Christoph Wuersig

Leibniz Universität Hannover - Faculty of Economics and Management

Koenigsworther Platz 1

Hannover, 30167

Germany

  • Leibniz Universität Hannover - Faculty of Economics and Management

SCHOLARLY PAPERS

5

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1,086

SSRN CITATIONS

4

CROSSREF CITATIONS

1

Scholarly Papers (5)

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1.

Commodity Tail Risks

Journal of Futures Markets, Forthcoming
Number of pages: 45 Posted: 23 Sep 2022
Manuel Ammann, Mathis Moerke, Marcel Prokopczuk and Christoph Wuersig
University of St. Gallen - School of Finance, University of St. Gallen - Swiss Institute of Banking and Finance, University of Reading - ICMA Centre and Leibniz Universität Hannover - Faculty of Economics and Management
Downloads 366 (127,406)

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Commodities, Tail Risks, Dependencies

2.

Measuring Tail Risk

Number of pages: 96 Posted: 23 Feb 2021 Last Revised: 05 Aug 2021
Maik Dierkes, Fabian Hollstein, Marcel Prokopczuk and Christoph Wuersig
Leibniz University Hannover, Saarland University, University of Reading - ICMA Centre and Leibniz Universität Hannover - Faculty of Economics and Management
Downloads 312 (151,184)
Citation 1

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Tail Risk, Return Forecasting, Tail Event Forecasting

3.

Market Power and Systematic Risk

Number of pages: 54 Posted: 28 May 2021 Last Revised: 27 Sep 2022
Fabian Hollstein, Marcel Prokopczuk and Christoph Wuersig
Saarland University, University of Reading - ICMA Centre and Leibniz Universität Hannover - Faculty of Economics and Management
Downloads 146 (306,356)

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Market power, systematic risk, market beta, mergers and acquisitions, product market competition, discount-rate beta

4.

Responsible Investing: Upside Potential and Downside Protection?

Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 22-9
Number of pages: 52 Posted: 18 Mar 2022 Last Revised: 27 Sep 2022
Yumeng Gao, Andreas G. F. Hoepner, Marcel Prokopczuk and Christoph Wuersig
Michael Smurfit Graduate Business School, University College Dublin, Smurfit Graduate Business School, University College Dublin, University of Reading - ICMA Centre and Leibniz Universität Hannover - Faculty of Economics and Management
Downloads 136 (324,021)

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Responsible investment, ESG, implied volatility, upside potential, downside risk, options

5.

Volatility Term Structures in Commodity Markets

Journal of Futures Markets (2020), Vol. 40(4), pp. 527-555
Number of pages: 65 Posted: 12 Dec 2019 Last Revised: 14 Jan 2021
Fabian Hollstein, Marcel Prokopczuk and Christoph Wuersig
Saarland University, University of Reading - ICMA Centre and Leibniz Universität Hannover - Faculty of Economics and Management
Downloads 126 (343,149)
Citation 4

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commodities, information transmission, spillovers, volatility term structure