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Vol. 2
Vol. 1

International Journal of Financial Engineering and Risk Management


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2013 Vol. 1 No. 1

Special Issue on Commodities Financial Management: Part 1

Guest Editors: Professor Michael Tamvakis, Professor Rita D'Ecclesia and Dr. Kostas Andriosopoulos

 

EditorialForeword
PagesTitle and authors
6-19Estimating 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

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20-34Analysis of the Iberian electricity forward market hedging efficiency
Álvaro Capitán Herráiz; Carlos Rodríguez Monroy
DOI: 10.1504/IJFERM.2013.053711

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35-54Gold price forecasting with a neuro-fuzzy-based inference system
Georgia Makridou; George S. Atsalakis; Constantinos Zopounidis; Kostas Andriosopoulos
DOI: 10.1504/IJFERM.2013.053707

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55-72A portfolio insurance strategy for commodity futures
Chia Chun Lo; Konstantinos Skindilias
DOI: 10.1504/IJFERM.2013.053715

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73-89Nonlinearity in the Indian commodity markets: evidence from a battery of tests
Tarun Soni
DOI: 10.1504/IJFERM.2013.053714

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Additional Paper

90-110Credit-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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