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Brooks, Chris
54
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Journal of banking & finance
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Economic modelling
4
The journal of futures markets
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Computational economics
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Energy economics
3
International journal of forecasting
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Journal of business finance & accounting : JBFA
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Applied economics
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Applied financial economics
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Journal of applied econometrics
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The European journal of finance
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Bulletin of economic research
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Economics letters
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Financial analysts' journal : FAJ
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International review of financial analysis
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Journal / The Capco Institute : journal of financial transformation
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Journal of economics and business
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Journal of empirical finance
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Journal of forecasting
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Journal of multinational financial management
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Macroeconomic dynamics
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Oxford bulletin of economics and statistics
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Research in international business and finance
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Risk : managing risk in the world's financial markets
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The economic journal : the journal of the Royal Economic Society
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The journal of economic history
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The journal of fixed income
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The journal of real estate research
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The journal of trading
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The review of economics and statistics
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Urban studies : an international journal for research in urban and regional studies
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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
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2
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
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3
Modelling Regime-Specific Stock Price Volatility
Alexander, Carol
;
Lazar, Emese
- In:
Oxford bulletin of economics and statistics
71
(
2009
)
6
,
pp. 761-798
Persistent link: https://www.econbiz.de/10008320725
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4
Option valuation with normal mixture GARCH models
Badescu, Alex
;
Kulperger, Reg
;
Lazar, Emese
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
12
(
2008
)
2
,
pp. 1-40
Persistent link: https://www.econbiz.de/10009949922
Saved in:
5
Normal mixture GARCH(1,1): applications to exchange rate modelling
Alexander, Carol
;
Lazar, Emese
- In:
Journal of applied econometrics
21
(
2006
)
3
,
pp. 307-336
Persistent link: https://www.econbiz.de/10006954765
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6
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
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7
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
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8
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
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9
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:
10
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
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