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
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
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
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.
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.
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.
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
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.
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
De Boer, T. A. P., Gardebroek, C., Pennings, J. M. E., & Trujillo-Barrera, A. (2022). Intraday liquidity in soybean complex futures markets. Journal of Futures Markets, 42(7), 1189-1211. https://doi.org/10.1002/fut.22325
