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~isPartOf:"Journal of banking & finance"
~language:"eng"
~person:"Prokopczuk, Marcel"
~subject:"Commodity price"
~subject:"Rohstoffmarkt"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
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Commodity price
Rohstoffmarkt
Commodity derivative
7
Estimation
7
Rohstoffderivat
7
Schätzung
7
Theorie
6
Theory
6
Capital income
5
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Prokopczuk, Marcel
Geman, Hélyette
2
Roncoroni, Andrea
2
Ronn, Ehud I.
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1
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Journal of banking & finance
The journal of futures markets
2
Economic modelling
1
International journal of theoretical and applied finance
1
Journal of empirical finance
1
Journal of international money and finance
1
The European journal of finance
1
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)
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1
Measuring commodity market quality
Lauter, Tobias
;
Prokopczuk, Marcel
- In:
Journal of banking & finance
145
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013538965
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
Special issue: commodity and energy markets
Roncoroni, Andrea
(
ed.
);
Ronn, Ehud I.
(
ed.
); …
-
2018
Persistent link: https://www.econbiz.de/10011966682
Saved in:
4
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:
5
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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