Stefan Trueck
Stefan Trueck
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TitleCited byYear
Modeling the price dynamics of CO2 emission allowances
E Benz, S Trück
Energy Economics 31 (1), 4-15, 2009
Modeling electricity prices: jump diffusion and regime switching
R Weron, M Bierbrauer, S Trück
Physica A: Statistical Mechanics and its Applications 336 (1-2), 39-48, 2004
Point and interval forecasting of spot electricity prices: Linear vs. non-linear time series models
A Misiorek, S Trueck, R Weron
Studies in Nonlinear Dynamics & Econometrics 10 (3), 2006
Spot and derivative pricing in the EEX power market
M Bierbrauer, C Menn, ST Rachev, S Trück
Journal of banking & finance 31 (11), 3462-3485, 2007
Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling
J Janczura, S Trück, R Weron, RC Wolff
Energy Economics 38, 96-110, 2013
Modeling electricity prices with regime switching models
M Bierbrauer, S Trück, R Weron
International Conference on Computational Science, 859-867, 2004
Convenience yields for CO2 emission allowance futures contracts
S Borak, WK Härdle, S Trück, R Weron
SFB 649 Discussion Paper 2006-076, 2006
An empirical comparison of alternative schemes for combining electricity spot price forecasts
J Nowotarski, E Raviv, S Trück, R Weron
Energy Economics 46, 395-412, 2014
Rating based modeling of credit risk: theory and application of migration matrices
S Trueck, ST Rachev
Academic Press, 2009
CO2 emission allowances trading in Europe—specifying a new class of assets
E Benz, S Trück
Problems and Perspectives in Management 4 (3), 30-40, 2006
Outlier treatment and robust approaches for modeling electricity spot prices
S Trueck, R Weron, R Wolff
Hugo Steinhaus Center, Wroclaw University of Technology, 2007
Exploring the relationship between the sustainability of construction and market value: Theoretical basics and initial empirical results from the residential property sector
DP Lorenz, S Trück, T Lützkendorf
Property Management 25 (2), 119-149, 2007
Quantifying risk in the electricity business: A RAROC-based approach
M Prokopczuk, ST Rachev, G Schindlmayr, S Trück
Energy Economics 29 (5), 1033-1049, 2007
Addressing risk and uncertainty in property valuations: a viewpoint from Germany
D Lorenz, S Trück, T Lützkendorf
Journal of property investment & finance 24 (5), 400-433, 2006
Stable modeling of different European power markets
C Mugele, S Rachev, S Trück
Investment Management & Financial Innovations 2 (3), 2005
The dynamics of returns on renewable energy companies: A state-space approach
J Inchauspe, RD Ripple, S Trück
Energy Economics 48, 325-335, 2015
The relationship between carbon, commodity and financial markets: A copula analysis
M Gronwald, J Ketterer, S Trück
Economic record 87, 105-124, 2011
A note on the estimation of the frequency and severity distribution of operational losses
A Chernobai, C Menn, S Trueck, S Rachev
Applied Probability Trust, December, 2004
Modeling spot price dependence in Australian electricity markets with applications to risk management
K Ignatieva, S Trück
Computers & Operations Research 66, 415-433, 2016
Modelling catastrophe claims with left-truncated severity distributions
A Chernobai, K Burnecki, S Rachev, S Trück, R Weron
Computational Statistics 21 (3-4), 537-555, 2006
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