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Stefan Trueck

Personal Details

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

Affiliation

Business School
Macquarie University

Sydney, Australia
https://www.mq.edu.au/macquarie-business-school
RePEc:edi:defmqau (more details at EDIRC)

Research output

as
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Working papers

  1. Pierre, Guillaume & Trueck, Stefan & D'Ecclesia, Rita & Montalbano, Pierluigi, 2019. "Wheat and maize futures reaction to weather shocks in Europe," 172nd EAAE Seminar, May 28-29, 2019, Brussels, Belgium 289704, European Association of Agricultural Economists.
  2. Wolfgang Karl Härdle & Shih-Kang Chao & Jeffrey Sheen & Stefan Trück & Ben Zhe Wang, 2017. "The impact of news on US household inflation expectations," SFB 649 Discussion Papers SFB649DP2017-011, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  3. Pawel Maryniak & Stefan Trueck & Rafal Weron, 2016. "Carbon pricing, forward risk premiums and pass-through rates in Australian electricity futures markets," HSC Research Reports HSC/16/10, Hugo Steinhaus Center, Wroclaw University of Technology.
  4. Ostap Okhrin & Alexander Ristig & Jeffrey Sheen & Stefan Trück, 2015. "Conditional Systemic Risk with Penalized Copula," SFB 649 Discussion Papers SFB649DP2015-038, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  5. Stefan Trück & Rafal Weron, 2015. "Convenience yields and risk premiums in the EU-ETS - Evidence from the Kyoto commitment period," HSC Research Reports HSC/15/03, Hugo Steinhaus Center, Wroclaw University of Technology.
  6. 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 HSC/14/08, Hugo Steinhaus Center, Wroclaw University of Technology.
  7. Tim Keighley & Thomas Longden & Supriya Mathew & Stefan Trück, 2014. "Quantifying Catastrophic and Climate Impacted Hazards Based on Local Expert Opinions," Working Papers 2014.93, Fondazione Eni Enrico Mattei.
  8. Deborah Cotton & Stefan Trück, 2013. "Emissions Mitigation Schemes in Australia—The Past, Present and Future," Published Paper Series 2013-8, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  9. Jakub Nowotarski & Eran Raviv & Stefan Trueck & Rafal Weron, 2013. "An empirical comparison of alternate schemes for combining electricity spot price forecasts," HSC Research Reports HSC/13/07, Hugo Steinhaus Center, Wroclaw University of Technology.
  10. 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.
  11. Stefan Trück & Wolfgang Härdle & Rafal Weron, 2012. "The relationship between spot and futures CO2 emission allowance prices in the EU-ETS," HSC Research Reports HSC/12/02, Hugo Steinhaus Center, Wroclaw University of Technology.
  12. Deborah Cotton & Stefan Trück, 2011. "Interaction between Australian carbon prices and energy prices," Published Paper Series 2011-5, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  13. Marc Gronwald & Janina Ketterer & Stefan Trück, 2011. "The Dependence Structure between Carbon Emission Allowances and Financial Markets - A Copula Analysis," CESifo Working Paper Series 3418, CESifo.
  14. 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 4, Karlsruhe Institute of Technology (KIT), Department of Economics and Management.
  15. Wolfgang Karl Härdle & Stefan Trück, 2010. "The dynamics of hourly electricity prices," SFB 649 Discussion Papers SFB649DP2010-013, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  16. 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.
  17. David Lorenz & Stefan Trück, 2006. "Risk And Return In European Property Markets - An Empirical Investigation," ERES eres2006_260, European Real Estate Society (ERES).
  18. 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.
  19. 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.
  20. Michael Bierbrauer & Stefan Trueck & Rafal Weron, 2005. "Modeling electricity prices with regime switching models," Econometrics 0502005, University Library of Munich, Germany.
  21. David Lorenz & Stefan Trück & Thomas Lützkendorf, 2005. "An Analysis of Property Price Trends in Germany - Implications for Property Valuation Practice and Investment Decision Making," ERES eres2005_248, European Real Estate Society (ERES).
  22. 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.
  23. Rafal Weron & Michael Bierbrauer & Stefan Trück, 2003. "Modeling electricity prices: jump diffusion and regime switching," HSC Research Reports HSC/03/01, Hugo Steinhaus Center, Wroclaw University of Technology.

Articles

  1. Nazifi, Fatemeh & Trück, Stefan & Zhu, Liangxu, 2021. "Carbon pass-through rates on spot electricity prices in Australia," Energy Economics, Elsevier, vol. 96(C).
  2. Malavasi, Matteo & Ortobelli Lozza, Sergio & Trück, Stefan, 2021. "Second order of stochastic dominance efficiency vs mean variance efficiency," European Journal of Operational Research, Elsevier, vol. 290(3), pages 1192-1206.
  3. Best, Rohan & Li, Han & Trück, Stefan & Truong, Chi, 2021. "Actual uptake of home batteries: The key roles of capital and policy," Energy Policy, Elsevier, vol. 151(C).
  4. Lukas Benz & Stefan Paulus & Julia Scherer & Janik Syryca & Stefan Trück, 2021. "Investors' carbon risk exposure and their potential for shareholder engagement," Business Strategy and the Environment, Wiley Blackwell, vol. 30(1), pages 282-301, January.
  5. Wang, Ben Zhe & Sheen, Jeffrey & Trück, Stefan & Chao, Shih-Kang & Härdle, Wolfgang Karl, 2020. "A Note On The Impact Of News On Us Household Inflation Expectations," Macroeconomic Dynamics, Cambridge University Press, vol. 24(4), pages 995-1015, June.
  6. Yan, Guan & Trück, Stefan, 2020. "A dynamic network analysis of spot electricity prices in the Australian national electricity market," Energy Economics, Elsevier, vol. 92(C).
  7. Han, Lin & Kordzakhia, Nino & Trück, Stefan, 2020. "Volatility spillovers in Australian electricity markets," Energy Economics, Elsevier, vol. 90(C).
  8. Best, Rohan & Trück, Stefan, 2020. "Capital and policy impacts on Australian small-scale solar installations," Energy Policy, Elsevier, vol. 136(C).
  9. Maryniak, Paweł & Trück, Stefan & Weron, Rafał, 2019. "Carbon pricing and electricity markets — The case of the Australian Clean Energy Bill," Energy Economics, Elsevier, vol. 79(C), pages 45-58.
  10. Liu, Feng & Kalotay, Egon & Trück, Stefan, 2018. "Assessing sovereign default risk: A bottom-up approach," Economic Modelling, Elsevier, vol. 70(C), pages 525-542.
  11. Truong, Chi & Trück, Stefan & Mathew, Supriya, 2018. "Managing risks from climate impacted hazards – The value of investment flexibility under uncertainty," European Journal of Operational Research, Elsevier, vol. 269(1), pages 132-145.
  12. Wellmann, Dennis & Trück, Stefan, 2018. "Factors of the term structure of sovereign yield spreads," Journal of International Money and Finance, Elsevier, vol. 81(C), pages 56-75.
  13. Mayer, Klaus & Trück, Stefan, 2018. "Electricity markets around the world," Journal of Commodity Markets, Elsevier, vol. 9(C), pages 77-100.
  14. Cheung, Grace & Davies, Peter J. & Trück, Stefan, 2016. "Financing alternative energy projects: An examination of challenges and opportunities for local government," Energy Policy, Elsevier, vol. 97(C), pages 354-364.
  15. Truong, Chi & Trück, Stefan, 2016. "It’s not now or never: Implications of investment timing and risk aversion on climate adaptation to extreme events," European Journal of Operational Research, Elsevier, vol. 253(3), pages 856-868.
  16. Stefan Trück & Rafał Weron, 2016. "Convenience Yields and Risk Premiums in the EU‐ETS—Evidence from the Kyoto Commitment Period," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 36(6), pages 587-611, June.
  17. Jeffrey Sheen & Stefan Trück & Ben Zhe Wang, 2015. "Daily Business and External Condition Indices for the Australian Economy," The Economic Record, The Economic Society of Australia, vol. 91(S1), pages 38-53, June.
  18. Inchauspe, Julian & Ripple, Ronald D. & Trück, Stefan, 2015. "The dynamics of returns on renewable energy companies: A state-space approach," Energy Economics, Elsevier, vol. 48(C), pages 325-335.
  19. Ostap Okhrin & Stefan Trück, 2015. "Editorial to the special issue on Applicable semiparametrics of computational statistics," Computational Statistics, Springer, vol. 30(3), pages 641-646, September.
  20. Kumar, Satish & Trück, Stefan, 2014. "Unbiasedness and risk premiums in the Indian currency futures market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 29(C), pages 13-32.
  21. Nowotarski, Jakub & Raviv, Eran & Trück, Stefan & Weron, Rafał, 2014. "An empirical comparison of alternative schemes for combining electricity spot price forecasts," Energy Economics, Elsevier, vol. 46(C), pages 395-412.
  22. George Milunovich & Stefan Trück, 2013. "Regional and global contagion in real estate investment trusts," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 31(1), pages 53-77, February.
  23. 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, vol. 38(C), pages 96-110.
  24. Weng, Haijie & Trück, Stefan, 2011. "Style analysis and Value-at-Risk of Asia-focused hedge funds," Pacific-Basin Finance Journal, Elsevier, vol. 19(5), pages 491-510, November.
  25. 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, vol. 87(s1), pages 105-124, September.
  26. Ning Rong & Stefan Trück, 2010. "Returns of REITS and stock markets," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 28(1), pages 34-57, February.
  27. Benz, Eva & Trück, Stefan, 2009. "Modeling the price dynamics of CO2 emission allowances," Energy Economics, Elsevier, vol. 31(1), pages 4-15, January.
  28. 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, vol. 10(3), pages 1-36, September.
  29. 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.
  30. 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.
  31. Weron, R & Bierbrauer, M & Trück, S, 2004. "Modeling electricity prices: jump diffusion and regime switching," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 336(1), pages 39-48.

Software components

  1. Adam Misiorek & Stefan Trueck & Rafal Weron, 2006. "SNDE06_EXAMPLE: MATLAB codes and data for "Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models"," HSC Software ZIP06001, Hugo Steinhaus Center, Wroclaw University of Technology.

Chapters

  1. Frances Cowell & Borjana Racheva & Stefan Trück, 2009. "Recent Advances in Credit Risk Management," Contributions to Economics, in: Georg Bol & Svetlozar T. Rachev & Reinhold Würth (ed.), Risk Assessment, pages 215-234, Springer.

Books

  1. Trueck, Stefan & Rachev, Svetlozar T., 2008. "Rating Based Modeling of Credit Risk," Elsevier Monographs, Elsevier, edition 1, number 9780123736833.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Rankings

This author is among the top 5% authors according to these criteria:
  1. Betweenness measure in co-authorship network
  2. Wu-Index

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 15 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ENE: Energy Economics (9) 2005-04-16 2006-11-25 2007-09-09 2010-04-17 2012-06-13 2013-08-31 2014-05-24 2015-03-22 2016-11-06. Author is listed
  2. NEP-ENV: Environmental Economics (5) 2006-11-25 2015-02-16 2015-03-22 2016-11-06 2019-07-08. Author is listed
  3. NEP-ECM: Econometrics (3) 2010-10-02 2012-06-13 2015-08-13
  4. NEP-REG: Regulation (3) 2013-08-31 2015-03-22 2016-11-06
  5. NEP-RMG: Risk Management (3) 2010-10-02 2015-02-16 2015-08-13
  6. NEP-AGR: Agricultural Economics (1) 2015-02-16
  7. NEP-BAN: Banking (1) 2010-10-02
  8. NEP-CBA: Central Banking (1) 2015-08-13
  9. NEP-CMP: Computational Economics (1) 2005-04-16
  10. NEP-CTA: Contract Theory and Applications (1) 2016-11-06
  11. NEP-EEC: European Economics (1) 2006-11-25
  12. NEP-ETS: Econometric Time Series (1) 2005-04-16
  13. NEP-FIN: Finance (1) 2006-08-05
  14. NEP-FMK: Financial Markets (1) 2006-08-05
  15. NEP-FOR: Forecasting (1) 2013-08-31
  16. NEP-MAC: Macroeconomics (1) 2017-06-11
  17. NEP-MON: Monetary Economics (1) 2017-06-11
  18. NEP-MST: Market Microstructure (1) 2010-04-17
  19. NEP-ORE: Operations Research (1) 2015-08-13

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