Dimitrios Panagiotou holds a PhD in Economics (2008) from the University of Nebraska – Lincoln, NE, USA. His area of expertise is the horizontal and the vertical structure of markets. His research/interest areas include, among others, commodity markets.
Directional predictability between returns and trading volume in the futures markets of energy: insights into traders’ behavior
This papers aims to test for directional predictability between returns and volume (and vice versa) in the energy futures markets, employing a cross-quantilogram approach that enables the assessment of the temporal association between two stationary time…