Returns and volume: Frequency connectedness in cryptocurrency markets P Fousekis, D Tzaferi Economic Modelling 95, 13-20, 2021 | 68 | 2021 |
Price returns and trading volume changes in agricultural futures markets: An empirical analysis with quantile regressions P Fousekis, D Tzaferi The Journal of Economic Asymmetries 19, e00116, 2019 | 19 | 2019 |
Tail price risk spillovers along the US beef and pork supply chains P Fousekis, D Tzaferi Australian Journal of Agricultural and Resource Economics 66 (2), 383-399, 2022 | 9 | 2022 |
Monotonicity, linearity and symmetry in the price volatility–volume relationship: Evidence from energy futures markets P Fousekis, D Tzaferi Studies in Economics and Finance, 2020 | 8 | 2020 |
Price multifractality and informational efficiency in the futures markets of the US soybean complex P Fousekis, D Tzaferi Applied Econometrics 66, 68-84, 2022 | | 2022 |
Market connectedness in the US beef supply chain P Fousekis, D Tzaferi Agricultural Economics Review 19 (1), 35-51, 2018 | | 2018 |
Γωνιακές πιθανότητες και όρια για στροφές 90 και 270 μοιρών συνήθων συζεύξεων και για μίξεις αυτών ΔΣ Τζαφέρη Αριστοτέλειο Πανεπιστήμιο Θεσσαλονίκης, 2018 | | 2018 |
Tailrisk Dependence Networks in the US Commodity Sectors. Has Covid19 Made A Thing? D TZAFERI | | |