1. A moment-based analytic approximation of the risk-neutral density of American options. Issue 6 (1st November 2016) Authors: Arismendi, J. C.; Prokopczuk, Marcel Journal: Applied mathematical finance Issue: Volume 23:Issue 6(2016) Page Start: 409 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. Booms and Busts in Commodity Markets: Bubbles or Fundamentals?. Issue 10 (23rd March 2015) Authors: Brooks, Chris; Prokopczuk, Marcel; Wu, Yingying Journal: Journal of futures markets Issue: Volume 35:Issue 10(2015:Oct.) Page Start: 916 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. Commodity tail risks. Issue 2 (2nd October 2022) Authors: Ammann, Manuel; Moerke, Mathis; Prokopczuk, Marcel; Würsig, Christoph Matthias Journal: Journal of futures markets Issue: Volume 43:Issue 2(2023) Page Start: 168 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. Do Jumps Matter for Volatility Forecasting? Evidence from Energy Markets. Issue 8 (21st October 2015) Authors: Prokopczuk, Marcel; Symeonidis, Lazaros; Wese Simen, Chardin Journal: Journal of futures markets Issue: Volume 36:Issue 8(2016:Aug.) Page Start: 758 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
5. Estimating Beta. (August 2016) Authors: Hollstein, Fabian; Prokopczuk, Marcel Journal: Journal of financial and quantitative analysis Issue: Volume 51:Number 4(2016) Page Start: 1437 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
6. Historical Antisemitism, Ethnic Specialization, and Financial Development. (18th April 2018) Authors: D'Acunto, Francesco; Prokopczuk, Marcel; Weber, Michael Journal: Review of economic studies Issue: Volume 86:Number 3(2019) Page Start: 1170 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
7. How Aggregate Volatility-of-Volatility Affects Stock Returns. (24th July 2017) Authors: Hollstein, Fabian; Prokopczuk, Marcel Journal: Review of asset pricing studies Issue: Volume 8:Number 2(2018:Dec.) Page Start: 253 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
8. International tail risk and World Fear. (May 2019) Authors: Hollstein, Fabian; Nguyen, Duc Binh Benno; Prokopczuk, Marcel; Wese Simen, Chardin Journal: Journal of international money and finance Issue: Volume 93(2019) Page Start: 244 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
9. Predicting the equity market with option-implied variables. Issue 10 (3rd July 2019) Authors: Hollstein, Fabian; Prokopczuk, Marcel; Tharann, Björn; Wese Simen, Chardin Journal: European journal of finance Issue: Volume 25:Issue 10(2019) Page Start: 937 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
10. Prediction of extreme price occurrences in the German day-ahead electricity market. Issue 12 (1st December 2016) Authors: Hagfors, Lars Ivar; Kamperud, Hilde Hørthe; Paraschiv, Florentina; Prokopczuk, Marcel; Sator, Alma; Westgaard, Sjur Journal: Quantitative finance Issue: Volume 16:Issue 12(2016) Page Start: 1929 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗