• Kochi, India case study of climate adaptation to floods: ranking local government investment options (with S. Mathew, A Henderson-Sellers), Global Environmental Change 22, 2012.
• The relationship between carbon, commodity and financial markets - a copula analysis (with M. Gronwald and J. Ketterer), Economic Record 87, September, 2011.
• Interaction between Australian Carbon Prices and Energy Prices (with D. Cotton), Australasian Journal of Environmental Management 18(4), 2011.
• Style Factors and Value-at-Risk of Asia-Focused hedge funds (with H. Weng), Pacific-Basin Finance Journal 19(5), 2011.
• Assessing uncertainty and risk in public sector investment projects (with K. Bock), in Technology and Investment 2(2), 2011.
• Returns of REITS and Stock Markets – Measuring Dependence and Risk (with N. Rong), in Journal of Property Investment and Finance 28(1), 2010.
• Evaluation of Investment Options Mitigating Catastrophic Losses under the Impacts of Climate Change (with C. Truong), Environmental Economics 1(2), 2010.
• Modeling the Price Dynamics of CO2 Emission Allowances (with E. Benz), in Energy Economics 31(1), 2009.
• Risk and Return in European Property Markets – an Empirical Investigation (with D. Lorenz), in Journal of European Real Estate Research 1(3), 2008.
• Forecasting Credit Migration Matrices with Business Cycle Effects - A Model Comparison, in European Journal of Finance 14(5), 2008.
• Spot and Derivative pricing in the EEX Power Market (with M. Bierbrauer, C. Menn, S.T. Rachev), in Journal of Banking and Finance 31(11), 2007.
• Quantifying Risk in the Electricity Business: A RAROC-based Approach (with M. Prokopczuk, S.T. Rachev, G. Schindlmayr), in Energy Economics 29(5), 2007.
• Exploring the Relationship between Market Value and Sustainable Construction (with D. Lorenz and T. Lützkendorf), in Property Management 25(2), 2007.
• Modeling Catstrophe Claims with Left-Truncated Severity Distributions (with K. Burnecki, A. Chernobai, S.T. Rachev and R. Weron), in Computational Statistics 21(4), 2006.
• Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series (with R. Weron, A. Misiorek), in Studies in Non-Linear Dynamics & Econometrics 10(3), 2006.
• Addressing Risk and Uncertainty in Property Valuations (with D. Lorenz and T. Lützkendorf), in Journal of Property Investment and Finance 24(5), 2006.
• CO2 Emission Allowances Trading in Europe – Specifying a new Class of Assets (with E. Benz), in Problems and Perspectives in Management 3(3), 2006.
• Asset Correlations and Capital Requirements for SMEs under the Revised Basel II Framework (with J. Henneke), in Banks and Bank Systems, 1(1), 2006.
• Credit Portfolio Risk and PD Confidence Sets through the Business Cycle (with S.T. Rachev), in Journal of Credit Risk, 1 (4), 2005.
• Auswirkungen der neuen Basler Eigenkapitalvereinbarung auf die Finanzierung von KMU (with J. Henneke), in Quarterly Journal of Economic Research, 74 (4), 2005.
• Stable Modeling of different European Power Markets (with C. Mugele and S.T. Rachev), in Investment Management & Financial Innovations, 2(3), 2005.
• A Note on the Estimation of the Frequency and Severity Distribution of Operational Losses (with A. Chernobai, C. Menn and S.T. Rachev), in Applied Probability Trust, 30(2), 2005.
• Modelling Electricity Prices with Regime Switching Models (with R.Weron and M. Bierbrauer), in Lecture Notes in Computer Sciences 3039, 2004.
• Modelling Electricity Prices: Jump Diffusion and Regime Switching (with R.Weron and M. Bierbrauer), in Physica A – Statistical Mechanics and its Applications, 336, Elsevier 2004.
• Basel II: Letzte Änderungen der Risikogewichtskurve im IRB-Ansatz (with F. Hausen and S.T. Rachev), in Kreditwesen 23, 2004.
• The Term Structure of Credit Spreads and Credit Default Swaps – an Empirical Investigation (with M. Laub and S.T. Rachev), in Investment Management & Financial Innovations 3/2004.

Contributions to Refereed Books and Proceedings Volumes

• Estimation of Operational Value-at-Risk with Minimum Collection Thresholds, (with A. Chernobai, C. Menn and S.T. Rachev), in: Rösch and Scheule (eds), Model Risk in financial crises - challenges and solution for financial risk models, Risk Books 2010.
• Assessing climate change adaptation options for local government (with W. Bradford, A. Henderson-Sellers, S. Mathew, J. Scott, M. Street and R. Taplin), in: Henderson-Sellers and You (eds), Climate Change Monitoring and Strategy, Sydney University Press 2010.
• Recent Advances in Credit Risk Management (with F. Morley, B. Racheva), in: G. Bol et al. (eds), Risk Assessment: Decisions in Banking and Finance, Physika Verlag, 2008.
• Hedgefonds im Risikomanagement (with F. Hausen and S. T. Rachev), in: Erben, R. (ed), Risikomanager Jahrbuch  2008, Bank-Verlag, 2008.
• Treatment  of Incomplete Data in the Field of Operational Risk: The Effects on Parameter Estimates, EL and UL Figures (with A. Chernobai, C. Menn, S.T. Rachev, M. Moscadelli), in: E. Davis (ed), The Advanced Measurement Approach to Operational Risk, Risk Books, 2006.
• Time Series Properties of a Rating System based on Financial Ratios (with U. Krueger and M. Stötzel), in Deutsche Bundesbank Discussion Paper Series: Banking & Financial Studies 14, 2005.
• Loss Given Default und Recovery Rates - eine Einführung (with J. Deidersen, P. Niebling and S.T. Rachev),  in Modernes Risikomanagement, Frank Romeike (ed), Wiley, 2004.
• Estimation, Adjustment and Application of Transition Matrices in Credit Risk Models (with. E. Özturkmen) in Handbook: Computational & Numerical Methods in Finance, Birkhauser, 2004.
• Credit Risk Models in Practice – a Review (with J. Peppel) in Credit Risk: Measurement, Evaluation and Management, Physika, 2003.
• Approaches to Credit Risk in the New Basel Capital Accord (with A. Benzin and S.T. Rachev) in Credit Risk: Measurement, Evaluation and Management, Physika, 2003.

• Rating Based Modeling of Credit Risk - Theory and Application of Migration Matrices (with S.T. Rachev), Academic Press, Elsevier.