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~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Journal of banking & finance"
~person:"Prokopczuk, Marcel"
~person:"Skiadopoulos, George"
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10
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Prokopczuk, Marcel
Skiadopoulos, George
McAleer, Michael
58
Koopman, Siem Jan
41
Chang, Chia-Lin
25
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21
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Discussion paper / Tinbergen Institute
Journal of banking & finance
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
7
Working paper
7
Discussion paper / ICMA Centre, Henley Business School, University of Reading
6
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4
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2
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European financial management : the journal of the European Financial Management Association
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ECONIS (ZBW)
17
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1
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:
2
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:
3
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:
4
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:
5
Are there common factors in individual commodity futures returns?
Daskalaki, Charoula
;
Kostakis, Alexandros
; …
- In:
Journal of banking & finance
40
(
2014
),
pp. 346-363
Persistent link: https://www.econbiz.de/10010402662
Saved in:
6
Should investors include commodities in their portfolios after all? : new evidence
Daskalaki, Charoula
;
Skiadopoulos, George
- In:
Journal of banking & finance
35
(
2011
)
10
,
pp. 2606-2626
Persistent link: https://www.econbiz.de/10009273277
Saved in:
7
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:
8
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:
9
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:
10
Can the evolution of implied
volatility
be forecasted? : evidence from European and US implied
volatility
indices
Konstantinidi, Eirini
;
Skiadopoulos, George
; …
- In:
Journal of banking & finance
32
(
2008
)
11
,
pp. 2401-2411
Persistent link: https://www.econbiz.de/10003787217
Saved in:
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