International Journal of Financial Engineering and Risk Management (IJFERM)

International Journal of Financial Engineering and Risk Management

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



Pages Title and author(s)
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
20-34Analysis of the Iberian electricity forward market hedging efficiency
Álvaro Capitán Herráiz; Carlos Rodríguez Monroy
DOI: 10.1504/IJFERM.2013.053711
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
55-72A portfolio insurance strategy for commodity futures
Chia Chun Lo; Konstantinos Skindilias
DOI: 10.1504/IJFERM.2013.053715
73-89Nonlinearity in the Indian commodity markets: evidence from a battery of tests
Tarun Soni
DOI: 10.1504/IJFERM.2013.053714

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