Publications

(2025). Publications.
Marc Gronwald, Yuan Zhao, Sania Wadud, Robert B. Durand, Seungho Lee (2025). Cryptocurrency Co-Movement: Competition in Currency vs. Purchasing Power Parity. Manuscript in preparation for the Journal of Money, Credit and Banking.
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Marc Gronwald, Sania Wadud (2025). Measuring Multi-Scale Connectedness Between Green Bond and Green Equity using a Thick Pen Method. In preparation for Economics Letters.
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Marc Gronwald, Sania Wadud (2025). My name is bond. Green bond. Informational Efficiency of Climate Finance Markets. The Journal of Environmental Management.
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Marc Gronwald, Xin Jin, Sania Wadud (2024). Radiative Forcing and Global Temperatures: 800,000 Years of Co-Movement. Manuscript in preparation for the Journal of Econometrics.
Sania Wadud, Robert B. Durand, Marc Gronwald (2024). Samuelson and Co - Revisiting the Relationship Between Equity and Commodity Markets: It's Complicated. Under review at the Journal of Empirical Finance.
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Marc Gronwald, Sania Wadud, Kingsley Dogah (2024). Oil Market Efficiency, Arrival of Information, and Oil Market Turbulence. In CESifo Working Paper.
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Marc Gronwald, Sania Wadud, Kingsley Dogah (2024). Informational Efficiency of World Oil Markets: One Great Ocean, but not all Seas are alike. In CESifo Working Paper.
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Sania Wadud, Marc Gronwald, Robert B. Durand, Seungho Lee (2023). Co-movement between commodity and equity markets revisited—An application of the Thick Pen method. International Review of Financial Analysis.
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Sania Wadud, Robert B. Durand, Marc Gronwald (2021). The Dynamic Interplay of Crude Oil Futures and Equity Markets Across Pre- and Post-Financialisation Eras.
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(2025). Publications.