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~isPartOf:"Journal of banking & finance"
~language:"eng"
~person:"Prokopczuk, Marcel"
~subject:"Commodity price"
~subject:"Risikoprämie"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
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Commodity price
Risikoprämie
Commodity derivative
7
Estimation
7
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7
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7
Theorie
6
Theory
6
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Prokopczuk, Marcel
Uhrig-Homburg, Marliese
5
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3
Lioui, Abraham
3
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Wese Simen, Chardin
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Journal of banking & finance
Journal of international money and finance
3
The European journal of finance
2
Economic modelling
1
Energy economics
1
International journal of theoretical and applied finance
1
Journal of empirical finance
1
The journal of fixed income
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The journal of futures markets
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
6
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1
Testing factor models in the cross-section
Hollstein, Fabian
;
Prokopczuk, Marcel
- In:
Journal of banking & finance
145
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013538943
Saved in:
2
Special issue: commodity and energy markets
Roncoroni, Andrea
(
ed.
);
Ronn, Ehud I.
(
ed.
); …
-
2018
Persistent link: https://www.econbiz.de/10011966682
Saved in:
3
Variance risk in commodity markets
Prokopczuk, Marcel
;
Symeonidis, Lazaros
;
Wese Simen, Chardin
- In:
Journal of banking & finance
81
(
2017
),
pp. 136-149
Persistent link: https://www.econbiz.de/10011816431
Saved in:
4
Jump and variance risk premia in the S&P 500
Neumann, Maximilian
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of banking & finance
69
(
2016
),
pp. 72-83
Persistent link: https://www.econbiz.de/10011635040
Saved in:
5
The importance of the volatility risk premium for volatility forecasting
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of banking & finance
40
(
2014
),
pp. 303-320
Persistent link: https://www.econbiz.de/10010402181
Saved in:
6
Commodity derivatives valuation with autoregressive and moving average components in the price dynamics
Paschke, Raphael
;
Prokopczuk, Marcel
- In:
Journal of banking & finance
34
(
2010
)
11
,
pp. 2742-2752
Persistent link: https://www.econbiz.de/10008858840
Saved in:
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