Zobrazeno 1 - 10
of 12
pro vyhledávání: '"Vasilis GRIGORIADIS"'
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:
Iona Yuelu Huang, Louise Manning, Vicky Wood, Katy L. James, Anthony Millington, Vasilis Grigoriadis, Shane Ward
Publikováno v:
British Food Journal. 124:3201-3219
PurposeThis research aims to explore retail managers' views on how food waste (FW) management activities contribute to sustainable value creation and how the customer value proposition (CVP) for a given food retailer interacts with their approaches t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e219f99d006dcec7b747f65c4cf35a7d
https://doi.org/10.1108/bfj-06-2021-0693
https://doi.org/10.1108/bfj-06-2021-0693
Publikováno v:
Studies in Economics and Finance. 38:693-711
Purpose This paper aims to identify and quantify directional predictability between returns and volume in major cryptocurrencies markets. Design/methodology/approach The empirical analysis relies on the cross-quantilogram approach that allows one to
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e7d66ef8e039fd77b86d9c876d55ea0d
https://doi.org/10.1108/sef-08-2020-0318
https://doi.org/10.1108/sef-08-2020-0318
Publikováno v:
Studies in Economics and Finance. 36:183-206
Purpose This paper aims to investigate empirically the linkages between stock and commodity futures markets. Design/methodology/approach It involves the application of a flexible copula approach to weekly total returns from the S&P 500 index and from
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9c459dd006a23c36c7601a22eafe76cf
https://doi.org/10.1108/sef-05-2018-0138
https://doi.org/10.1108/sef-05-2018-0138
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://explore.openaire.eu/search/publication?articleId=doi_dedup___::3b87138328caaea21d9cf98927924f12
https://doi.org/10.24135/afl.v7i1.75
https://doi.org/10.24135/afl.v7i1.75
Autor:
Panos Fousekis, Vasilis Grigoriadis
Publikováno v:
Economic Modelling. 106:105691
Transmission of price shocks among related markets is a necessary condition for economic efficiency. Earlier empirical studies have investigated price spillovers in green coffee markets across physical space, quality space, and/or time through highly
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::cf246b12bdfcb35422abb79d7870a4e1
https://doi.org/10.1016/j.econmod.2021.105691
https://doi.org/10.1016/j.econmod.2021.105691
Publikováno v:
Journal of Commodity Markets. 7:57-71
The strength and the pattern of linkages between output and input futures prices are of particular importance for risk management in the energy sector. This paper investigates the co-movement between crude oil, heating oil, and reformulated gasoline
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::885f40d15c6b74d82039bc3ef03e65be
https://doi.org/10.1016/j.jcomm.2017.08.003
https://doi.org/10.1016/j.jcomm.2017.08.003
Publikováno v:
Australian Journal of Agricultural and Resource Economics. 61:135-153
The objective of this article is to assess the integration of the international skim milk powder (SMP) market. This is pursued using monthly data over 2001 to 2014 from the three principal SMP-producing regions (the EU, the USA and Oceania) and nonpa
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5f9502b3bd8b826825798685f2f7851b
https://doi.org/10.1111/1467-8489.12147
https://doi.org/10.1111/1467-8489.12147