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

6

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Scholarly Papers (6)

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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 3,521 (5,507)

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Econometrics

2.

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 2,865 (7,689)

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Econometrics

3.

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 1,588 (19,411)
Citation 1

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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, Chardin Wese Simen and Robert Wichmann
University of Reading - ICMA Centre, University of Liverpool Management School and ICMA Centre, University of Reading
Downloads 280 (181,487)

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Gas Markets, Announcement Effect, Storage News, Intraday

5.

Convenience Yield Risk

Energy Economics, Forthcoming
Number of pages: 54 Posted: 31 Jan 2023
Marcel Prokopczuk, Lazaros Symeonidis, Chardin Wese Simen and Robert Wichmann
University of Reading - ICMA Centre, Essex Business School, University of Essex, University of Liverpool Management School and ICMA Centre, University of Reading
Downloads 248 (204,863)

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Commodity Risk Factors, Convenience Yield, Futures Curve, Return Predictability

6.

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, Chardin Wese Simen and Robert Wichmann
University of Reading - ICMA Centre, University of Liverpool Management School and ICMA Centre, University of Reading
Downloads 133 (353,933)

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Commodity Markets, Comovement, Financialization, Factor Model