We are pleased to announce that the International Journal of Financial Engineering and Risk Management - Special Issue on Commodities Financial Management: 2013 Vol. 1 No. 1 is now available.
Guest Editors: Professor Michael Tamvakis, Professor Rita D'Ecclesia and Dr. Kostas Andriosopoulos
IJFERM is a scholarly peer-reviewed international journal covering all aspects of the theory and practice of financial engineering and risk management. IJFERM is particularly interested in promoting research related to the development and implementation of new quantitative models leading to operational decision aids in finance. This perspective is motivated by the increasing complexity of financial decisions and the rapidly increasing use of quantitative methods for the design and implementation of innovative financial instruments, processes and solutions to financial decision-making problems.
List of titles and authors:
Estimating VaR and ES of the spot price of oil using futures-varying centiles
Giacomo Scandroglio; Andrea Gori; Emiliano Vaccaro; Vlasios Voudouris
Analysis of the Iberian electricity forward market hedging efficiency
Álvaro Capitán Herráiz; Carlos Rodríguez Monroy
Gold price forecasting with a neuro-fuzzy-based inference system
Georgia Makridou; George S. Atsalakis; Constantinos Zopounidis; Kostas Andriosopoulos
A portfolio insurance strategy for commodity futures
Chia Chun Lo; Konstantinos Skindilias
Nonlinearity in the Indian commodity markets: evidence from a battery of tests
Credit-scoring and bank lending policy in consumer loans
Maria Ganopoulou; Fotini Giapoutzi; Kyriaki Kosmidou; Theodoros Moysiadis