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Journal Articles

The impact of order imbalance on returns, liquidity, and volatility in agricultural commodity markets

Steffen Volkenand, Guenther Filler, Martin Odening

Agricultural Finance Review (2018) 78 (5): 571–591.

https://doi.org/10.1108/AFR-10-2017-0099

Published: 30 July 2018

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Journal Articles

Testing for speculative bubbles in agricultural commodity prices: a regime switching approach

Xiaoliang Liu, Guenther Filler, Martin Odening

Agricultural Finance Review (2013) 73 (1): 179–200.

https://doi.org/10.1108/00021461311321384

Published: 03 May 2013

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Journal Articles

On the systemic nature of weather risk

Wei Xu, Guenther Filler, Martin Odening, Ostap Okhrin

Agricultural Finance Review (2010) 70 (2): 267–284.

https://doi.org/10.1108/00021461011065283

Published: 03 August 2010

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