Items where Author is "Prokopczuk, Marcel"

Prokopczuk, Marcel and Symeonidis, Lazaros and Wese Simen, Chardin and Wichmann, Robert (2023) Convenience Yield Risk. Energy Economics, 120. p. 106536. DOI https://doi.org/10.1016/j.eneco.2023.106536

Prokopczuk, Marcel and Stancu, Andrei and Symeonidis, Lazaros (2019) The economic drivers of commodity market volatility. Journal of International Money and Finance, 98. p. 102063. DOI https://doi.org/10.1016/j.jimonfin.2019.102063

Prokopczuk, Marcel and Symeonidis, Lazaros and Wese Simen, Chardin (2017) Variance risk in commodity markets. Journal of Banking and Finance, 81 (C). pp. 136-149. DOI https://doi.org/10.1016/j.jbankfin.2017.05.003

Prokopczuk, Marcel and Symeonidis, Lazaros and Wese Simen, Chardin (2016) Do Jumps Matter for Volatility Forecasting? Evidence from Energy Markets. Journal of Futures Markets, 36 (8). pp. 758-792. DOI https://doi.org/10.1002/fut.21759