Andreas Rathgeber

University of Augsburg

Universitätsstr. 2

Augsburg, 86159

Germany

SCHOLARLY PAPERS

3

DOWNLOADS

108

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

The Case of Fleeting Orders and Flickering Quotes

Number of pages: 54 Posted: 21 Nov 2022
Markus Ulze, Johannes Stadler and Andreas Rathgeber
University of Augsburg - Institute of Materials Resource Management, University of Augsburg - Institute of Materials Resource Management and University of Augsburg
Downloads 14 (859,201)

Abstract:

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Fleeting Orders, Price Discovery, High-Frequency-Trading, Market
Microstructure, Options Market

2.

Factors of Predictive Power for Mineral Commodities

Number of pages: 27 Posted: 08 Jun 2021
Patric Papenfuß, Amelie Schischke and Andreas Rathgeber
University of Augsburg - Institute of Materials Resource Management, University of Augsburg - Institute of Materials Resource Management and University of Augsburg
Downloads 74 (483,899)

Abstract:

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Commodity price forecasts, Metal price predictors, Commodity-specific microeconomics

3.

The Three Co's to Jointly Model Commodity Markets:Co-Production, Co-Consumption, Co-Trading

Number of pages: 34 Posted: 09 Nov 2022
Patric Papenfuß, Amelie Schischke and Andreas Rathgeber
University of Augsburg - Institute of Materials Resource Management, University of Augsburg - Institute of Materials Resource Management and University of Augsburg
Downloads 20 (777,802)

Abstract:

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Commodities, Metal Markets, Co-Movement, Microeconomic Factors, Global Vector Autoregressive Model