Browsing All of EconStor by Author Trück, Stefan


Showing results 1 to 11 of 11
Year of PublicationTitleAuthor(s)
2005Time series properties of a rating system based on financial ratiosKrüger, Ulrich; Stötzel, Martin; Trück, Stefan
2005Auswirkungen der neuen Basler Eigenkapitalvereinbarung auf die Finanzierung von KMUHenneke, Jan; Trück, Stefan
2006Convenience yields for CO₂ emission allowance futures contractsBorak, Szymon; Härdle, Wolfgang Karl; Trück, Stefan; Weron, Rafał
2010Estimation of operational value-at-risk in the presence of minimum collection threshold: An empirical studyChernobai, Anna; Menn, Christian; Rachev, Svetlozar T.; Trück, Stefan
2010The dynamics of hourly electricity pricesHärdle, Wolfgang Karl; Trück, Stefan
2011The dependence structure between carbon emission allowances and financial markets: A copula analysisGronwald, Marc; Ketterer, Janina; Trück, Stefan
2014Quantifying Catastrophic and Climate Impacted Hazards Based on Local Expert OpinionsKeighley, Tim; Longden, Thomas; Mathew, Supriya; Trück, Stefan
2015Conditional systemic risk with penalized copulaOkhrin, Ostap; Ristig, Alexander; Sheen, Jeffrey R.; Trück, Stefan
2017The impact of news on US household inflation expectationsChao, Shih-Kang; Härdle, Wolfgang Karl; Sheen, Jeffrey R.; Trück, Stefan; Wang, Ben Zhe
2021Investors' carbon risk exposure and their potential for shareholder engagementBenz, Lukas; Paulus, Stefan; Scherer, Julia; Syryca, Janik; Trück, Stefan
2026Commodity financialization and electronification: evidence from high-frequency dataLauter, Tobias; Prokopczuk, Marcel; Trück, Stefan