Search Results - "Fousekis, Panos"

PRICE LINKS AMONG QUALITATIVELY DIFFERENTIATED MEATS: EVIDENCE FROM THE UK WHOLESALE BEEF MARKET by Fousekis, Panos

“…This work investigates the price links among four quality differentiated beef meats in the UK using the recently developed QVAR connectedness approach. The…”
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FUTURES PRICES LINKAGES IN THE US SOYBEAN COMPLEX by Fousekis, Panos

“…This work investigates the linkages among the futures prices of soybeans, soybean meal, and soybean oil in the US. This has been pursued using a flexible…”
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INFORMATIONAL EFFICIENCY OF THE US MARKETS FOR IMPLIED VOLATILITY BEFORE AND AFTER THE COVID-19 PANDEMIC by Fousekis, Panos

“…The objective of this work is to assess informational efficiency in four US markets for implied volatility. This has been pursued using daily data over 2015 to…”
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Tail price risk spillovers along the US beef and pork supply chains by Fousekis , Panos, Tzaferi, Dimitra

“…The objective of this paper was to investigate the intensity and the pattern of tail price risk spillovers in the US beef and pork industries. To this end, it…”
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Vertical price transmission in the US beef sector: Evidence from the nonlinear ARDL model by Fousekis, Panos, Katrakilidis, Constantinos, Trachanas, Emmanouil

“…The objective of this work is to investigate vertical price transmission in the US beef sector. To this end, it employs the Nonlinear ARDL model which allows…”
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Causality between stock market and “fear gauge” indices: An empirical analysis with E-statistics by Fousekis, Panos, Grigoriadis, Vasilis

“…This study investigates empirically the validity of three hypotheses that have been advanced to explain the tendency of stock market and volatility indices to…”
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Price dependence in the principal EU olive oil markets by Emmanouilides, Christos, Fousekis, Panos, Grigoriadis, Vasilis

“…The objective of this paper is to assess the degree and the structure of price dependence in the principal EU olive oil markets (Spain, Italy and Greece). To…”
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A time‐varying and frequency‐dependent network of conventional and organic milk markets in France and Germany by Fousekis, Panos

“…Abstract This work investigates the linkages among conventional and organic milk markets in France and Germany using the flexible TVP‐VAR connectedness…”
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Quantile coherency of futures prices in palm and soybean oil markets by Fousekis, Panos

“…The objective of the present work is to investigate the contemporaneous price co-movement in the futures markets of soybean and palm oil. This is pursued using…”
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Connectedness between conventional and organic milk prices in the USA by Fousekis, Panos

“…The objective of this work is to assess the linkages between conventional and organic milk markets in the US. To this end, it employs the recently developed…”
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Relative prices and relative supplies in the UK beef meat industry: A wavelet cross-correlation analysis by Fousekis, Panos

“…The objective of the paper is to assess the contemporaneous and temporal links between the relative beef prices and the composition of beef supply (slaughters)…”
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THE INTEGRATION OF PIGMEAT MARKETS IN THE EU. EVIDENCE FROM A REGULAR MIXED VINE COPULA by Vasilis GRIGORIADIS, Christos EMMANOUILIDES, Panos FOUSEKIS

“…The objective of this work is to investigate the degree of integration of national pigmeat markets in the EU. This is pursued using monthly wholesale prices…”
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Price risk connectedness in the principal olive oil markets of the EU by Fousekis, Panos

“…This work investigates price risk connectedness in the leading olive oil markets of the EU. To this end, it relies on a flexible methodology that allows…”
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Returns and volume: Kernel causality in the US futures markets for agricultural, energy and metal commodities by Fousekis, Panos

“…Purpose The relationship between returns and trading volume is central in financial economics because it has both a theoretical interest and important…”
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Price and location equilibria in a circular market: a pure vs a mixed duopsony with a co-operative by FOUSEKIS, Panos, PANAGIOTOU, Dimitrios

“…The objective of the present paper is to analyze the location-price competition in circular markets where the power lies with the buyers. To this end, it…”
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Conditional tail price risk spillovers in coffee markets across quality, physical space, and time: Empirical analysis with penalized quantile regressions by Fousekis, Panos, Grigoriadis, Vasilis

“…Transmission of price shocks among related markets is a necessary condition for economic efficiency. Earlier empirical studies have investigated price…”
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Returns and volume by Fousekis, Panos

“…Purpose The relationship between returns and trading volume is central in financial economics because it has both a theoretical interest and important…”
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Returns and volume: Frequency connectedness in cryptocurrency markets by Fousekis, Panos, Tzaferi, Dimitra

“…The present paper investigates the causal link between returns and volume in cryptocurrency markets. Relative to earlier empirical studies on the topic, it…”
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How does fear spread across asset classes? Evidence from quantile connectedness by Fousekis, Panos

“…Purpose This study aims to investigate the connectivity among four principal implied volatility (“fear”) markets in the USA. Design/methodology/approach The…”
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Sign and size asymmetry in the stock returns-implied volatility relationship by Fousekis, Panos

“…This work investigates the relation between stock returns and changes in risk perceptions using data from four pairs of stock and implied volatility indices…”
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