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The relationship between spot and futures CO2 emission allowance prices in the EU ETS

Trück, Stefan; Härdle, Wolfgang; Weron, Rafał - In: Emissions trading as a policy instrument : evaluation …, (pp. 183-212). 2015

Persistent link: https://www.econbiz.de/10011444646

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

Trück, Stefan - In: The European journal of finance 14 (2008) 5/6, pp. 359-379

Persistent link: https://www.econbiz.de/10003771719

Handbook of data visualization : with 50 tables

Chen, Chun-houh (ed.); Härdle, Wolfgang (contributor); … - 2008

Persistent link: https://www.econbiz.de/10009613078

An empirical comparison of alternative schemes for combining electricity spot price forecasts

Nowotarski, Jakub; Raviv, Eran; Trück, Stefan; Weron, … - In: Energy economics 46 (2014), pp. 395-412

Persistent link: https://www.econbiz.de/10011298964

Conditional systemic risk with penalized copula

Okhrin, Ostap; Ristig, Alexander; Sheen, Jeffrey R.; … - 2015

Financial contagion and systemic risk measures are commonly derived from conditional quantiles by using imposed model assumptions such as a linear parametrization. In this paper, we provide model free measures for contagion and systemic risk which are independent of the specifcation of...

Persistent link: https://www.econbiz.de/10011309638

Managing risks from climate impacted hazards : the value of investment flexibility under uncertainty

Truong, Chi; Trück, Stefan; Mathew, Supriya - In: European journal of operational research : EJOR 269 (2018) 1, pp. 132-145

Persistent link: https://www.econbiz.de/10011864223

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

Truong, Chi; Trück, Stefan - In: European journal of operational research : EJOR 253 (2016) 3, pp. 856-868

Persistent link: https://www.econbiz.de/10011494108

Approaches to credit risk in the new Basel Capital Accord

Benzin, Arne; Trück, Stefan; Rachev, Svetlozar T. - In: Credit risk : measurement, evaluation and management ; …, (pp. 1-33). 2003

Persistent link: https://www.econbiz.de/10002001314

A business cycle approach to rating based credit risk modeling

Trück, Stefan - 2005

Persistent link: https://www.econbiz.de/10003734838

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

Prokopczuk, Marcel; Račev, Svetlozar T.; Schindlmayr, Gero - In: Energy economics 29 (2007) 5, pp. 1033-1049

Persistent link: https://www.econbiz.de/10003603307

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