Stefan Trück

Macquarie University — Australia

Economics, Econometrics and Finance · Social Sciences

27h-index3.0kcitations149works1.62yr avg
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Research Topics

Market Dynamics and Volatility(34), Climate Change Policy and Economics(30), Credit Risk and Financial Regulations(24), Insurance and Financial Risk Management(22), Monetary Policy and Economic Impact(21)

Publications149 total

Factors of the term structure of realized risk premiums in the Australian currency forward market
International Review of Economics & Finance·2026Open Access
Extremal dependence in Australian electricity markets
Journal of commodity markets·2025· 2 cited
Scaling agrivoltaics: planning, legal, and market pathways to readiness
Sustainability Science·2025· 9 citedOpen Access
Sectoral similarity of banks’ business loans and its negative externality in China
Pacific-Basin Finance Journal·2025
Two-Factor and ARIMA-LS-SVR Models for Forecasting of EUA Futures Prices
Contributions to statistics·2025
Optimal dynamic climate adaptation pathways: a case study of New York City
Annals of Operations Research·2024Open Access
On Autoregressive Measurement Errors in a Two-Factor Model
MATRIX book series·2024· 2 cited
Optimal Dynamic Climate Adaptation Pathways: A Case Study of New York City
SSRN Electronic Journal·2024Open Access
Emission intensities in the Australian National Electricity Market – An econometric analysis
Energy Economics·2023· 11 citedOpen Access
Time trends in losses from major tornadoes in the United States
Weather and Climate Extremes·2023· 17 citedOpen Access
Cyber loss model risk translates to premium mispricing and risk sensitivity
The Geneva Papers on Risk and Insurance Issues and Practice·2023· 5 citedOpen Access
Assessing the impact of battery storage on Australian electricity markets
Energy Economics·2023· 28 citedOpen Access
Conscientiousness and Performance: The Influence of Personality on Investment Decisions
˜The œjournal of wealth management·2023· 1 cited
Financialization, Electronification, and Commodity Market Quality
SSRN Electronic Journal·2023· 1 citedOpen Access
Cyber risk frequency, severity and insurance viability
Insurance Mathematics and Economics·2022Open Access
Cyber Loss Model Risk Translates to Premium Mispricing and Risk Sensitivity
arXiv (Cornell University)·2022· 1 citedOpen Access
The Nature of Losses from Cyber-Related Events: Risk Categories and\n Business Sectors
arXiv (Cornell University)·2022· 1 citedOpen Access
On correlated measurement errors in the Schwartz–Smith two-factor model
Dependence Modeling·2022· 3 citedOpen Access
Cyber Loss Model Risk Translates to Premium Mispricing and Risk Sensitivity
SSRN Electronic Journal·2022· 1 citedOpen Access
On Correlated Measurement Errors in the Schwartz-Smith Two-Factor Model
SSRN Electronic Journal·2022Open Access
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Frequent Co-authors

Rafał Weron(9), Chi Truong(5), Wolfgang Karl Härdle(4), Svetlozar T. Rachev(4), Eva Benz(3), Michael Bierbrauer(2), Katja Ignatieva(2), Szymon Borak(2), Rohan Best(2), Anna Chernobai(2), Svetlozar T. Rachev(2), Supriya Mathew(2), Grace Cheung(2), Peter J. Davies(2), David Pitt(2), Julian Inchauspe(1), Ronald D. Ripple(1), Jakub Nowotarski(1), Eran Raviv(1), Klaus Mayer(1)