Dr. Raphael Paschke

Munich Re
Asset-Liability-Management
Königinstr. 107
80802 München

E-Mail: rpaschke(at)munichre.com

 

 

Publikationen

Investing in Commodity Futures Markets: Can Pricing Models Help?
(with M. Prokopczuk)
European Journal of Finance, forthcoming

Commodity Derivatives Valuation with Autoregressive and Moving Average Components in the Price Dynamics
(with M. Prokopczuk)
Journal of Banking and Finance (2010), Vol. 34(11), 2741-2752 

Integrating Multiple Commodities in a Model of Stochastic Price Dynamics
(with M. Prokopczuk)
Journal of Energy Markets (2009), Vol. 2(3), 47-82