Zur Publikation angenommene Papiere

  • Segnon, M., Lau C.K., Wilfling, B., Gupta, R., 2020. Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data. Studies in Nonlinear Dynamics and Econometrics, in press

  • Weigt, T., Wilfling, B., 2020. An approach to increasing forecast-combination accuracy through VAR error modeling. Journal of Forecasting, in press

  • Bialkowski, J., Perera, D.,  Bohl, M. 2020. Does the Tea Market Require a Futures Contract? Evidence from the Sri Lankan Tea Market. Research in International Business and Finance, accepted

  • Dybowski, T. P.,  Kempa, B. , 2020. The European Central Bank’s monetary pillar after the financial crisis. Journal of Banking and Finance, in press

  • Ivashchenko, S., Mutschler, W., 2019. The effect of observables, functional specifications, model features and shocks on identification in linearized DSGE models. Economic Modelling, in press, doi
  • Kempa, B., Khan, N., 2019. Global macroeconomic repercussions of US trade restrictions: Evidence from a GVAR model, International Economic Journal 33, in press
  • Pütz, A., Siklos, P., Sulewski, C., 2020. Networks and trade costs in commodity markets during the late 19th century: A new dataset and evidence. European Review of Economic History, in press
  • Siklos, P., Stefan, M.,  Wellenreuther, C., 2020. Metal Prices Made in China? A Network Analysis of Industrial Metal Futures. Journal of Futures Markets, in press
  • Riedel, J.,  Slany, A., 2019. The potential of African trade integration - Panel data evidence for the COMESA-EAC-SADC Tripartite. Journal of International Trade — Economic Development, in press
  • Bohl, M., Ehrmann, T.,  Wellenreuther, C., 2019. The Far Reaching Implications of Fama's Efficient Markets Hypothesis: Non-Predictability of Media Investment. Applied Economics Letters, in press