Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Journal of banking & finance"
~person:"Prokopczuk, Marcel"
~subject:"Risikoprämie"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Economic linkages across commo...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Risikoprämie
Commodity derivative
7
Rohstoffderivat
7
Estimation
6
Schätzung
6
Commodity exchange
5
Warenbörse
5
Commodities
4
Volatility
4
Volatilität
4
Commodity market
3
Option pricing theory
3
Optionspreistheorie
3
Risk premium
3
Rohstoffmarkt
3
Capital income
2
Commodity markets
2
Kapitaleinkommen
2
Options pricing
2
Saisonale Schwankungen
2
Seasonal variations
2
Seasonality
2
Theorie
2
Theory
2
Welt
2
World
2
ARCH model
1
ARCH-Modell
1
ARMA model
1
ARMA-Modell
1
Analysis of variance
1
Behavioral
1
Black-Scholes model
1
Black-Scholes-Modell
1
Börsenkurs
1
Commodity models and derivatives
1
Commodity price
1
Corn
1
Corporate risk management
1
Curve
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Prokopczuk, Marcel
Wese Simen, Chardin
3
Doran, James S.
2
Jacobs, Kris
2
McAleer, Michael
2
Mele, Antonio
2
Obayashi, Yoshiki
2
Shalen, Catherine T.
2
Zhou, Hao
2
Ahmed, Shamim
1
Alexandros, Gabrielsen
1
Alizadeh-Masoodian, Amir H.
1
Allen, David E.
1
Almeida, Caio
1
Andreou, Panayiotis C.
1
Annaert, Jan
1
Atilgan, Yigit
1
Banerjee, Prithviraj S.
1
Barinov, Alexander
1
Basu, Devraj
1
Bekaert, Geert
1
Ben Ammar, Semir
1
Benth, Fred Espen
1
Berardi, Andrea
1
Berrada, Tony
1
Bianchi, Robert
1
Branger, Nicole
1
Braun, Alexander
1
Byun, Suk Joon
1
Casassus, Jaime
1
Cenedese, Gino
1
Chang, Chia-Lin
1
Christoffersen, Peter F.
1
Collin-Dufresne, Pierre
1
De Ceuster, Marc J.
1
Dempster, Michael A. H.
1
Ding, Liang
1
Duyvesteyn, Johan
1
Ederington, Louis H.
1
Eling, Martin
1
more ...
less ...
Published in...
All
Discussion paper / Tinbergen Institute
Journal of banking & finance
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
3
Discussion paper / ICMA Centre, Henley Business School, University of Reading
1
Energy economics
1
Journal of international money and finance
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
