Stefan Trueck : Citation Profile


Are you Stefan Trueck?

Macquarie University

9

H index

9

i10 index

498

Citations

RESEARCH PRODUCTION:

16

Articles

21

Papers

1

Books

RESEARCH ACTIVITY:

   14 years (2003 - 2017). See details.
   Cites by year: 35
   Journals where Stefan Trueck has often published
   Relations with other researchers
   Recent citing documents: 82.    Total self citations: 14 (2.73 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ptr82
   Updated: 2017-09-16    RAS profile: 2017-07-02    
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Relations with other researchers


Works with:

Weron, Rafał (9)

Wang, Ben (2)

Sheen, Jeffrey (2)

Nowotarski, Jakub (2)

Härdle, Wolfgang (2)

Janczura, Joanna (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 (108)

Nowotarski, Jakub (44)

Janczura, Joanna (21)

Chevallier, Julien (18)

Sapio, Sandro (13)

Nguyen, Duc Khuong (13)

Sousa, Ricardo (12)

Maciejowska, Katarzyna (12)

Sévi, Benoît (11)

Afanasyev, Dmitriy (10)

Tomczyk, Jakub (9)

Cites to:

Weron, Rafał (75)

Härdle, Wolfgang (22)

Burnecki, Krzysztof (12)

Diebold, Francis (10)

Chevallier, Julien (10)

Cartea, Álvaro (9)

Janczura, Joanna (9)

Mahieu, Ronald (8)

Engle, Robert (8)

Misiorek, Adam (8)

Huisman, Ronald (7)

Main data


Where Stefan Trueck has published?


Journals with more than one article published# docs
Energy Economics4
Computational Statistics2
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 (2017 and 2016)


YearTitle of citing document
2016A generalized exponential time series regression model for electricity prices. (2016). Proietti, Tommaso ; Haldrup, Niels ; Knapik, Oskar . In: CREATES Research Papers. RePEc:aah:create:2016-08.

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2016Analysis and Forecasting of Electricty Price Risks with Quantile Factor Models. (2016). Derek, Arne Andresen . In: The Energy Journal. RePEc:aen:journl:ej37-1-bunn.

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

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2016Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility. (2016). Sucarrat, Genaro ; Escribano, Alvaro. In: UC3M Working papers. Economics. RePEc:cte:werepe:23436.

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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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2016A comparison of different univariate forecasting models forSpot Electricity Price in India. (2016). Tiwari, Aviral ; Girish, G P. In: Economics Bulletin. RePEc:ebl:ecbull:eb-15-00633.

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2016Extended forecast methods for day-ahead electricity spot prices applying artificial neural networks. (2016). Paraschiv, Florentina ; Keles, Dogan ; Fichtner, Wolf ; Scelle, Jonathan . In: Applied Energy. RePEc:eee:appene:v:162:y:2016:i:c:p:218-230.

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2016A blueprint for an energy policy in Greece with considerations of climate change. (2016). Chatzizacharia, Kalliopi ; Hatziavramidis, Dimitris ; Benekis, Vasilis . In: Applied Energy. RePEc:eee:appene:v:162:y:2016:i:c:p:382-389.

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2016The impact of verified emissions announcements on the European Union emissions trading scheme: A bilaterally modified dummy variable modelling analysis. (2016). Jia, Jun-Jun ; Xu, Jin-Hua ; Fan, Ying . In: Applied Energy. RePEc:eee:appene:v:173:y:2016:i:c:p:567-577.

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2016Scenario-based potential effects of carbon trading in China: An integrated approach. (2016). Wang, Qunwei ; Zhang, Cheng ; Cai, Wanhuan ; Li, Pengfei ; Shi, Dan . In: Applied Energy. RePEc:eee:appene:v:182:y:2016:i:c:p:177-190.

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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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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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2016An options pricing approach to ramping rate restrictions at hydro power plants. (2016). Niu, Shilei ; Insley, Margaret. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:63:y:2016:i:c:p:25-52.

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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). Bouri, Elie ; Roubaud, David ; 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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2016Role of carbon swap trading and energy prices in price correlations and volatilities between carbon markets. (2016). Kanamura, Takashi . In: Energy Economics. RePEc:eee:eneeco:v:54:y:2016:i:c:p:204-212.

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2016Are fundamentals enough? Explaining price variations in the German day-ahead and intraday power market. (2016). Pape, Christian ; Weber, Christoph ; Hagemann, Simon . In: Energy Economics. RePEc:eee:eneeco:v:54:y:2016:i:c:p:376-387.

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2016Bidding structure, market efficiency and persistence in a multi-time tariff setting. (2016). AVCI-SURUCU, Ezgi ; Akgul, Doganbey ; Aydogan, Kursat A. In: Energy Economics. RePEc:eee:eneeco:v:54:y:2016:i:c:p:77-87.

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2016Investors’ reaction to the government credibility problem: A real option analysis of emission permit policy risk. (2016). Kang, Sang Baum ; Letourneau, Pascal . In: Energy Economics. RePEc:eee:eneeco:v:54:y:2016:i:c:p:96-107.

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2016Price regimes in an energy island: Tacit collusion vs. cost and network explanations. (2016). Spagnolo, Nicola ; Sapio, Sandro. In: Energy Economics. RePEc:eee:eneeco:v:55:y:2016:i:c:p:157-172.

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2016The long-term trends on the electricity markets: Comparison of empirical mode and wavelet decompositions. (2016). Afanasyev, Dmitriy ; Fedorova, Elena A. In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:432-442.

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2016On the importance of the long-term seasonal component in day-ahead electricity price forecasting. (2016). Weron, Rafał ; Nowotarski, Jakub. In: Energy Economics. RePEc:eee:eneeco:v:57:y:2016:i:c:p:228-235.

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2016Strategic bidding and rebidding in electricity markets. (2016). Hurn, Stan ; Clements, Adam ; Li, Z. In: Energy Economics. RePEc:eee:eneeco:v:59:y:2016:i:c:p:24-36.

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2016Parametric model risk and power plant valuation. (2016). Bannor, Karl ; Scherer, Matthias ; Nazarova, Anna ; Kiesel, Rudiger . In: Energy Economics. RePEc:eee:eneeco:v:59:y:2016:i:c:p:423-434.

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2016Modeling and forecasting multivariate electricity price spikes. (2016). Eichler, Michael ; Manner, Hans ; Turk, Dennis . In: Energy Economics. RePEc:eee:eneeco:v:60:y:2016:i:c:p:255-265.

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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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2017Can environmental innovation facilitate carbon emissions reduction? Evidence from China. (2017). Zhang, Yue-Jun ; Shen, BO ; Ma, Chao-Qun ; Peng, Yu-Lu . 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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2016Variance risk premia in CO2 markets: A political perspective. (2016). Reckling, Dennis . In: Energy Policy. RePEc:eee:enepol:v:94:y:2016:i:c:p:345-354.

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2016How does Germanys green energy policy affect electricity market volatility? An application of conditional autoregressive range models. (2016). Auer, Benjamin R. In: Energy Policy. RePEc:eee:enepol:v:98:y:2016:i:c:p:621-628.

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2016Improving short term load forecast accuracy via combining sister forecasts. (2016). Weron, Rafał ; Nowotarski, Jakub ; Hong, Tao ; Liu, Bidong . In: Energy. RePEc:eee:energy:v:98:y:2016:i:c:p:40-49.

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2016Optimal hedging in carbon emission markets using Markov regime switching models. (2016). Shi, Yukun ; Philip, Dennis . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:43:y:2016:i:c:p:1-15.

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2016A hybrid model for GEFCom2014 probabilistic electricity price forecasting. (2016). Nowotarski, Jakub ; Maciejowska, Katarzyna. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:1051-1056.

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2016Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging. (2016). Weron, Rafał ; Nowotarski, Jakub ; Maciejowska, Katarzyna. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:957-965.

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2016Probabilistic forecasting of hourly electricity prices in the medium-term using spatial interpolation techniques. (2016). Muoz, Antonio ; Delgadillo, Andres ; Bello, Antonio ; Reneses, Javier . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:966-980.

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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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2016Modeling persistence of carbon emission allowance prices. (2016). GUPTA, RANGAN ; Gil-Alana, Luis ; de Gracia, Fernando Perez . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:55:y:2016:i:c:p:221-226.

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2016The impact of renewables on electricity prices in Germany – An estimation based on historic spot prices in the years 2011–2013. (2016). Dillig, Marius ; Karl, Jurgen ; Jung, Manuel . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:57:y:2016:i:c:p:7-15.

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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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2016Medium-Term Probabilistic Forecasting of Extremely Low Prices in Electricity Markets: Application to the Spanish Case. (2016). Bello, Antonio ; Muoz, Antonio ; Reneses, Javier . In: Energies. RePEc:gam:jeners:v:9:y:2016:i:3:p:193-:d:65782.

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2016Medium-Term Probabilistic Forecasting of Extremely Low Prices in Electricity Markets: Application to the Spanish Case. (2016). Bello, Antonio ; Muoz, Antonio ; Reneses, Javier . In: Energies. RePEc:gam:jeners:v:9:y:2016:i:3:p:193:d:65782.

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2016Electricity Price Forecasting by Averaging Dynamic Factor Models. (2016). Alonso, Andrs M ; Garca-Martos, Carolina ; Bastos, Guadalupe . In: Energies. RePEc:gam:jeners:v:9:y:2016:i:8:p:600-:d:74917.

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2016A Hybrid Multi-Step Model for Forecasting Day-Ahead Electricity Price Based on Optimization, Fuzzy Logic and Model Selection. (2016). Song, Yiliao ; Liu, Feng ; Jiang, Ping . In: Energies. RePEc:gam:jeners:v:9:y:2016:i:8:p:618-:d:75382.

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2016Automated Variable Selection and Shrinkage for Day-Ahead Electricity Price Forecasting. (2016). Weron, Rafał ; Uniejewski, Bartosz ; Nowotarski, Jakub. In: Energies. RePEc:gam:jeners:v:9:y:2016:i:8:p:621-:d:75423.

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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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2016Time-Adaptive Probabilistic Forecasts of Electricity Spot Prices with Application to Risk Management.. (2016). Schulz, Franziska ; López Cabrera, Brenda. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2016-035.

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

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2016Negative price spikes at power markets: the role of energy policy. (2016). Gerster, Andreas . In: Journal of Regulatory Economics. RePEc:kap:regeco:v:50:y:2016:i:3:d:10.1007_s11149-016-9311-9.

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2016Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility. (2016). Sucarrat, Genaro ; Escribano, Alvaro. In: MPRA Paper. RePEc:pra:mprapa:72736.

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

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2016Determinants of Regional Entrepreneurial Activity in the Czech Republic. (2016). Dvoulety, Ondrej ; Mares, Jan . In: ACTA VSFS. RePEc:prf:journl:v:10:y:2016:i:1:p:31-46.

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2016Economic and Legal Aspects of Electronic Money. (2016). Schlossberger, Otakar . In: ACTA VSFS. RePEc:prf:journl:v:10:y:2016:i:1:p:44-65.

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2016Prediction of Emission Allowances Spot Prices Volatility with the Use of GARCH Models. (2016). Spiesova, Daniela . In: ACTA VSFS. RePEc:prf:journl:v:10:y:2016:i:1:p:66-79.

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2016The Gravity Modelling of the Relationship between Exchange Rate Volatility and Foreign Trade in Visegrad Countries. (2016). Simakova, Jana . In: ACTA VSFS. RePEc:prf:journl:v:10:y:2016:i:1:p:7-30.

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2016Bayesian SVLEDEJ Model for Detecting Jumps in Logarithmic Growth Rates of One Month Forward Gas Contract Prices. (2016). Kostrzewski, Maciej . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:8:y:2016:i:3:p:161-179.

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2016Modeling carbon spot and futures price returns with GARCH and Markov switching GARCH models. (2016). Alexander, ; Brauneis, Alexander . In: Central European Journal of Operations Research. RePEc:spr:cejnor:v:24:y:2016:i:1:d:10.1007_s10100-014-0340-0.

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2016Modeling carbon spot and futures price returns with GARCH and Markov switching GARCH models. (2016). Zeitlberger, Alexander ; Brauneis, Alexander . In: Central European Journal of Operations Research. RePEc:spr:cejnor:v:24:y:2016:i:1:p:149-176.

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2016Investment in electric energy storage under uncertainty: a real options approach. (2016). Fleten, Stein-Erik ; Stein- Erik Fleten, ; Hagfors, Lars Ivar ; Hagspiel, Verena ; Wogrin, Sonja ; Norheim, Beate ; Bakke, Ida . In: Computational Management Science. RePEc:spr:comgts:v:13:y:2016:i:3:d:10.1007_s10287-016-0256-3.

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2016The pass-through rates of carbon costs on to electricity prices within the Australian National Electricity Market. (2016). Nazifi, Fatemeh . In: Environmental Economics and Policy Studies. RePEc:spr:envpol:v:18:y:2016:i:1:d:10.1007_s10018-015-0111-8.

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2016The pass-through rates of carbon costs on to electricity prices within the Australian National Electricity Market. (2016). Nazifi, Fatemeh . In: Environmental Economics and Policy Studies. RePEc:spr:envpol:v:18:y:2016:i:1:p:41-62.

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2016Prediction of Extreme Price Occurrences in the German Day-ahead Electricity Market. (2016). Prokopczuk, Marcel ; Hagfors, Lars Ivar ; Westgaard, Sjur ; Paraschiv, Florentina ; Sator, Alma ; Kamperud, Hilde Horthe . In: Working Papers on Finance. RePEc:usg:sfwpfi:2016:22.

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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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2016To combine or not to combine? Recent trends in electricity price forecasting. (2016). Weron, Rafał ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1601.

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2016On the importance of the long-term seasonal component in day-ahead electricity price forecasting. (2016). Weron, Rafał ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1605.

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2016Automated variable selection and shrinkage for day-ahead electricity price forecasting. (2016). Weron, Rafał ; Uniejewski, Bartosz ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1606.

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2016Recent advances in electricity price forecasting: A review of probabilistic forecasting. (2016). Weron, Rafał ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1607.

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2016Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate models. (2016). Weron, Rafał ; Ziel, Florian . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1608.

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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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2016Negative price spikes at power markets: The role of energy policy. (2016). Gerster, Andreas . In: Ruhr Economic Papers. RePEc:zbw:rwirep:636.

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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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2006RISK AND RETURN IN EUROPEAN PROPERTY MARKETS - AN EMPIRICAL INVESTIGATION In: ERES.
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2011The Relationship between Carbon, Commodity and Financial Markets: A Copula Analysis In: The Economic Record.
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article11
2015Daily Business and External Condition Indices for the Australian Economy In: The Economic Record.
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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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article76
2011The Dependence Structure between Carbon Emission Allowances and Financial Markets - A Copula Analysis In: CESifo Working Paper Series.
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2005Auswirkungen der neuen Basler Eigenkapitalvereinbarung auf die Finanzierung von KMU In: Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research.
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article0
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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2009Modeling the price dynamics of CO2 emission allowances In: Energy Economics.
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article136
2013Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling In: Energy Economics.
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article41
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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