Speculation and the Informational Efficiency of Commodity Futures Markets, Martin T. Bohl, Alexander Pütz and Christoph Sulewski, CQE Working Paper No. 89, October 2019. Download

An Introduction to ESMA’s Commitments of Traders Reports: Do Hedgers Really Hedge?, Martin T. Bohl, Martin Stefan and Claudia Wellenreuther,  CQE Working Paper Nr. 86,  August 2019. Download

Measurement Errors in Index Trader Positions Data: Is the Price Pressure Hypothesis Still Invalid?, Martin T. Bohl, Nicole Branger and Mark Trede, CQE Working Paper No. 80, March 2019.  Download

Deutsche Milchprodukt-Futurekontrakte: Qualität der Preissignale und Eignung als Preisabsicherungsinstrument, Martin T. Bohl, Christian Groß and Sascha A. Weber, Thünen Working Paper 71, Johann Heinrich von Thünen Institut Braunschweig, Ed., April 2017. Download

Investors' favourite — A different look at valuing individual labour income, Jan Voelzke, Jeanne Diesteldorf, Fabian Goessling and Till Weigt, 2017. Download

New evidence for explosive behavior of commodity prices, Jeanne Diestedorf, Sarah Meyer and Jan Voelzke, CQE Working Paper No. 50, 2016. Download