Stefan Trueck : Citation Profile

Macquarie University

15

H index

21

i10 index

1277

Citations

RESEARCH PRODUCTION:

31

Articles

25

Papers

1

Books

1

Chapters

RESEARCH ACTIVITY:

   18 years (2003 - 2021). See details.
   Cites by year: 70
   Journals where Stefan Trueck has often published
   Relations with other researchers
   Recent citing documents: 98.    Total self citations: 22 (1.69 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ptr82
   Updated: 2025-04-05    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 (169)

Uniejewski, Bartosz (50)

Marcjasz, Grzegorz (48)

Nowotarski, Jakub (47)

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)

Janczura, Joanna (22)

Härdle, Wolfgang (22)

Cartea, Álvaro (21)

Best, Rohan (20)

Diebold, Francis (17)

Burtraw, Dallas (16)

Chevallier, Julien (14)

Hurn, Stan (14)

Burke, Paul (14)

Nowotarski, Jakub (14)

Main data

Production by document typebookarticlechapterpaper200320042005200620072008200920102011201220132014201520162017201820192020202102.557.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published20032004200520062007200820092010201120122013201420152016201720182019202020210255075Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received2004200520062007200820092010201120122013201420152016201720182019202020212022202320242025050100150Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year20032004200520062007200820092010201120122013201420152016201720182019202020210100200300Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 15Most cited documents12345678910111213141516170100200300Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20130820130920131020131120131220140120140220140320140420140520140620140720140820140920141020141120141220150120150220150320150420150520150620150720150820150920151020151120151220160120160220160320160420160520160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250320250405101520h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Stefan Trueck has published?

Journals with more than one article published# docs
Energy Economics8
European Journal of Operational Research3
Energy Policy3
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 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)

Year  ↓Title of citing document  ↓
2024Smoothing 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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2024Multivariate Probabilistic CRPS Learning with an Application to Day-Ahead Electricity Prices. (2023). Ziel, Florian ; Berrisch, Jonathan. In: Papers. RePEc:arx:papers:2303.10019.

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

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2024Subset SSD for enhanced indexation with sector constraints. (2024). Beasley, John E ; Valle, Cristiano Arbex. In: Papers. RePEc:arx:papers:2404.16777.

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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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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, Shouyang ; Xie, Gang ; Liu, Shuihan. 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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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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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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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). 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). Todorova, Neda ; Lyocsa, Tefan. 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 ; Zhao, Jianyu ; Huang, Wenyang. 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, Qunwei. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002457.

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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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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). Todorova, Neda ; Wild, Phillip ; Flottmann, Jonty. In: Energy Policy. RePEc:eee:enepol:v:189:y:2024:i:c:s0301421524001344.

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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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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). Movahedi, Akram ; Amiri, Hossein ; Monjazeb, Mohammad Reza. 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). Hui, Hengyu ; Ding, YI ; Bao, Minglei ; Sun, Xiaocong ; Gao, Xiang ; 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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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 ; Eki, Brahim Halil ; Polat, Onur. 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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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). Guesmi, Khaled ; Benkraiem, Ramzi ; Vigne, Samuel ; Urom, Christian ; Ndubuisi, Gideon. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:96:y:2024:i:c:s1042443124001276.

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

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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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2024Metal and energy price uncertainties and the global economy. (2024). Wang, Ben Zhe ; Sheen, Jeffrey ; Ponomareva, Natalia. 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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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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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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2024The new bond on the block — Designing a carbon-linked bond for sustainable investment projects. (2024). Schreiter, Maximilian ; Fehrenkotter, Rieke ; Dahlen, Niklas. 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). Wu, Cong ; Cheng, Feng ; Jiang, Hongyan ; Zeng, Yuhai ; Fang, Dianjun. 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). Yahya, Muhammad ; Schroeder, Leon ; Igeland, Philip ; Uddin, Gazi Salah ; Okhrin, Yarema. 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). Heravi, Gholamreza ; Heidari, Mohammad Reza. 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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2024Integration of the international carbon market: A time-varying analysis. (2024). Scholtens, Bert ; Lyu, Chenyan. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:191:y:2024:i:c:s1364032123009607.

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2024Simulating and assessing carbon markets: Application to the Korean and the EU ETSs. (2024). Min, Baehyun ; Jung, Seoyoung ; Yoon, Soeun ; Jang, Minchul. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:195:y:2024:i:c:s1364032124000698.

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2024Consumers’ adoption characteristics of distributed energy resources and flexible loads behind the meter. (2024). Valkering, P ; Ortiz, M ; Boning, J ; Gerard, H ; Borragan, G ; Dominguez, F ; Fowler, B. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:203:y:2024:i:c:s1364032124004714.

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2024Exploring the interconnectedness of Chinas new energy and stock markets: A study on volatility spillovers and dynamic correlations. (2024). Song, Malin ; Shen, Z Y ; Li, Guangchen ; Wei, Weixian. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:471-484.

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2024Dynamic volatility spillover relationships between the Chinese carbon and international energy markets from extreme climate shocks. (2024). Yang, Ming-Yuan ; Song, Huai-Bing ; Zhao, Shou-Yu ; Chen, Zhang-Hangjian ; Li, Sai-Ping. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:626-645.

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2024How responsive are retail electricity prices to crude oil fluctuations in the US? Time-varying and asymmetric perspectives. (2024). Ye, Yong ; Luo, Keyu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000266.

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2024Sequential management of energy and low-carbon portfolios. (2024). Salvador, Manuel ; Miguel, Jesus A ; Lample, Luis ; Gargallo, Pilar. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000564.

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2024Return spillover across the carbon market and financial markets: A quantile-based approach. (2024). Zeng, Aiqing ; Wang, Kangsheng ; Wen, Fenghua. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000916.

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2024How does climate policy uncertainty affect the carbon market?. (2024). Wang, Yan ; Wei, Shenkai ; Su, Chi Wei ; Tao, Ran. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:200:y:2024:i:c:s0040162523008405.

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2025The impact of artificial intelligence on carbon market in China: Evidence from quantile-on-quantile regression approach. (2025). Zhao, Xiangyu ; Hu, Yanhui ; Jiang, Wei. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:212:y:2025:i:c:s0040162525000046.

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2024Volatility Spillover from Carbon Prices to Stock Prices: Evidence from China’s Carbon Emission Trading Markets. (2024). Zhang, Jianing ; Chen, Jun ; Feng, Jingran ; Ma, Jinwang. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:3:p:123-:d:1358823.

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2024Estimating the Likelihood of Financial Behaviours Using Nearest Neighbors. (2024). Sousa, Ricardo ; Ribeiro, Claudia ; Mendes-Moreira, Joo ; Mendes-Neves, Tiago ; Seca, Diogo. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:4:d:10.1007_s10614-023-10370-x.

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2024Carbon Taxation and Electricity Price Dynamics: Empirical Evidence from the Australian Market. (2024). Comincioli, Nicola ; Guerini, Mattia ; Vergalli, Sergio. In: Environmental & Resource Economics. RePEc:kap:enreec:v:87:y:2024:i:12:d:10.1007_s10640-024-00908-4.

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2024A systematic literature review of the implications of media on inflation expectations. (2024). Law, Chee-Hong ; Goh, Kim Huat. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:21:y:2024:i:2:d:10.1007_s10368-024-00591-2.

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2024.

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2024A Transcendental LASSO Function for Combining Machine Learning and Statistical Model Forecasts. (2024). Terregrossa, Salvatore Joseph ; Ener, Uaur. In: SAGE Open. RePEc:sae:sagope:v:14:y:2024:i:3:p:21582440241262695.

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2024The Effect of Pricing Instruments on CO2 Emissions: Empirical Evidence from Australia. (2024). Alberini, Anna ; Timilsina, Govinda R ; Kraynak, Daniel Christopher. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:10812.

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2024Regularization for electricity price forecasting. (2024). Uniejewski, Bartosz. In: Operations Research and Decisions. RePEc:wut:journl:v:34:y:2024:i:3:p:267-286:id:14.

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Works by Stefan Trueck:

Year  ↓Title  ↓Type  ↓Cited  ↓
2019Wheat and maize futures reaction to weather shocks in Europe In: 172nd EAAE Seminar, May 28-29, 2019, Brussels, Belgium.
[Full Text][Citation analysis]		paper0
2014Quantifying Catastrophic and Climate Impacted Hazards Based on Local Expert Opinions In: Climate Change and Sustainable Development.
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2006RISK AND RETURN IN EUROPEAN PROPERTY MARKETS - AN EMPIRICAL INVESTIGATION In: ERES.
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2006Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models In: Studies in Nonlinear Dynamics & Econometrics.
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2011The Dependence Structure between Carbon Emission Allowances and Financial Markets - A Copula Analysis In: CESifo Working Paper Series.
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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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2018Assessing sovereign default risk: A bottom-up approach In: Economic Modelling.
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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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2009Modeling the price dynamics of CO2 emission allowances In: Energy Economics.
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2013Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling In: Energy Economics.
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2012Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling.(2012) In: MPRA Paper.
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2013An empirical comparison of alternate schemes for combining electricity spot price forecasts.(2013) In: HSC Research Reports.
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2018Electricity markets around the world In: Journal of Commodity Markets.
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2003Modeling electricity prices: jump diffusion and regime switching.(2003) In: HSC Research Reports.
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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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2011Interaction between Australian carbon prices and energy prices In: Published Paper Series.
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2016Convenience Yields and Risk Premiums in the EU‐ETS—Evidence from the Kyoto Commitment Period In: Journal of Futures Markets.
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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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