Research & Publications

Journals and Special Issues
Special Issue on Commodities Financial Management: Part 2

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

Content

Crude oil prices and kernel-based models
Massimo Panella; Rita L. D'Ecclesia; David G. Stack; Francesco Barcellona
DOI: 
10.1504/IJFERM.2014.058761

A two-state Markov-switching distinctive conditional variance application for tanker freight returns
Wessam Abouarghoub; Iris Biefang-Frisancho Mariscal; Peter Howells
DOI: 
10.1504/IJFERM.2014.058762

Using Monte Carlo simulation with DCF and real options risk pricing techniques to analyse a mine financing proposal
Michael Samis; Graham A. Davis
DOI: 10.1504/IJFERM.2014.058765

On the lease rate, convenience yield and speculative effects in the gold futures market
Giovanni Barone-Adesi; Helyette Geman; John Theal
DOI: 10.1504/IJFERM.2014.058766


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