• 15 h-Index
20012020

Research output per year

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Research Outputs

2020

Capital and policy impacts on Australian small-scale solar installations

Best, R. & Trück, S., Jan 2020, In : Energy Policy. 136, 10 p., 111082.

Research output: Contribution to journalArticle

2019

Carbon pricing and electricity markets — The case of the Australian Clean Energy Bill

Maryniak, P., Trück, S. & Weron, R., 1 Mar 2019, In : Energy Economics. 79, p. 45-58 14 p.

Research output: Contribution to journalArticle

8 Citations (Scopus)

The 2019 report of the MJA–Lancet Countdown on health and climate change: a turbulent year with mixed progress

Beggs, P. J., Zhang, Y., Bambrick, H., Berry, H. L., Linnenluecke, M. K., Trueck, S., Bi, P., Boylan, S. M., Green, D., Guo, Y., Hanigan, I. C., Johnston, F. H., Madden, D. L., Malik, A., Morgan, G. G., Perkins-Kirkpatrick, S., Rychetnik, L., Stevenson, M., Watts, N. & Capon, A. G., Dec 2019, In : Medical Journal of Australia. 211, 11, p. 490-491.e21 23 p.

Research output: Contribution to journalArticle

Open Access
2 Citations (Scopus)

Transforming urban energy systems: The role of local governments’ regional energy master plan

Cheung, G., Davies, P. J. & Trück, S., 20 May 2019, In : Journal of Cleaner Production. 220, p. 655-667 13 p.

Research output: Contribution to journalArticle

1 Citation (Scopus)
2018

A note on the impact of news on US household inflation expectations

Wang, B. Z., Sheen, J., Trück, S., Chao, S. K. & Härdle, W. K., 14 Nov 2018, In : Macroeconomic Dynamics.

Research output: Contribution to journalArticle

Assessing sovereign default risk: A bottom-up approach

Liu, F., Kalotay, E. & Trück, S., Apr 2018, In : Economic Modelling. 70, p. 525-542 18 p.

Research output: Contribution to journalArticle

1 Citation (Scopus)

Electricity markets around the world

Mayer, K. & Trück, S., 1 Mar 2018, In : Journal of Commodity Markets. 9, p. 77-100 24 p.

Research output: Contribution to journalReview article

11 Citations (Scopus)

Factors of the term structure of sovereign yield spreads

Wellmann, D. & Trück, S., 1 Mar 2018, In : Journal of International Money and Finance. 81, p. 56-75 20 p.

Research output: Contribution to journalArticle

2 Citations (Scopus)

Managing risks from climate impacted hazards - The value of investment flexibility under uncertainty

Truong, C., Trück, S. & Mathew, S., 16 Aug 2018, In : European Journal of Operational Research. 269, 1, p. 132-145 14 p.

Research output: Contribution to journalArticle

5 Citations (Scopus)

Quantifying catastrophic and climate impacted hazards based on local expert opinions

Keighley, T., Longden, T., Mathew, S. & Trück, S., 1 Jan 2018, In : Journal of Environmental Management. 205, p. 262-273 12 p.

Research output: Contribution to journalArticle

1 Citation (Scopus)

The MJALancet Countdown on health and climate change: Australian policy inaction threatens lives

Zhang, Y., Beggs, P. J., Bambrick, H., Berry, H. L., Linnenluecke, M. K., Trueck, S., Alders, R., Bi, P., Boylan, S. M., Green, D., Guo, Y., Hanigan, I. C., Hanna, E. G., Malik, A., Morgan, G. G., Stevenson, M., Tong, S., Watts, N. & Capon, A. G., 29 Nov 2018, In : Medical Journal of Australia. 209, 11, p. 474.e1-474.e21 21 p., 11.

Research output: Contribution to journalArticle

6 Citations (Scopus)
2017
Open Access
File
4 Downloads (Pure)

Early warning indicators of systemic financial risk in an international setting

Sheen, J., Trück, S., Truong, H. & Wang, Z., 2017, Conference overview and summary of papers: International conference on financial cycles, systemic risk, interconnectedness, and policy options for resilience. Philippines: Asian Development Bank, p. 56-60

Research output: Chapter in Book/Report/Conference proceedingConference proceeding contribution

Open Access
File
16 Downloads (Pure)

The Diversification Delta: a different perspective

Flores, Y. S., Bianchi, R. J., Drew, M. E. & Trück, S., 1 Jun 2017, In : Journal of Portfolio Management. 43, 4, p. 112-124 13 p.

Research output: Contribution to journalArticle

1 Citation (Scopus)
2016

Convenience Yields and Risk Premiums in the EU-ETS-Evidence from the Kyoto Commitment Period

Trück, S. & Weron, R., 1 Jun 2016, In : The Journal of Futures Markets. 36, 6, p. 587-611 25 p.

Research output: Contribution to journalArticle

7 Citations (Scopus)

Financing alternative energy projects: An examination of challenges and opportunities for local government

Cheung, G., Davies, P. J. & Trück, S., 1 Oct 2016, In : Energy Policy. 97, p. 354-364 11 p.

Research output: Contribution to journalArticle

7 Citations (Scopus)
8 Citations (Scopus)

Modeling spot price dependence in Australian electricity markets with applications to risk management

Ignatieva, K. & Trück, S., 1 Feb 2016, In : Computers and Operations Research. 66, p. 415-433 19 p.

Research output: Contribution to journalArticle

26 Citations (Scopus)

The principal-agent problem in coastal development: response to Mills et al.

Truong, C. & Trück, S., 1 Oct 2016, In : Conservation Biology. 30, 5, p. 1128-1130 3 p.

Research output: Contribution to journalArticle

1 Citation (Scopus)
2015

Daily business and external condition indices for the Australian economy

Sheen, J., Trück, S. & Wang, B. Z., 1 Jun 2015, In : Economic Record. 91, S1, p. 38-53 16 p.

Research output: Contribution to journalArticle

Editorial to the special issue on Applicable semiparametrics of computational statistics

Okhrin, O. & Trück, S., 24 Sep 2015, In : Computational Statistics. 30, 3, p. 641-646 6 p.

Research output: Contribution to journalEditorial

The dynamics of returns on renewable energy companies: A state-space approach

Inchauspe, J., Ripple, R. D. & Trück, S., 1 Mar 2015, In : Energy Economics. 48, p. 325-335 11 p.

Research output: Contribution to journalArticle

33 Citations (Scopus)
2014

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

Nowotarski, J., Raviv, E., Trück, S. & Weron, R., 1 Nov 2014, In : Energy Economics. 46, p. 395-412 18 p.

Research output: Contribution to journalArticle

54 Citations (Scopus)

Modelling price spikes in electricity markets-the impact of load, weather and capacity

Handika, R., Truong, C., Trueck, S. & Weron, R., 2014, Energy pricing models: recent advances, methods, and tools. Prokopczuk, M. (ed.). New York, NY: Palgrave Macmillan, p. 195-221 27 p.

Research output: Chapter in Book/Report/Conference proceedingChapter

1 Citation (Scopus)

Unbiasedness and risk premiums in the Indian currency futures market

Kumar, S. & Trück, S., Mar 2014, In : Journal of International Financial Markets, Institutions and Money. 29, p. 13-32 20 p.

Research output: Contribution to journalArticle

6 Citations (Scopus)
2013

Climate adaptation decision support tool for local governments: CATLoG

Trück, S., Mathew, S., Henderson-Sellers, A., Taplin, R., Keighley, T. & Chin, W., 2013, Gold Coast: National Climate Change Adaptation Research Facility. 39 p. (NCCARF Publication; vol. 89/13)

Research output: Book/ReportBook

Emissions mitigation schemes in Australia - the past, present and future

Cotton, D. & Trück, S., 2013, In : Low carbon economy. 4, 2, p. 80-94 15 p.

Research output: Contribution to journalArticle

Handbook CATLoG: climate adaptation decision support tool for local governments

Trück, S., Mathew, S., Henderson-Sellers, A., Taplin, R., Keighley, T. & Chin, W., 2013, Gold Coast: National Climate Change Adaptation Research Facility. 38 p. (NCCARF Publication; vol. 90/13)

Research output: Book/ReportBook

Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling

Janczura, J., Trück, S., Weron, R. & Wolff, R. C., Jul 2013, In : Energy Economics. 38, p. 96-110 15 p.

Research output: Contribution to journalArticle

76 Citations (Scopus)
13 Citations (Scopus)
2012

Kochi, India case study of climate adaptation to floods: Ranking local government investment options

Mathew, S., Trück, S. & Henderson-Sellers, A., Feb 2012, In : Global Environmental Change. 22, 1, p. 308-319 12 p.

Research output: Contribution to journalArticle

11 Citations (Scopus)

Modelling and forecasting volatility in the gold market

Trück, S. & Liang, K., 2012, In : International journal of banking and finance. 9, 1, p. 48-80 33 p.

Research output: Contribution to journalArticle

The Relationship between spot and futures prices: an empirical snalysis of Australian electricity markets

Handika, R. & Trück, S., 2012, Papers from the 3rd IAEE Asian Conference. International Association for Energy Economics, p. 1-12 12 p.

Research output: Chapter in Book/Report/Conference proceedingConference proceeding contribution

2011

Assessing uncertainty and risk in public sector investment projects

Bock, K. & Trück, S., 2011, In : Technology and investment. 2, 2, p. 105-123 19 p.

Research output: Contribution to journalArticle

Interaction between Australian carbon prices and energy prices

Cotton, D. & Trück, S., 2011, In : Australasian Journal of Environmental Management. 18, 4, p. 208-222 15 p.

Research output: Contribution to journalArticle

5 Citations (Scopus)

Style analysis and Value-at-Risk of Asia-focused hedge funds

Weng, H. & Trück, S., Nov 2011, In : Pacific-Basin finance journal. 19, 5, p. 491-510 20 p.

Research output: Contribution to journalArticle

7 Citations (Scopus)

The relationship between carbon, commodity and financial markets: a copula analysis

Gronwald, M., Ketterer, J. & Trück, S., Sep 2011, In : Economic Record. 87, SUPPL. 1, p. 105-124 20 p.

Research output: Contribution to journalArticle

17 Citations (Scopus)
2010

Assessing climate change adaptation options for local government

Trueck, S., Bradford, W., Henderson-Sellers, A., Mathew, S., Scott, J., Street, M. & Taplin, R., 2010, Climate alert: climate change monitoring and strategy. You, Y. & Henderson-Sellers, A. (eds.). Sydney, Australia: SYDNEY UNIV PRESS, p. 362-399 38 p.

Research output: Chapter in Book/Report/Conference proceedingChapter

Estimation of operational value-at-risk in the presence of minimum collection threshold: an empirical study

Chernobai, A., Menn, C., Rachev, S. T. & Trück, S., 2010, Model risk: identification, measurement and management. Scheule, H. & Rösch, D. (eds.). London: Risk Books, p. 359-419 61 p.

Research output: Chapter in Book/Report/Conference proceedingChapter

Returns of REITS and stock markets: measuring dependence and risk

Rong, N. & Trück, S., 2010, In : Journal of Property Investment and Finance. 28, 1, p. 34-57 24 p.

Research output: Contribution to journalArticle

10 Citations (Scopus)
2009

Modeling the price dynamics of CO2 emission allowances

Benz, E. & Trück, S., Jan 2009, In : Energy Economics. 31, 1, p. 4-15 12 p.

Research output: Contribution to journalArticle

283 Citations (Scopus)

Rating based modeling of credit risk: theory and application of migration matrices

Trueck, S. & Svetlozar, R. R., 2009, Amsterdam ; London: Academic Press. 266 p.

Research output: Book/ReportBook

21 Citations (Scopus)

Recent Advances in Credit Risk Management

Cowell, F., Racheva, B. & Trück, S., 2009, Risk Assessment: Decisions in Banking and Finance. Bol, G., Rachev, S. T. & Würth, R. (eds.). Heidelberg: Springer, Springer Nature, p. 215-234 20 p. (Contributions to Economics).

Research output: Chapter in Book/Report/Conference proceedingConference proceeding contribution

2008

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

Truck, S., Jul 2008, In : European Journal of Finance. 14, 5, p. 359-379 21 p.

Research output: Contribution to journalArticle

11 Citations (Scopus)

Risk and return in European property markets: an empirical investigation

Lorenz, D. & Trück, S., Oct 2008, In : Journal of European Real Estate Research. 1, 3, p. 235-253 19 p.

Research output: Contribution to journalArticle

6 Citations (Scopus)
2007
33 Citations (Scopus)

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

Prokopczuk, M., Rachev, S. T., Schindlmayr, G. & Trück, S., Sep 2007, In : Energy Economics. 29, 5, p. 1033-1049 17 p.

Research output: Contribution to journalArticle

13 Citations (Scopus)