International Journal of Financial Engineering and Risk Management (IJFERM) Inderscience Publishers - linking academia, business and industry through research

International Journal of Financial Engineering and Risk Management

Special Issue on Commodities Financial Management: Part 1

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

Pages	Title and author(s)
6-19	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
20-34	Analysis of the Iberian electricity forward market hedging efficiency Álvaro Capitán Herráiz; Carlos Rodríguez Monroy DOI: 10.1504/IJFERM.2013.053711
35-54	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
55-72	A portfolio insurance strategy for commodity futures Chia Chun Lo; Konstantinos Skindilias DOI: 10.1504/IJFERM.2013.053715
73-89	Nonlinearity in the Indian commodity markets: evidence from a battery of tests Tarun Soni DOI: 10.1504/IJFERM.2013.053714
Additional Paper
90-110	Credit-scoring and bank lending policy in consumer loans Maria Ganopoulou; Fotini Giapoutzi; Kyriaki Kosmidou; Theodoros Moysiadis DOI: 10.1504/IJFERM.2013.053703