Stefan Trück: search on Z-Library

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1

Electricity markets around the world

Mayer, Klaus, Trück, Stefan

Journal:

Journal of Commodity Markets

Year:

2018

Language:

english

File:

PDF, 4.95 MB

english, 2018

2

Returns of REITS and stock markets

Rong, Ning, Trück, Stefan

Journal:

Journal of Property Investment & Finance

Year:

2010

Language:

english

File:

PDF, 577 KB

english, 2010

3

Discounting the distant future—Data on Australian discount rates estimated by a stochastic interest rate model

Truong, Chi, Trück, Stefan

Journal:

Year:

2017

Language:

english

File:

PDF, 218 KB

english, 2017

4

Spot and derivative pricing in the EEX power market

Michael Bierbrauer, Christian Menn, Svetlozar T. Rachev, Stefan Trück

Journal:

Journal of Banking & Finance

Year:

2007

Language:

english

File:

PDF, 257 KB

english, 2007

5

Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling

Janczura, Joanna, Trück, Stefan, Weron, Rafał, Wolff, Rodney C.

Journal:

Energy Economics

Year:

2013

Language:

english

File:

PDF, 956 KB

english, 2013

6

Modeling spot price dependence in Australian electricity markets with applications to risk management

Ignatieva, Katja, Trück, Stefan

Journal:

Computers & Operations Research

Year:

2016

Language:

english

File:

PDF, 898 KB

english, 2016

7

It’s not now or never: Implications of investment timing and risk aversion on climate adaptation to extreme events

Truong, Chi, Trück, Stefan

Journal:

European Journal of Operational Research

Year:

2016

Language:

english

File:

PDF, 1.59 MB

english, 2016

8

The Diversification Delta: A Different Perspective

Salazar Flores, Yuri, Bianchi, Robert J, Drew, Michael E, Trück, Stefan

Journal:

The Journal of Portfolio Management

Year:

2017

Language:

english

File:

PDF, 774 KB

english, 2017

9

Vorsicht Hochspannung! - Risikomanagement in Energiemärkten (Teil II) Modellierung von Strompreisen

Stefan Trück, Rafal Weron

Journal:

Year:

2004

Language:

german

File:

PDF, 144 KB

german, 2004

10

Kochi, India case study of climate adaptation to floods: Ranking local government investment options

Supriya Mathew, Stefan Trück, Ann Henderson-Sellers

Journal:

Global Environmental Change

Year:

2012

Language:

english

File:

PDF, 507 KB

english, 2012

11

An empirical comparison of alternative schemes for combining electricity spot price forecasts

Nowotarski, Jakub, Raviv, Eran, Trück, Stefan, Weron, Rafał

Journal:

Energy Economics

Year:

2014

Language:

english

File:

PDF, 1.07 MB

english, 2014

12

Addressing risk and uncertainty in property valuations: a viewpoint from Germany

Lorenz, David, Trück, Stefan, Lützkendorf, Thomas

Journal:

Journal of Property Investment & Finance

Year:

2006

Language:

english

File:

PDF, 489 KB

english, 2006

13

Forecasting credit migration matrices with business cycle effects—a model comparison

Journal:

European Journal of Finance

Year:

2008

Language:

english

File:

PDF, 227 KB

english, 2008

14

Exploring the relationship between the sustainability of construction and market value

Lorenz, David P., Trück, Stefan, Lützkendorf, Thomas

Journal:

Property Management

Year:

2007

Language:

english

File:

PDF, 428 KB

english, 2007

15

Regional and global contagion in real estate investment trusts

Rozelle Yates, Stephanie, Milunovich, George, Trück, Stefan

Journal:

Journal of Property Investment & Finance

Year:

2013

Language:

english

File:

PDF, 340 KB

english, 2013

16

Financing alternative energy projects: An examination of challenges and opportunities for local government

Cheung, Grace, Davies, Peter J., Trück, Stefan

Journal:

Year:

2016

Language:

english

File:

PDF, 390 KB

english, 2016

17

Managing risks from climate impacted hazards – The value of investment flexibility under uncertainty

Truong, Chi, Trück, Stefan, Mathew, Supriya

Journal:

European Journal of Operational Research

Year:

2017

Language:

english

File:

PDF, 1.10 MB

english, 2017

18

Assessing sovereign default risk: A bottom-up approach

Liu, Feng, Kalotay, Egon, Trück, Stefan

Journal:

Economic Modelling

Year:

2017

Language:

english

File:

PDF, 1.06 MB

english, 2017

19

Quantifying risk in the electricity business: A RAROC-based approach

Marcel Prokopczuk, Svetlozar T. Rachev, Gero Schindlmayr, Stefan Trück

Journal:

Energy Economics

Year:

2007

Language:

english

File:

PDF, 723 KB

english, 2007

20

Risikomanagement in Energiemärkten (Teil I)

Stefan Trück, Rafal Weron

Journal:

Year:

2004

Language:

german

File:

PDF, 947 KB

german, 2004

21

Modelling catastrophe claims with left-truncated severity distributions

Anna Chernobai, Krzysztof Burnecki, Svetlozar Rachev, Stefan Trück, Rafał Weron

Journal:

Computational Statistics

Year:

2006

Language:

english

File:

PDF, 233 KB

english, 2006

22

Modeling the price dynamics of CO2 emission allowances

Eva Benz, Stefan Trück

Journal:

Energy Economics

Year:

2009

Language:

english

File:

PDF, 1.13 MB

english, 2009

23

The Relationship between Carbon, Commodity and Financial Markets: A Copula Analysis

MARC GRONWALD, JANINA KETTERER, STEFAN TRÜCK

Journal:

Economic Record

Year:

2011

Language:

english

File:

PDF, 337 KB

english, 2011

24

Style analysis and Value-at-Risk of Asia-focused hedge funds

Haijie Weng, Stefan Trück

Journal:

Pacific-Basin Finance Journal

Year:

2011

Language:

english

File:

PDF, 736 KB

english, 2011

25

Unbiasedness and risk premiums in the Indian currency futures market

Kumar, Satish, Trück, Stefan

Journal:

Journal of International Financial Markets, Institutions and Money

Year:

2014

Language:

english

File:

PDF, 1.06 MB

english, 2014

26

The dynamics of returns on renewable energy companies: A state-space approach

Inchauspe, Julian, Ripple, Ronald D., Trück, Stefan

Journal:

Energy Economics

Year:

2015

Language:

english

File:

PDF, 679 KB

english, 2015

27

Editorial to the special issue on Applicable semiparametrics of computational statistics

Okhrin, Ostap, Trück, Stefan

Journal:

Computational Statistics

Year:

2015

Language:

english

File:

PDF, 357 KB

english, 2015

28

Daily Business and External Condition Indices for the Australian Economy

Sheen, Jeffrey, Trück, Stefan, Wang, Ben Zhe

Journal:

Economic Record

Year:

2015

Language:

english

File:

PDF, 784 KB

english, 2015

29

The principal-agent problem in coastal development: response to Mills et al

Truong, Chi, Trück, Stefan

Journal:

Conservation Biology

Year:

2016

Language:

english

File:

PDF, 239 KB

english, 2016

30

Convenience Yields and Risk Premiums in the EU-ETS-Evidence from the Kyoto Commitment Period

Trück, Stefan, Weron, Rafał

Journal:

Journal of Futures Markets

Year:

2016

Language:

english

File:

PDF, 333 KB

english, 2016

31

Risk and return in European property markets: an empirical investigation

Lorenz, David, Trück, Stefan

Journal:

Journal of European Real Estate Research

Year:

2008

Language:

english

File:

PDF, 350 KB

english, 2008

32

Factors of the term structure of sovereign yield spreads

Wellmann, Dennis, Trück, Stefan

Journal:

Journal of International Money and Finance

Year:

2018

Language:

english

File:

PDF, 804 KB

english, 2018

33

Carbon Pricing and Electricity Markets – The Case of the Australian Clean Energy Bill

Maryniak, Paweł, Trück, Stefan, Weron, Rafał

Journal:

Energy Economics

Year:

2018

Language:

english

File:

PDF, 384 KB

english, 2018

34

A NOTE ON THE IMPACT OF NEWS ON US HOUSEHOLD INFLATION EXPECTATIONS

Wang, Ben Zhe, Sheen, Jeffrey, Trück, Stefan, Chao, Shih-Kang, Härdle, Wolfgang Karl

Journal:

Macroeconomic Dynamics

Year:

2018

Language:

english

File:

PDF, 326 KB

english, 2018

35

Hedging Gold and Oil Portfolios in Different Regimes

Rong, Ning, Trück, Stefan

Journal:

SSRN Electronic Journal

Year:

2012

File:

PDF, 467 KB

2012

36

Hedging Gold and Oil Portfolios in Different Regimes

Rong, Ning, Trück, Stefan

Journal:

SSRN Electronic Journal

Year:

2012

Language:

english

File:

PDF, 467 KB

english, 2012

37

Capital and policy impacts on Australian small-scale solar installations

Best, Rohan, Trück, Stefan

Journal:

Year:

2020

Language:

english

File:

PDF, 951 KB

english, 2020

38

HighâPerformance MagnesiumâSulfur Batteries Based on a Sulfurated Poly(acrylonitrile) Cathode, a Borohydride Electrolyte and a HighâSurface Area Magnesium Anode

Wang, Peiwen, Truck, Janina, Niesen, Stefan, Kappler, Julian, Kuster, Kathrin, Starke, Ulrich, Ziegler, Felix, Hintennach, Andreas, Buchmeiser, Michael Rudolf

Journal:

Batteries & Supercaps

Year:

2020

File:

PDF, 2.78 MB

2020