Patrick M. Stephan

University of Münster

Dr.

Universitätsstr. 14-16

48143 Muenster, NRW 48143

Germany

http://www.wiwi.uni-muenster.de

SCHOLARLY PAPERS

4

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SSRN CITATIONS

4

CROSSREF CITATIONS

8

Scholarly Papers (4)

1.

The Gold Price in Times of Crisis

Number of pages: 32 Posted: 02 Dec 2010 Last Revised: 03 Aug 2013
University of Canterbury - Department of Economics and Finance, University of Muenster, University of Münster and Open University, UK
Downloads 1,665 (11,912)
Citation 9

Abstract:

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Gold Price, Speculative Bubble, Markov Regime-Switching ADF Test, World Financial Crisis, European Sovereign Debt Crisis

2.

Does Futures Speculation Destabilize Spot Prices? New Evidence for Commodity Markets

Number of pages: 53 Posted: 05 Jan 2012 Last Revised: 11 Dec 2012
Martin T. Bohl and Patrick M. Stephan
University of Muenster and University of Münster
Downloads 833 (33,610)
Citation 6

Abstract:

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Futures Speculation, Spot Price Volatility, Agricultural and Energy Commodities

3.

From Hero to Zero: Evidence of Performance Reversal and Speculative Bubbles in German Renewable Energy Stocks

Energy Economics, Vol. 37, 2013
Number of pages: 34 Posted: 16 Mar 2012 Last Revised: 12 Nov 2014
Martin T. Bohl, Philipp Kaufmann and Patrick M. Stephan
University of Muenster, University of Muenster and University of Münster
Downloads 284 (125,663)
Citation 1

Abstract:

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Renewable Energy Stocks, Performance Measurement, Speculative Bubbles, Sup ADF Test, Markov Regime-Switching ADF Test

4.

Do Commodity Index Traders Destabilize Agricultural Futures Prices?

Posted: 20 Jun 2012 Last Revised: 30 Jun 2013
Martin T. Bohl, Farrukh Javed and Patrick M. Stephan
University of Muenster, Lund University and University of Münster

Abstract:

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Commodity Index Traders, Futures Prices, Agricultural Markets, Stochastic Volatility Model, Kalman Filter