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

Ignatieva, Ekaterina; Trück, Stefan - In: Computers & operations research : and their … 66 (2016), pp. 415-433

Persistent link: https://www.econbiz.de/10011429137

Carbon pass-through rates on spot electricity prices in Australia

Nazifi, Fatemeh; Trück, Stefan; Zhu, Liangxu - In: Energy economics 96 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10012817050

Volatility spillovers in Australian electricity markets

Han, Lin; Kordzakhia, Nino; Trück, Stefan - In: Energy economics 90 (2020), pp. 1-26

Persistent link: https://www.econbiz.de/10012517199

A dynamic network analysis of spot electricity prices in the Australian national electricity market

Yan, Guan; Trück, Stefan - In: Energy economics 92 (2020), pp. 1-20

Persistent link: https://www.econbiz.de/10012519993

Carbon pricing and electricity markets : the case of the Australian Clean Energy Bill

Maryniak, Paweł; Trück, Stefan; Weron, Rafał - In: Energy economics 79 (2019), pp. 45-58

Persistent link: https://www.econbiz.de/10012172256

Assessing the impact of battery storage on Australian electricity markets

Rangarajan, Arvind; Foley, Sean; Trück, Stefan - In: Energy economics 120 (2023), pp. 1-16

Persistent link: https://www.econbiz.de/10014284568

Returns of REITS and stock markets

Rong, Ning; Trück, Stefan - In: Journal of Property Investment & Finance 28 (2010) 1, pp. 34-57

Purpose – The purpose of this paper is to provide an analysis of the dependence structure between returns from real estate investment trusts (REITS) and a stock market index. Further, the aim is to illustrate how copula approaches can be applied to model the complex dependence structure...

Persistent link: https://www.econbiz.de/10014898254

Multiple subordinated modeling of asset returns : implications for option pricing

Shirvani, Abootaleb; Račev, Svetlozar T.; Fabozzi, Frank J. - In: Econometric reviews 40 (2021) 3, pp. 290-319

Persistent link: https://www.econbiz.de/10012515600

A natural disasters index

Mahanama, Thilini; Shirvani, Abootaleb; Račev, Svetlozar T. - In: Environmental economics and policy studies : the … 24 (2022) 2, pp. 263-284

Persistent link: https://www.econbiz.de/10013199401

Option pricing in an investment risk-return setting

Stoyanov, Stoyan V.; Račev, Svetlozar T.; Shirvani, … - In: Applied economics 54 (2022) 14, pp. 1625-1638

Persistent link: https://www.econbiz.de/10012875529