:2021:i:c:s0140988321004448.

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2021An analysis of investor behaviour and information flows surrounding the negative WTI oil price futures event. (2021). Oxley, Les ; Corbet, Shaen ; Hu, Yang ; Hou, Yang. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321004576.

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2021Reserve currency and the volatility of clean energy stocks: The role of uncertainty. (2021). Soytas, Ugur ; Kocaarslan, Baris. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s014098832100503x.

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2021Impacts of oil shocks on the EU carbon emissions allowances under different market conditions. (2021). Wen, Fenghua ; Liu, Wenhua ; Zhou, Min ; Yin, Hua ; Zheng, Yan. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321005387.

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2022The rise in investors’ awareness of climate risks after the Paris Agreement and the clean energy-oil-technology prices nexus. (2022). Fahmy, Hany. In: Energy Economics. RePEc:eee:eneeco:v:106:y:2022:i:c:s0140988321005855.

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2022Data-driven structural modeling of electricity price dynamics. (2022). Kariniotakis, Georges ; Girard, Robin ; Mahler, Valentin. In: Energy Economics. RePEc:eee:eneeco:v:107:y:2022:i:c:s0140988322000032.

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2022Carbon prices forecasting in quantiles. (2022). Yan, Cheng ; Shi, Yukun ; Tao, Lizhu ; Duan, Kun ; Ren, Xiaohang. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000457.

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2022Short-term risk management of electricity retailers under rising shares of decentralized solar generation. (2022). Keles, Dogan ; Bertsch, Valentin ; Kraft, Emil ; Russo, Marianna. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001323.

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2022Dynamic spillover effects and portfolio strategies between crude oil, gold and Chinese stock markets related to new energy vehicle. (2022). Zhang, Xinhua ; Zhu, Haoyang ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001359.

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2022Dynamic short-term risk management strategies for the choice of electricity market based on probabilistic forecasts of profit and risk measures. The German and the Polish market case study. (2022). Wojcik, Edyta ; Janczura, Joanna. In: Energy Economics. RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322001840.

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2022Forecasting renewable energy stock volatility using short and long-term Markov switching GARCH-MIDAS models: Either, neither or both?. (2022). Wang, LU ; Wu, Jiangbin ; Cao, Yang ; Hong, Yanran. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322002237.

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2022A volatility spillover analysis with realized semi(co)variances in Australian electricity markets. (2022). Zarraga, Ainhoa ; Chanatasig-Niza, Evelyn ; Ciarreta, Aitor. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322002407.

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2022Trading on short-term path forecasts of intraday electricity prices. (2022). Weron, Rafa ; Marcjasz, Grzegorz ; Serafin, Tomasz. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s014098832200281x.

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2022The impact of income on household solar panel uptake: Exploring diverse results using Australian data. (2022). Chareunsy, Andrea ; Best, Rohan. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322002833.

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2022Market integration in the Australian National Electricity Market: Fresh evidence from asymmetric time-frequency connectedness. (2022). Uddin, Gazi Salah ; Nepal, Rabindra ; Rabbani, Mustafa Raza ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322003000.

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2022Welfare gains from international trade and renewable energy demand: Evidence from the OECD countries. (2022). Yan, Cheng ; Padhan, Hemachandra ; Mahalik, Mantu Kumar ; Gozgor, Giray ; Lu, Zhou. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322003085.

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2022Equilibrium pricing for carbon emission in response to the target of carbon emission peaking. (2022). Jia, Shuaishuai ; Dong, Hao ; Huang, Zhehao. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322003140.

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2022What do we know about the idiosyncratic risk of clean energy equities?. (2022). Phani, B V ; Sadorsky, Perry ; Ahmad, Wasim ; Roy, Preeti. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322003218.

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2022Probability distribution forecasting of carbon allowance prices: A hybrid model considering multiple influencing factors. (2022). Liu, Huiling ; Xue, Minggao ; Lei, Heng. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003395.

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2022Carbon credit futures as an emerging asset: Hedging, diversification and downside risks. (2022). Bayraci, Selcuk ; Gencer, Hatice Gaye ; Demiralay, Sercan. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003462.

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2022Multiple price bubbles in global major emission trading schemes: Evidence from European Union, New Zealand, South Korea and China. (2022). Wang, Zhicheng ; Li, Yan ; Wei, Yigang. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003760.

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2023Which exogenous driver is informative in forecasting European carbon volatility: Bond, commodity, stock or uncertainty?. (2023). Chevallier, Julien ; Tan, Xueping ; Guo, Xiaozhu ; Wang, Jiqian ; Ma, Feng. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005485.

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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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2021Green markets integration in different time scales: A regional analysis. (2021). Brahim, Mariem ; Abid, Ilyes ; Mzoughi, Hela ; Urom, Christian. In: Energy Economics. RePEc:eee:eneeco:v:98:y:2021:i:c:s0140988321001596.

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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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2022Australian household adoption of solar photovoltaics: A comparative study of hardship and non-hardship customers. (2022). Nelson, Tim ; Dodd, Tracey. In: Energy Policy. RePEc:eee:enepol:v:160:y:2022:i:c:s0301421521005395.

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2022Price spikes, temporary price caps, and welfare effects of regulatory interventions on wholesale electricity markets. (2022). ŞİRİN, Selahattin ; Erten, Ibrahim ; Sirin, Selahattin Murat. In: Energy Policy. RePEc:eee:enepol:v:163:y:2022:i:c:s0301421522000416.

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2022Diversifier or more? Hedge and safe haven properties of green bonds during COVID-19. (2022). Jamasb, Tooraj ; Nepal, Rabindra ; Farid, Saqib ; Naeem, Muhammad Abubakr ; Arif, Muhammad. In: Energy Policy. RePEc:eee:enepol:v:168:y:2022:i:c:s0301421522003275.

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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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2021Point and interval forecasting of electricity supply via pruned ensembles. (2021). de Menezes, Lilian M ; Cyrino, Fernando Luiz ; Meira, Erick. In: Energy. RePEc:eee:energy:v:232:y:2021:i:c:s0360544221012573.

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2021Day-ahead electricity price prediction applying hybrid models of LSTM-based deep learning methods and feature selection algorithms under consideration of market coupling. (2021). Becker, Denis Mike ; Li, Wei. In: Energy. RePEc:eee:energy:v:237:y:2021:i:c:s0360544221017916.

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2022Impact of wind-hydro dynamics on electricity price: A seasonal spatial econometric analysis. (2022). Sheng, Mingyue Selena ; Yi, Ming ; Sharp, Basil ; Suomalainen, Kiti ; Wen, LE. In: Energy. RePEc:eee:energy:v:238:y:2022:i:pc:s0360544221023240.

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2022Energy trade-offs in coupled ICM and electricity market under dynamic carbon emission intensity. (2022). Wang, Peng ; Liu, Nian ; Yan, Xiaohe ; Jiang, Kai. In: Energy. RePEc:eee:energy:v:260:y:2022:i:c:s0360544222019727.

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2022Can energy predict the regional prices of carbon emission allowances in China?. (2022). Guo, Li-Yang ; Feng, Chao ; Yang, Jun. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001715.

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2022Futures volatility forecasting based on big data analytics with incorporating an order imbalance effect. (2022). Zhang, Yongmin ; Cui, Tianxiang ; Ding, Shusheng. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002137.

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2022Measuring informational efficiency of the European carbon market — A quantitative evaluation of higher order dependence. (2022). Gronwald, Marc ; Sattarhoff, Cristina. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003532.

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2021Dynamic connectedness of currencies in G7 countries: A Bayesian time-varying approach. (2021). He, Shi ; Wan, Yang. In: Finance Research Letters. RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320317104.

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2022Impact of carbon tax on electricity prices and behaviour. (2022). Zhang, Qin ; Wong, Jin Boon. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001793.

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2022Downside and upside risk spillovers between green finance and energy markets. (2022). Guesmi, Khaled ; Urom, Christian ; Mzoughi, Hela. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s154461232100550x.

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2022The relationship between carbon market attention and the EU CET market: Evidence from different market conditions. (2022). Zeng, Aiqing ; Deng, Hanshi ; Wen, Fenghua ; Zheng, Yan. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322003634.

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2022Predictability of stock market returns: New evidence from developed and developing countries. (2022). Li, Bin ; Chen, Xiaoyue ; Shi, Kan ; Singh, Tarlok. In: Global Finance Journal. RePEc:eee:glofin:v:54:y:2022:i:c:s1044028321000223.

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2022Green energy indices & financial markets: An in-depth look. (2022). Nobletz, Capucine. In: International Economics. RePEc:eee:inteco:v:171:y:2022:i:c:p:80-109.

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2022Quantifying the asymmetric spillovers in sustainable investments. (2022). Suleman, Muhammed Tahir ; Naeem, Muhammad Abubakr ; Iqbal, Najaf. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:77:y:2022:i:c:s1042443121001864.

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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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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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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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2006RISK AND RETURN IN EUROPEAN PROPERTY MARKETS - AN EMPIRICAL INVESTIGATION In: ERES.
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2021Investors carbon risk exposure and their potential for shareholder engagement In: Business Strategy and the Environment.
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article4
2011The Relationship between Carbon, Commodity and Financial Markets: A Copula Analysis In: The Economic Record.
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article18
2015Daily Business and External Condition Indices for the Australian Economy In: The Economic Record.
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article3
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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article135
2011The Dependence Structure between Carbon Emission Allowances and Financial Markets - A Copula Analysis In: CESifo Working Paper Series.
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paper1
2020A NOTE ON THE IMPACT OF NEWS ON US HOUSEHOLD INFLATION EXPECTATIONS In: Macroeconomic Dynamics.
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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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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.
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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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article4
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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article232
2013Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling In: Energy Economics.
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article110
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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article95
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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2021Carbon pass-through rates on spot electricity prices in Australia In: Energy Economics.
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2020Capital and policy impacts on Australian small-scale solar installations In: Energy Policy.
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2021Actual uptake of home batteries: The key roles of capital and policy In: Energy Policy.
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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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article33
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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article96
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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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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2006Convenience Yields for CO2 Emission Allowance Futures Contracts In: SFB 649 Discussion Papers.
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2010The dynamics of hourly electricity prices In: SFB 649 Discussion Papers.
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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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This paper has another version. Agregated cites: 2
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2007Outlier Treatment and Robust Approaches for Modeling Electricity Spot Prices In: MPRA Paper.
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paper43
2006Modelling catastrophe claims with left-truncated severity distributions In: Computational Statistics.
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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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2013Emissions Mitigation Schemes in Australia—The Past, Present and Future 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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article17
2015Convenience yields and risk premiums in the EU-ETS - Evidence from the Kyoto commitment period.(2015) In: HSC Research Reports.
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2005Modeling electricity prices with regime switching models In: Econometrics.
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2012The relationship between spot and futures CO2 emission allowance prices in the EU-ETS In: HSC Research Reports.
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2014Modelling price spikes in electricity markets - the impact of load, weather and capacity In: HSC Research Reports.
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2016Carbon pricing, forward risk premiums and pass-through rates in Australian electricity futures markets In: HSC Research Reports.
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2005Time series properties of a rating system based on financial ratios In: Discussion Paper Series 2: Banking and Financial Studies.
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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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