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Vol. 2
Vol. 1

International Journal of Financial Engineering and Risk Management

2014 Vol. 1 No. 3

Special Issue on Commodities Financial Management: Part 2

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

 

Editorial
PagesTitle and authors
214-238Crude oil prices and kernel-based models
Massimo Panella; Rita L. D'Ecclesia; David G. Stack; Francesco Barcellona
DOI: 10.1504/IJFERM.2014.058761

239-263A 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

264-281Using 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

282-307On 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