Zobrazeno 1 - 10
of 52
pro vyhledávání: '"Panos Fousekis"'
Autor:
Panos Fousekis
Publikováno v:
International Journal of Food and Agricultural Economics, Vol 12, Iss 3, Pp 189-200 (2024)
This work investigates the price links among four quality differentiated beef meats in the UK using the recently developed QVAR connectedness approach. The empirical results suggest: (a) Prices are more tightly linked to each other under extreme shoc
Externí odkaz:
https://doaj.org/article/027215e311544098b043b311aec56ffa
Autor:
Panos Fousekis
Publikováno v:
Applied Finance Letters, Vol 12, Iss 1 (2023)
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 methodology that allows modelling price relationships at different parts of their joint distribu
Externí odkaz:
https://doaj.org/article/bd5f47c7395f413ea119007fdc6a8832
Autor:
Panos Fousekis
Publikováno v:
Applied Finance Letters, Vol 11 (2022)
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 2021 and a composite index that accounts for three possible sources of inefficiency associ
Externí odkaz:
https://doaj.org/article/97c82628b5fa4e74a7630952526982ec
Publikováno v:
Review of Agricultural and Applied Economics, Vol 19, Iss 1, Pp 3-12 (2016)
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 from seven major markets and the statistical tool of mixed R-vine copulas. The empirical resu
Externí odkaz:
https://doaj.org/article/095f1d690c7c411b8f3b1eddbb913b7c
Autor:
Panos Fousekis, Vasilis Grigoriadis
Publikováno v:
Applied Finance Letters, Vol 7, Iss 1 (2018)
This study investigates empirically the validity of three hypotheses that have been advanced to explain the tendency of stock market and volatility indices to move in opposite directions, using the notion of Brownian distance correlation. We consider
Externí odkaz:
https://doaj.org/article/6cf55b686e564333b6bd5bdace66322e
Publikováno v:
Spanish Journal of Agricultural Research, Vol 12, Iss 1, Pp 3-14 (2013)
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 this end, it utilizes monthly olive oil price data and the statistical tool of copulas. The
Externí odkaz:
https://doaj.org/article/1912f3a1e85541fbb3ff23694529c6ca
Autor:
Panos FOUSEKIS, Dimitrios PANAGIOTOU
Publikováno v:
Agricultural Economics (AGRICECON), Vol 59, Iss 8, Pp 341-347 (2013)
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 considers two alternative market structures. Namely, the pure ones, where the buyers of a primar
Externí odkaz:
https://doaj.org/article/1be65c7165be4e779d8bd82af97489d6
Publikováno v:
Buletin ştiinţific: Universitatea din Piteşti. Seria Ştiinţe Economice, Vol 11, Iss 1, Pp 43-52 (2012)
The objective of this paper is to assess technical efficiency of cereal production in Greece in a nonparametric framework while accounting for a set of exogenous variables. To this end, we implement robust partial frontier techniques on a sample of c
Externí odkaz:
https://doaj.org/article/edde9d43595b4f82b86c817288f5dcd0
Autor:
Panos Fousekis
Publikováno v:
Studies in Economics and Finance.
Purpose This study aims to assess the contemporaneous dependence between euro, crude oil and gold returns and their respective implied volatility changes. Design/methodology/approach The empirical analysis relies on daily data for the period 2015–2
Autor:
Dimitra Tzaferi, Panos Fousekis
Publikováno v:
Australian Journal of Agricultural and Resource Economics. 66:383-399