Networks and trade costs in commodity markets during the late 19th century: A new dataset and evidence, Alexander Pütz, Pierre L. Siklos and Christoph Sulewski, European Review of Economic History, 2020, forthcoming.
Return Dynamics During Periods of High Speculation in a Thinly Traded Commodity Market, Martin T. Bohl and Martin Stefan, Journal of Futures Markets, 2019, forthcoming. Link
Price Discovery in Agricultural Commodity Markets: Do Speculators Contribute?, Martin T. Bohl, Pierre L. Siklos, Martin Stefan and Claudia Wellenreuther, Journal of Commodity Markets, 2019, forthcoming. Link
- The Impact of Long-Short Speculators on the Volatility of Agricultural Commodity Futures Prices, Martin T. Bohl and Christoph Sulewski, Journal of Commodity Markets, 2019, forthcoming. Link
- The Far Reaching Implications of Fama's Efficient Markets Hypothesis: Non-Predictability of Media Investments, Martin T. Bohl, Thomas Ehrmann and Claudia Wellenreuther, Applied Economics Letters, 2019, forthcoming.
- Speculation and Volatility — A Time-Varying Approach applied on Chinese Commodity Futures Markets, Claudia Wellenreuther and Jan Voelzke, Journal of Futures Markets, Vol. 39, Issue 4, 2019, 405-417 Link
- Analyzing Credit Risk Transmission to the Non-Financial Sector in Europe: A Network Approach, Christian Groß and Pierre L. Siklos, Journal of Applied Econometrics, 2019, forthcoming.
- 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 and Waldemar Souza, International Review of Economics and Finance, Vol. 60, Mach 2019, 203-215. Link
- Pension Funds, Large Captial Inflows and Stock Returns in a Thin Market, Janusz Brzeszczynski, Martin T. Bohl and Dobromil Serwa, Journal of Pension Economics and Finance, Vol. 18, Issue 3, 2019, 347-387. Link
- Short-Selling Bans and the Global Financial Crisis: Are they Inter-Connected?, Martin T. Bohl, M., Badye Essid and Pierre L. Siklos, Applied Economics Quarterly, Vol. 64, No. 2, 2018, 159-177. Link
- The Anatomy of Inflation: An Economic History Perspective, Martin T. Bohl and Pierre L. Siklos, in: Handbook of the History of Money and Currency, S. Battilossi, Y. Cassis and K. Yago (Ed. ), Springer, Singapore 2018. Link .
- Speculative Activity and Returns Volatility of Chinese Major Agricultural Commodity Futures, Martin T. Bohl, Pierre L. Siklos and Claudia Wellenreuther, Journal of Asian Economics, Vol. 54, February 2018, 69-91. Link
- Price Discovery Dynamics in European Agricultural Markets, Philipp Adämmer and Martin T. Bohl, Journal of Futures Markets, Vol. 38, Issue 5, May 2018, 549-562. Link
- The Case for Herding is Stronger than You Think, Martin T. Bohl, Nicole Branger, Mark Trede, Journal of Banking and Finance, Vol. 85, December 2017, 30-40. Link
- Dynamics Between North American and European Agricultural Futures Prices During Turmoil and Financialization, Philipp Adämmer, Martin T. Bohl, Ernst-Oliver von Ledebur, Bulletin of Economic Research, Volume 69, Issue 1, 2017, 57-76. Link