Aktuelle Veröffentlichungen

 

  • 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, 2021, erscheint demnächst. 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

  • 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, Vol. 24, Issue 4, 2020, S. 675-695. 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