Stefan Trueck
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Formal Name: Stefan Trueck Personal Title: Associate Professor Position: Associate Professor Qualifications: PhD Organisational Unit: Department of Economics Telephone: (+61-2) 9850 8483 Email: strueck@efs.mq.edu.au Location: E4A 433 Websites: |
Stefan joined the Economics Department of Macquarie University in July 2007. He has held positions at Queensland University of Technology and University of Karlsruhe in Germany where he received a PhD in Statistics. His current research interests focus on risk management and financial econometrics including the fields of credit risk, operational risk, power markets and real estate finance. He further has several years of consulting experience for financial institutions in Europe. Stefan also has a strong research portfolio and has published or has forthcoming papers in international high impact journals including The Journal of Banking and Finance, European Journal of Finance, Energy Economics, The Journal of Credit Risk, Computational Statistics, Physika A – Statistical Mechanics and its Applications, Studies on Non-Linear Dynamics & Econometrics andJournal of Property Investment and Finance.
Research Interests
Financial Economics, Risk Management (Credit and Operational Risk), Asset Pricing, Energy Markets, Carbon Trading, Real Estate Economics, Econometrics of Financial Markets.
Committee / Board Membership
German Finance Association
European Working Group of Financial Modelling
Econometric Society
International Association for Energy Economics
Financial Integrity Research Network (FIRN)