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Trading and hedging the corn/ethanol crush spread using time-varying leverage and nonlinear models
Dunis, Christian; Laws, Jason; Middleton, Peter W.; … - In: The European journal of finance 21 (2015) 4/6, pp. 352-375
Persistent link: https://www.econbiz.de/10010528977
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Investing in commodity futures markets : can pricing models help?
Paschke, Raphael; Prokopczuk, Marcel - In: The European journal of finance 18 (2012) 1/2, pp. 59-87
Persistent link: https://www.econbiz.de/10009565253
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Forecasting inter-related energy product prices
Malliaris, Mary E.; Malliaris, S. G. - In: The European journal of finance 14 (2008) 5/6, pp. 453-468
Persistent link: https://www.econbiz.de/10003772097
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Modeling commodity value at risk with Psi Sigma neural networks using open-high-low-close data
Sermpinis, Georgios; Laws, Jason; Dunis, Christian - In: The European journal of finance 21 (2015) 4/6, pp. 316-336
Persistent link: https://www.econbiz.de/10010528195
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Modelling and trading the realised volatility of the FTSE100 futures with higher order neural networks
Sermpinis, Georgios; Laws, Jason; Dunis, Christian - In: The European journal of finance 19 (2013) 3/4, pp. 165-179
Persistent link: https://www.econbiz.de/10010243662
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Leading edge forecasting techniques for exchange rate prediction
Nabney, Ian T. (contributor) - In: The European journal of finance 1 (1996) 4, pp. 311-323
Persistent link: https://www.econbiz.de/10001196894
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State-dependent asset allocation using neural networks
Bradrania, Reza; Pirayesh Neghab, Davood - In: The European journal of finance 28 (2022) 11, pp. 1130-1156
Persistent link: https://www.econbiz.de/10013373381
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Regional GDP distortion and analyst forecast accuracy : evidence from China
Lin, Zhiyang; Luo, Danglun; Zhang, Feida - In: The European journal of finance 28 (2022) 4/5, pp. 437-460
Persistent link: https://www.econbiz.de/10013373275
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Forecasting daily volatility with intraday data
Frijns, Bart; Margaritis, Dimitris - In: The European journal of finance 14 (2008) 5/6, pp. 523-540
Persistent link: https://www.econbiz.de/10003772119
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Forecasting the daily dynamic hedge ratios by GARCH models : evidence from the agricultural futures markets
Zhang, Yuanyuan; Choudhry, Taufiq - In: The European journal of finance 21 (2015) 4/6, pp. 376-399
Persistent link: https://www.econbiz.de/10010528976