Publications
Showing results 1 - 3 out of 3
2023
Amman, M, Moerke, M, Prokopczuk, M & Würsig, CM 2023, 'Commodity Tail Risks', Journal of Futures Markets, vol. 43, no. 2, pp. 168-197. https://doi.org/10.1002/fut.22381
Hollstein, F, Prokopczuk, M & Würsig, CM 2023, 'Market power and systematic risk', Financial Management, pp. 1-34. https://doi.org/10.1111/fima.12438
2020
Hollstein, F, Prokopczuk, M & Würsig, C 2020, 'Volatility term structures in commodity markets', Journal of Futures Markets, vol. 40, no. 4, pp. 527-555. https://doi.org/10.1002/fut.22083
