| The Case of Negative Day-Ahead Electricity Prices E Fanone, A Gamba, M Prokopczuk Energy Economics, 2011 | 228 | 2011 |
| Historical antisemitism, ethnic specialization, and financial development F D’Acunto, M Prokopczuk, M Weber The Review of Economic Studies 86 (3), 1170-1206, 2019 | 145 | 2019 |
| The Dynamics of Commodity Prices C Brooks, M Prokopczuk Quantitative Finance, 2011 | 136 | 2011 |
| Do jumps matter for volatility forecasting? Evidence from energy markets M Prokopczuk, L Symeonidis, C Wese Simen Journal of Futures Markets 36 (8), 758-792, 2016 | 115 | 2016 |
| Futures basis, inventory and commodity price volatility: An empirical analysis L Symeonidis, M Prokopczuk, C Brooks, E Lazar Economic Modelling 29 (6), 2651-2663, 2012 | 107 | 2012 |
| Seasonality and the valuation of commodity options J Back, M Prokopczuk, M Rudolf Journal of Banking and Finance, 2009 | 93* | 2009 |
| The economic drivers of commodity market volatility M Prokopczuk, A Stancu, L Symeonidis Journal of International Money and Finance 98, 102063, 2019 | 81 | 2019 |
| Quantifying risk in the electricity business: A RAROC-based approach M Prokopczuk, ST Rachev, G Schindlmayr, S Truck Energy Economics 29 (5), 1033-1049, 2007 | 75 | 2007 |
| Seasonal stochastic volatility: Implications for the pricing of commodity options JC Arismendi, J Back, M Prokopczuk, R Paschke, M Rudolf Journal of Banking & Finance 66, 53-65, 2016 | 64 | 2016 |
| The Importance of the Volatility Risk Premium for Volatility Forecasting M Prokopczuk, C Wese Simen | 64 | 2013 |
| Prediction of extreme price occurrences in the German day-ahead electricity market LI Hagfors, HH Kamperud, F Paraschiv, M Prokopczuk, A Sator, ... Quantitative finance 16 (12), 1929-1948, 2016 | 63 | 2016 |
| Credit risk in covered bonds M Prokopczuk, JB Siewert, V Vonhoff Journal of Empirical Finance 21, 102-120, 2013 | 63 | 2013 |
| Commodity derivatives valuation with autoregressive and moving average components in the price dynamics R Paschke, M Prokopczuk Journal of Banking & Finance 34 (11), 2742-2752, 2010 | 62 | 2010 |
| Variance risk in commodity markets M Prokopczuk, L Symeonidis, CW Simen Journal of Banking & Finance 81, 136-149, 2017 | 61 | 2017 |
| Booms and busts in commodity markets: bubbles or fundamentals? C Brooks, M Prokopczuk, Y Wu Journal of Futures Markets 35 (10), 916-938, 2015 | 60 | 2015 |
| Estimating beta F Hollstein, M Prokopczuk Journal of Financial and Quantitative Analysis 51 (4), 1437-1466, 2016 | 56 | 2016 |
| The (de) merits of minimum-variance hedging: Application to the crack spread C Alexander, M Prokopczuk, A Sumawong Energy Economics 36, 698-707, 2013 | 54 | 2013 |
| Systemic risk: is the banking sector special? W Bühler, M Prokopczuk Available at SSRN 1612683, 2010 | 53 | 2010 |
| Nonstandard errors AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ... The Journal of Finance 79 (3), 2339-2390, 2024 | 52 | 2024 |
| Commodity Futures Prices: More Evidence on Forecast Power, Risk Premia and the Theory of Storage C Brooks, M Prokopczuk, Y Wu Quarterly Review of Economics and Finance, 2011 | 52 | 2011 |
Chardin Wese SimenManagement School, University of Liverpool, L69 7ZH在 liverpool.ac.uk 的电子邮件经过验证
