| 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 |
| The importance of the volatility risk premium for volatility forecasting M Prokopczuk, C Wese Simen Journal of Banking & Finance 40, 303-320, 2014 | 66 | 2014 |
| Variance risk in commodity markets M Prokopczuk, L Symeonidis, C Wese Simen Journal of Banking & Finance 81, 136-149, 2017 | 62 | 2017 |
| Significance, relevance and explainability in the machine learning age: an econometrics and financial data science perspective AGF Hoepner, D McMillan, A Vivian, C Wese Simen The European Journal of Finance 27 (1-2), 1-7, 2021 | 43 | 2021 |
| Variance risk premia in commodity markets M Prokopczuk, CW Simen WorkingPaper SSRN-2195691, 2014 | 43 | 2014 |
| The conditional capital asset pricing model revisited: Evidence from high-frequency betas F Hollstein, M Prokopczuk, C Wese Simen Management Science 66 (6), 2474-2494, 2020 | 34 | 2020 |
| Estimating Beta: Forecast Adjustments and the Impact of Stock Characteristics for a Broad Cross-Section F Hollstein, M Prokopczuk, C Wese Simen Journal of Financial Markets, Forthcoming, 2018 | 31 | 2018 |
| Curve momentum R Paschke, M Prokopczuk, CW Simen Journal of Banking & Finance 113, 105718, 2020 | 28 | 2020 |
| International Tail Risk and World Fear F Hollstein, DBB Nguyen, M Prokopczuk, C Wese Simen Journal of International Money and Finance, 2019 | 28 | 2019 |
| Financial data science: the birth of a new financial research paradigm complementing econometrics? C Brooks, AGF Hoepner, D McMillan, A Vivian, C Wese Simen The European Journal of Finance 25 (17), 1627-1636, 2019 | 25 | 2019 |
| Time-variations in commodity price jumps L Diewald, M Prokopczuk, C Wese Simen Journal of Empirical Finance 31, 72-84, 2015 | 23 | 2015 |
| Jump and variance risk premia in the S&P 500 M Neumann, M Prokopczuk, C Wese Simen Journal of Banking & Finance 69, 72-83, 2016 | 22 | 2016 |
| The risk premium of gold DBB Nguyen, M Prokopczuk, C Wese Simen Journal of International Money and Finance, 2019 | 21 | 2019 |
| Predictability in commodity markets: Evidence from more than a century F Hollstein, M Prokopczuk, B Tharann, CW Simen Journal of Commodity Markets 24, 100171, 2021 | 20 | 2021 |
| Predicting the equity market with option-implied variables F Hollstein, M Prokopczuk, B Tharann, C Wese Simen The European Journal of Finance 25 (10), 937-965, 2019 | 16 | 2019 |
| Beta uncertainty F Hollstein, M Prokopczuk, CW Simen Journal of Banking & Finance 116, 105834, 2020 | 15 | 2020 |
| Variance risk: A Bird’s Eye View F Hollstein, C Wese Simen Journal of Econometrics, Forthcoming, 2019 | 13 | 2019 |
| The information content of short-term options I Oikonomou, A Stancu, L Symeonidis, CW Simen Journal of Financial Markets 46, 100504, 2019 | 11 | 2019 |
| The natural gas announcement day puzzle M Prokopczuk, CW Simen, R Wichmann The Energy Journal 42 (2), 91-112, 2021 | 10 | 2021 |
| Predicting the equity premium around the globe: Comprehensive evidence from a large sample F Hollstein, M Prokopczuk, B Tharann, CW Simen International Journal of Forecasting, 2024 | 8 | 2024 |
Marcel ProkopczukLeibniz University Hannover在 fmt.uni-hannover.de 的电子邮件经过验证
