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The Case of Negative Day-Ahead...
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Prokopczuk, Marcel
223
Gamba, Andrea
107
Hollstein, Fabian
50
Wese Simen, Chardin
49
Nguyen, Duc Binh Benno
23
Hwang, Soosung
21
Salmon, Mark
19
Brooks, Chris
18
Lux, Thomas
18
Symeonidis, Lazaros
15
Weber, Michael
15
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14
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14
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14
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12
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11
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11
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10
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10
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10
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10
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10
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9
Tharann, Björn
9
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8
De Nicolò, Gianni
8
Satchell, Stephen
8
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8
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8
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7
Lazar, Emese
7
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7
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6
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6
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6
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6
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203
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11
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11
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9
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9
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7
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7
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6
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4
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4
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3
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3
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3
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2
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2
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2
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461
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. 2742-2753
Persistent link: https://www.econbiz.de/10008447820
Saved in:
462
Intra-industry contagion effects of earnings surprises in the banking sector
Prokopczuk, Marcel
- In:
Applied financial economics
20
(
2010
)
20
,
pp. 1601-1614
Persistent link: https://www.econbiz.de/10008706494
Saved in:
463
Quantifying risk in the electricity business: A RAROC-based approach
Prokopczuk, Marcel
;
Rachev, Svetlozar T.
;
Schindlmayr, Gero
- In:
Energy economics
29
(
2007
)
5
,
pp. 1033-1049
Persistent link: https://www.econbiz.de/10007761457
Saved in:
464
The (de)merits of minimum-variance hedging: Application to the crack spread
Alexander, Carol
;
Prokopczuk, Marcel
;
Sumawong, Anannit
- In:
Energy economics
36
(
2013
),
pp. 698-707
Persistent link: https://www.econbiz.de/10010083800
Saved in:
465
Commodity futures prices: More evidence on forecast power, risk premia and the theory of storage
Brooks, Chris
;
Prokopczuk, Marcel
;
Wu, Yingying
- In:
The quarterly review of economics and finance : journal …
53
(
2013
)
1
,
pp. 73-85
Persistent link: https://www.econbiz.de/10010088011
Saved in:
466
Credit risk in covered bonds
Prokopczuk, Marcel
;
Siewert, Jan B.
;
Vonhoff, Volker
- In:
Journal of empirical finance
21
(
2013
),
pp. 102-120
Persistent link: https://www.econbiz.de/10010092082
Saved in:
467
RISK PREMIA IN COVERED BOND MARKETS
Prokopczuk, Marcel
;
Vonhoff, Volker
- In:
The journal of fixed income
22
(
2012
)
2
,
pp. 19-31
Persistent link: https://www.econbiz.de/10010030919
Saved in:
468
Futures basis, inventory and commodity price volatility: An empirical analysis
Symeonidis, Lazaros
;
Prokopczuk, Marcel
;
Brooks, Chris
; …
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2651-2664
Persistent link: https://www.econbiz.de/10010032219
Saved in:
469
Investing in commodity futures markets: can pricing models help?
Paschke, Raphael
;
Prokopczuk, Marcel
- In:
The European journal of finance
18
(
2012
)
1
,
pp. 59-88
Persistent link: https://www.econbiz.de/10009826789
Saved in:
470
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:
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