Articles with public access mandates - Mateusz MikutowskiLearn more
Not available anywhere: 3
Commodity financialisation and price co-movement: Lessons from two centuries of evidence
A Zaremba, Z Umar, M Mikutowski
Finance Research Letters 38, 101492, 2021
Mandates: National Science Centre, Poland
The alpha momentum effect in commodity markets
A Zaremba, M Mikutowski, JJ Szczygielski, A Karathanasopoulos
Energy Economics 93, 104421, 2021
Mandates: National Science Centre, Poland
Inflation hedging in the long run: Practical perspectives from seven centuries of commodity prices
A Zaremba, JJ Szczygielski, Z Umar, M Mikutowski
The Journal of Alternative Investments 24 (1), 119-134, 2021
Mandates: National Science Centre, Poland
Available somewhere: 2
Herding for profits: Market breadth and the cross-section of global equity returns
A Zaremba, A Szyszka, A Karathanasopoulos, M Mikutowski
Economic Modelling 97, 348-364, 2021
Mandates: National Science Centre, Poland
Long-run reversal in commodity returns: Insights from seven centuries of evidence
A Zaremba, RJ Bianchi, M Mikutowski
Journal of Banking & Finance 133, 106238, 2021
Mandates: National Science Centre, Poland
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