Bohl, M., Ehrmann, T., & Wellenreuther, C. (2020). The Far Reaching Implications of Fama's Efficient Markets Hypothesis: Non-Predictability of Media Investment. Applied Economics Letters, 27(18), 1505–1508.
More details BibTeX DOI
@article{BohlEW2020TheFarReaching,
author = {MT Bohl and T Ehrmann and C Wellenreuther},
title = {The Far Reaching Implications of Fama's Efficient Markets Hypothesis: Non-Predictability of Media Investment},
journal = {Applied Economics Letters},
year = {2020},
volume = {27},
number = {18},
pages = {1505--1508},
doi = {10.1080/13504851.2019.1693014},
note = {Publication status: Published}
}
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).
More details BibTeX DOI
@article{BohlSSW2020PriceDiscovery,
author = {MT Bohl and PL Siklos and M Stefan and C Wellenreuther},
title = {Price Discovery in Agricultural Commodity Markets: Do Speculators Contribute?},
journal = {Journal of Commodity Markets},
year = {2020},
volume = {18},
number = {June, Article 100092},
doi = {10.1016/j.jcomm.2019.05.001},
note = {Publication status: Published}
}
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.
More details BibTeX DOI
@article{SiklosSW2020MetalPrices,
author = {PL Siklos and M Stefan and C Wellenreuther},
title = {Metal Prices Made in China? A Network Analysis of Industrial Metal Futures},
journal = {Journal of Futures Markets},
year = {2020},
volume = {40},
number = {9},
pages = {1354--1374},
doi = {10.1002/fut.22125},
note = {Publication status: Published}
}
Stefan, M., & Wellenreuther, C. (2020). London vs. Leipzig: Price Discovery of Carbon Futures during Phase III of the ETS. Economics Letters, 2020(188).
More details BibTeX DOI
@article{StefanW2020LondonVsLeipzig,
author = {M Stefan and C Wellenreuther},
title = {London vs. Leipzig: Price Discovery of Carbon Futures during Phase III of the ETS},
journal = {Economics Letters},
year = {2020},
volume = {2020},
number = {188},
doi = {10.1016/j.econlet.2020.108990},
note = {Publication status: Published}
}
Wellenreuther, C., & Voelzke, J. (2019). Speculation and Volatility — A Time-Varying Approach applied on Chinese Commodity Futures Markets. Journal of Futures Markets, 39(4), 405–417.
More details BibTeX DOI
@article{WellenreutherV2019Speculation,
author = {C Wellenreuther and J Voelzke},
title = {Speculation and Volatility --- A Time-Varying Approach applied on Chinese Commodity Futures Markets},
journal = {Journal of Futures Markets},
year = {2019},
volume = {39},
number = {4},
pages = {405--417},
doi = {10.1002/fut.21984},
note = {Publication status: Published}
}
Bohl, M., Stefan, M., & Wellenreuther, C. (2019). An Introduction to ESMA’s Commitments of Traders Reports: Do Hedgers Really Hedge?. (submitted / under review)
More details BibTeX Full text
@techreport{BohlSW2019AnIntroduction,
author = {MT Bohl and M Stefan and C Wellenreuther},
title = {An Introduction to ESMA’s Commitments of Traders Reports: Do Hedgers Really Hedge?},
institution = {},
series = {CQE Working Papers},
number = {86},
volume = {86},
year = {2019},
url = {https://www.wiwi.uni-muenster.de/cqe/sites/cqe/files/CQE_Paper/cqe_wp_86_2019.pdf},
note = {Publication status: submitted / under review}
}
Bohl, M., Siklos, P., & Wellenreuther, C. (2018). Speculative Activity and Returns Volatility of Chinese Major Agricultural Commodity Futures. Journal of Asian Economics, 54(February), 69–91.
More details BibTeX DOI
@article{BohlSW2018Speculative,
author = {MT Bohl and PL Siklos and C Wellenreuther},
title = {Speculative Activity and Returns Volatility of Chinese Major Agricultural Commodity Futures},
journal = {Journal of Asian Economics},
year = {2018},
volume = {54},
number = {February},
pages = {69--91},
doi = {10.1016/j.asieco.2017.12.003},
note = {Publication status: Published}
}
