Stefan Trück

Stefan Trück

Macquarie University - Sydney / Australia
Economics & Econometrics / Economics
AD Scientific Index ID: 49509
person_outline Stefan Trück's MOST POPULAR ARTICLES
1-) Modeling the price dynamics of CO2 emission allowancesE Benz, S TrückEnergy Economics 31 (1), 4-15, 20097572009
2-) Modeling electricity prices: jump diffusion and regime switchingR Weron, M Bierbrauer, S TrückPhysica A: Statistical Mechanics and its Applications 336 (1-2), 39-48, 20043382004
3-) Point and interval forecasting of spot electricity prices: Linear vs. non-linear time series modelsA Misiorek, S Trueck, R WeronStudies in Nonlinear Dynamics & Econometrics 10 (3), 20063202006
4-) Identifying spikes and seasonal components in electricity spot price data: A guide to robust modelingJ Janczura, S Trück, R Weron, RC WolffEnergy Economics 38, 96-110, 20132842013
5-) Spot and derivative pricing in the EEX power marketM Bierbrauer, C Menn, ST Rachev, S TrückJournal of banking & finance 31 (11), 3462-3485, 20072582007