Marcel Prokopczuk

Commodity financialization and electronification: evidence from high-frequency data
Lauter, T., Prokopczuk, M. & Trück, S., 19 May 2026, In: Review of derivatives research. 29, 1, 15.
Research output: Contribution to journal › Article › Research › peer review

Open Access
Factor pricing across asset classes
Dang, T. D., Hollstein, F. & Prokopczuk, M., Jun 2026, In: Journal of empirical finance. 87, 101688.
Research output: Contribution to journal › Article › Research › peer review

Open Access
Estimating Stock Market Betas via Machine Learning
Drobetz, W., Hollstein, F., Otto, T. & Prokopczuk, M., May 2025, In: Journal of Financial and Quantitative Analysis. 60, 3, p. 1074 - 1110 37 p.
Research output: Contribution to journal › Article › Research › peer review

Open Access
Predicting the equity premium around the globe: Comprehensive evidence from a large sample
Hollstein, F., Prokopczuk, M., Tharann, B. & Wese Simen, C., Jan 2025, In: International Journal of Forecasting. 41, 1, p. 208-228 21 p.
Research output: Contribution to journal › Article › Research › peer review

Open Access
Responsible investing: Upside potential and downside protection?
Gao, Y., Hoepner, A. G. F., Prokopczuk, M., Rouxelin, F. & Würsig, C. M., Jan 2025, In: International Review of Financial Analysis. 97, 103754.
Research output: Contribution to journal › Article › Research › peer review

The Quality of Commodity Markets: Evidence from Options Markets
Prokopczuk, M. (Principal Investigator)
1 Apr 2023 → 30 Sept 2025
Project: Research
The Quality of Commodity Futures Markets
Prokopczuk, M. (Principal Investigator)
1 Jan 2021 → 31 Mar 2023
Project: Research
Financial Integration and Market (In)Efficiency in International Capital Markets
Hollstein, F. (Principal Investigator), Prokopczuk, M. (Co-Investigator) & Sejdiu, V. (Co-Investigator)
1 Apr 2020 → 31 Mar 2022
Project: Research

Journal of Commodity Markets (Journal)
Prokopczuk, M. (Reviewer)
1 Jan 2015 → …
Activity: Publication/conference peer review and editorial work › Editorial work

Research output