Five inter-related energy products are forecasted one month into the future using both linear and nonlinear techniques. Both spot prices and data derived from those prices are used as input data in the models. The models are tested by running data from the following year through them. Results...

The phenomenal growth of individual retirement accounts in the US, and globally, challenges both individuals and their advisors to rationally manage these investments. The two essential differences between an individual retirement account and an institutional portfolio are the length of the...

The phenomenal growth of individual retirement accounts in the U.S., and globally, challenges both individuals and their advisors to rationally manage these investments. The two essential differences between an individual retirement account and an institutional portfolio are the length of the...

The celebrated Taylor Rule methodology has established that the decisions made by the Federal Open Market Committee concerning possible changes in short term interest rates reflected in Fed Funds are influenced by deviations from a desired level of inflation and from potential output. The Taylor...

This paper investigates inter-relationships among the price behavior of oil, gold and the euro using time series and neural network methodologies. Traditionally gold is a leading indicator of future inflation. Both the demand and supply of oil as a key global commodity are impacted by...