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~isPartOf:"Economics letters"
~isPartOf:"Energy economics"
~isPartOf:"Journal of banking & finance"
~language:"eng"
~person:"Prokopczuk, Marcel"
~subject:"Schätzung"
~type_genre:"Article in journal"
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Schätzung
Commodity derivative
9
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Prokopczuk, Marcel
Wang, Yudong
10
Gupta, Rangan
9
Hammoudeh, Shawkat
8
Ma, Feng
8
Shahbaz, Muhammad
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Smyth, Russell
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Yoon, Seong-min
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Beckmann, Joscha
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Belke, Ansgar
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Egger, Peter
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Filippini, Massimo
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Gil-Alaña, Luis A.
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Gozgor, Giray
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Kumbhakar, Subal
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Liu, Li
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Economics letters
Energy economics
Journal of banking & finance
Journal of commodity markets
1
Journal of financial and quantitative analysis : JFQA
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Journal of financial markets
1
Journal of international money and finance
1
Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
8
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1
Measuring commodity market quality
Lauter, Tobias
;
Prokopczuk, Marcel
- In:
Journal of banking & finance
145
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013538965
Saved in:
2
Testing factor models in the cross-section
Hollstein, Fabian
;
Prokopczuk, Marcel
- In:
Journal of banking & finance
145
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013538943
Saved in:
3
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:
4
Economic determinants of oil futures volatility : term structure perspective
Kang, Boda
;
Nikitopoulos, Christina Sklibosios
; …
- In:
Energy economics
88
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012515144
Saved in:
5
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:
6
Jump and variance risk premia in the S&P 500
Neumann, Maximilian
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of banking & finance
69
(
2016
),
pp. 72-83
Persistent link: https://www.econbiz.de/10011635040
Saved in:
7
Seasonal Stochastic Volatility : implications for the pricing of commodity options
Arismendi Zambrano, Juan Carlos
;
Back, Janis
; …
- In:
Journal of banking & finance
66
(
2016
),
pp. 53-65
Persistent link: https://www.econbiz.de/10011634553
Saved in:
8
The importance of the volatility risk premium for volatility forecasting
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of banking & finance
40
(
2014
),
pp. 303-320
Persistent link: https://www.econbiz.de/10010402181
Saved in:
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