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Professor Marcel Prokopczuk

Visiting Professor

Marcel Prokopczuk

Specialisms

Marcel is a Professor of Finance at Leibniz University Hannover and Visiting Professor of Finance at the ICMA Centre, Henley Business School.

He holds a PhD in Finance from the University of Mannheim, Germany and previously graduated from the University of Karlsruhe, Germany with a MSc in Business Engineering. He is a CFA charterholder and holder of the Professional Risk Manager (PRM) designation. Marcel’s main research interests are commodity markets, derivatives, and risk management.

Reference: Hollstein, F., Prokopczuk, M. and Wese Simen, C. (2020) Beta uncertainty. Journal of Banking & Finance. 105834. ISSN 0378-4266 doi: https://doi.org/10.1016/j.jbankfin.2020.105834 (In Press)
Reference: Prokopczuk, M. , Wese Simen, C. and Wichmann, R. (2020) The natural gas announcement day puzzle. Energy Journal. ISSN 1944-9089 (In Press)
Reference: Kang, B., Nikitopoulos, C. S. and Prokopczuk, M. (2020) Economic determinants of oil futures volatility: a term structure perspective. Energy Economics, 88. 104743. ISSN 0140-9883 doi: https://doi.org/10.1016/j.eneco.2020.104743
Reference: Hollstein, F., Prokopczuk, M. and Würsig, C. (2020) Volatility term structures in commodity markets. Journal of Futures Markets, 40 (4). pp. 527-555. ISSN 1096-9934 doi: https://doi.org/10.1002/fut.22083
Reference: Paschke, R., Prokopczuk, M. and Simen, C. W. (2020) Curve momentum. Journal of Banking & Finance, 113. 105718. ISSN 0378-4266 doi: https://doi.org/10.1016/j.jbankfin.2019.105718

Energy Finance

This course aims to provide students with an understanding of financial decision making in the context of the energy industry. The course will combine theoretical models with practical applications. It...

Module code: ICM301

Advanced Finance Theory with Empirical Applications

This module is designed for advanced Master’s students and doctoral students. It has a very high technical content. It aims to equip the students with the foundations of theoretical asset...

Module code: ICM289

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