The ECB press conference statement: deriving a new sentiment indicator for the euro area, Dimitrios Kanelis und Pierre L. Siklos, International Journal of Finance & Economics, 2024, erscheint demnächst. Link

The impact of financialization on the efficiency of commodity futures markets, Martin T. Bohl, Scott H. Irwin, Alexander Pütz und Christoph Sulewski, Journal of Commodity Markets, Vol. 31, September 2023, Article 100330. Link

Central Bank Mandates: How Differences Can Influence the Content and Tone of Central Bank Communication, Martin T. Bohl, Dimitrios Kanelis und Pierre L. Siklos, Journal of International Money and Finance, Vol. 130, February 2023, Article 102752. Link

Is the Tracking Error Time Varying? Evidence from Agricultural ETCs, Jedrzej Bialkowski, Devmali Perera und Martin T. Bohl, Research in International Business and Finance, Vol. 63, December 2022, Article 101738. Link

Commodity Futures Hedge Ratios: A Meta-Analysis, Jedrzej Bialkowski, Devmali Perera und Martin T. Bohl, Journal of Commodity Markets, Vol. 30, June 2023, Article 100276. Link

Measurement Errors in Index Trader Positions Data: Is the Price Pressure Hypothesis Still Invalid?, Martin T. Bohl, Nicole Branger und Mark Trede,  Applied Economic Perspectives and Policy, Vol. 44, Issue 3, 2022, S. 1534-1553. Link

Exchange rate shocks in multicurrency interbank markets, Pierre L. Siklos und Martin Stefan, Journal of Financial Stability, Vol. 55, August 2021, Article 100888. Link

Framework to Structure the Brazilian Electricity Futures Market, Martin T. Bohl, Carlos Heitor Campani, Felipe de Oliveira, Rafael Palazzi und Waldemar Souza, International Journal of Energy Sector Management, Vol. 15 No. 5, 2021, S. 914-932. Link

Speculation and the Informational Efficiency of Commodity Futures Markets, Martin T. Bohl, Alexander Pütz und Christoph Sulewski, Journal of Commodity Markets, Vol. 23, September 2021, Article 100159. Link

Information Transmission under Increasing Political Tension - Evidence for the Berlin Produce Exchange 1887-1896, Martin T. Bohl, Alexander Pütz, Pierre L. Siklos und  Christoph Sulewski, Journal of Futures Markets, Vol. 41, Issue 2, 2021, S. 226-244. Link