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
Explanations for Cross-Sectional Return Anomalies: Evidence on the IVOL Puzzle
Hollstein, F., Kowalke, L. & Prokopczuk, M., 2 Jul 2026, (Accepted/In press) In: Financial management.
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

ENERPOL: Using smart contracts and policies to reduce energy-related risk and inequality among households
Prokopczuk, M. (Principal Investigator) & Todtenhaupt, M. (Principal Investigator)
1 Mar 2026 → 28 Feb 2030
Project: Research
Advances in Empirical Asset Pricing
Prokopczuk, M. (Principal Investigator) & Hollstein, F. (Principal Investigator)
1 Oct 2025 → 30 Sept 2027
Project: Research
The Quality of Commodity Markets: Evidence from Options Markets
Prokopczuk, M. (Principal Investigator)
1 Apr 2023 → 30 Sept 2025
Project: Research
Machine Learning für Finanzmärkte
Prokopczuk, M. (Principal Investigator)
1 Apr 2021 → 31 Dec 2021
Project: Research
The Quality of Commodity Futures Markets
Prokopczuk, M. (Principal Investigator)
1 Jan 2021 → 31 Mar 2023
Project: Research

Replication Data for: "Which Factors for Corporate Bond Returns?"
Dang, T. D. (Creator), Hollstein, F. (Creator) & Prokopczuk, M. (Creator), Harvard Dataverse, 30 Jan 2023
DOI: 10.7910/dvn/kfhv5h
Dataset
Replication Data for: "Market Power and Systematic Risk"
Hollstein, F. (Creator), Prokopczuk, M. (Creator) & Würsig, C. M. (Creator), Harvard Dataverse, 30 Oct 2023
DOI: 10.7910/dvn/tejiaq
Dataset

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

Research output