13
H index
19
i10 index
1148
Citations
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. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/ptr82 |
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: | Cites to: |
Journals with more than one article published | # docs |
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Energy Economics | 8 |
European Journal of Operational Research | 3 |
Energy Policy | 3 |
Journal of Property Investment & Finance | 2 |
The Economic Record | 2 |
Computational Statistics | 2 |
Year | Title of citing document |
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2023 | Modeling 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. Full description at Econpapers || Download paper |
2023 | Bayesian 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. Full description at Econpapers || Download paper |
2023 | Smoothing Quantile Regression Averaging: A new approach to probabilistic forecasting of electricity prices. (2023). Uniejewski, Bartosz. In: Papers. RePEc:arx:papers:2302.00411. Full description at Econpapers || Download paper |
2023 | Multivariate Probabilistic CRPS Learning with an Application to Day-Ahead Electricity Prices. (2023). Ziel, Florian ; Berrisch, Jonathan. In: Papers. RePEc:arx:papers:2303.10019. Full description at Econpapers || Download paper |
2023 | A 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. Full description at Econpapers || Download paper |
2023 | Developing 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. Full description at Econpapers || Download paper |
2023 | On 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Forecast 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. Full description at Econpapers || Download paper |
2023 | Multivariate 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. Full description at Econpapers || Download paper |
2023 | Optimal 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. Full description at Econpapers || Download paper |
2023 | Comovement 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. Full description at Econpapers || Download paper |
2023 | Testing 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Do 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. Full description at Econpapers || Download paper |
2023 | Optimal 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. Full description at Econpapers || Download paper |
2023 | Which 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. Full description at Econpapers || Download paper |
2023 | Foreseeing 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. Full description at Econpapers || Download paper |
2023 | Do 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. Full description at Econpapers || Download paper |
2023 | Assessing 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. Full description at Econpapers || Download paper |
2023 | Modelling 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. Full description at Econpapers || Download paper |
2023 | Drivers 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. Full description at Econpapers || Download paper |
2023 | Assets power solar and battery uptake in Kenya. (2023). Best, Rohan. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002219. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Short- 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. Full description at Econpapers || Download paper |
2023 | Electricity 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. Full description at Econpapers || Download paper |
2023 | Investigating 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. Full description at Econpapers || Download paper |
2023 | Estimating 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. Full description at Econpapers || Download paper |
2023 | Market 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. Full description at Econpapers || Download paper |
2023 | Research 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. Full description at Econpapers || Download paper |
2023 | How 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. Full description at Econpapers || Download paper |
2023 | Effectiveness 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. Full description at Econpapers || Download paper |
2023 | Random 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. Full description at Econpapers || Download paper |
2023 | Modeling 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. Full description at Econpapers || Download paper |
2023 | Deferring 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. Full description at Econpapers || Download paper |
2023 | Neural 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. Full description at Econpapers || Download paper |
2023 | Static 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Analysis 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. Full description at Econpapers || Download paper |
2023 | Machine 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. Full description at Econpapers || Download paper |
2023 | Deviations 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. Full description at Econpapers || Download paper |
2023 | Robust 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. Full description at Econpapers || Download paper |
2023 | Regional 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. Full description at Econpapers || Download paper |
2023 | Analyzing 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. Full description at Econpapers || Download paper |
2023 | Tail 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. Full description at Econpapers || Download paper |
2023 | A 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. Full description at Econpapers || Download paper |
2023 | Forecasting 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. Full description at Econpapers || Download paper |
2023 | Hedging 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. Full description at Econpapers || Download paper |
2023 | Forecasting 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. Full description at Econpapers || Download paper |
2023 | ARX-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. Full description at Econpapers || Download paper |
2023 | Contagion 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. Full description at Econpapers || Download paper |
2023 | Day-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. Full description at Econpapers || Download paper |
2023 | A 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. Full description at Econpapers || Download paper |
2023 | A 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. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Carbon 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. Full description at Econpapers || Download paper |
2023 | Sovereign 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. Full description at Econpapers || Download paper |
2023 | CO2 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. Full description at Econpapers || Download paper |
2023 | Omega 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. Full description at Econpapers || Download paper |
2023 | COVID-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. Full description at Econpapers || Download paper |
2023 | Bayesian 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. Full description at Econpapers || Download paper |
2023 | Can 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. Full description at Econpapers || Download paper |
2023 | Noise 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. Full description at Econpapers || Download paper |
2023 | Trade, 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. Full description at Econpapers || Download paper |
2023 | Optimal 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. Full description at Econpapers || Download paper |
2023 | Deep 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. Full description at Econpapers || Download paper |
2023 | Forecasting 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. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Carbon 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. Full description at Econpapers || Download paper |
2023 | Climate 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. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2019 | Wheat and maize futures reaction to weather shocks in Europe In: 172nd EAAE Seminar, May 28-29, 2019, Brussels, Belgium. [Full Text][Citation analysis] | paper | 0 |
2014 | Quantifying Catastrophic and Climate Impacted Hazards Based on Local Expert Opinions In: Climate Change and Sustainable Development. [Full Text][Citation analysis] | paper | 1 |
2014 | Quantifying Catastrophic and Climate Impacted Hazards Based on Local Expert Opinions.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2005 | An Analysis of Property Price Trends in Germany - Implications for Property Valuation Practice and Investment Decision Making In: ERES. [Full Text][Citation analysis] | paper | 0 |
2006 | RISK AND RETURN IN EUROPEAN PROPERTY MARKETS - AN EMPIRICAL INVESTIGATION In: ERES. [Full Text][Citation analysis] | paper | 0 |
2021 | Investors carbon risk exposure and their potential for shareholder engagement In: Business Strategy and the Environment. [Full Text][Citation analysis] | article | 8 |
2011 | The Relationship between Carbon, Commodity and Financial Markets: A Copula Analysis In: The Economic Record. [Full Text][Citation analysis] | article | 21 |
2015 | Daily Business and External Condition Indices for the Australian Economy In: The Economic Record. [Full Text][Citation analysis] | article | 3 |
2006 | Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 138 |
2011 | The Dependence Structure between Carbon Emission Allowances and Financial Markets - A Copula Analysis In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2020 | A NOTE ON THE IMPACT OF NEWS ON US HOUSEHOLD INFLATION EXPECTATIONS In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 2 |
2005 | Auswirkungen der neuen Basler Eigenkapitalvereinbarung auf die Finanzierung von KMU In: Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research. [Full Text][Citation analysis] | article | 0 |
2018 | Assessing sovereign default risk: A bottom-up approach In: Economic Modelling. [Full Text][Citation analysis] | article | 2 |
2016 | It’s not now or never: Implications of investment timing and risk aversion on climate adaptation to extreme events In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 4 |
2018 | Managing risks from climate impacted hazards – The value of investment flexibility under uncertainty In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 5 |
2021 | Second order of stochastic dominance efficiency vs mean variance efficiency In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 2 |
2009 | Modeling the price dynamics of CO2 emission allowances In: Energy Economics. [Full Text][Citation analysis] | article | 249 |
2013 | Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling In: Energy Economics. [Full Text][Citation analysis] | article | 116 |
2012 | Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling.(2012) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 116 | paper | |
2014 | An empirical comparison of alternative schemes for combining electricity spot price forecasts In: Energy Economics. [Full Text][Citation analysis] | article | 100 |
2013 | An empirical comparison of alternate schemes for combining electricity spot price forecasts.(2013) In: HSC Research Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 100 | paper | |
2015 | The dynamics of returns on renewable energy companies: A state-space approach In: Energy Economics. [Full Text][Citation analysis] | article | 79 |
2019 | Carbon pricing and electricity markets — The case of the Australian Clean Energy Bill In: Energy Economics. [Full Text][Citation analysis] | article | 12 |
2020 | Volatility spillovers in Australian electricity markets In: Energy Economics. [Full Text][Citation analysis] | article | 21 |
2020 | A dynamic network analysis of spot electricity prices in the Australian national electricity market In: Energy Economics. [Full Text][Citation analysis] | article | 7 |
2021 | Carbon pass-through rates on spot electricity prices in Australia In: Energy Economics. [Full Text][Citation analysis] | article | 7 |
2020 | Capital and policy impacts on Australian small-scale solar installations In: Energy Policy. [Full Text][Citation analysis] | article | 10 |
2021 | Actual uptake of home batteries: The key roles of capital and policy In: Energy Policy. [Full Text][Citation analysis] | article | 4 |
2016 | Financing alternative energy projects: An examination of challenges and opportunities for local government In: Energy Policy. [Full Text][Citation analysis] | article | 4 |
2014 | Unbiasedness and risk premiums in the Indian currency futures market In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 5 |
2018 | Factors of the term structure of sovereign yield spreads In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 6 |
2018 | Electricity markets around the world In: Journal of Commodity Markets. [Full Text][Citation analysis] | article | 39 |
2008 | Rating Based Modeling of Credit Risk In: Elsevier Monographs. [Full Text][Citation analysis] | book | 1 |
2011 | Style analysis and Value-at-Risk of Asia-focused hedge funds In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 8 |
2004 | Modeling electricity prices: jump diffusion and regime switching In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 99 |
2003 | Modeling electricity prices: jump diffusion and regime switching.(2003) In: HSC Research Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 99 | paper | |
2010 | Returns of REITS and stock markets In: Journal of Property Investment & Finance. [Full Text][Citation analysis] | article | 3 |
2013 | Regional and global contagion in real estate investment trusts In: Journal of Property Investment & Finance. [Full Text][Citation analysis] | article | 11 |
2006 | Convenience Yields for CO2 Emission Allowance Futures Contracts In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 42 |
2010 | The dynamics of hourly electricity prices In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 8 |
2015 | Conditional Systemic Risk with Penalized Copula In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
2017 | The impact of news on US household inflation expectations In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2005 | Modelling catastrophe claims with left-truncated severity distributions (extended version) In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
2005 | Modeling catastrophe claims with left-truncated severity distributions (extended version).(2005) In: HSC Research Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2007 | Outlier Treatment and Robust Approaches for Modeling Electricity Spot Prices In: MPRA Paper. [Full Text][Citation analysis] | paper | 44 |
2006 | Modelling catastrophe claims with left-truncated severity distributions In: Computational Statistics. [Full Text][Citation analysis] | article | 10 |
2015 | Editorial to the special issue on Applicable semiparametrics of computational statistics In: Computational Statistics. [Full Text][Citation analysis] | article | 0 |
2009 | Recent Advances in Credit Risk Management In: Contributions to Economics. [Citation analysis] | chapter | 0 |
2011 | Interaction between Australian carbon prices and energy prices In: Published Paper Series. [Full Text][Citation analysis] | paper | 6 |
2013 | Emissions Mitigation Schemes in Australia—The Past, Present and Future In: Published Paper Series. [Full Text][Citation analysis] | paper | 0 |
2016 | Convenience Yields and Risk Premiums in the EU?ETS—Evidence from the Kyoto Commitment Period In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 20 |
2015 | Convenience yields and risk premiums in the EU-ETS - Evidence from the Kyoto commitment period.(2015) In: HSC Research Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
2005 | Modeling electricity prices with regime switching models In: Econometrics. [Full Text][Citation analysis] | paper | 20 |
2012 | The relationship between spot and futures CO2 emission allowance prices in the EU-ETS In: HSC Research Reports. [Full Text][Citation analysis] | paper | 11 |
2014 | Modelling price spikes in electricity markets - the impact of load, weather and capacity In: HSC Research Reports. [Full Text][Citation analysis] | paper | 2 |
2016 | Carbon pricing, forward risk premiums and pass-through rates in Australian electricity futures markets In: HSC Research Reports. [Full Text][Citation analysis] | paper | 0 |
2005 | Time series properties of a rating system based on financial ratios In: Discussion Paper Series 2: Banking and Financial Studies. [Full Text][Citation analysis] | paper | 11 |
2010 | Estimation of operational value-at-risk in the presence of minimum collection threshold: An empirical study In: Working Paper Series in Economics. [Full Text][Citation analysis] | paper | 1 |
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