Guest Editors:
Kostas Andriosopoulos | Department of Finance ESCP Europe Business School London, UK [email protected] |
Michael Tamvakis | Department of Finance Cass Business School London, UK [email protected] |
Rita D'Ecclesia | Department of Finance Dept. of Economic & Social Analyses "La Sapienza" University of Rome Roma, Italy [email protected] |
2013 Vol. 1 No. 1
Content
Estimating VaR and ES of the spot price of oil using futures-varying centiles
Giacomo Scandroglio; Andrea Gori; Emiliano Vaccaro; Vlasios Voudouris
DOI: 10.1504/IJFERM.2013.053713
Analysis of the Iberian electricity forward market hedging efficiency
Álvaro Capitán Herráiz; Carlos Rodríguez Monroy
DOI: 10.1504/IJFERM.2013.053711
Gold price forecasting with a neuro-fuzzy-based inference system
Georgia Makridou; George S. Atsalakis; Constantinos Zopounidis; Kostas Andriosopoulos
DOI: 10.1504/IJFERM.2013.053707
A portfolio insurance strategy for commodity futures
Chia Chun Lo; Konstantinos Skindilias
DOI: 10.1504/IJFERM.2013.053715
Nonlinearity in the Indian commodity markets: evidence from a battery of tests
Tarun Soni
DOI: 10.1504/IJFERM.2013.053714
Additional Paper
Credit-scoring and bank lending policy in consumer loans
Maria Ganopoulou; Fotini Giapoutzi; Kyriaki Kosmidou; Theodoros Moysiadis
DOI: 10.1504/IJFERM.2013.053703