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Number of items: 2.

23 October 2007

Paschke, Raphael and Prokopczuk, Marcel (2007): Integrating Multiple Commodities in a Model of Stochastic Price Dynamics.

4 July 2012

Symeonidis, Lazaros and Prokopczuk, Marcel and Brooks, Chris and Lazar, Emese (2012): Futures basis, inventory and commodity price volatility: An empirical analysis.

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