Aktuelle Veröffentlichungen

 

  • Speculation and the Informational Efficiency of Commodity Futures Markets, Martin T. Bohl, Alexander Pütz und Christoph Sulewski, Journal of Commodity Markets, 2020, erscheint demnächst.

  • 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, 2020, erscheint demnächst. Link

  • Does the Tea Market Require a Futures Contract? Evidence from the Sri Lankan Tea Market, Jedrzej Bialkowski, Devmali Perera und Martin T. Bohl, Research in International Business and Finance, Volume 54, December 2020, Article 101290. Link

  • Metal prices made in China? A network analysis of industrial metal futures, Pierre L. Siklos, Martin Stefan und Claudia Wellenreuther, Journal of Futures Markets, Volume 40, Issue 9 2020, S. 1354-1374. Link

  • Networks and trade costs in commodity markets during the late 19th century: A new dataset and evidence, Alexander Pütz, Pierre L. Siklos und Christoph Sulewski, European Review of Economic History, 2020, erscheint demnächst. Link

  • Analyzing Credit Risk Transmission to the Non-Financial Sector in Europe: A Network Approach, Christian Groß und Pierre L. Siklos, Journal of Applied Econometrics, Vol. 35, Issue 1, 2020, S. 61-81. Link

  • Return Dynamics During Periods of High Speculation in a Thinly Traded Commodity Market, Martin T. Bohl und Martin Stefan,  Journal of Futures Markets, Vol. 40, Issue 1, 2020, S. 145-159. Link

  • London vs. Leipzig: Price Discovery of Carbon Futures during Phase III of the ETS, Martin Stefan und Claudia Wellenreuther, Economics Letters, Vol. 188, März, 2020. Article 108990. Link

  • Price Discovery in Agricultural Commodity Markets: Do Speculators Contribute?, Martin T. Bohl, Pierre L. Siklos, Martin Stefan und Claudia Wellenreuther, Journal of Commodity Markets, Vol. 18, June 2020, Article 100092.  Link

  • The Far Reaching Implications of Fama's Efficient Markets Hypothesis: Non-Predictability of Media Investments, Martin T. Bohl, Thomas Ehrmann und Claudia Wellenreuther, Applied Economics Letters, Vol. 27, Issue 18, 2020, S. 1505-1508. Link
  • The Impact of Long-Short Speculators on the Volatility of Agricultural Commodity Futures Prices, Martin T. Bohl und Christoph Sulewski, Journal of Commodity Markets, Volume 16, December, 2019, Article 100085.  Link
  • Speculation and Volatility — A Time-Varying Approach applied on Chinese Commodity Futures Markets, Claudia Wellenreuther und Jan Voelzke, Journal of Futures Markets, Vol. 39, Issue 4, 2019, S. 405-417. Link
  • The Role of Emerging Economies in the Global Price Formation Process of Commodities: Evidence from Brazilian and U.S. Coffee Markets, Martin T. Bohl, Christian Groß und Waldemar Souza, International Review of Economics and Finance, Vol. 60, March 2019, 203-215. Link
  • Pension Funds, Large Captial Inflows and Stock Returns in a Thin Market, Janusz Brzeszczynski, Martin T. Bohl und Dobromil Serwa, Journal of Pension Economics and Finance, Vol. 18, Issue 3, 2019, 347-387. Link