International Journal of Financial Engineering and Risk Management (IJFERM)

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

Pages Title and author(s)
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