Stefan Trueck Citations at IDEAS
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and download statistics Working papers
Szymon Borak & Wolfgang Härdle & Stefan Trück & Rafal Weron, 2006.
"Convenience Yields for CO2 Emission Allowance Futures Contracts ,"
SFB 649 Discussion Papers
SFB649DP2006-076, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
[Downloadable!] Cited by:
Emilie Alberola & Benoît Chèze & Julien Chevallier, 2008.
"The EU Emissions Trading Scheme : Disentangling the Effects of Industrial Production and CO2 Emissions on Carbon Prices ,"
EconomiX Working Papers
2008-12, University of Paris West - Nanterre la Défense, EconomiX.
[Downloadable!]
Wilfried Rickels & Vicki Duscha & Andreas Keller & Sonja Peterson, 2007.
"The determinants of allowance prices in the European Emissions Trading Scheme - Can we expect an efficient allowance market 2008? ,"
Kiel Working Papers
1387, Kiel Institute for the World Economy.
[Downloadable!]
Dirk Temme & Lutz Hildebrandt, 2006.
"Formative Measurement Models in Covariance Structure Analysis: Specification and Identification ,"
SFB 649 Discussion Papers
SFB649DP2006-083, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
[Downloadable!]
Ying Chen & Wolfgang Härdle & Vladimir Spokoiny, 2006.
"GHICA - Risk Analysis with GH Distributions and Independent Components ,"
SFB 649 Discussion Papers
SFB649DP2006-078, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
[Downloadable!]
Dirk Temme & Henning Kreis & Lutz Hildebrandt, 2006.
"PLS Path Modeling – A Software Review ,"
SFB 649 Discussion Papers
SFB649DP2006-084, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
[Downloadable!]
Jenny Kragl & Julia Schmid, 2006.
"Relational Contracts and Inequity Aversion ,"
SFB 649 Discussion Papers
SFB649DP2006-085, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
[Downloadable!]
Tim Grebe & Julia Schmid & Andreas Stiehler, 2006.
"Do Individuals Recognize Cascade Behavior of Others? - An Experimental Study - ,"
SFB 649 Discussion Papers
SFB649DP2006-079, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
[Downloadable!]
Other versions:Tim Grebe & Julia Schmid & Andreas Stiehler, 2006.
"Do individuals recognize cascade behavior of others? An Experimental Study ,"
Discussion Papers
180, SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
[Downloadable!]
Grebe, Tim & Schmid, Julia & Stiehler, Andreas, 2008.
"Do individuals recognize cascade behavior of others? - An experimental study ,"
Journal of Economic Psychology ,
Elsevier, vol. 29(2), pages 197-209, April.
[Downloadable!] (restricted)
Krüger, Ulrich & Stötzel, Martin & Trück, Stefan, 2005.
"Time series properties of a rating system based on financial ratios ,"
Discussion Paper Series 2: Banking and Financial Studies
2005,14, Deutsche Bundesbank, Research Centre.
[Downloadable!] Cited by:
Ongena, Steven & Tümer-Alkan, Günseli & Westernhagen, Natalja von, 2007.
"Creditor concentration: an empirical investigation ,"
Discussion Paper Series 2: Banking and Financial Studies
2007,15, Deutsche Bundesbank, Research Centre.
[Downloadable!]
Klaus Düllmann & Nancy Masschelein, 2007.
"A Tractable Model to Measure Sector Concentration Risk in Credit Portfolios ,"
Journal of Financial Services Research ,
Springer, vol. 32(1), pages 55-79, October.
[Downloadable!] (restricted)
Marsch, Katharina & Schmieder, Christian & Forster-van Aerssen, Katrin, 2007.
"Banking consolidation and small businessfinance : empirical evidence for Germany ,"
Discussion Paper Series 2: Banking and Financial Studies
2007,09, Deutsche Bundesbank, Research Centre.
[Downloadable!]
Schmieder, Christian & Memmel, Christoph & Stein, Ingrid, 2007.
"Relationship lending: empirical evidence for Germany ,"
Discussion Paper Series 2: Banking and Financial Studies
2007,14, Deutsche Bundesbank, Research Centre.
[Downloadable!]
Other versions: Klaus Düllmann & Nancy Masschelein, 2006.
"Sector Concentration in Loan Portfolios and Economic Capital ,"
Research series
200611-17, National Bank of Belgium.
[Downloadable!]
Masschelein, Nancy & Düllmann, Klaus, 2006.
"Sector concentration in loan portfolios and economic capital ,"
Discussion Paper Series 2: Banking and Financial Studies
2006,09, Deutsche Bundesbank, Research Centre.
[Downloadable!]
Michael Bierbrauer & Stefan Trueck & Rafal Weron, 2005.
"Modeling electricity prices with regime switching models ,"
Econometrics
0502005, EconWPA.
[Downloadable!] Cited by:
Massimiliano Serati & Matteo Manera & Michele Plotegher, 2008.
"Modelling electricity prices: from the state of the art to a draft of a new proposal ,"
LIUC Papers in Economics
210, Cattaneo University (LIUC).
[Downloadable!]
Other versions: Trueck, Stefan & Weron, Rafal & Wolff, Rodney, 2007.
"Outlier Treatment and Robust Approaches for Modeling Electricity Spot Prices ,"
MPRA Paper
4711, University Library of Munich, Germany.
[Downloadable!]
Rafal Weron, 2005.
"Market price of risk implied by Asian-style electricity options ,"
Econometrics
0502003, EconWPA.
[Downloadable!]
Chernobai, Anna & Burnecki, Krzysztof & Rachev, Svetlozar & Trueck, Stefan & Weron, Rafal, 2005.
"Modelling catastrophe claims with left-truncated severity distributions (extended version) ,"
MPRA Paper
10423, University Library of Munich, Germany.
[Downloadable!]
Articles
Benz, Eva & Trück, Stefan, 2009.
"Modeling the price dynamics of CO2 emission allowances ,"
Energy Economics ,
Elsevier, vol. 31(1), pages 4-15, January.
[Downloadable!] (restricted) Cited by:
Julien CHEVALLIER & Benoît SEVI, 2009.
"On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting ,"
Cahiers du CREDEN (CREDEN Working Papers)
09.05.84, CREDEN (Centre de Recherche en Economie et Droit de l'Energie), Faculty of Economics, University of Montpellier 1.
[Downloadable!]
Other versions: Djamel Kirat & Ibrahim Ahamada, 2009.
"The impact of the European Union Emission Trading Scheme on electricity generation sectors ,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
hal-00378317_v1, HAL.
[Downloadable!]
Julien Chevallier & Benoît Sévi, 2009.
"On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting ,"
Working Papers
halshs-00387286_v1, HAL.
[Downloadable!]
Julien Chevallier & Yannick Le Pen & Benoît Sévi, 2009.
"Options Introduction and Volatility in the EU ETS ,"
Working Papers
halshs-00405709_v1, HAL.
[Downloadable!]
Julien Chevallier & Yannick Le Pen & Benoît Sévi, 2009.
"Options introduction and volatility in the EU ETS ,"
Working Papers
hal-00419339_v1, HAL.
[Downloadable!]
Julien Chevallier & Yannick Le Pen & Benoît Sévi, 2009.
"Options introduction and volatility in the EU ETS ,"
EconomiX Working Papers
2009-33, University of Paris West - Nanterre la Défense, EconomiX.
[Downloadable!]
Other versions:
Adam Misiorek & Stefan Trueck & Rafal Weron, 2006.
"Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models ,"
Studies in Nonlinear Dynamics & Econometrics ,
Berkeley Electronic Press, vol. 10(3).
[Downloadable!] Cited by:
Massimiliano Serati & Matteo Manera & Michele Plotegher, 2008.
"Modelling electricity prices: from the state of the art to a draft of a new proposal ,"
LIUC Papers in Economics
210, Cattaneo University (LIUC).
[Downloadable!]
Other versions: Weron, Rafal & Misiorek, Adam, 2006.
"Point and interval forecasting of wholesale electricity prices: Evidence from the Nord Pool market ,"
MPRA Paper
1363, University Library of Munich, Germany.
[Downloadable!]
T M Christensen & A S Hurn & K A Lindsay, 2008.
"It never rains but it pours: Modelling the persistence of spikes in electricity prices ,"
NCER Working Paper Series
25, National Centre for Econometric Research.
[Downloadable!]
Did you know? About 1000 journals are listed on RePEc .
This page was last updated on 2009-12-8.
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