Current Publications

 

 

 

 

  • Metal prices made in China? A network analysis of industrial metal futures, Pierre L. Siklos, Martin Stefan and Claudia Wellenreuther, Journal of Futures Markets, 2020, forthcoming.

  • 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.

  • Analyzing Credit Risk Transmission to the Non-Financial Sector in Europe: A Network Approach, Christian Groß and Pierre L. Siklos, Journal of Applied Econometrics, Vol. 35, Issue 1, 2020, 61-81. Link

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

  • London vs. Leipzig: Price Discovery of Carbon Futures during Phase III of the ETS, Martin Stefan and Claudia Wellenreuther, Economics Letters, Vol. 188, March,  2020.

  • 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, Volume 16, December, 2019.  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. Link

  • 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
  • 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, March 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