Research Focus: Agricultural Commodity Markets: Publications
Martin T. Bohl and Martin Stefan, Return Dynamics During Periods of High Speculation in a Thinly Traded Commodity Market, Journal of Futures Markets, 2019, forthcoming.
Martin T. Bohl, Pierre L. Siklos, Martin Stefan and Claudia Wellenreuther, Price Discovery in Agricultural Commodity Markets: Do Speculators Contribute?, Journal of Commodity Markets, 2019, forthcoming.
Martin T. Bohl and Christoph Sulewski, The Impact of Long-Short Speculators on the Volatility of Agricultural Commodity Futures Prices, Journal of Commodity Markets, 2019, forthcoming.
Claudia Wellenreuther and 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 and 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 and Claudia Wellenreuther, Speculative Activity and Returns Volatility of Chinese Major Agricultural Commodity Futures, Journal of Asian Economics, Vol. 54, February 2018, 69-91. Link
Philipp Adämmer and Martin T. Bohl, Price Discovery Dynamics in European Agricultural Markets, Journal of Futures Markets, 2018, Volume 38, Issue 5, 2018, 549-562. Link
Philipp Adämmer, Martin T. Bohl and 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 and 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 and 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 and Patrick Stephan, Do Commodity Index Traders Destabilize Agricultural Futures Prices? Applied Economics Quarterly, Volume 59, Issue 2, 2013, 125-148. Link
Martin T. Bohl and 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 and 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