• 15 h-Index
20012020

Research output per year

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Research Outputs

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2014

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

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

2006

Treatment of incomplete data in the field of operational risk: the effects on parameter estimates, EL and UL figures

Chernobai, A., Menn, C., Rachev, S. T., Trück, S. & Moscadelli, M., 2006, The Advanced measurement approach to operational risk. Davis, E. (ed.). London: Risk Books, p. 145-168

Research output: Chapter in Book/Report/Conference proceedingChapter