1
0
0
(1 - 24 von 26
)
Convenience Yield RiskSSRN
papers.ssrn.com
von M Prokopczuk · · Zitiert von: 2 — Marcel Prokopczuk · Lazaros Symeonidis · Chardin Wese Simen · Robert Wichmann · Do you have a job opening that you would like to promote on SSRN? von M Prokopczuk · · Zitiert von: 2 — Marcel Prokopczuk · Lazaros Symeonidis · Chardin Wese Simen · Robert Wichmann · Do you have a job opening that you would like to promote on SSRN?
Booms and Busts in Commodity Markets: Bubbles or ...Wiley Online Library
onlinelibrary.wiley.com
von C Brooks · · Zitiert von: 61 — Marcel Prokopczuk,. Marcel Prokopczuk. Marcel Prokopczuk is at Leibniz University Hannover, Hannover, Germany. Search for more papers by ... von C Brooks · · Zitiert von: 61 — Marcel Prokopczuk,. Marcel Prokopczuk. Marcel Prokopczuk is at Leibniz University Hannover, Hannover, Germany. Search for more papers by ...
Commodity Insights DigestCommodity Insights Digest
www.bayes-cid.com
von PD MARCEL PROKOPCZUK · — MARCEL PROKOPCZUK, Ph.D. Professor of Finance and Commodity Markets, School of Economics and Management, Leibniz University Hannover, Germany. Dr. Prokopczuk ... von PD MARCEL PROKOPCZUK · — MARCEL PROKOPCZUK, Ph.D. Professor of Finance and Commodity Markets, School of Economics and Management, Leibniz University Hannover, Germany. Dr. Prokopczuk ...
Financialization, Electronification, and Commodity Market ...SSRN
papers.ssrn.com
von T Lauter · · Zitiert von: 1 — Marcel Prokopczuk. Leibniz Universität Hannover - Faculty of Economics and Management; University of Reading - ICMA Centre. Stefan Trück. von T Lauter · · Zitiert von: 1 — Marcel Prokopczuk. Leibniz Universität Hannover - Faculty of Economics and Management; University of Reading - ICMA Centre. Stefan Trück.
Wiley Online Library
onlinelibrary.wiley.com
— Evidence from Energy Markets. Marcel Prokopczuk,. Marcel Prokopczuk. Marcel Prokopczuk is at the Leibniz University Hannover, Koenigsworther ...
Oxford Academic
academic.oup.com
von F Hollstein · · Zitiert von: 51 — -hannover.de. Search for other works by this author on: Oxford Academic · Google Scholar. Marcel Prokopczuk. Marcel Prokopczuk. Leibniz ...
Sage Journals
journals.sagepub.com
Marcel Prokopczuk -hannover.de, Chardin Wese Simen .uk, and Robert Wichmann .ac.ukView ...
University of Reading
www.reading.ac.uk
— Module Convenor: Prof Marcel Prokopczuk .uk. Type of module: Summary module description: Overview of asset ...
Which Factors for Corporate Bond Returns? - Oxford AcademicOxford Academic
academic.oup.com
Marcel Prokopczuk. Marcel Prokopczuk. Leibniz University Hannover. ,. Germany. , and University of Reading, U.K. Search for other works by this author on:. Marcel Prokopczuk. Marcel Prokopczuk. Leibniz University Hannover. ,. Germany. , and University of Reading, U.K. Search for other works by this author on:.
Estimating Beta by Fabian Hollstein, Marcel Prokopczuk :: SSRN
papers.ssrn.com
We conduct a comprehensive comparison of market beta estimation techniques. We study the performance of several historical, time-series model, and option implie
The term structure of systematic and idiosyncratic riskWiley
onlinelibrary.wiley.com
von F Hollstein · · Zitiert von: 2 — Marcel Prokopczuk,. Marcel Prokopczuk. orcid.org School of Economics and Management, Leibniz University of Hannover, ...
Marcel Prokopczuk - [PDF Document]
documents.pub
Jun 03, · Marcel Prokopczuk, ICMA Centre Marcel Prokopczuk Introduction 2 ABM-CARMA Model 3 Emprical Model Performance 4 Conclusion Marcel Prokopczuk Introduction 2. ABM-CARMA Model 3. Emprical Model Performance 4. Conclusion. Modelling the Convenience Yield.
The Determinants of Convenience Yields by Marcel Prokopczuk, Yingying...
papers.ssrn.com
In this study, we investigate the determinants of convenience yields across a broad range of commodities. We find that the convenience yields of commodities are
Marcel Prokopczuk | PDF | Futures ContractScribd
www.scribd.com
Emprical Model Performance 4. Conclusion Commodity Modelling with CARMA Processes Marcel Prokopczuk ICMA Centre, Henley Business School Practical Quantitative ...
The Dynamics of Commodity Prices by Chris Brooks, Marcel Prokopczuk...
papers.ssrn.com
In this paper we study the stochastic behavior of the prices and volatilities of a sample of six of the most important commodity markets and we compare these pr
The dynamics of commodity return comovementsWiley Online Library
onlinelibrary.wiley.com
von M Prokopczuk · · Zitiert von: 7 — The dynamics of commodity return comovements. Marcel Prokopczuk,. Marcel Prokopczuk. orcid.org School of Economics and ... von M Prokopczuk · · Zitiert von: 7 — The dynamics of commodity return comovements. Marcel Prokopczuk,. Marcel Prokopczuk. orcid.org School of Economics and ...
Marcel Prokopczuk | PDF | Futures Contract | Financial Markets
de.scribd.com
1. Introduction ABM-CARMA Model Emprical Model Performance 4.Conclusion
Commodity Modelling with CARMA Processes...
Historical Antisemitism, Ethnic Specialization, and Financial ...Oxford Academic
academic.oup.com
von F D’Acunto · · Zitiert von: 140 — Marcel Prokopczuk ,. Marcel Prokopczuk. Leibniz University Hannover and University of Reading. Search for other works by this author on: Oxford Academic. von F D’Acunto · · Zitiert von: 140 — Marcel Prokopczuk ,. Marcel Prokopczuk. Leibniz University Hannover and University of Reading. Search for other works by this author on: Oxford Academic.
Is Commodity Index Investing Profitable? by Tobias Fethke, Marcel...
papers.ssrn.com
Using a comprehensive dataset of first, second and third generation commodity indices, we investigate the potential diversification benefits of commodities in e
The Natural Gas Announcement Day PuzzleThe International Association for Energy Economics
www.iaee.org
von M Prokopczuk · Zitiert von: 7 — Marcel Prokopczuk,a Chardin Wese Simen,b and Robert Wichmannc. The natural gas market has undergone massive changes throughout the last decades, start-.
The Risk Premium of Gold by Duc Binh Benno Nguyen, Marcel Prokopczuk,...
papers.ssrn.com
This paper examines the properties of the gold risk premium. We estimate a parsimonious model for the gold risk premium and uncover important time variations in
Which Factors for Corporate Bond Returns? - Oxford AcademicOxford University Press
academic.oup.com
von TD Dang · — Marcel Prokopczuk. Marcel Prokopczuk. Leibniz University Hannover, Germany, and University of Reading. , U.K. Search for other works by this author on:.
23rd Annual Derivatives Securities and Risk Management ...Federal Deposit Insurance Corporation (.gov)
www.fdic.gov
— Variance Risk Premia in Commodity Markets. Marcel Prokopczuk, Zeppelin University. Chardin Wese Simen, ICMA Centre and University of Reading.
Verwandte Suchanfragen zu Marcel Prokopczuk
| Fabian Hollstein Volker Sygusch Peter Sauerbier | Monika Trapp Volker Vonhoff Steffen Mahringer | Wolfgang Drobetz Antje Schirm Roland Füss |
Personen Vorname "Marcel" (34961) Name "Prokopczuk" (10) |
sortiert nach Relevanz / Datum