Items where Author is "Prokopczuk, Marcel"

Article

Prokopczuk, Marcel and Symeonidis, Lazaros and Wese Simen, Chardin and Wichmann, Robert (2023) Convenience Yield Risk. Energy Economics. (In Press)

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