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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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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
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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
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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
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Pricing and hedging in the freight futures market
PROKOPCZUK, MARCEL - In: The journal of futures markets 31 (2011) 5, pp. 440-465
Persistent link: https://www.econbiz.de/10008849681
Cover Image
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
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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