Special issue: "Commodities Financial Management: Part 1" (available as free sample issue)

International Journal of Financial Engineering and Risk Management 1(1) 2013

• Estimating VaR and ES of the spot price of oil using futures-varying centiles
• Analysis of the Iberian electricity forward market hedging efficiency
• Gold price forecasting with a neuro-fuzzy-based inference system
• A portfolio insurance strategy for commodity futures
• Nonlinearity in the Indian commodity markets: evidence from a battery of tests

Additional Paper

• Credit-scoring and bank lending policy in consumer loans

There is a free download of the papers from this first issue.