9 May 2013

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.

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