Stefan Trueck : Citation Profile


Are you Stefan Trueck?

Macquarie University

13

H index

19

i10 index

1148

Citations

RESEARCH PRODUCTION:

31

Articles

25

Papers

1

Books

1

Chapters

RESEARCH ACTIVITY:

   18 years (2003 - 2021). See details.
   Cites by year: 63
   Journals where Stefan Trueck has often published
   Relations with other researchers
   Recent citing documents: 74.    Total self citations: 22 (1.88 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ptr82
   Updated: 2024-01-16    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)

Nowotarski, Jakub (47)

Uniejewski, Bartosz (47)

Marcjasz, Grzegorz (46)

Janczura, Joanna (22)

Maciejowska, Katarzyna (22)

Chevallier, Julien (21)

Afanasyev, Dmitriy (14)

Nguyen, Duc Khuong (14)

Nan, Fany (13)

Sapio, Sandro (13)

Cites to:

Weron, Rafał (112)

Härdle, Wolfgang (22)

Janczura, Joanna (22)

Cartea, Álvaro (21)

Best, Rohan (20)

Diebold, Francis (17)

Burtraw, Dallas (16)

Burke, Paul (14)

Hurn, Stan (14)

Nowotarski, Jakub (14)

Chevallier, Julien (14)

Main data


Where Stefan Trueck has published?


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

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
Published Paper Series / Finance Discipline Group, UTS Business School, University of Technology, Sydney2

Recent works citing Stefan Trueck (2024 and 2023)


YearTitle of citing document
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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2023Bayesian 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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2023Multivariate 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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2023A hybrid model for day-ahead electricity price forecasting: Combining fundamental and stochastic modelling. (2023). Musgens, Felix ; Grothe, Oliver ; Mobius, Thomas ; Watermeyer, Mira. In: Papers. RePEc:arx:papers:2304.09336.

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2023Developing an emission risk control model in coal?fired power plants for investigating CO2 reduction strategies for sustainable business development. (2023). Bera, Sasadhar ; Kumari, Shalini. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:32:y:2023:i:1:p:842-857.

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2023On the role of financial investors in carbon markets: Insights from commitment reports and carbon literature. (2023). Pardo, Angel ; Mansanet-Bataller, Maria. In: Working Papers. RePEc:crb:wpaper:2023-01.

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2023The Volatility Assessment of CO2 Emissions in Uzbekistan: ARCH/GARCH Models. (2023). Rakhimov, Tukhtabek ; Rajabov, Alibek ; Salahodjaev, Raufhon ; Vysuilov, Petra ; Kuziboev, Bekhzod. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-05-1.

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2023The Effects of Energy Prices on Oil-Gas Sectoral Stock Returns for BRIC Countries: Evidence from Space State Models. (2023). Akdeniz, Coskun ; Huyuguzel, Gul Serife ; Kosedagli, Begum Yurteri ; Catik, Nazif A ; Helmi, Mohamad Husam. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-45.

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2023Forecast energy demand, CO2 emissions and energy resource impacts for the transportation sector. (2023). Tontiwachwuthikul, P ; Wang, Z ; Tang, Y ; Javanmard, Emami M. In: Applied Energy. RePEc:eee:appene:v:338:y:2023:i:c:s0306261923001940.

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2023Multivariate probabilistic forecasting of intraday electricity prices using normalizing flows. (2023). Dahmen, Manuel ; Mitsos, Alexander ; Witthaut, Dirk ; Cramer, Eike. In: Applied Energy. RePEc:eee:appene:v:346:y:2023:i:c:s0306261923007341.

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2023Optimal adaptation to uncertain climate change. (2023). Guthrie, Graeme. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s0165188923000271.

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2023Comovement and spillover among energy markets: A Comparison across different crisis periods. (2023). Zeitun, Rami ; Vo, Xuan Vinh ; Ghardallou, Wafa ; Nautiyal, Neeraj ; Ur, Mobeen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:277-302.

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2023Testing for integration and cointegration when time series are observed with noise. (2023). Pelagatti, Matteo ; Parisio, Lucia ; Maranzano, Paolo ; Gianfreda, Angelica. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001645.

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2023The Russia–Ukraine outbreak and the value of renewable energy. (2023). Liao, Shushu. In: Economics Letters. RePEc:eee:ecolet:v:225:y:2023:i:c:s0165176523000708.

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2023Do monetary condition news at the zero lower bound influence households’ expectations and readiness to spend?. (2023). Wang, Ben Zhe ; Sheen, Jeffrey. In: European Economic Review. RePEc:eee:eecrev:v:152:y:2023:i:c:s0014292122002252.

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

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2023Foreseeing the worst: Forecasting electricity DART spikes. (2023). Godin, Frederic ; Gauthier, Genevieve ; Galarneau-Vincent, Remi. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000191.

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2023Do green and dirty investments hedge each other?. (2023). Hassan, M. Kabir ; Mariev, Oleg ; Bakhteyev, Stepan ; Sohag, Kazi. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000713.

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2023Assessing the impact of battery storage on Australian electricity markets. (2023). Truck, Stefan ; Foley, Sean ; Rangarajan, Arvind. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000993.

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2023Modelling Australian electricity prices using indicator saturation. (2023). Apergis, Nicholas ; Wang, Shixuan ; Reade, James ; Pan, Wei-Fong. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001147.

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2023Drivers and pass-through of the EU ETS price: Evidence from the power sector. (2023). Okullo, Samuel J ; Bai, Yiyi. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323001962.

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2023Assets power solar and battery uptake in Kenya. (2023). Best, Rohan. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002219.

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2023The role of fundamentals and policy in New Zealands carbon prices. (2023). Gehricke, Sebastian ; Kuruppuarachchi, Duminda ; Diaz-Rainey, Ivan ; Liao, Ling. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002359.

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2023Short- and long-run determinants of the price behavior of US clean energy stocks: A dynamic ARDL simulations approach. (2023). , Mohamed. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002694.

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2023Electricity price spike clustering: A zero-inflated GARX approach. (2023). Suthaharan, Neyavan ; Lu, YE. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003328.

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2023Investigating the dynamics of crude oil and clean energy markets in times of geopolitical tensions. (2023). ben Zaied, Younes ; ben Cheikh, Nidhaleddine. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003596.

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2023Estimating and forecasting the impact of nonrenewable energy prices on US renewable energy consumption. (2023). Madraki, Golshan ; Lin, Guoyu ; Mette, Jehu ; Atems, Bebonchu. In: Energy Policy. RePEc:eee:enepol:v:173:y:2023:i:c:s0301421522005936.

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2023Market failure or politics? Understanding the motives behind regulatory actions to address surging electricity prices. (2023). Zhang, Alex Hongliang ; Erten, Ibrahim Etem ; Camadan, Ercument ; Sirin, Selahattin Murat. In: Energy Policy. RePEc:eee:enepol:v:180:y:2023:i:c:s030142152300232x.

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2023Research on spillover effect between carbon market and electricity market: Evidence from Northern Europe. (2023). Huo, Yaotong ; Zhang, Kaiwen ; Zhou, Zhenxi ; Zhao, Yihang ; Guo, Sen ; Sun, Jingqi. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pf:s0360544222029930.

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2023How do the electricity market and carbon market interact and achieve integrated development?--A bibliometric-based review. (2023). Zhang, Meng-Xi ; Liu, Li-Li ; Feng, Tian-Tian. In: Energy. RePEc:eee:energy:v:265:y:2023:i:c:s0360544222031942.

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2023Effectiveness of CO2 cost pass-through to electricity prices under “electricity-carbon” market coupling in China. (2023). Zhong, Cheng ; Feng, Tian-Tian ; Wang, Hao-Ran. In: Energy. RePEc:eee:energy:v:266:y:2023:i:c:s036054422203273x.

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2023Random sources correlations and carbon futures pricing. (2023). Wang, Jieyu ; Feng, Ling. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000455.

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2023Modeling volatility and dependence of European carbon and energy prices. (2023). Arsova, Antonia ; Ziel, Florian ; Pappert, Sven ; Berrisch, Jonathan. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322006791.

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2023Deferring real options with solar renewable energy certificates. (2023). Byrne, Julie ; Assereto, Martina ; Zhang, Hanyu. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028322000977.

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2023Neural basis expansion analysis with exogenous variables: Forecasting electricity prices with NBEATSx. (2023). Weron, Rafał ; Dubrawski, Artur ; Marcjasz, Grzegorz ; Challu, Cristian ; Olivares, Kin G. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:884-900.

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2023Static and dynamic models for multivariate distribution forecasts: Proper scoring rule tests of factor-quantile versus multivariate GARCH models. (2023). Meng, Xiaochun ; Han, Yang ; Alexander, Carol. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1078-1096.

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2023The CO2 cost pass-through in nonlinear emission trading schemes. (2023). Wu, You ; Wang, Xue-Ying ; Su, Yue ; Chen, Yan-Ling. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000435.

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2023Analysis of hourly price granularity implementation in the Brazilian deregulated electricity contracting environment. (2023). Pereira, Benvindo Rodrigues ; Lage, Guilherme Guimares ; Faria, Wandry Rodrigues ; Leite, Ciniro Aparecido. In: Utilities Policy. RePEc:eee:juipol:v:81:y:2023:i:c:s0957178723000255.

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2023Machine learning methods for inflation forecasting in Brazil: New contenders versus classical models. (2023). Gaglianone, Wagner ; Araujo, Gustavo Silva. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:4:y:2023:i:2:s2666143823000042.

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2023Deviations from commitments: Markov decision process formulations for the role of energy storage. (2023). Nadar, Emre ; Kocaman, Ayse Selin ; Avci, Harun ; Karakoyun, Ece Cigdem. In: International Journal of Production Economics. RePEc:eee:proeco:v:255:y:2023:i:c:s0925527322002936.

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2023Robust reward-risk performance measures with weakly second-order stochastic dominance constraints. (2023). Kouaissah, Noureddine. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:53-62.

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2023Regional disparity of residential solar panel diffusion in Australia: The roles of socio-economic factors. (2023). Zheng, Xian ; Shabunko, Veronika ; Zuo, Jian ; Chang, Ruidong ; Zhang, Yanquan. In: Renewable Energy. RePEc:eee:renene:v:206:y:2023:i:c:p:808-819.

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2023Analyzing the network structure of risk transmission among renewable, non-renewable energy and carbon markets. (2023). Yu, Zheng ; Tao, Zhang ; Guo, Zi Xin ; Qiao, Sen. In: Renewable Energy. RePEc:eee:renene:v:209:y:2023:i:c:p:206-217.

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2023Tail dependence and risk spillover effects between Chinas carbon market and energy markets. (2023). Dong, Xiuliang ; Man, Yuanyuan ; Liu, Jianing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:553-567.

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2023A cross-country analysis of corporate carbon performance: An international investment perspective. (2023). Wojewodzki, Michal ; Shen, Jianfu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000144.

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2023Forecasting the Return of Carbon Price in the Chinese Market Based on an Improved Stacking Ensemble Algorithm. (2023). Siddik, Abu Bakkar ; Li, Yong ; Ye, Peng. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:11:p:4520-:d:1163782.

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2023Hedging Strategies in Carbon Emission Price Dynamics: Implications for Shipping Markets. (2023). SYRIOPOULOS, THEODOROS ; Tsatsaronis, Michael ; Roumpis, Efthymios. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:17:p:6396-:d:1232518.

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2023Forecasting Day-Ahead Electricity Prices for the Italian Electricity Market Using a New Decomposition—Combination Technique. (2023). Lopez-Gonzales, Javier Linkolk ; Rodrigues, Paulo Canas ; Turpo-Chaparro, Josue E ; Iftikhar, Hasnain. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:18:p:6669-:d:1241859.

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2023ARX-GARCH Probabilistic Price Forecasts for Diversification of Trade in Electricity Markets—Variance Stabilizing Transformation and Financial Risk-Minimizing Portfolio Allocation. (2023). Janczura, Joanna ; Pu, Andrzej. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:2:p:807-:d:1031193.

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2023Contagion Spillover from Bitcoin to Carbon Futures Pricing: Perspective from Investor Attention. (2023). Zhang, Yinpeng ; Zhu, Panpan ; Zhou, Qingjie. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:2:p:929-:d:1035420.

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2023Day-Ahead Electricity Market Price Forecasting Considering the Components of the Electricity Market Price; Using Demand Decomposition, Fuel Cost, and the Kernel Density Estimation. (2023). Roh, Jae Hyung ; Park, Jong-Bae ; Lee, Dahan ; Jin, Arim. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:7:p:3222-:d:1114982.

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2023A Hybrid Model for Multi-Day-Ahead Electricity Price Forecasting considering Price Spikes. (2023). Quashie, Mike ; Zareipour, Hamidreza ; Lopez, Manuel Zamudio ; Jaimes, Daniel Manfre. In: Forecasting. RePEc:gam:jforec:v:5:y:2023:i:3:p:28-521:d:1197273.

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2023A Multi-Attribute Approach for Low-Carbon and Intensive Land Use of Jinan, China. (2023). Wang, Liyu ; Lu, Xinhai ; Li, Jing ; Yu, Qingling. In: Land. RePEc:gam:jlands:v:12:y:2023:i:6:p:1197-:d:1166442.

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2023.

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2023Carbon Pricing in Current Global Institutional Changes. (2023). Ovechkin, Danila ; Pisarenko, Zhanna ; Devyatkov, Anton ; Boldyreva, Natalia ; Reshetnikova, Liudmila. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:4:p:3632-:d:1070440.

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2023Sovereign Risk and Economic Complexity: Machine Learning Insights on Causality and Prediction. (2023). Uribe, Jorge ; Gomez-Gonzalez, Jose ; Valencia, Oscar M. In: IREA Working Papers. RePEc:ira:wpaper:202315.

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2023CO2 Emission Allowances Risk Prediction with GAS and GARCH Models. (2023). Tiwari, Aviral ; Trabelsi, Nader. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:2:d:10.1007_s10614-021-10231-5.

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2023Omega Compatibility: A Meta-analysis. (2023). Zhang, Xiang ; Maillet, Bertrand ; Caporin, Massimiliano ; Bernard, Carole. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:2:d:10.1007_s10614-022-10306-x.

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2023COVID-19, recovery policies and the resilience of EU ETS. (2023). Tan, Xiujie ; Dong, Hanmin ; Liu, Yishuang ; Cheng, SI. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:5:d:10.1007_s10644-021-09372-2.

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2023Bayesian Forecasting in the 21st Century: A Modern Review. (2023). Maheu, John ; Panagiotelis, Anastasios ; Nibbering, Didier ; Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-1.

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2023Can the Financial Industry ‘Anchor’ Carbon Emission Reductions?— The Mediating and Moderating Effects of the Technology Market. (2023). Yi, Xiaojing ; Wang, Shuhong. In: Energy & Environment. RePEc:sae:engenv:v:34:y:2023:i:3:p:533-559.

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2023Noise shocks and business cycle fluctuations in three major European Economies. (2023). Reigl, Nicolas. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:2:d:10.1007_s00181-022-02272-y.

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2023Trade, equilibrium prices and rents in European auctions for emission allowances. (2023). Bosco, Bruno. In: Environmental Economics and Policy Studies. RePEc:spr:envpol:v:25:y:2023:i:1:d:10.1007_s10018-022-00344-y.

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2023Optimal reduction and equilibrium carbon allowance price for the thermal power industry under China’s peak carbon emissions target. (2023). Dong, Feng ; Sun, Jiaojiao. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00410-0.

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2023Deep distributional time series models and the probabilistic forecasting of intraday electricity prices. (2023). Nott, David J ; Smith, Michael Stanley ; Klein, Nadja. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:4:p:493-511.

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2023Forecasting inflation time series using score?driven dynamic models and combination methods: The case of Brazil. (2023). Lucena, Fernando Antonio ; Dias, Carlos Henrique. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:2:p:369-401.

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2023.

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2023Carbon assets and Bitcoin: Hedging roles in global stock markets during the tranquil and turbulent periods?. (2023). Zhang, Yanyu ; Jiang, Wei. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:9:p:1183-1203.

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2023Climate change attention and carbon futures return prediction. (2023). Sun, Chuanwang ; Guan, Keqin ; Li, Mengjie ; Gong, XU. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:9:p:1261-1288.

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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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paper0
2014Quantifying Catastrophic and Climate Impacted Hazards Based on Local Expert Opinions In: Climate Change and Sustainable Development.
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paper1
2014Quantifying Catastrophic and Climate Impacted Hazards Based on Local Expert Opinions.(2014) In: Working Papers.
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This paper has nother version. Agregated cites: 1
paper
2005An Analysis of Property Price Trends in Germany - Implications for Property Valuation Practice and Investment Decision Making In: ERES.
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paper0
2006RISK AND RETURN IN EUROPEAN PROPERTY MARKETS - AN EMPIRICAL INVESTIGATION In: ERES.
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paper0
2021Investors carbon risk exposure and their potential for shareholder engagement In: Business Strategy and the Environment.
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article8
2011The Relationship between Carbon, Commodity and Financial Markets: A Copula Analysis In: The Economic Record.
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article21
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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article138
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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article2
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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article4
2018Managing risks from climate impacted hazards – The value of investment flexibility under uncertainty In: European Journal of Operational Research.
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article5
2021Second order of stochastic dominance efficiency vs mean variance efficiency In: European Journal of Operational Research.
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article2
2009Modeling the price dynamics of CO2 emission allowances In: Energy Economics.
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article249
2013Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling In: Energy Economics.
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article116
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2003Modeling electricity prices: jump diffusion and regime switching.(2003) In: HSC Research Reports.
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