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pro vyhledávání: '"Dimitra Tzaferi"'
Autor:
DIMITRA TZAFERI
Publikováno v:
INDIAN JOURNAL OF APPLIED ECONOMICS AND BUSINESS. 5:52-67
The objective of this paper is to examine the tail-risk dependence networks in the US commodity sectors: agriculture, livestock, energy, industrial and precious metals before and during COVID-19. Applying penalised quantile regression models extended
Autor:
Dimitra Tzaferi, Panos Fousekis
Publikováno v:
Australian Journal of Agricultural and Resource Economics. 66:383-399
Autor:
Dimitra Tzaferi, Panagiotis Fousekis
Publikováno v:
Economic Modelling. 95:13-20
The present paper investigates the causal link between returns and volume in cryptocurrency markets. Relative to earlier empirical studies on the topic, it employs a flexible methodological approach that allows the intensity and the pattern of the li
Autor:
Dimitra Tzaferi, Panos Fousekis
Publikováno v:
Studies in Economics and Finance. 37:110-133
Purpose This paper aims to investigate the contemporaneous link between price volatility and trading volume in the futures markets of energy. Design/methodology/approach Non-parametric (local linear) regression models and formal statistical tests are
Autor:
Panagiotis Fousekis, Dimitra Tzaferi
Publikováno v:
The Journal of Economic Asymmetries. 19:e00116
This work examines the price-volume relationship in six agricultural futures markets using quantile regressions and daily data from 2010 to 2018. The results suggest that the association between the two variables is highly non-linear (convex). In par