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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

Special issue: commodity and energy markets

Roncoroni, Andrea (ed.); Ronn, Ehud I. (ed.); … - 2018

Persistent link: https://www.econbiz.de/10011966682

Historical antisemitism, ethnic specialization, and financial development

D'Acunto, Francesco; Prokopczuk, Marcel; Weber, Michael - In: The review of economic studies : RES 86 (2019) 3, pp. 1170-1206

Persistent link: https://www.econbiz.de/10012110733

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

Is commodity index investing profitable?

Fethke, Tobias; Prokopczuk, Marcel - 2018

Using a comprehensive dataset of first, second and third generation commodity indices, we investigate the potential diversification benefits in equity-bond portfolios. The results show that first generation commodity indices are outperformed by enhanced indices. Second generation indices provide...

Persistent link: https://www.econbiz.de/10011879959

Predicting the equity market with option-implied variables

Hollstein, Fabian; Prokopczuk, Marcel; Tharann, Björn; … - In: The European journal of finance 25 (2019) 10, pp. 937-965

Persistent link: https://www.econbiz.de/10012207043

The risk premium of gold

Nguyen, Duc Binh Benno; Prokopczuk, Marcel; Wese Simen, … - In: Journal of international money and finance 94 (2019), pp. 140-159

Persistent link: https://www.econbiz.de/10012135152

International tail risk and world fear

Hollstein, Fabian; Nguyen, Duc Binh Benno; Prokopczuk, … - In: Journal of international money and finance 93 (2019), pp. 244-259

Persistent link: https://www.econbiz.de/10012138644

The economic drivers of commodity market volatility

Prokopczuk, Marcel; Stancu, Andrei; Symeonidis, Lazaros - In: Journal of international money and finance 98 (2019), pp. 1-13

Persistent link: https://www.econbiz.de/10012140078

Asset prices and "the devil(s) you know"

Hollstein, Fabian; Nguyen, Duc Binh Benno; Prokopczuk, … - In: Journal of banking & finance 105 (2019), pp. 20-35

Persistent link: https://www.econbiz.de/10012163795

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