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~isPartOf:"Journal of banking & finance"
~person:"Fan, John Hua"
~person:"Paschke, Raphael"
~person:"Prokopczuk, Marcel"
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Fan, John Hua
Paschke, Raphael
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ECONIS (ZBW)
10
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1
Exploiting the dynamics of commodity futures curves
Bianchi, Robert
;
Fan, John Hua
;
Miffre, Joëlle
;
Zhang, …
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014491689
Saved in:
2
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:
3
Investable commodity premia in China
Bianchi, Robert
;
Fan, John Hua
;
Zhang, Tingxi
- In:
Journal of banking & finance
127
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012820586
Saved in:
4
Curve momentum
Paschke, Raphael
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of banking & finance
113
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012226133
Saved in:
5
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:
6
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:
7
Seasonal Stochastic Volatility : implications for the pricing of commodity options
Arismendi Zambrano, Juan Carlos
;
Back, Janis
; …
- In:
Journal of banking & finance
66
(
2016
),
pp. 53-65
Persistent link: https://www.econbiz.de/10011634553
Saved in:
8
Combining momentum with reversal in commodity futures
Bianchi, Robert
;
Drew, Michael E.
;
Fan, John Hua
- In:
Journal of banking & finance
59
(
2015
),
pp. 423-444
Persistent link: https://www.econbiz.de/10011544644
Saved in:
9
Seasonality and the valuation of commodity options
Back, Janis
;
Prokopczuk, Marcel
;
Rudolf, Markus
- In:
Journal of banking & finance
37
(
2013
)
2
,
pp. 273-290
Persistent link: https://www.econbiz.de/10009705701
Saved in:
10
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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