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Returns of REITS and stock markets : measuring dependence and risk

Rong, Ning; Trück, Stefan - In: Journal of property investment & finance 28 (2010) 1, pp. 34-57

Persistent link: https://www.econbiz.de/10003940630

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

Daily business and external condition indices for the Australian economy

Sheen, Jeffrey R.; Trück, Stefan; Wang, Ben Zhe - In: The economic record : er 91 (2015), pp. 38-53

Persistent link: https://www.econbiz.de/10011342984

Modelling the dependence structure between Australian equity and real estate markets : a copula approach

Rong, Ning; Trück, Stefan - In: Australasian accounting business and finance journal : AABF 8 (2014) 5, pp. 93-113

Persistent link: https://www.econbiz.de/10010520425

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

Daily Business and External Condition Indices for the Australian Economy

Sheen, Jeffrey R. - 2015

We estimate an unobservable domestic business conditions index for Australia using a variety of observable macroeconomic and financial variables, relating it to an unobservable external index involving external variables relevant to Australia. Our small open economy, dynamic factor model uses...

Persistent link: https://www.econbiz.de/10013025601

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

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

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

Emission intensities in the Australian National Electricity Market : an econometric analysis

Ming, Wei; Nazifi, Fatemeh; Trück, Stefan - In: Energy economics 129 (2024), pp. 1-18

Persistent link: https://www.econbiz.de/10014558759