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~isPartOf:"Journal of banking & finance"
~person:"Prokopczuk, Marcel"
~person:"Ronn, Ehud I."
~person:"Schuler, Andreas"
~subject:"Commodity exchange"
~subject:"Commodity market"
~subject:"Erdöl"
~subject:"Germany"
~subject:"Theorie"
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Commodity exchange
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Commodity derivative
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Rohstoffderivat
5
Warenbörse
5
Commodities
3
Estimation
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Prokopczuk, Marcel
Ronn, Ehud I.
Schuler, Andreas
Miffre, Joëlle
4
Bianchi, Robert
3
Back, Janis
2
Fan, John Hua
2
Fernandez-Perez, Adrian
2
Fuertes, Ana María
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Rudolf, Markus
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Journal of banking & finance
Discussion paper / ICMA Centre, Henley Business School, University of Reading
3
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
1
Economic modelling
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Handbuch Energiehandel
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International journal of theoretical and applied finance
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Journal of commodity markets
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Journal of empirical finance
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Journal of international money and finance
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ECONIS (ZBW)
5
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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
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
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:
5
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:
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