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Number of items: 6.


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


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, M, Symeonidis, Lazaros and Simen, Chardin Wese (2017) Variance Risk in Commodity Markets. Journal of Banking and Finance, 81 (C). pp. 136-149.

This list was generated on Mon Apr 15 02:06:06 2024 BST.