Joost M.E. Pennings

Joost M.E. Pennings

Wageningen Universiteit

H-index: 41

Europe-Netherlands

About Joost M.E. Pennings

Joost M.E. Pennings, With an exceptional h-index of 41 and a recent h-index of 25 (since 2020), a distinguished researcher at Wageningen Universiteit, specializes in the field of Agricultural marketing, commodity futures and options.

His recent articles reflect a diverse array of research interests and contributions to the field:

Measuring Spillover Events on a Millisecond Scale using a High Energy Physics Methodology

Design and Implementation of a Holistic Agent-Based Financial Simulation Platform of the Futures Commodity Market

A Holistic Agent-Based Financial Simulation Platform of the Futures Commodity Market using Self-Learning Speculative Traders

Hedging behavior of agribusiness cooperatives and investor-owned firms in Germany

Insights from Lob Data on Intraday Liquidity Measures

Microstructure and high-frequency price discovery in the soybean complex

Unravelling the JPMorgan spoofing case using particle physics visualization methods

The Information Content of the Limit Order Book in the Prediction of Option Implied Risk-Neutral Densities

Joost M.E. Pennings Information

University

Position

Professor Marketing Professor Finance Maastricht University University of

Citations(all)

6493

Citations(since 2020)

2351

Cited By

4978

hIndex(all)

41

hIndex(since 2020)

25

i10Index(all)

84

i10Index(since 2020)

46

Email

University Profile Page

Wageningen Universiteit

Google Scholar

View Google Scholar Profile

Joost M.E. Pennings Skills & Research Interests

Agricultural marketing

commodity futures and options

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

See List of Professors in Joost M.E. Pennings University(Wageningen Universiteit)

Co-Authors

H-index: 53
Scott H. Irwin

Scott H. Irwin

University of Illinois at Urbana-Champaign

H-index: 49
Philip Garcia

Philip Garcia

University of Illinois at Urbana-Champaign

H-index: 31
Koert Van Ittersum

Koert Van Ittersum

Rijksuniversiteit Groningen

H-index: 20
Nikos Kalogeras

Nikos Kalogeras

Wageningen Universiteit

H-index: 19
Thomas Post

Thomas Post

Universiteit Maastricht

H-index: 8
Andres Trujillo-Barrera

Andres Trujillo-Barrera

University of Idaho

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