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Stefan Trueck

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This is information that was supplied by Stefan Trueck in registering through RePEc. If you are Stefan Trueck , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Stefan
Middle Name:
Last Name: Trueck
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RePEc Short-ID: ptr82

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Affiliation

School of Economics and Finance
Business School
Queensland University of Technology
Location: Brisbane, Australia
Homepage: http://www.bus.qut.edu.au/schools/economics/
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Postal: GPO Box 2434, BRISBANE QLD 4001
Handle: RePEc:edi:sequtau (more details at EDIRC)

Works

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Working papers

  1. Rangga Handika & Chi Truong & Stefan Trueck & Rafal Weron, 2014. "Modelling price spikes in electricity markets - the impact of load, weather and capacity," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Technology HSC/14/08, Hugo Steinhaus Center, Wroclaw University of Technology.
  2. Jakub Nowotarski & Eran Raviv & Stefan Trueck & Rafal Weron, 2013. "An empirical comparison of alternate schemes for combining electricity spot price forecasts," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Technology HSC/13/07, Hugo Steinhaus Center, Wroclaw University of Technology.
  3. Stefan Trück & Wolfgang Härdle & Rafal Weron, 2012. "The relationship between spot and futures CO2 emission allowance prices in the EU-ETS," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Technology HSC/12/02, Hugo Steinhaus Center, Wroclaw University of Technology.
  4. Janczura, Joanna & Trueck, Stefan & Weron, Rafal & Wolff, Rodney, 2012. "Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling," MPRA Paper 39277, University Library of Munich, Germany.
  5. Marc Gronwald & Janina Ketterer & Stefan Trück, 2011. "The Dependence Structure between Carbon Emission Allowances and Financial Markets - A Copula Analysis," CESifo Working Paper Series, CESifo Group Munich 3418, CESifo Group Munich.
  6. Chernobai, Anna & Menn, Christian & Rachev, Svetlozar T. & Trück, Stefan, 2010. "Estimation of operational value-at-risk in the presence of minimum collection threshold: An empirical study," Working Paper Series in Economics, Karlsruhe Institute of Technology (KIT), Department of Economics and Business Engineering 4, Karlsruhe Institute of Technology (KIT), Department of Economics and Business Engineering.
  7. Wolfgang Karl Härdle & Stefan Trück, 2010. "The dynamics of hourly electricity prices," SFB 649 Discussion Papers, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany SFB649DP2010-013, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  8. 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.
  9. Szymon Borak & Wolfgang Härdle & Stefan Trück & Rafal Weron, 2006. "Convenience Yields for CO2 Emission Allowance Futures Contracts," SFB 649 Discussion Papers, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany SFB649DP2006-076, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  10. 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.
  11. 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, Deutsche Bundesbank, Research Centre 2005,14, Deutsche Bundesbank, Research Centre.
  12. Michael Bierbrauer & Stefan Trueck & Rafal Weron, 2005. "Modeling electricity prices with regime switching models," Econometrics, EconWPA 0502005, EconWPA.
  13. Rafal Weron & Michael Bierbrauer & Stefan Trück, 2003. "Modeling electricity prices: jump diffusion and regime switching," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Technology HSC/03/01, Hugo Steinhaus Center, Wroclaw University of Technology.

Articles

  1. Kumar, Satish & Trück, Stefan, 2014. "Unbiasedness and risk premiums in the Indian currency futures market," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 29(C), pages 13-32.
  2. Janczura, Joanna & Trück, Stefan & Weron, Rafał & Wolff, Rodney C., 2013. "Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling," Energy Economics, Elsevier, Elsevier, vol. 38(C), pages 96-110.
  3. Weng, Haijie & Trück, Stefan, 2011. "Style analysis and Value-at-Risk of Asia-focused hedge funds," Pacific-Basin Finance Journal, Elsevier, Elsevier, vol. 19(5), pages 491-510, November.
  4. Marc Gronwald & Janina Ketterer & Stefan Trück, 2011. "The Relationship between Carbon, Commodity and Financial Markets: A Copula Analysis," The Economic Record, The Economic Society of Australia, The Economic Society of Australia, vol. 87(s1), pages 105-124, 09.
  5. Benz, Eva & Trück, Stefan, 2009. "Modeling the price dynamics of CO2 emission allowances," Energy Economics, Elsevier, Elsevier, vol. 31(1), pages 4-15, January.
  6. Misiorek Adam & Trueck Stefan & Weron Rafal, 2006. "Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, De Gruyter, vol. 10(3), pages 1-36, September.
  7. Anna Chernobai & Krzysztof Burnecki & Svetlozar Rachev & Stefan Trück & Rafał Weron, 2006. "Modelling catastrophe claims with left-truncated severity distributions," Computational Statistics, Springer, Springer, vol. 21(3), pages 537-555, December.
  8. Jan Henneke & Stefan Trück, 2005. "Auswirkungen der neuen Basler Eigenkapitalvereinbarung auf die Finanzierung von KMU," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, DIW Berlin, German Institute for Economic Research, vol. 74(4), pages 112-124.
  9. Weron, R & Bierbrauer, M & Trück, S, 2004. "Modeling electricity prices: jump diffusion and regime switching," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 336(1), pages 39-48.

NEP Fields

9 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (1) 2010-10-02
  2. NEP-CMP: Computational Economics (1) 2005-04-16
  3. NEP-ECM: Econometrics (2) 2010-10-02 2012-06-13
  4. NEP-EEC: European Economics (1) 2006-11-25
  5. NEP-ENE: Energy Economics (7) 2005-04-16 2006-11-25 2007-09-09 2010-04-17 2012-06-13 2013-08-31 2014-05-24. Author is listed
  6. NEP-ENV: Environmental Economics (1) 2006-11-25
  7. NEP-ETS: Econometric Time Series (1) 2005-04-16
  8. NEP-FIN: Finance (1) 2006-08-05
  9. NEP-FMK: Financial Markets (1) 2006-08-05
  10. NEP-FOR: Forecasting (1) 2013-08-31
  11. NEP-MST: Market Microstructure (1) 2010-04-17
  12. NEP-REG: Regulation (1) 2013-08-31
  13. NEP-RMG: Risk Management (1) 2010-10-02

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