Stefan Trueck : Citation Profile

Are you Stefan Trueck?

Macquarie University

13

H index

20

i10 index

1214

Citations

RESEARCH PRODUCTION:

30

Articles

25

Papers

1

Books

1

Chapters

RESEARCH ACTIVITY:

   18 years (2003 - 2021). See details.
   Cites by year: 67
   Journals where Stefan Trueck has often published
   Relations with other researchers
   Recent citing documents: 142.    Total self citations: 22 (1.78 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ptr82
   Updated: 2024-11-04    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)

Marcjasz, Grzegorz (48)

Nowotarski, Jakub (47)

Uniejewski, Bartosz (47)

Maciejowska, Katarzyna (22)

Janczura, Joanna (22)

Chevallier, Julien (21)

Nguyen, Duc Khuong (14)

Afanasyev, Dmitriy (14)

Nan, Fany (13)

Sapio, Sandro (13)

Cites to:

Weron, Rafał (115)

Härdle, Wolfgang (23)

Janczura, Joanna (22)

Cartea, Álvaro (21)

Best, Rohan (20)

Chevallier, Julien (18)

Diebold, Francis (17)

Burtraw, Dallas (16)

Hurn, Stan (14)

Nowotarski, Jakub (14)

Burke, Paul (14)

Main data

Where Stefan Trueck has published?

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

Working Papers Series with more than one paper published# docs
HSC Research Reports / Hugo Steinhaus Center, Wroclaw University of Science and Technology7
SFB 649 Discussion Papers / Sonderforschungsbereich 649, Humboldt University, Berlin, Germany4
MPRA Paper / University Library of Munich, Germany3
Published Paper Series / Finance Discipline Group, UTS Business School, University of Technology, Sydney2
ERES / European Real Estate Society (ERES)2

Recent works citing Stefan Trueck (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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2024Smoothing Quantile Regression Averaging: A new approach to probabilistic forecasting of electricity prices. (2023). Uniejewski, Bartosz. In: Papers. RePEc:arx:papers:2302.00411.

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

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

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

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2023The resilience of green firms in the twirl of COVID?19: Evidence from S&P500 Carbon Efficiency Index with a Fourier approach. (2022). Menegaki, Angeliki N ; Bulut, Umit ; Koak, Emrah. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:31:y:2022:i:1:p:32-45.

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2024Developing 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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2024Impact of corporate governance diversity on carbon emission under environmental policy via the mandatory nonfinancial reporting regulation. (2024). Bhaiyat, Firoz Haroon ; Muktadiralmukit, Dewan. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:2:p:1397-1417.

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2023The Volatility Assessment of CO2 Emissions in Uzbekistan: ARCH/GARCH Models. (2023). Vysuilov, Petra ; Kuziboev, Bekhzod ; Rakhimov, Tukhtabek ; Rajabov, Alibek ; Salahodjaev, Raufhon. 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). Catik, Nazif A ; Helmi, Mohamad Husam ; Akdeniz, Coskun ; Huyuguzel, Gul Serife ; Kosedagli, Begum Yurteri. 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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2023Event-driven forecasting of wholesale electricity price and frequency regulation price using machine learning algorithms. (2023). Pan, Zehua ; Sai, Wei ; Chan, Siew Hwa ; Miao, Bin ; Zhong, Zheng ; Jiao, Zhenjun ; Liu, Siyu. In: Applied Energy. RePEc:eee:appene:v:352:y:2023:i:c:s0306261923013533.

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2024A secondary decomposition-ensemble framework for interval carbon price forecasting. (2024). Wang, Shouyang ; Xie, Gang ; Liu, Shuihan. In: Applied Energy. RePEc:eee:appene:v:359:y:2024:i:c:s0306261923019773.

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2024Two-time-scale stochastic functional differential equations with wideband noises and jumps. (2024). Wen, Zhexin ; Liu, Yuanyuan. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:182:y:2024:i:c:s0960077924003084.

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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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2024Australian energy policy decisions in the wake of the 2022 energy crisis. (2024). Flottmann, Jonty. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:238-248.

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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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2023Can weather variables and electricity demand predict carbon emissions allowances prices? Evidence from the first three phases of the EU ETS. (2023). Mazza, Paolo ; Eslahi, Mohammadehsan. In: Ecological Economics. RePEc:eee:ecolec:v:214:y:2023:i:c:s0921800923002483.

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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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2023CRPS learning. (2023). Ziel, Florian ; Berrisch, Jonathan. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407621002724.

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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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2023Strategies for reducing ethnic inequality in energy outcomes: A Nepalese example. (2023). Nepal, Rabindra ; Taylor, Madeline ; Best, Rohan. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004085.

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2023Connecting the stocks of major energy firms in China to identify the systemic risk. (2023). Yu, Si-Qi ; Feng, Chao ; Guo, Li-Yang. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005133.

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2023Dynamic volatility connectedness in the European electricity market. (2023). Papie, Monika ; Sikorska-Pastuszka, Magdalena. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323005431.

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2023Tail risk contagion across electricity markets in crisis periods. (2023). Tiwari, Aviral ; Abdullah, Mohammad ; Khan, Isma ; Wali, G M ; Aikins, Emmanuel Joel. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323005984.

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2024Emission intensities in the Australian National Electricity Market – An econometric analysis. (2024). Truck, Stefan ; Nazifi, Fatemeh. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323006825.

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2024Connectivity and spillover during crises: Highlighting the prominent and growing role of green energy. (2024). Sensoy, Ahmet ; Goodell, John W ; Banerjee, Ameet Kumar. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007223.

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2024A multiscale and multivariable differentiated learning for carbon price forecasting. (2024). Zhao, Xuefeng ; Chen, Linfei. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000616.

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2024A global perspective on the nexus between energy and stock markets in light of the rise of renewable energy. (2024). Petitjean, Mikael ; Ansaram, Karishma. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324001142.

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2024Forecasting of clean energy market volatility: The role of oil and the technology sector. (2024). Todorova, Neda ; Lyocsa, Tefan. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001592.

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2024Model-driven multimodal LSTM-CNN for unbiased structural forecasting of European Union allowances open-high-low-close price. (2024). Wang, Xiaokang ; Zhao, Jianyu ; Huang, Wenyang. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001671.

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2024Factor models and investment strategies in the renewable energy sector. (2024). Miralles-Quiros, Maria Mar. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001919.

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2024The carbon tax and the crisis in Australia’s National Electricity Market. (2024). Menezes, Flavio ; Gonçalves, Ricardo ; Gonalves, Ricardo. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002305.

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2024Forecasting carbon prices under diversified attention: A dynamic model averaging approach with common factors. (2024). Zhang, Yaojie ; Wang, Qunwei. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002457.

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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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2024Power play in carbon trading market: How status of executives with R&D background incentives companies’ low-carbon innovation. (2024). Wu, Qingyang. In: Energy Policy. RePEc:eee:enepol:v:188:y:2024:i:c:s0301421524000697.

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2024Derivatives and hedging practices in the Australian National Electricity Market. (2024). Todorova, Neda ; Wild, Phillip ; Flottmann, Jonty. In: Energy Policy. RePEc:eee:enepol:v:189:y:2024:i:c:s0301421524001344.

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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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2024Forecasting carbon price in China unified carbon market using a novel hybrid method with three-stage algorithm and long short-term memory neural networks. (2024). Zhao, Xin ; Zhang, Rui ; Ding, Lili. In: Energy. RePEc:eee:energy:v:288:y:2024:i:c:s0360544223031559.

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2024Wholesale electricity price forecasting by Quantile Regression and Kalman Filter method. (2024). Movahedi, Akram ; Amiri, Hossein ; Monjazeb, Mohammad Reza. In: Energy. RePEc:eee:energy:v:290:y:2024:i:c:s0360544223033194.

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2024Modeling and evaluation of probabilistic carbon emission flow for power systems considering load and renewable energy uncertainties. (2024). Hui, Hengyu ; Ding, YI ; Bao, Minglei ; Sun, Xiaocong ; Gao, Xiang ; Zheng, Chenghang ; Song, Yonghua. In: Energy. RePEc:eee:energy:v:296:y:2024:i:c:s0360544224005401.

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2023Identifying the determinants of European carbon allowances prices: A novel robust partial least squares method for open-high-low-close data. (2023). Wei, Yigang ; Wang, Huiwen ; Huang, Wenyang. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004544.

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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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2024What drives green betas? Climate uncertainty or speculation. (2024). Demirer, Riza ; Eki, Brahim Halil ; Polat, Onur. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012424.

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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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2023Forecast combinations: An over 50-year review. (2023). Li, Feng ; Kang, Yanfei ; Hyndman, Rob J ; Wang, Xiao Qian. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1518-1547.

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2023LASSO principal component averaging: A fully automated approach for point forecast pooling. (2023). Maciejowska, Katarzyna ; Uniejewski, Bartosz. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1839-1852.

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

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2024Metal and energy price uncertainties and the global economy. (2024). Wang, Ben Zhe ; Sheen, Jeffrey ; Ponomareva, Natalia. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000317.

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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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2023Opportunity knocks but just once: Impact of infrastructure investment decision on climate adaptation to flood events. (2023). Chen, Hongchen ; Yi, Changsheng. In: Omega. RePEc:eee:jomega:v:121:y:2023:i:c:s0305048323000981.

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2024Understanding the Interplay: Oil price and renewable energy investment in Africas net oil importing and net oil exporting countries. (2024). Jaffry, Shabbar ; Failler, Pierre ; Tambari, Ishaya. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724002423.

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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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2024The new bond on the block — Designing a carbon-linked bond for sustainable investment projects. (2024). Schreiter, Maximilian ; Fehrenkotter, Rieke ; Dahlen, Niklas. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:316-325.

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2024A multi-period-sequential-index combination method for short-term prediction of small sample data. (2024). Wu, Cong ; Cheng, Feng ; Jiang, Hongyan ; Zeng, Yuhai ; Fang, Dianjun. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:242:y:2024:i:c:s0951832023006816.

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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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2023The asymmetric impact of crude oil futures on the clean energy stock market: Based on the asymmetric variable coefficient quantile regression model. (2023). Xie, Fei ; Cao, Guangxi. In: Renewable Energy. RePEc:eee:renene:v:218:y:2023:i:c:s0960148123012181.

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2024The energy transition: The behavior of renewable energy stock during the times of energy security uncertainty. (2024). Yahya, Muhammad ; Schroeder, Leon ; Igeland, Philip ; Uddin, Gazi Salah ; Okhrin, Yarema. In: Renewable Energy. RePEc:eee:renene:v:221:y:2024:i:c:s0960148123016610.

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2024Development of flexible supportive policy with real options for renewable energy projects: Case of photovoltaic systems. (2024). Heravi, Gholamreza ; Heidari, Mohammad Reza. In: Renewable Energy. RePEc:eee:renene:v:225:y:2024:i:c:s0960148124003914.

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2024Integration of the international carbon market: A time-varying analysis. (2024). Scholtens, Bert ; Lyu, Chenyan. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:191:y:2024:i:c:s1364032123009607.

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

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

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

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

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

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More than 100 citations found, this list is not complete...

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.
[Full Text][Citation analysis]		paper0
2014Quantifying Catastrophic and Climate Impacted Hazards Based on Local Expert Opinions In: Climate Change and Sustainable Development.
[Full Text][Citation analysis]		paper1
2014Quantifying 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
2005An Analysis of Property Price Trends in Germany - Implications for Property Valuation Practice and Investment Decision Making In: ERES.
[Full Text][Citation analysis]		paper0
2006RISK AND RETURN IN EUROPEAN PROPERTY MARKETS - AN EMPIRICAL INVESTIGATION In: ERES.
[Full Text][Citation analysis]		paper0
2021Investors carbon risk exposure and their potential for shareholder engagement In: Business Strategy and the Environment.
[Full Text][Citation analysis]		article11
2011The Relationship between Carbon, Commodity and Financial Markets: A Copula Analysis In: The Economic Record.
[Full Text][Citation analysis]		article23
2015Daily Business and External Condition Indices for the Australian Economy In: The Economic Record.
[Full Text][Citation analysis]		article5
2006Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article140
2011The Dependence Structure between Carbon Emission Allowances and Financial Markets - A Copula Analysis In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper2
2020A NOTE ON THE IMPACT OF NEWS ON US HOUSEHOLD INFLATION EXPECTATIONS In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article3
2005Auswirkungen der neuen Basler Eigenkapitalvereinbarung auf die Finanzierung von KMU In: Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research.
[Full Text][Citation analysis]		article0
2018Assessing sovereign default risk: A bottom-up approach In: Economic Modelling.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		article6
2018Managing risks from climate impacted hazards – The value of investment flexibility under uncertainty In: European Journal of Operational Research.
[Full Text][Citation analysis]		article6
2021Second order of stochastic dominance efficiency vs mean variance efficiency In: European Journal of Operational Research.
[Full Text][Citation analysis]		article3
2009Modeling the price dynamics of CO2 emission allowances In: Energy Economics.
[Full Text][Citation analysis]		article272
2013Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling In: Energy Economics.
[Full Text][Citation analysis]		article119
2012Identifying 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: 119		paper
2014An empirical comparison of alternative schemes for combining electricity spot price forecasts In: Energy Economics.
[Full Text][Citation analysis]		article105
2013An 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: 105		paper
2015The dynamics of returns on renewable energy companies: A state-space approach In: Energy Economics.
[Full Text][Citation analysis]		article91
2019Carbon pricing and electricity markets — The case of the Australian Clean Energy Bill In: Energy Economics.
[Full Text][Citation analysis]		article13
2020Volatility spillovers in Australian electricity markets In: Energy Economics.
[Full Text][Citation analysis]		article27
2020A dynamic network analysis of spot electricity prices in the Australian national electricity market In: Energy Economics.
[Full Text][Citation analysis]		article8
2021Carbon pass-through rates on spot electricity prices in Australia In: Energy Economics.
[Full Text][Citation analysis]		article10
2020Capital and policy impacts on Australian small-scale solar installations In: Energy Policy.
[Full Text][Citation analysis]		article11
2021Actual uptake of home batteries: The key roles of capital and policy In: Energy Policy.
[Full Text][Citation analysis]		article4
2016Financing alternative energy projects: An examination of challenges and opportunities for local government In: Energy Policy.
[Full Text][Citation analysis]		article4
2014Unbiasedness and risk premiums in the Indian currency futures market In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article5
2018Factors of the term structure of sovereign yield spreads In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article7
2018Electricity markets around the world In: Journal of Commodity Markets.
[Full Text][Citation analysis]		article47
2008Rating Based Modeling of Credit Risk In: Elsevier Monographs.
[Full Text][Citation analysis]		book1
2011Style analysis and Value-at-Risk of Asia-focused hedge funds In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article8
2004Modeling electricity prices: jump diffusion and regime switching In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article104
2003Modeling electricity prices: jump diffusion and regime switching.(2003) In: HSC Research Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 104		paper
2010Returns of REITS and stock markets In: Journal of Property Investment & Finance.
[Full Text][Citation analysis]		article3
2013Regional and global contagion in real estate investment trusts In: Journal of Property Investment & Finance.
[Full Text][Citation analysis]		article11
2006Convenience Yields for CO2 Emission Allowance Futures Contracts In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper42
2010The dynamics of hourly electricity prices In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper9
2015Conditional Systemic Risk with Penalized Copula In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper3
2017The impact of news on US household inflation expectations In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2005Modelling catastrophe claims with left-truncated severity distributions (extended version) In: MPRA Paper.
[Full Text][Citation analysis]		paper2
2005Modeling 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
2007Outlier Treatment and Robust Approaches for Modeling Electricity Spot Prices In: MPRA Paper.
[Full Text][Citation analysis]		paper44
2006Modelling catastrophe claims with left-truncated severity distributions In: Computational Statistics.
[Full Text][Citation analysis]		article10
2015Editorial to the special issue on Applicable semiparametrics of computational statistics In: Computational Statistics.
[Full Text][Citation analysis]		article0
2009Recent Advances in Credit Risk Management In: Contributions to Economics.
[Citation analysis]		chapter0
2011Interaction between Australian carbon prices and energy prices In: Published Paper Series.
[Full Text][Citation analysis]		paper6
2013Emissions Mitigation Schemes in Australia—The Past, Present and Future In: Published Paper Series.
[Full Text][Citation analysis]		paper0
2005Modeling electricity prices with regime switching models In: Econometrics.
[Full Text][Citation analysis]		paper20
2012The relationship between spot and futures CO2 emission allowance prices in the EU-ETS In: HSC Research Reports.
[Full Text][Citation analysis]		paper11
2014Modelling price spikes in electricity markets - the impact of load, weather and capacity In: HSC Research Reports.
[Full Text][Citation analysis]		paper2
2015Convenience yields and risk premiums in the EU-ETS - Evidence from the Kyoto commitment period In: HSC Research Reports.
[Full Text][Citation analysis]		paper1
2016Carbon pricing, forward risk premiums and pass-through rates in Australian electricity futures markets In: HSC Research Reports.
[Full Text][Citation analysis]		paper0
2005Time series properties of a rating system based on financial ratios In: Discussion Paper Series 2: Banking and Financial Studies.
[Full Text][Citation analysis]		paper11
2010Estimation 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]		paper1

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team