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13
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10
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4
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Risknews : das Fachmagazin für Risikomanagement
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Vorsicht Hochspannung! Risikomanagement in Energiemaerkten : fortgeschrittene Spotpreismodelle und VaR-Ansaetze. Teil 3
Rachev, Svetlozar (Zari)
;
Trueck, Stefan
;
Weron, Rafal
- In:
Risknews : das Fachmagazin für Risikomanagement
1
(
2004
)
5
,
pp. 66-71
Persistent link: https://www.econbiz.de/10006019872
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2
Vorsicht Hochspannung! Risikomanagement in Energiemaerkten: Modellierung von Strompreisen. Teil 2
Trueck, Stefan
;
Weron, Rafal
- In:
Risknews : das Fachmagazin für Risikomanagement
1
(
2004
)
4
,
pp. 67-71
Persistent link: https://www.econbiz.de/10006020905
Saved in:
3
Vorsicht Hochspannung! Risikomanagement in Energiemaerkten. Teil 1
Trueck, Stefan
;
Weron, Rafal
- In:
Risknews : das Fachmagazin für Risikomanagement
1
(
2004
)
3
,
pp. 64-69
Persistent link: https://www.econbiz.de/10006022615
Saved in:
4
Point and interval forecasting of spot electricity prices : linear vs. non-linear time series models
Misiorek, Adam
;
Trueck, Stefan
;
Weron, Rafal
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
10
(
2006
)
3
,
pp. 1-34
Persistent link: https://www.econbiz.de/10009949872
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5
Auswirkungen der neuen Basler Eigenkapitalvereinbarung auf die Finanzierung von KMU
Henneke, Jan
;
Trück, Stefan
- In:
Vierteljahrshefte zur Wirtschaftsforschung
74
(
2005
)
4
,
pp. 112-124
Persistent link: https://www.econbiz.de/10007427817
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6
Aufsätze - Basel II -- Letzte Änderungen der Risikogewichtskurve im IRB-Ansatz
Hausen, Florian
;
Rachev, Svetlozar T.
;
Trück, Stefan
- In:
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt …
57
(
2004
)
22
,
pp. 1252-1257
Persistent link: https://www.econbiz.de/10006019341
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7
Modeling the price dynamics of CO2 emission allowances
Benz, Eva
;
Trück, Stefan
- In:
Energy economics
31
(
2009
)
1
,
pp. 4-15
Persistent link: https://www.econbiz.de/10008162172
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8
Quantifying risk in the electricity business: A RAROC-based approach
Prokopczuk, Marcel
;
Rachev, Svetlozar T.
;
Schindlmayr, Gero
- In:
Energy economics
29
(
2007
)
5
,
pp. 1033-1049
Persistent link: https://www.econbiz.de/10007761457
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9
Spot and derivative pricing in the EEX power market
Bierbrauer, Michael
;
Menn, Christian
;
Rachev, Svetlozar T.
- In:
Journal of banking & finance
31
(
2007
)
11
,
pp. 3462-3485
Persistent link: https://www.econbiz.de/10007869917
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10
Regional and global contagion in real estate investment trusts: The case of the financial crisis of 2007-2009
Milunovich, George
;
Trück, Stefan
- In:
Journal of property investment & finance
31
(
2013
)
1
,
pp. 53-77
Persistent link: https://www.econbiz.de/10010070536
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