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The Dynamics of Commodity Pric...
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Brooks, Chris
54
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12
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7
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6
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5
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5
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Journal of banking & finance
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4
The journal of futures markets
4
Computational economics
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3
International journal of forecasting
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Journal of business finance & accounting : JBFA
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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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Research in international business and finance
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Risk : managing risk in the world's financial markets
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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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2
Futures basis, inventory and commodity price volatility: An empirical analysis
Symeonidis, Lazaros
;
Prokopczuk, Marcel
;
Brooks, Chris
; …
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2651-2664
Persistent link: https://www.econbiz.de/10010032219
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3
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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4
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:
5
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:
6
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:
7
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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8
Seasonality and the valuation of commodity options
Back, Janis
;
Prokopczuk, Marcel
;
Rudolf, Markus
- In:
Journal of banking & finance
37
(
2013
)
2
,
pp. 273-290
Persistent link: https://www.econbiz.de/10010053713
Saved in:
9
The case of negative day-ahead electricity prices
Fanone, Enzo
;
Gamba, Andrea
;
Prokopczuk, Marcel
- In:
Energy economics
35
(
2013
),
pp. 22-34
Persistent link: https://www.econbiz.de/10010059683
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10
American option valuation: Implied calibration of GARCH pricing models
Weber, Michael
;
Prokopczuk, Marcel
- In:
The journal of futures markets
31
(
2011
)
10
,
pp. 971-995
Persistent link: https://www.econbiz.de/10009187395
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