University of Münster
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Dr. Martin Stefan, MSc

No current affiliations available for this person. The person is no longer active at the university.

Curriculum Vitae (CV)

  • Commodity markets
  • Futures market speculation
  • Price discovery

Academic Education

2017 - 2020PhD student and research associate - University of Münster (Germany) - Chair of Monetary Economics
2015 - 2017MSc Economics - University of Tübingen (Germany)
2016Honours Degree Economics - University of Adelaide (Australia)
2013 - 2015BSc Business Administration and Economics - University of Passau (Germany)
2011 - 2015BA Governance and Public Policy - University of Passau (Germany)

Work Experience

since 01/2021Deutsche Bundesbank, Frankfurt am Main, Deutschland
2017 - 2020Research associate - University of Münster (Germany) - Chair of Monetary Economics
2013 - 2015Tutor for Microeconomics - University of Passau (Germany) - Chair of Development Economics

Publications

Exchange rate shocks in multicurrency interbank markets
Siklos PL, Stefan M (2021)
In: Journal of Financial Stability, 55(August, Article 100888). doi:10.1016/j.jfs.2021.100888
Research article (journal) | Peer reviewed | Published
Metal Prices Made in China? A Network Analysis of Industrial Metal Futures
Siklos PL, Stefan M, Wellenreuther C (2020)
In: Journal of Futures Markets, 40(9), 1354-1374. doi:10.1002/fut.22125
Research article (journal) | Peer reviewed | Published
Return Dynamics During Periods of High Speculation in a Thinly Traded Commodity Market
Bohl MT, Stefan M (2020)
In: Journal of Futures Markets, 40(1), 145-159. doi:10.1002/fut.22063
Research article (journal) | Peer reviewed | Published
London vs. Leipzig: Price Discovery of Carbon Futures during Phase III of the ETS
Stefan M, Wellenreuther C (2020)
In: Economics Letters, 2020(188). doi:10.1016/j.econlet.2020.108990
Research article (journal) | Peer reviewed | Published
Price Discovery in Agricultural Commodity Markets: Do Speculators Contribute?
Bohl MT, Siklos PL, Stefan M, Wellenreuther C (2020)
In: Journal of Commodity Markets, 18(June, Article 100092). doi:10.1016/j.jcomm.2019.05.001
Research article (journal) | Peer reviewed | Published
Show all publications

Projects

Agricultural Commodity Markets
Duration: since 30/06/2011
Type of project: Own resources project

Doctorates

Price Discovery and Speculation in Commodity Futures Markets
Candidate: Stefan, Martin | Supervisors: Bohl, Martin T.; Siklos, Pierre L.; Branger, Nicole
Period of time: 01/12/2017 - 10/02/2021
Doctoral examination procedure finished at: Doctoral examination procedure at University of Münster