Research & Publications

Journals and Special Issues
Commodities Financial Management: Part 1

Guest Editors:

Kostas Andriosopoulos Department of Finance
ESCP Europe Business School
London, UK
kandriosopoulos@escpeurope.eu
Michael Tamvakis Department of Finance
Cass Business School
London, UK
m.tamvakis@city.ac.uk
Rita D'Ecclesia Department of Finance
Dept. of Economic & Social Analyses
"La Sapienza" University of Rome
Roma, Italy
rita.decclesia@uniroma1.it

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

Centre Activities
Centre's Partners & Affiliates
RCEM Agenda   
MON
TUE
WED
THU
FRI
SAT
SUN
Sunday, March 26, 2017
No events planned this day.
Latest news

Young talent from prestigious universities met at the ESCP Europe's London Campus on 24th & 25th February to participate in the 2017 Energy Trading Challenge. 105 students fro ... read on »

Students from the MSc in Energy Management programme at ESCP Europe Business School will join key energy industry figures, international media, alumni and School faculty on a two-w ... read on »

Wednesday 1st February With the final day of the Emirates EVRT starting, everyone was in agreement that it had been an amazing experience, a unique opportunity to learn about elec ... read on »