Current Publications

 

 

 

  • The ECB press conference statement: deriving a new sentiment indicator for the euro area, Dimitrios Kanelis and Pierre L. Siklos, International Journal of Finance & Economics, 2024, forthcoming. Link
  • The impact of financialization on the efficiency of commodity futures markets, Martin T. Bohl, Scott H. Irwin, Alexander Pütz and Christoph Sulewski, Journal of Commodity Markets, Vol. 31, September 2023, Article 100330. Link
  • Central Bank Mandates: How Differences Can Influence the Content and Tone of Central Bank Communication, Martin T. Bohl, Dimitrios Kanelis and Pierre L. Siklos, Journal of International Money and Finance, Vol. 130, February 2023, Article 102752. Link
  • Is the Tracking Error Time Varying? Evidence from Agricultural ETCs, Jedrzej Bialkowski, Devmali Perera and Martin T. Bohl, Research in International Business and Finance, Vol. 63, December 2022, Article 101738. Link
  • Commodity Futures Hedge Ratios: A Meta-Analysis, Jedrzej Bialkowski, Devmali Perera and Martin T. Bohl, Journal of Commodity Markets, Vol. 30, June 2023, Article 100276. Link

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

  • Exchange rate shocks in multicurrency interbank markets, Pierre L. Siklos and 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 and Waldemar Souza, International Journal of Energy Sector Management, Vol. 15 No. 5, 2021,  914-932. Link

  • Speculation and the Informational Efficiency of Commodity Futures Markets, Martin T. Bohl, Alexander Pütz and 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 and  Christoph Sulewski, Journal of Futures Markets, Vol. 41, Issue 2, 2021, 226-244. Link