SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Stefan Trück · Study

Home/Author

Stefan Trück

18 works· latest 2020· 3 institutionscluster: provisional

h-index18

i1018

Citations1,772

Works here18

04

05

06

08

11

12

13

14

15

16

17

20

Most cited in this library

Modeling the price dynamics of CO2 emission allowances2008 · 695 citations
Modeling electricity prices: jump diffusion and regime switching2004 · 254 citations
The dynamics of returns on renewable energy companies: A state-space approach2014 · 194 citations
Modeling spot price dependence in Australian electricity markets with applications to risk management2015 · 81 citations
The Relationship between Carbon, Commodity and Financial Markets: A Copula Analysis*2011 · 70 citations

Works

18 shown

Investors' carbon risk exposure and their potential for shareholder engagement

Business Strategy and the Environment·2020·5 authors·Open access

62citations

Volatility spillovers in Australian electricity markets

Energy Economics·2020·3 authors

60citations

Managing risks from climate impacted hazards – The value of investment flexibility under uncertainty

European Journal of Operational Research·2017·3 authors

44citations

It’s not now or never: Implications of investment timing and risk aversion on climate adaptation to extreme events

European Journal of Operational Research·2016·2 authors·Open access

42citations

Modeling spot price dependence in Australian electricity markets with applications to risk management

Computers & Operations Research·2015·2 authors·Open access

81citations

Factors of the Term Structure of Sovereign Yield Spreads

Journal of International Money and Finance·

2015

·2 authors

·Open access

21citations

The dynamics of returns on renewable energy companies: A state-space approach

Energy Economics·2014·3 authors

194citations

Regional and global contagion in real estate investment trusts

Journal of Property Investment and Finance·2013·2 authors

25citations

Modelling and Forecasting Volatility in the Gold Market

International Journal of Banking and Finance·2012·2 authors·Open access

33citations

The Relationship between Carbon, Commodity and Financial Markets: A Copula Analysis*

Economic Record·2011·3 authors

70citations

Assessing Uncertainty and Risk in Public Sector Investment Projects

Technology and Investment·2011·2 authors·Open access

35citations

Modeling the price dynamics of CO2 emission allowances

Energy Economics·2008·2 authors·Open access

695citations

Forecasting credit migration matrices with business cycle effects—a model comparison

European Journal of Finance·2008·1 author

25citations

Quantifying risk in the electricity business: A RAROC-based approach

Energy Economics·2006·4 authors

47citations

Modelling catastrophe claims with left-truncated severity distributions

Computational Statistics·2006·5 authors

37citations

CO2 Emission Allowances Trading in Europe - Specifying a New Class of Assets

·2006·2 authors·Open access

23citations

Credit portfolio risk and probability of default confidence sets through the business cycle

The Journal of Credit Risk·2005·2 authors·Open access

24citations

Modeling electricity prices: jump diffusion and regime switching

Physica A Statistical Mechanics and its Applications·2004·3 authors

254citations