Stefan Trueck : Citation Profile


Are you Stefan Trueck?

Macquarie University

10

H index

11

i10 index

538

Citations

RESEARCH PRODUCTION:

16

Articles

21

Papers

1

Books

RESEARCH ACTIVITY:

   14 years (2003 - 2017). See details.
   Cites by year: 38
   Journals where Stefan Trueck has often published
   Relations with other researchers
   Recent citing documents: 57.    Total self citations: 14 (2.54 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ptr82
   Updated: 2018-04-14    RAS profile: 2017-07-02    
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Relations with other researchers


Works with:

Weron, Rafał (7)

Nowotarski, Jakub (2)

Wang, Ben (2)

Sheen, Jeffrey (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 (111)

Nowotarski, Jakub (44)

Janczura, Joanna (21)

Chevallier, Julien (18)

Sapio, Sandro (13)

Nguyen, Duc Khuong (13)

Maciejowska, Katarzyna (12)

Uniejewski, Bartosz (12)

Sousa, Ricardo (12)

Sévi, Benoît (11)

Afanasyev, Dmitriy (10)

Cites to:

Weron, Rafał (75)

Härdle, Wolfgang (22)

Burnecki, Krzysztof (12)

Chevallier, Julien (10)

Diebold, Francis (10)

Cartea, Álvaro (9)

Janczura, Joanna (9)

Misiorek, Adam (8)

Mahieu, Ronald (8)

Engle, Robert (8)

Christoffersen, Peter (7)

Main data


Where Stefan Trueck has published?


Journals with more than one article published# docs
Energy Economics4
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
ERES / European Real Estate Society (ERES)2

Recent works citing Stefan Trueck (2018 and 2017)


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

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2017Probabilistic Mid- and Long-Term Electricity Price Forecasting. (2017). Ziel, Florian ; Steinert, Rick . In: Papers. RePEc:arx:papers:1703.10806.

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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2017Time-varying impacts of demand and supply oil shocks on correlations between crude oil prices and stock markets indices. (2017). Nadal, Raquel ; Lucena, Andre ; Szklo, Alexandre . In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:1011-1020.

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2017On the dynamic dependence and investment performance of crude oil and clean energy stocks. (2017). Ahmad, Wasim. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:376-389.

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2017The Realized Hierarchical Archimedean Copula in Risk Modelling. (2017). Okhrin, Ostap ; Tetereva, Anastasija. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:2:p:26-:d:101602.

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2017Japanese Mutual Funds before and after the Crisis Outburst: A Style- and Performance-Analysis. (2017). Papadamou, Stephanos ; Mermigka, Lydia ; Kyriazis, Nikolaos A. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:5:y:2017:i:1:p:9-:d:91815.

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2017Stochastic Differential Equation Models for the Price of European CO 2 Emissions Allowances. (2017). Cai, Wugan ; Pan, Jiafeng . In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:2:p:207-:d:89326.

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2017Realized volatility of CO2 futures. (2017). Benschop, Thijs ; Cabrera, Brenda Lopez. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2017-025.

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2017Dynamic Semiparametric Factor Model with a Common Break. (2017). Chen, Likai ; Wu, Wei Biao ; Wang, Weining. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2017-026.

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2017Hedging spark spread risk with futures. (2017). Torro, Hipolit ; Enguix, Hipolit Torro ; Martinez, Beatriz Martinez . In: Working Papers. Serie EC. RePEc:ivi:wpasec:2017-01.

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2017European Green Mutual Fund Performance: A Comparative Analysis with their Conventional and Black Peers. (2017). Ibikunle, Gbenga ; Steffen, Tom. In: Journal of Business Ethics. RePEc:kap:jbuset:v:145:y:2017:i:2:d:10.1007_s10551-015-2850-7.

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2017Price convergence within and between the Italian electricity day-ahead and dispatching services markets. (2017). Fontini, Fulvio ; Caporin, Massimiliano ; de Magistris, Paolo Santucci. In: Marco Fanno Working Papers. RePEc:pad:wpaper:0215.

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2017Are Multifractal Processes Suited to Forecasting Electricity Price Volatility? Evidence from Australian Intraday Data. (2017). Wilfling, Bernd ; Lau, Chi Keung ; GUPTA, RANGAN ; Segnon, Mawuli . In: Working Papers. RePEc:pre:wpaper:201739.

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2017A mixed integer linear program to compress transition probability matrices in Markov chain bootstrapping. (2017). Cerqueti, Roy ; Scozzari, Andrea ; Ricca, Federica ; Pelizzari, Cristian ; Falbo, Paolo. In: Annals of Operations Research. RePEc:spr:annopr:v:248:y:2017:i:1:d:10.1007_s10479-016-2181-9.

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2017Factors of carbon price volatility in a comparative analysis of the EUA and sCER. (2017). Tang, Bao-Jun ; Shen, Cheng ; Gong, Pi-Qin . In: Annals of Operations Research. RePEc:spr:annopr:v:255:y:2017:i:1:d:10.1007_s10479-015-1864-y.

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2017The climate rent curse: new challenges for burden sharing. (2017). Lessmann, Kai ; Edenhofer, Ottmar ; Steckel, Jan Christoph ; Kornek, Ulrike . In: International Environmental Agreements: Politics, Law and Economics. RePEc:spr:ieaple:v:17:y:2017:i:6:d:10.1007_s10784-017-9352-2.

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2017Forecasting electricity prices through robust nonlinear models. (2017). Grossi, Luigi ; Nan, Fany . In: Working Papers. RePEc:ver:wpaper:06/2017.

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2017Variance stabilizing transformations for electricity spot price forecasting. (2017). Weron, Rafał ; Uniejewski, Bartosz ; Ziel, Florian . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1701.

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2017On the importance of the long-term seasonal component in day-ahead electricity price forecasting. Part II – Probabilistic forecasting. (2017). Weron, Rafał ; Uniejewski, Bartosz ; Marcjasz, Grzegorz. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1702.

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2017Importance of the long-term seasonal component in day-ahead electricity price forecasting revisited: Neural network models. (2017). Weron, Rafał ; Uniejewski, Bartosz ; Marcjasz, Grzegorz. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1703.

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Works by Stefan Trueck:


YearTitleTypeCited
2005An Analysis of Property Price Trends in Germany - Implications for Property Valuation Practice and Investment Decision Making In: ERES.
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paper0
2006RISK AND RETURN IN EUROPEAN PROPERTY MARKETS - AN EMPIRICAL INVESTIGATION In: ERES.
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paper0
2011The Relationship between Carbon, Commodity and Financial Markets: A Copula Analysis In: The Economic Record.
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article12
2015Daily Business and External Condition Indices for the Australian Economy In: The Economic Record.
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article0
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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article83
2011The Dependence Structure between Carbon Emission Allowances and Financial Markets - A Copula Analysis In: CESifo Working Paper Series.
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paper0
2005Auswirkungen der neuen Basler Eigenkapitalvereinbarung auf die Finanzierung von KMU In: Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research.
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article0
2016It’s not now or never: Implications of investment timing and risk aversion on climate adaptation to extreme events In: European Journal of Operational Research.
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article0
2009Modeling the price dynamics of CO2 emission allowances In: Energy Economics.
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article142
2013Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling In: Energy Economics.
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article45
2012Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling.(2012) In: MPRA Paper.
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paper
2014An empirical comparison of alternative schemes for combining electricity spot price forecasts In: Energy Economics.
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article35
2013An empirical comparison of alternate schemes for combining electricity spot price forecasts.(2013) In: HSC Research Reports.
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This paper has another version. Agregated cites: 35
paper
2015The dynamics of returns on renewable energy companies: A state-space approach In: Energy Economics.
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article10
2016Financing alternative energy projects: An examination of challenges and opportunities for local government In: Energy Policy.
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article1
2014Unbiasedness and risk premiums in the Indian currency futures market In: Journal of International Financial Markets, Institutions and Money.
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article0
2008Rating Based Modeling of Credit Risk In: Elsevier Monographs.
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book0
2011Style analysis and Value-at-Risk of Asia-focused hedge funds In: Pacific-Basin Finance Journal.
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article4
2004Modeling electricity prices: jump diffusion and regime switching In: Physica A: Statistical Mechanics and its Applications.
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article71
2003Modeling electricity prices: jump diffusion and regime switching.(2003) In: HSC Research Reports.
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2014Quantifying Catastrophic and Climate Impacted Hazards Based on Local Expert Opinions In: Working Papers.
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paper0
2006Convenience Yields for CO2 Emission Allowance Futures Contracts In: SFB 649 Discussion Papers.
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paper34
2010The dynamics of hourly electricity prices In: SFB 649 Discussion Papers.
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paper7
2015Conditional Systemic Risk with Penalized Copula In: SFB 649 Discussion Papers.
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paper1
2017The impact of news on US household inflation expectations In: SFB 649 Discussion Papers.
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paper0
2005Modelling catastrophe claims with left-truncated severity distributions (extended version) In: MPRA Paper.
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paper2
2005Modeling catastrophe claims with left-truncated severity distributions (extended version).(2005) In: HSC Research Reports.
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This paper has another version. Agregated cites: 2
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2007Outlier Treatment and Robust Approaches for Modeling Electricity Spot Prices In: MPRA Paper.
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paper38
2006Modelling catastrophe claims with left-truncated severity distributions In: Computational Statistics.
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article6
2015Editorial to the special issue on Applicable semiparametrics of computational statistics In: Computational Statistics.
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article0
2016Convenience Yields and Risk Premiums in the EU‐ETS—Evidence from the Kyoto Commitment Period In: Journal of Futures Markets.
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article4
2015Convenience yields and risk premiums in the EU-ETS - Evidence from the Kyoto commitment period.(2015) In: HSC Research Reports.
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This paper has another version. Agregated cites: 4
paper
2005Modeling electricity prices with regime switching models In: Econometrics.
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paper21
2012The relationship between spot and futures CO2 emission allowance prices in the EU-ETS In: HSC Research Reports.
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paper11
2014Modelling price spikes in electricity markets - the impact of load, weather and capacity In: HSC Research Reports.
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paper1
2016Carbon pricing, forward risk premiums and pass-through rates in Australian electricity futures markets In: HSC Research Reports.
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paper0
2005Time series properties of a rating system based on financial ratios In: Discussion Paper Series 2: Banking and Financial Studies.
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paper9
2010Estimation of operational value-at-risk in the presence of minimum collection threshold: An empirical study In: Working Paper Series in Economics.
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paper1

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