• 2021

    Research article (journal)

    Siklos, P., & Stefan, M. (2021). Exchange rate shocks in multicurrency interbank markets. Journal of Financial Stability, 55(August, Article 100888).
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  • 2020

    Research article (journal)

    Bohl, M., Siklos, P., Stefan, M., & Wellenreuther, C. (2020). Price Discovery in Agricultural Commodity Markets: Do Speculators Contribute?. Journal of Commodity Markets, 18(June, Article 100092).
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    Bohl, M., & Stefan, M. (2020). Return Dynamics During Periods of High Speculation in a Thinly Traded Commodity Market. Journal of Futures Markets, 40(1), 145–159.
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    Siklos, P., Stefan, M., & Wellenreuther, C. (2020). Metal Prices Made in China? A Network Analysis of Industrial Metal Futures. Journal of Futures Markets, 40(9), 1354–1374.
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    Stefan, M., & Wellenreuther, C. (2020). London vs. Leipzig: Price Discovery of Carbon Futures during Phase III of the ETS. Economics Letters, 2020(188).
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  • 2019

    Other scientific publication

    Bohl, M., Stefan, M., & Wellenreuther, C. (2019). An Introduction to ESMA’s Commitments of Traders Reports: Do Hedgers Really Hedge?. (submitted / under review)
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