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Information about:
Stefan Trueck

Personal Details | Affiliation | Works

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Personal Details

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

Email:
Homepage:
Postal Address:
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Affiliation

(in no particular order)

School of Economics and Finance
Faculty of Business
Queensland University of Technology
Location: Brisbane, Australia
Homepage: http://www.bus.qut.edu.au/schools/economics/
Email:
Phone:
Fax:
Postal: GPO Box 2434, BRISBANE QLD 4001
Handle: RePEc:edi:sequtau (registered authors at this institution)

Works

Working papers

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!]
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!]
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!]
Michael Bierbrauer & Stefan Trueck & Rafal Weron, 2005. "Modeling electricity prices with regime switching models," Econometrics 0502005, EconWPA. [Downloadable!]

Articles

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), pages 1362-1362. [Downloadable!] (restricted)
Anna Chernobai & Krzysztof Burnecki & Svetlozar Rachev & Stefan Trück & Rafał Weron, 2006. "Modelling catastrophe claims with left-truncated severity distributions," Computational Statistics, Springer, vol. 21(3), pages 537-555, December. [Downloadable!] (restricted)
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, vol. 74(4), pages 112-124. [Downloadable!] (restricted)

NEP Fields

4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):

NEP-CMP: Computational Economics (1) 2005-04-16 Author is listed
NEP-EEC: European Economics (1) 2006-11-25 Author is listed
NEP-ENE: Energy Economics (3) 2005-04-16 2006-11-25 2007-09-09 Author is listed
NEP-ENV: Environmental Economics (1) 2006-11-25 Author is listed
NEP-ETS: Econometric Time Series (1) 2005-04-16 Author is listed
NEP-FIN: Finance (1) 2006-08-05 Author is listed
NEP-FMK: Financial Markets (1) 2006-08-05 Author is listed

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This page was last updated on 2008-6-19.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.