Research & Publications

Journals and Special Issues
Commodities Financial Management: Part 1

Guest Editors:

Kostas Andriosopoulos Department of Finance
ESCP Europe Business School
London, UK
Michael Tamvakis Department of Finance
Cass Business School
London, UK
Rita D'Ecclesia Department of Finance
Dept. of Economic & Social Analyses
"La Sapienza" University of Rome
Roma, Italy

2013 Vol. 1 No. 1 


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

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