
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
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Pages | Title and author(s) |
214-238 | Crude oil prices and kernel-based modelsMassimo Panella; Rita L. D'Ecclesia; David G. Stack; Francesco Barcellona DOI: 10.1504/IJFERM.2014.058761 |
239-263 | A two-state Markov-switching distinctive conditional variance application for tanker freight returnsWessam Abouarghoub; Iris Biefang-Frisancho Mariscal; Peter Howells DOI: 10.1504/IJFERM.2014.058762 |
264-281 | Using Monte Carlo simulation with DCF and real options risk pricing techniques to analyse a mine financing proposalMichael Samis; Graham A. Davis DOI: 10.1504/IJFERM.2014.058765 |
282-307 | On the lease rate, convenience yield and speculative effects in the gold futures marketGiovanni Barone-Adesi; Helyette Geman; John Theal DOI: 10.1504/IJFERM.2014.058766 |