Number of items: 8.
Article
Dang, T. D., Hollstein, F. and Prokopczuk, M.
(2023)
Which factors for corporate bond returns?
The Review of Asset Pricing Studies, 13 (4).
pp. 615-652.
ISSN 2045-9939
doi: https://doi.org/10.1093/rapstu/raad005
D'Acunto, F., Prokopczuk, M. and Weber, M.
(2019)
Historical antisemitism, ethnic specialization, and financial development.
Review of Economic Studies, 86 (3).
pp. 1170-1206.
ISSN 1467-937X
doi: https://doi.org/10.1093/restud/rdy021
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Prokopczuk, M.
(2013)
The dynamics of commodity prices.
Quantitative Finance, 13 (4).
pp. 527-542.
ISSN 1469-7696
doi: https://doi.org/10.1080/14697688.2013.769689
Alexander, C., Prokopczuk, M. and Sumawong, A.
(2013)
The (de)merits of minimum-variance hedging: application to the crack spread.
Energy Economics, 36.
pp. 698-707.
ISSN 0140-9883
doi: https://doi.org/10.1016/j.eneco.2012.11.016
Symeonidis, L., Prokopczuk, M., Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Lazar, E.
ORCID: https://orcid.org/0000-0002-8761-0754
(2012)
Futures basis, inventory and commodity price volatility: an empirical analysis.
Economic Modelling, 29 (6).
pp. 2651-2663.
ISSN 0264-9993
doi: https://doi.org/10.1016/j.econmod.2012.07.016
(http://www.sciencedirect.com/science/journal/02649993)
Prokopczuk, M.
(2011)
Pricing and hedging in the freight futures market.
Journal of Futures Markets, 31 (5).
pp. 440-464.
ISSN 1096-9934
doi: https://doi.org/10.1002/fut.20480
Prokopczuk, M., Rachev, S. T., Schindlmayr, G. and Trück, S.
(2007)
Quantifying risk in the electricity business: a RAROC-based approach.
Energy Economics, 29 (5).
pp. 1033-1049.
ISSN 0140-9883
doi: https://doi.org/10.1016/j.eneco.2006.08.006
Book or Report Section
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Prokopczuk, M.
(2022)
The dynamics of commodity prices.
In: Dempster, M. A. H. and Tang, K. (eds.)
Commodities: second edition.
Chapman and Hall/CRC, Oxon, pp. 389-398, 864 pages.
ISBN 9781032208176
doi: https://doi.org/10.1201/9781003265399-22
This list was generated on Sun Mar 9 10:55:35 2025 UTC.