Marc Gronwald

Xi'an Jiaotong-Liverpool University (XJTLU) - International Business School Suzhou

111 Ren'ai Road

Suzhou Industrial Park

Suzhou, Jiangsu 215123

China

  • Xi'an Jiaotong-Liverpool University (XJTLU) - International Business School Suzhou

SCHOLARLY PAPERS

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Scholarly Papers (3)

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1.

Measuring the European Carbon Market Efficiency - A Quantitative Evaluation of Higher Order Dependence

USAEE Working Paper No. 21-531
Number of pages: 30 Posted: 10 Dec 2021
Cristina Sattarhoff and Marc Gronwald
Kiel University and Xi'an Jiaotong-Liverpool University (XJTLU) - International Business School Suzhou
Downloads 52 (577,548)

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Weak-Form Market Efficiency, Degree of Market Efficiency, Multifractality, Multi- fractal Random Walk, European Union Emissions Trading Scheme

2.

Co-Movement between Commodity and Equity Markets Revisited - an Application of the Thick Pen Method

USAEE Working Paper No. 21-521
Number of pages: 34 Posted: 07 Sep 2021
Sania Wadud, Marc Gronwald, Robert B. B. Durand and Seungho Lee
University of Aberdeen - Business School, Xi'an Jiaotong-Liverpool University (XJTLU) - International Business School Suzhou, Curtin University of Technology - School of Economics and Finance - Department of Finance and Banking and University of Aberdeen
Downloads 49 (592,515)

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Co-movement, financialisation, thick pen measure, commodity markets, equity markets

3.

Measuring World Oil Market Integration with a Thick Pen

USAEE Working Paper No. 21-513
Number of pages: 24 Posted: 31 Aug 2021
Marc Gronwald and Xin Jin
Xi'an Jiaotong-Liverpool University (XJTLU) - International Business School Suzhou and Xi'an Jiaotong-Liverpool University (XJTLU) - International Business School Suzhou
Downloads 30 (704,875)

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Co-Movement, World Crude Oil Market, Thick Pen