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The journal of futures markets
Working Papers / Financial Econometrics Research Centre, Warwick Business School
203
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Discussion paper / ICMA Centre, Henley Business School, University of Reading
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Pricing and hedging in the freight futures market
Prokopczuk, Marcel
- In:
The journal of futures markets
31
(
2011
)
5
,
pp. 440-464
Persistent link: https://www.econbiz.de/10009009224
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2
American option valuation : implied calibration of GARCH pricing models
Weber, Michael
;
Prokopczuk, Marcel
- In:
The journal of futures markets
31
(
2011
)
10
,
pp. 971-994
Persistent link: https://www.econbiz.de/10009355752
Saved in:
3
Booms and busts in commodity markets : bubbles or fundamentals?
Brooks, Chris
;
Prokopczuk, Marcel
;
Wu, Yingying
- In:
The journal of futures markets
35
(
2015
)
10
,
pp. 916-938
Persistent link: https://www.econbiz.de/10011392701
Saved in:
4
Do jumps matter for volatility forecasting? : evidence from energy markets
Prokopczuk, Marcel
;
Symeonidis, Lazaros
;
Wese Simen, Chardin
- In:
The journal of futures markets
36
(
2016
)
8
,
pp. 758-792
Persistent link: https://www.econbiz.de/10011568562
Saved in:
5
Pricing and hedging in the freight futures market
PROKOPCZUK, MARCEL
- In:
The journal of futures markets
31
(
2011
)
5
,
pp. 440-465
Persistent link: https://www.econbiz.de/10008849681
Saved in:
6
American option valuation: Implied calibration of GARCH pricing models
Weber, Michael
;
Prokopczuk, Marcel
- In:
The journal of futures markets
31
(
2011
)
10
,
pp. 971-995
Persistent link: https://www.econbiz.de/10009187395
Saved in:
7
Commodity tail risks
Ammann, Manuel
;
Mörke, Mathis
;
Prokopczuk, Marcel
; …
- In:
The journal of futures markets
43
(
2023
)
2
,
pp. 168-197
Persistent link: https://www.econbiz.de/10014292992
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