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

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

Jedrzej Bialkowski, Devmali Perera und Martin T. Bohl, Commodity Futures Hedge Ratios: A Meta-Analysis, Journal of Commodity Markets, erscheint demnächst. Link

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

Martin T. Bohl, Carlos Heitor Campani, Felipe de Oliveira, Rafael Palazzi und Waldemar Souza, Framework to Structure the Brazilian Electricity Futures Market, International Journal of Energy Sector Management, Vol. 15, Issue 5, 2021, S. 914-932. Link

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

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

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

Alexander Pütz, Pierre L. Siklos und Christoph Sulewski, Networks and trade costs in commodity markets during the late 19th century: A new dataset and evidence, European Review of Economic History, Vol. 24, Issue 4, 2020, S. 675-695. Link

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

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

Martin T. Bohl und Christoph Sulewski, The Impact of Long-Short Speculators on the Volatility of Agricultural Commodity Futures Prices, Journal of Commodity Markets, Vol. 16, December, 2019. Link

Claudia Wellenreuther und Jan Voelzke, Speculation and Volatility — A Time-Varying Approach applied on Chinese Commodity Futures Markets, Journal of Futures Markets, Vol. 39, Issue 4, 2019, 405-417. Link

Martin T. Bohl, Christian Groß und Waldemar Souza, The Role of Emerging Economies in the Global Price Formation Process of Commodities: Evidence from Brazilian and U.S. Coffee Markets, International Review of Economics and Finance,  Vol. 60, March 2019, 203-215. Link

Martin T. Bohl, Pierre L. Siklos und Claudia Wellenreuther, Speculative Activity and Returns Volatility of Chinese Major Agricultural Commodity Futures, Journal of Asian Economics, Vol. 54, February 2018, S. 69-91. Link

Philipp Adämmer und Martin T. Bohl, Price Discovery Dynamics in European Agricultural Markets, Journal of Futures Markets, Volume 38, Issue 5, 2018, 549-562 Link

Philipp Adämmer, Martin T. Bohl und Ernst-Oliver von Ledebur, Dynamics Between North American and European Agricultural Futures Prices During Turmoil and Financialization, Bulletin of Economic Research, Volume 69, Issue 1, 2017, 57-76. Link

Martin T. Bohl, Treiben Indexfonds Agrarrohstoffpreise? Nein!, Perspektiven der Wirtschaftspolitik, Band 27, Nr. 2, 2016, 1-18. Download

Philipp Adämmer, Martin T. Bohl und Christian Groß, Price Discovery in Thinly Traded Futures Markets: How Thin is Too Thin?,  Journal of Futures Markets, Volume 36, Issue 9, 2016, 851-869.  Link

Philipp Adämmer und Martin T. Bohl, Speculative Bubbles in Agricultural Prices, Quarterly Review of Economics and Finance, Volume 55, Issue 1, 2015, 67-76. Link

Martin T. Bohl, Farrukh Javed und Patrick Stephan, Do Commodity Index Traders Destabilize Agricultural Futures Prices? Applied Economics Quarterly, Volume 59, Issue 2, 2013, 125-148. Link

Martin T. Bohl und Patrick M. Stephan, Does Futures Speculation Destabilize Spot Prices? New Evidence for Commodity Markets, Journal of Agricultural and Applied Economics, Volume 45, Number 4, 2013, 595-616. Link

Martin T. Bohl, Stanley R. Thompson und Donggyu Sul, Spatial Market Efficiency and Policy Regime Change: Seemingly Unrelated Error Correction Model Estimation, American Journal of Agricultural Economics, Volume 84, Number 4, 2002, 1042-1053. Link