Joost M.E. Pennings
Wageningen Universiteit
H-index: 41
Europe-Netherlands
Top articles of Joost M.E. Pennings
Title | Journal | Author(s) | Publication Date |
---|---|---|---|
Measuring Spillover Events on a Millisecond Scale using a High Energy Physics Methodology | PMM Debie JME Pennings ME Verhulst Bedir Tekinerdogan Cagatay Catal | 2023 | |
Design and Implementation of a Holistic Agent-Based Financial Simulation Platform of the Futures Commodity Market | Philippe Debie Marjolein Verhulst Joost Pennings Bedir Tekinerdogan Cagatay Catal | 2023 | |
A Holistic Agent-Based Financial Simulation Platform of the Futures Commodity Market using Self-Learning Speculative Traders | Philippe Debie Marjolein Verhulst Joost Pennings Bedir Tekinerdogan Cagatay Catal | 2023 | |
Hedging behavior of agribusiness cooperatives and investor-owned firms in Germany | Journal of Co-operative Organization and Management | Robin Nienhaus Jason RV Franken Joost ME Pennings | 2023/12/1 |
Insights from Lob Data on Intraday Liquidity Measures | Available at SSRN 4279319 | Jason Franken Serdar Demirel Joost ME Pennings Philippe Debie Marjolein Verhulst | 2023 |
Microstructure and high-frequency price discovery in the soybean complex | Journal of Commodity Markets | Xinquan Zhou Guillaume Bagnarosa Alexandre Gohin Joost ME Pennings Philippe Debie | 2023/6/1 |
Unravelling the JPMorgan spoofing case using particle physics visualization methods | European financial management | Philippe Debie Cornelis Gardebroek Stephan Hageboeck Paul van Leeuwen Lorenzo Moneta | 2023/1 |
The Information Content of the Limit Order Book in the Prediction of Option Implied Risk-Neutral Densities | Vincent Haller Andres Trujillo-Barrera Joost Pennings | 2023 | |
A framework to measure the impact of limit orders on the quoted price using particle physics tools | PMM Debie JME Pennings B Tekinerdogan C Catal S Demirel | 2022 | |
Producer risk aversion and participation in agricultural cooperatives | Journal of Co-operative Organization and Management | Jason RV Franken Michael L Cook Joost ME Pennings | 2022/12/1 |
Dutch SMEs’ Willingness to Switch to Sustainable Production Systems: An Empirical Study | Nikolaos Kalogeras Joost ME Pennings | 2022 | |
A framework for multi-stage ML-based electricity demand forecasting | Serdar Demirel Tarek Alskaif Joost ME Pennings Marjolein E Verhulst Philippe Debie | 2022/9/26 | |
Intraday liquidity in soybean complex futures markets | Journal of Futures Markets | Thomas AP de Boer Cornelis Gardebroek Joost ME Pennings Andres Trujillo‐Barrera | 2022/7 |
LOB Information and the prediction of Option-implied RNDs | V Haller JME Pennings Andres Trujillo Barrera | 2022/4/26 | |
Members’ Choice for Marketing Cooperatives' Financial Structure: Evidence from the Netherlands | Nikolaos Kalogeras JME Pennings | 2022 | |
When two worlds collide: Using particle physics tools to visualize the limit order book | Journal of Futures Markets | Marjolein E Verhulst Philippe Debie Stephan Hageboeck Joost ME Pennings Cornelis Gardebroek | 2021/11 |
Using ROOT to analyse High-Frequency Finance Data | Philippe Debie Axel Naumann Joost Pennings Bedir Tekinerdogan C Catal | 2021 | |
Liquidity and Price Discovery in Agricultural Futures and Options Markets | Andres Trujillo-Barrera Xiaoli Liao Etienne Joost Pennings | 2021 | |
Hoe Natuurbeheer de Veerkracht en Levensvatbaarheid van Landbouwbedrijven kan Vergroten | Korenwolf Wereld | JME Pennings | 2020/1 |
Financial Risk Management Innovations as Key Competence in Improving the Competitiveness and Member Relationships of Cooperatives | Product Development–How to Transition From a Producer to a Successful Processor Conference (The Estonian University of Life Sciences and the Estonian Chamber of Agriculture and Commerce), Jakob Hurt’s Hall (Jakob Hurda saal) of the Estonian National Museu | Joost Pennings Nikos Kalogeras | 2020/10/9 |