Panos Fousekis
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Journal Articles

How does fear spread across asset classes? Evidence from quantile connectedness

Panos Fousekis
Journal: Studies in Economics and Finance
Studies in Economics and Finance (2024) 41 (2): 365–388.
https://doi.org/10.1108/SEF-07-2023-0408
Published: 15 September 2023
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Journal Articles

Contemporaneous dependence between euro, crude oil, and gold returns and their respective implied volatility changes. Evidence from the local Gaussian correlation approach

Panos Fousekis
Journal: Studies in Economics and Finance
Studies in Economics and Finance (2023) 40 (5): 795–813.
https://doi.org/10.1108/SEF-11-2022-0531
Published: 10 April 2023
View article titled, Contemporaneous dependence between euro, crude oil, and gold returns and their respective implied volatility changes. Evidence from the local Gaussian correlation approach
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Journal Articles

Directional predictability between returns and volume in cryptocurrencies markets

Panos Fousekis, Vasilis Grigoriadis
Journal: Studies in Economics and Finance
Studies in Economics and Finance (2021) 38 (4): 693–711.
https://doi.org/10.1108/SEF-08-2020-0318
Published: 15 February 2021
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Journal Articles

Returns and volume: Kernel causality in the US futures markets for agricultural, energy and metal commodities

Panos Fousekis
Journal: Studies in Economics and Finance
Studies in Economics and Finance (2020) 37 (3): 457–473.
https://doi.org/10.1108/SEF-10-2019-0416
Published: 15 May 2020
View article titled, Returns and volume: Kernel causality in the US futures markets for agricultural, energy and metal commodities
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Journal Articles

Monotonicity, linearity and symmetry in the price volatility–volume relationship: Evidence from energy futures markets

Panos Fousekis, Dimitra Tzaferi
Journal: Studies in Economics and Finance
Studies in Economics and Finance (2020) 37 (1): 110–133.
https://doi.org/10.1108/SEF-09-2019-0344
Published: 18 February 2020
View article titled, Monotonicity, linearity and symmetry in the price volatility–volume relationship: Evidence from energy futures markets
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Journal Articles

Crude oil price and implied volatility: Insights from non-parametric quantile regressions

Panos Fousekis
Journal: Studies in Economics and Finance
Studies in Economics and Finance (2019) 36 (2): 168–182.
https://doi.org/10.1108/SEF-04-2018-0117
Published: 02 May 2019
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Journal Articles

How well can investors diversify with commodities? Evidence from a flexible copula approach

Panos Fousekis, Vasilis Grigoriadis
Journal: Studies in Economics and Finance
Studies in Economics and Finance (2019) 36 (2): 183–206.
https://doi.org/10.1108/SEF-05-2018-0138
Published: 15 April 2019
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