Publications in refereed journals:
Fousekis, P. and D. Panagiotou (2025). "Liquidity components and informational efficiency in the US agricultural futures markets." SPOUDAI Journal of Economics and Business Policy, Vol. 75 (2025), Issue 1-2, pp. 3-22.
Stavrakoudis, A. and D. Panagiotou, (2025). "Connectedness along the US pork marketing chain." World Conference on Economics and Management, (Forthcoming).
Panagiotou, D. (2025). "Sign and size asymmetries between futures and spot prices in the markets of agricultural commodities: implications for traders and investors." Modern Finance, 3(3), 1-15.
Fousekis, P. and D. Panagiotou (2025). "Intrinsic carcass attrributes and the farm-level price of beef in the UK." International Journal of Food and Agricultural Economics, Vol. 13, No.1, 2025, pp. 1-11.
Panagiotou, D. (2024). "Price connectedness in the futures markets of livestock commodities." Journal of Agricultural and Food Industrial Organization, doi:10.1515/jafio-2024-0059.
Fousekis, P. and D. Panagiotou (2024). "The contemporaneous link between gold price and its implied volatility across market-states, frequencies and time periods." SPOUDAI Journal of Economics and Business Policy, Vol. 74 (2024), Issue 3-4, pp. 3-20.
Panagiotou, D. and K. Karamanis (2024). "Price risk transfer from futures to spot prices in energy commodities: measuring the effects of the Covid-19 pandemic and of the Russo-Ukrainian conflict." Journal of Financial Economic Policy, 17, no. 4 (2025): 593-616.
Panagiotou, D. and K. Karamanis (2023). "Testing for monotonicity, linearity and symmetry between trading volume and price returns in the futures markets of agricultural commodities: a discussion on the financial implications." Studies in Economics and Finance, 40(5), 996-1020.
Panagiotou, D. and G. Naka (2023). "Testing for sign and size symmetry between futures prices and spot prices in the markets of energy commodities: risk diversification and policy implications." Studies in Economics and Finance, 41(1), 192-220.
Panagiotou, D. and A. Stavrakoudis (2022). "Price dependence among the major EU extra virgin olive oil markets: A time scale analysis." Review of Agricultural, Food and Environmental Studies, 104(1), 1-26.
Panagiotou, D. and A. Tseriki (2022). "Directional predictability between trading volume and price returns in the agricultural futures markets: risk implications for traders." Journal of Risk Finance, Vol. 23, No. 3, pp. 264-288.
Panagiotou, D. (2022). "Directional predictability between returns and trading volume in the futures markets of energy: insights on traders' behavior." Journal of Energy Markets, Volume 15, Number 1, pp. 1–17.
Panagiotou, D. (2021). “Revisiting gold's safe haven status with the utilization of the index of implied volatility and values of exchange traded funds.” Applied Finance Letters,10, 24-39.
Panagiotou, D. (2021). “Asymmetric price responses of the US pork retail prices to farm and wholesale price shocks: A nonlinear ARDL approach.” The Journal of Economic Asymmetries, 23, https://doi.org/10.1016/j.jeca.2020.e00185.
Panagiotou, D. (2021). “Re-examining the leverage effect and gold's safe haven properties with the utilization of the implied volatility of gold: A non-parametric quantile regressions approach.” SN Business & Economics, 1(7), 1-18.
Panagiotou, D. and A. Tseriki (2020). “Assessing the relationship between closing prices and trading volume in the U.S. livestock futures markets: A quantile regressions methodology.” Studies in Economics and Finance, Volume 37, Issue 3, pp 413–428.
Panagiotou, D. and A. Stavrakoudis. (2020). “A stochastic frontier analysis approach for estimating market power in the major U.S. meat export markets.” Journal of Industry, Competition and Trade, Volume 20, Issue 3, pp. 569–586.
Panagiotou, D. (2019).“Pricing behavior in a mixed spatial duopsony with an agricultural cooperative under asymmetric information.” Agricultural Economics Review, Volume 20, Number 1, pp. 16-26.
Panagiotou, D. (2019). “Market Power Effects of the Livestock Mandatory Reporting Act in the U.S. Meat Industry: A Stochastic Frontier Approach under Uncertainty.” Journal of Industry, Competition and Trade, Volume 19, Issue 1, pp. 103–122.
Panagiotou, D. and A. Stavrakoudis. (2018). “Free-on-board and uniform delivered pricing strategies in pure and mixed spatial duopolies: the strategic role of cooperatives.” The Journal of Economic Asymmetries, Volume 18, November 2018. https://doi.org/10.1016/j.jeca.2018.e00109.
Panagiotou, D. (2018). “Collusion enhancing effects of the own- and cross-price demand elasticities in merging multi-product food industries: the case of chicken and red meat in the USA.” Outlook on Agriculture, Vol.47, Issue 3, pp. 223-232.
Panagiotou, D. and A. Stavrakoudis. (2018). “A stochastic frontier estimator of the aggregate degree of market power exerted by the US meat packing industry.” Journal of Industrial and Business Economics, Vol. 45, Issue 3:387-401.
Panagiotou, D. (2017). “What does the stochastic frontier estimator of market power really account for? A theoretical analysis with references from the food industry.” Agricultural Economics Review, Volume 18, Number 2, pp.5-17.
Panagiotou, D. and A. Stavrakoudis. (2017).“Vertical price relationships between different cuts and quality grades in the U.S. beff marketing channel: a wholesale-retail analysis.” The Journal of Economic Asymmetries, Vol.16:53-63.
Panagiotou, D. and A. Stavrakoudis. (2017). “A Stochastic Production Frontier Estimator of the Degree of Oligopsony Power in the U.S. Cattle Industry.” Journal of Industry, Competition and Trade, Vol.17, Issue 1:121-133.
Stavrakoudis, A. and D. Panagiotou, (2016). “Price dependence and asymmetric responses between coffee varieties.” Agricultural Economics Review, Vol.17, No2:5-22.
Panagiotou, D. and A. Stavrakoudis, (2016). “Price dependence between different beef cuts and quality grades: a copula approach at the retail level for the U.S. beef industry. ” Journal of Agricultural and Food Industrial Organization, Vol.14, Issue1:121-131.
Panagiotou, D. (2015). “Volatility Spillover Effects in the Extra Virgin Olive Oil Markets of the Mediterranean.” International Journal of Food and Agricultural Economics, Vol.3 No.3:63-73.
Panagiotou, D. and A. Stavrakoudis, (2015). “Price Asymmetry Between Different Pork Cuts in the USA: a copula approach.” Agricultural and Food Economics, 3.1: 1-8.
Fousekis, P., and D. Panagiotou, (2013). “Price and Location Equilibria in a Circular Market: A Pure vs a Mixed Duopsony with a Co-operative.” Agricultural Economics Cz., 59.8: 341-347.
Panagiotou, D., and A. Azzam, (2010). “Trade Bans, Imperfect Competition and Welfare: BSE and the US Beef Industry.” Canadian Journal of Agricultural Economics , 58.1 (2010):109-129. Outstanding Journal Article, Honorable Mention, Canadian Agricultural Economics Society, 2011.