Chardin Wese Simen - Publications, H-index & Citations

Chardin Wese Simen

University of Liverpool

14H指数

54论文数

612被引数

收录论文 10

发表时间

Predicting the equity premium around the globe: Comprehensive evidence from a large sample

INTERNATIONAL JOURNAL OF FORECASTING

IF7.1

2025-01-01

OAAI

Hollstein, Fabian; Prokopczuk, Marcel; Tharann, Bjoern; Simen, Chardin Wese

Convenience yield risk 便利收益风险

ENERGY ECONOMICS

IF14.2

2023-04-01

OAAI

Prokopczuk, Marcel; Symeonidis, Lazaros; Simen, Chardin Wese; Wichmann, Robert

Predictability in commodity markets: Evidence from more than a century

JOURNAL OF COMMODITY MARKETS

IF4.5

2021-12-01

OAAI

Hollstein, Fabian; Prokopczuk, Marcel; Tharann, Bjoern; Simen, Chardin Wese

The Predictive Power of the Dividend Risk Premium

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS

IF2.8

2020-09-16

OAAI

Avino, Davide E.; Stancu, Andrei; Simen, Chardin Wese

Beta uncertainty

JOURNAL OF BANKING & FINANCE

IF3.8

2020-07-01

OAAI

Hollstein, Fabian; Prokopczuk, Marcel; Simen, Chardin Wese

Curve momentum

JOURNAL OF BANKING & FINANCE

IF3.8

2020-04-01

PREAI

Paschke, Raphael; Prokopczuk, Marcel; Simen, Chardin Wese

Variance risk: A bird's eye view

JOURNAL OF ECONOMETRICS

IF4

2020-04-01

PREAI

Hollstein, Fabian; Simen, Chardin Wese

Variance risk in commodity markets

JOURNAL OF BANKING & FINANCE

IF3.8

2017-08-01

OAAI

Prokopczuk, Marcel; Symeonidis, Lazaros; Simen, Chardin Wese

Jump and variance risk premia in the S&P 500

JOURNAL OF BANKING & FINANCE

IF3.8

2016-08-01

OAAI

Neumann, Maximilian; Prokopczuk, Marcel; Simen, Chardin Wese

The importance of the volatility risk premium for volatility forecasting 波动率风险溢价对波动率预测的重要性

JOURNAL OF BANKING & FINANCE

IF3.8

2014-03-01

OAAI

Prokopczuk, Marcel; Simen, Chardin Wese

研究方向