Items where Author is "Prokopczuk, Marcel"
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Article
Prokopczuk, Marcel and Stancu, Andrei and Symeonidis, Lazaros (2019) 'The economic drivers of commodity market volatility.' Journal of International Money and Finance, 98. ISSN 0261-5606
Prokopczuk, Marcel and Symeonidis, Lazaros and Wese Simen, Chardin (2017) 'Variance risk in commodity markets.' Journal of Banking and Finance, 81. 136 - 149. ISSN 0378-4266
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). 758 - 792. ISSN 0270-7314