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subject:"Commodity derivative"
~person:"Prokopczuk, Marcel"
~subject:"Stochastischer Prozess"
~type_genre:"Aufsatz in Zeitschrift"
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Commodity derivative
Stochastischer Prozess
Rohstoffderivat
17
Commodity exchange
11
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11
Commodity price
9
Rohstoffpreis
9
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Rohstoffmarkt
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Prokopczuk, Marcel
Irwin, Scott H.
40
Ma, Feng
28
García, Philip
25
Lien, Da-hsiang Donald
21
Sanders, Dwight R.
21
Chevallier, Julien
19
Miffre, Joëlle
16
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13
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13
Wei, Yu
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12
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12
Tse, Yiuman
12
Benth, Fred Espen
11
Hamori, Shigeyuki
11
Karali, Berna
11
McKenzie, Andrew M.
11
Pennings, Joost M. E.
11
Power, Gabriel J.
11
Uddin, Mohammed Gazi Salah
11
Wang, Yudong
11
Zhang, Yaojie
11
Bohl, Martin T.
10
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10
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10
Fernandez-Perez, Adrian
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10
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9
Fuertes, Ana María
9
Liu, Qingfu
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Schwartz, Eduardo S.
9
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9
Aiube, Fernando Antônio Lucena
8
Fan, John Hua
8
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Journal of banking & finance
7
Energy economics
2
Economic modelling
1
International journal of theoretical and applied finance
1
Journal of commodity markets
1
Journal of empirical finance
1
Journal of international money and finance
1
The European journal of finance
1
The quarterly journal of finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
17
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1
Commodity price dynamics and derivative valuation : a review
Back, Janis
;
Prokopczuk, Marcel
- In:
International journal of theoretical and applied finance
16
(
2013
)
6
,
pp. 1-30
Persistent link: https://www.econbiz.de/10010197182
Saved in:
2
Futures basis, inventory and commodity price volatility : an empirical analysis
Symeonidis, Lazaros
;
Prokopczuk, Marcel
;
Brooks, Chris
; …
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2651-2663
Persistent link: https://www.econbiz.de/10009673627
Saved in:
3
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
Saved in:
4
Time-variations in commodity price jumps
Diewald, Laszlo
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of empirical finance
31
(
2015
),
pp. 72-84
Persistent link: https://www.econbiz.de/10011489343
Saved in:
5
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. 2742-2752
Persistent link: https://www.econbiz.de/10008858840
Saved in:
6
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/10009721369
Saved in:
7
Investing in commodity futures markets : can pricing models help?
Paschke, Raphael
;
Prokopczuk, Marcel
- In:
The European journal of finance
18
(
2012
)
1/2
,
pp. 59-87
Persistent link: https://www.econbiz.de/10009565253
Saved in:
8
Convenience yield risk
Prokopczuk, Marcel
;
Symeonidis, Lazaros
;
Wese Simen, Chardin
- In:
Energy economics
120
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014283248
Saved in:
9
Curve momentum
Paschke, Raphael
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of banking & finance
113
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012226133
Saved in:
10
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:
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