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Hollstein, Fabian, Prokopczuk, Marcel and Wese Simen, Chardin ORCID: 0000-0003-4119-3024 (2020) Beta Uncertainty. Journal of Banking and Finance, 116. p. 105834.

Hollstein, Fabian, Prokopczuk, Marcel and Wese Simen, Chardin ORCID: 0000-0003-4119-3024 (2020) The Conditional Capital Asset Pricing Model Revisited: Evidence from High-Frequency Betas. Management Science.

Hollstein, Fabian, Prokopczuk, Marcel and Wese Simen, Chardin ORCID: 0000-0003-4119-3024 (2020) The Conditional Capital Asset Pricing Model Revisited: Evidence from High-Frequency Betas. Management Science, 66 (6). pp. 2291-2799.

Prokopczuk, Marcel, Symeonidis, Lazaros, Simen, Chardin Wese and Wichmann, Robert (2023) Convenience yield risk. ENERGY ECONOMICS, 120. p. 106536.

Paschke, Raphael, Prokopczuk, Marcel and Wese Simen, Chardin ORCID: 0000-0003-4119-3024 (2020) Curve momentum. Journal of Banking & Finance, 113. p. 105718.

Prokopczuk, Marcel, Symeonidis, Lazaros and Wese Simen, Chardin ORCID: 0000-0003-4119-3024 (2016) Do Jumps Matter for Volatility Forecasting? Evidence from Energy Markets. Journal of Futures Markets, 36 (8). pp. 758-792.

Prokopczuk, Marcel, Wese Simen, Chardin ORCID: 0000-0003-4119-3024 and Wichmann, Robert (2021) The Dynamics of Commodity Return Comovements. SSRN Electronic Journal.

Hollstein, Fabian, Nguyen, Duc Binh Benno, Prokopczuk, Marcel and Wese Simen, Chardin ORCID: 0000-0003-4119-3024 (2019) International tail risk and World Fear. Journal of International Money and Finance, 93. pp. 244-259.

Neumann, Maximilian, Prokopczuk, Marcel and Simen, Chardin Wese (2016) Jump and variance risk premia in the S&P 500. JOURNAL OF BANKING & FINANCE, 69 (C). pp. 72-83.

Prokopczuk, Marcel, Simen, Chardin Wese and Wichmann, Robert (2021) The Natural Gas Announcement Day Puzzle. The Energy Journal, 42 (2). pp. 91-112.

Hollstein, Fabian, Prokopczuk, Marcel, Tharann, Bjoern and Simen, Chardin Wese (2021) Predictability in commodity markets: Evidence from more than a century. JOURNAL OF COMMODITY MARKETS, 24. p. 100171.

Diewald, Laszlo, Prokopczuk, Marcel and Simen, Chardin Wese (2015) Time-variations in commodity price jumps. JOURNAL OF EMPIRICAL FINANCE, 31 (C). pp. 72-84.

Prokopczuk, Marcel, Wese Simen, Chardin ORCID: 0000-0003-4119-3024 and Wichmann, Robert (2021) The dynamics of commodity return comovements. JOURNAL OF FUTURES MARKETS, 41 (10). pp. 1597-1617.

Prokopczuk, Marcel and Wese Simen, Chardin (2014) The importance of the volatility risk premium for volatility forecasting. pp. 303-320.

Nguyen, Duc Binh Benno, Prokopczuk, Marcel and Wese Simen, Chardin ORCID: 0000-0003-4119-3024 (2019) The risk premium of gold. Journal of International Money and Finance, 94. pp. 140-159.

Hollstein, Fabian, Prokopczuk, Marcel and Wese Simen, Chardin ORCID: 0000-0003-4119-3024 (2019) The term structure of systematic and idiosyncratic risk. JOURNAL OF FUTURES MARKETS, 39 (4). pp. 435-460.