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Prof Dr Ir J.M.E. Pennings

Recente publicaties
  • Birkeland, D., AlSkaif, T., Duivenvoorden, S., Meeng, M., & Pennings, J. M. E. (2024). Quantifying and modeling price volatility in the Dutch intraday electricity market. Energy Reports, 12, 3830-3842. https://doi.org/10.1016/j.egyr.2024.09.031
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  • Nienhaus, R., Franken, J. R. V., & Pennings, J. M. E. (2023). Hedging behavior of agribusiness cooperatives and investor-owned firms in Germany. Journal of Co-operative Organization and Management, 11(2), Article 100219. https://doi.org/10.1016/j.jcom.2023.100219
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  • Zhou, X., Bagnarosa, G., Gohin, A., Pennings, J. M. E., & Debie, P. (2023). Microstructure and high-frequency price discovery in the soybean complex. Journal of Commodity Markets, 30, Article 100314. https://doi.org/10.1016/j.jcomm.2023.100314
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  • Debie, P., Gardebroek, C., Hageboeck, S., van Leeuwen, P., Moneta, L., Naumann, A., Pennings, J. M. E., Trujillo-Barrera, A. A., & Verhulst, M. E. (2023). Unravelling the JPMorgan spoofing case using particle physics visualization methods. European Financial Management, 29(1), 288-326. https://doi.org/10.1111/eufm.12353
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  • Debie, P., Verhulst, M., Pennings, J., Tekinerdogan, B., & Catal, C. (2023). A Holistic Agent-Based Financial Simulation Platform of the Futures Commodity Market using Self-Learning Speculative Traders. Paper presented at Commodity and Energy Markets Association (CEMA) Annual Meeting, Budapest, Hungary.
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  • Debie, P., Verhulst, M., Pennings, J., Tekinerdogan, B., & Catal, C. (2023). Design and Implementation of a Holistic Agent-Based Financial Simulation Platform of the Futures Commodity Market. Paper presented at 12th International Conference of the Financial Engineering and Banking Society, Chania, Greece.
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  • Debie, P., Pennings, J., Verhulst, M., Tekinerdogan, B., Catal, C., Moneta, L., Rembser, J., & Naumann, A. (2023). Measuring Spillover Events on a Millisecond Scale using a High Energy Physics Methodology. Abstract from XVII EAAE Congress, Rennes, France.
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  • Debie, P., Verhulst, M., Pennings, J., Tekirnerdogan, B., Catal, C., Naumann, A., Demirel, S., Moneta, L., Alskaif, T., Rembser, J., & van Leeuwen, P. A. M. (2023). The Analysis of High-Frequency Finance Data using ROOT. Journal of Physics: Conference Series, 2438, Article 012068. https://doi.org/10.1088/1742-6596/2438/1/012068
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  • Haller, V., Trujillo-Barrera, A., & Pennings, J. (2023). The Information Content of the Limit Order Book in the Prediction of Option Implied Risk-Neutral Densities. Abstract from XVII EAAE Congress, Rennes, France.
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  • Franken, J., Cook, M. L., & Pennings, J. (2022). Producer Risk Aversion and Participation in Agricultural Cooperatives. Journal of Co-operative Organization and Management, 10(2), Article 100171. https://doi.org/10.1016/j.jcom.2022.100171
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