Details about Mateusz Mikutowski

Access statistics for papers by Mateusz Mikutowski.

Last updated 2024-10-10. Update your information in the RePEc Author Service.

Short-id: pmi961

Journal Articles

2021

1. Commodity financialisation and price co-movement: Lessons from two centuries of evidence
   Finance Research Letters, 2021, 38, (C) View citations (20)
2. Herding for profits: Market breadth and the cross-section of global equity returns
   Economic Modelling, 2021, 97, (C), 348-364 View citations (3)
3. Long-run reversal in commodity returns: Insights from seven centuries of evidence
   Journal of Banking & Finance, 2021, 133, (C)
4. The alpha momentum effect in commodity markets
   Energy Economics, 2021, 93, (C) View citations (4)

2019

5. Inflation hedging with commodities: A wavelet analysis of seven centuries worth of data
   Economics Letters, 2019, 181, (C), 90-94 View citations (44)
6. Picking winners to pick your winners: The momentum effect in commodity risk factors
   The North American Journal of Economics and Finance, 2019, 50, (C) View citations (2)
7. Return seasonalities in government bonds and macroeconomic risk
   Economics Letters, 2019, 176, (C), 114-116 View citations (2)