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Commodity futures returns: more memory than you might think! (2015)
Journal Article
Coakley, J., Kellard, N., & Wang, J. (2016). Commodity futures returns: more memory than you might think!. The European journal of finance, 22(14), 1457-1483. https://doi.org/10.1080/1351847X.2015.1025989

© 2015 Taylor & Francis. This paper investigates long-range dependence in 14 commodity and 3 other financial futures returns series from 1993 to 2009 and shows that long memory is a pervasive phenomenon in contrast to the extant evidence. Utilizing... Read More

Commodity futures price behaviour following large one-day price changes (2014)
Journal Article
Mazouz, K., & Wang, J. (2014). Commodity futures price behaviour following large one-day price changes. Applied financial economics, 24(14), 939-948. https://doi.org/10.1080/09603107.2014.914140

This study examines individual commodity futures price reactions to large one-day price changes, or “shocks”. The mean-adjusted abnormal return model suggests that investors in 6 of the 18 commodity futures examined in this study either underreact or... Read More

Long memory and structural breaks in commodity futures markets (2010)
Journal Article
Coakley, J., Dollery, J., & Kellard, N. (2011). Long memory and structural breaks in commodity futures markets. Journal of Futures Markets, 31(11), 1076-1113. doi:10.1002/fut.20502

This study employs daily data for 14 commodities and three financial assets 1990-2009 to explore the impact of the time series properties of the futures-spot basis and the cost of carry on forward market unbiasedness. The main result is that the basi... Read More

Functionalization of whole-cell bacterial reporters with magnetic nanoparticles (2010)
Journal Article
Zhang, D., Fakhrullin, R. F., Özmen, M., Wang, H., Wang, J., Paunov, V. N., …Huang, W. E. (2011). Functionalization of whole-cell bacterial reporters with magnetic nanoparticles. Microbial Biotechnology, 4(1), 89-97. https://doi.org/10.1111/j.1751-7915.2010.00228.x

We developed a biocompatible and highly efficient approach for functionalization of bacterial cell wall with magnetic nanoparticles (MNPs). Three Acinetobacter baylyi ADP1 chromosomally based bioreporters, which were genetically engineered to express... Read More