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subject:"Derivat"
~person:"Cheng, Benjamin"
~person:"Prokopczuk, Marcel"
~type_genre:"Aufsatz in Zeitschrift"
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Derivat
Commodity derivative
18
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7
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Cheng, Benjamin
Prokopczuk, Marcel
Irwin, Scott H.
11
García, Philip
9
Benth, Fred Espen
7
Xu, Xiaojie
5
Lien, Da-hsiang Donald
4
Wang, Xiaoyang
4
Xiong, Tao
4
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3
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3
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3
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3
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3
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3
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3
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3
Yu, Xing
3
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2
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2
Alizadeh-Masoodian, Amir H.
2
An, Yunbi
2
Anh Ngoc Lai
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Demirer, Rıza
2
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2
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1
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1
International journal of theoretical and applied finance
1
The European journal of finance
1
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ECONIS (ZBW)
6
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1
Convenience yield risk
Prokopczuk, Marcel
;
Symeonidis, Lazaros
;
Wese Simen, Chardin
- In:
Energy economics
120
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014283248
Saved in:
2
Introduction: special issue on commodity and energy markets in the Journal of Banking and Finance
Roncoroni, Andrea
;
Prokopczuk, Marcel
;
Ronn, Ehud I.
- In:
Journal of banking & finance
95
(
2018
),
pp. 1-4
Persistent link: https://www.econbiz.de/10011966673
Saved in:
3
Pricing of long-dated commodity derivatives : do stochastic interest rates matter?
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
- In:
Journal of banking & finance
95
(
2018
),
pp. 148-166
Persistent link: https://www.econbiz.de/10011966734
Saved in:
4
Commodity price dynamics and derivative valuation : a review
Back, Janis
;
Prokopczuk, Marcel
- In:
International journal of theoretical and applied finance
16
(
2013
)
6
,
pp. 1-30
Persistent link: https://www.econbiz.de/10010197182
Saved in:
5
Futures basis, inventory and commodity price volatility : an empirical analysis
Symeonidis, Lazaros
;
Prokopczuk, Marcel
;
Brooks, Chris
; …
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2651-2663
Persistent link: https://www.econbiz.de/10009673627
Saved in:
6
Investing in commodity futures markets : can pricing models help?
Paschke, Raphael
;
Prokopczuk, Marcel
- In:
The European journal of finance
18
(
2012
)
1/2
,
pp. 59-87
Persistent link: https://www.econbiz.de/10009565253
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