Panos Fousekis
Aristotle University of Thessaloniki
H-index: 18
Europe-Greece
Top articles of Panos Fousekis
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Contemporaneous dependence between euro, crude oil, and gold returns and their respective implied volatility changes. Evidence from the local Gaussian correlation approach | Studies in Economics and Finance | Panos Fousekis | 2023/11/13 |
Quantile coherency of futures prices in palm and soybean oil markets | Journal of Economics and Finance | Panos Fousekis | 2023/10/17 |
How does fear spread across asset classes? Evidence from quantile connectedness | Studies in Economics and Finance | Panos Fousekis | 2023/9/15 |
FUTURES PRICES LINKAGES IN THE US SOYBEAN COMPLEX | Applied Finance Letters | Panos Fousekis | 2023/11/14 |
Tail price risk spillovers along the US beef and pork supply chains | Australian Journal of Agricultural and Resource Economics | Panos Fousekis Dimitra Tzaferi | 2022/4 |
Informational inefficiency in the principal olive oil markets of the EU. | Panos Fousekis | 2022 | |
Price multifractality and informational efficiency in the futures markets of the US soybean complex | Applied Econometrics | Panos Fousekis Dimitra Tzaferi | 2022 |
INFORMATIONAL EFFICIENCY OF THE US MARKETS FOR IMPLIED VOLATILITY BEFORE AND AFTER THE COVID-19 PANDEMIC | Applied Finance Letters | Panos Fousekis | 2022/12/14 |
Conditional tail price risk spillovers in coffee markets across quality, physical space, and time: Empirical analysis with penalized quantile regressions | Economic Modelling | Panos Fousekis Vasilis Grigoriadis | 2022/1/1 |
Price risk connectedness in the principal olive oil markets of the EU | The Journal of Economic Asymmetries | Panos Fousekis | 2022/11/1 |
Directional predictability between returns and volume in cryptocurrencies markets | Studies in Economics and Finance | Panos Fousekis Vasilis Grigoriadis | 2021/7/27 |
Returns and volume: Frequency connectedness in cryptocurrency markets | Economic Modelling | Panos Fousekis Dimitra Tzaferi | 2021/2/1 |
Returns and volume: kernel causality in the US futures markets for agricultural, energy and metal commodities | Studies in Economics and Finance | Panos Fousekis | 2020/9/19 |
Sign and size asymmetry in the stock returns-implied volatility relationship | The Journal of Economic Asymmetries | Panos Fousekis | 2020/6/1 |
Monotonicity, linearity and symmetry in the price volatility–volume relationship: evidence from energy futures markets | Studies in Economics and Finance | Panos Fousekis Dimitra Tzaferi | 2020/2/24 |
Non-linear and asymmetric causality along the US beef and pork supply chains. | Panos Fousekis Dimitra Tzaferi | 2020 |
