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Prokopczuk, Marcel
12
Brooks, Chris
2
Paschke, Raphael
2
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2
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1
Back, Janis
1
Fanone, Enzo
1
Gamba, Andrea
1
Lazar, Emese
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OLC EcoSci
ECONIS (ZBW)
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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
Saved in:
2
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
Saved in:
3
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:
4
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:
5
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:
6
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
Saved in:
7
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:
8
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
Saved in:
9
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
Saved in:
10
RISK PREMIA IN COVERED BOND MARKETS
Prokopczuk, Marcel
;
Vonhoff, Volker
- In:
The journal of fixed income
22
(
2012
)
2
,
pp. 19-31
Persistent link: https://www.econbiz.de/10010030919
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