Stefan Trück

Electrical and Electronic Engineering · 2004–2018

A researcher in the Science corpus: 8 papers; trusts 40 researchers and is trusted by 26 researchers here, as inferred from the citation graph.

Subfields

Whom Stefan Trück trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Rafal Weron
  2. P. Giot
  3. Robert F. Engle
  4. Tim Bollerslev
  5. Daniel B. Nelson
  6. Perry Sadorsky
  7. Sébastien-Yves Laurent
  8. Joanna Janczura
  9. M. T. Barlow
  10. Cyriel de Jong

Who trusts Stefan Trück overall

  1. Rafal Weron
  2. Bartosz Uniejewski
  3. Klaus F. X. Mayer
  4. Suk Joon Byun
  5. R. Cong
  6. Don Bredin
  7. Julien Chevallier
  8. Joanna Janczura
  9. Maria-Eugenia Sanin
  10. Bangzhu Zhu

Papers from Stefan Trück's perspective

Ordered by how strongly the researchers Stefan Trück trusts endorse each paper. Same corpus, a different order for every researcher.

  1. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  2. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
  3. Electricity Prices and Power Derivatives: Evidence from the Nordic Power Exchange
  4. A DIFFUSION MODEL FOR ELECTRICITY PRICES
  5. The Nature of Power Spikes: A Regime-Switch Approach
  6. Generalized autoregressive conditional heteroskedasticity
  7. Energy Derivatives: Pricing and Risk Management
  8. How Relevant is Volatility Forecasting for Financial Risk Management? (Review of Economics and Statistics)
  9. Market Operations in Electric Power Systems : Forecasting, Scheduling, and Risk Management
  10. An empirical comparison of alternate regime-switching models or electricity spot prices

Their papers