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Quantile coherency of futures prices in palm and soybean oil markets
Fousekis, Panajiotis - In: Journal of economics and finance : JEF 48 (2024) 1, pp. 129-141
Persistent link: https://www.econbiz.de/10015097308
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How does fear spread across asset classes? : evidence from quantile connectedness
Fousekis, Panajiotis - In: Studies in economics and finance 41 (2024) 2, pp. 365-388
Persistent link: https://www.econbiz.de/10015049557
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Conditional tail price risk spillovers in coffee markets across quality, physical space, and time : empirical analysis with penalized quantile regressions
Fousekis, Panajiotis; Grigoriadis, Vasilis - In: Economic modelling 106 (2022), pp. 1-10
Persistent link: https://www.econbiz.de/10013347534