Robert Wichmann

ICMA Centre, University of Reading

ICMA Centre, Whiteknights Campus

Shinfield Road

Reading, Berkshire RG6 6BA

United Kingdom

http://www.icmacentre.ac.uk

  • ICMA Centre, University of Reading

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    • Tel: +44 118 378 8239
SCHOLARLY PAPERS

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Scholarly Papers (5)

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1.

R Guide to Accompany Introductory Econometrics for Finance

Brooks, Chris. Introductory Econometrics for Finance. Cambridge University Press, 2019
Number of pages: 114 Posted: 19 Oct 2019 Last Revised: 27 Oct 2019
Robert Wichmann and Chris Brooks
ICMA Centre, University of Reading and University of Bristol - School of Economics, Finance and Management
Downloads 1,716 (14,499)

Abstract:

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Econometrics

2.

EViews Guide to Accompany Introductory Econometrics for Finance

Brooks, Chris. Introductory Econometrics for Finance. Cambridge University Press, 2019
Number of pages: 123 Posted: 19 Oct 2019 Last Revised: 27 Oct 2019
Chris Brooks and Robert Wichmann
University of Bristol - School of Economics, Finance and Management and ICMA Centre, University of Reading
Downloads 1,228 (23,973)

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Econometrics

3.

Stata Guide to Accompany Introductory Econometrics for Finance

Brooks, Chris. Introductory Econometrics for Finance. Cambridge University Press, 2019
Number of pages: 181 Posted: 19 Oct 2019 Last Revised: 27 Oct 2019
Lisa Schopohl, Robert Wichmann and Chris Brooks
ICMA Centre, Henley Business School, University of Reading, ICMA Centre, University of Reading and University of Bristol - School of Economics, Finance and Management
Downloads 1,216 (24,347)

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Econometrics

4.

The Natural Gas Announcement Day Puzzle

The Energy Journal, Forthcoming
Number of pages: 23 Posted: 08 May 2020
Marcel Prokopczuk, Marcel Prokopczuk, Chardin Wese Simen and Robert Wichmann
University of Reading - ICMA CentreLeibniz Universität Hannover - Faculty of Economics and Management, University of Liverpool Management School and ICMA Centre, University of Reading
Downloads 183 (229,118)

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Gas Markets, Announcement Effect, Storage News, Intraday

5.

The Dynamics of Commodity Return Comovements

Journal of Futures Markets, Forthcoming (2021)
Number of pages: 58 Posted: 08 May 2020 Last Revised: 30 Apr 2021
Marcel Prokopczuk, Marcel Prokopczuk, Chardin Wese Simen and Robert Wichmann
University of Reading - ICMA CentreLeibniz Universität Hannover - Faculty of Economics and Management, University of Liverpool Management School and ICMA Centre, University of Reading
Downloads 112 (336,597)

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Commodity Markets, Comovement, Financialization, Factor Model