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  • Polynomial approximation of discounted moments
    Latest Results for Finance and Stochastics 2 days ago
  • The fundamental role of the repo market and central clearing
    Risk.net Journals 4 days ago
  • Virtual Barrels: Quantitative Trading in the Oil Market
    Quantitative Finance 5 days ago By Christina Nikitopoulos Finance Department, University of Technology Sydney, AustraliaChristina Nikitopoulos is an associate professor at the UTS Business School at the University of Technology Sydney. Her research expertise extends to energy finance, sustainable finance, renewable energy and commodity markets. Her projects in sustainable finance address the challenges of fossil fuel divesting, green bonds screening and the effects of climate transition risk on sovereign bond markets. She also leads several projects addressing energy derivatives pricing and hedging, energy transition and the impact of renewable energy generation on electricity price dynamics in Australia. She has been awarded two Australian Research Council grants and many internal and industry research grants, and publishes in leading journals including the Journal of Banking & Finance, Energy Economics, Quantitative Finance, Journal of Commodity Markets and Energy Policy. She is an editorial board member at the Renewable and Sustainable Energy Reviews and the Journal of Commodity Markets (special issue) and a member of the Commodity and Energy Markets Association (CEMA), the Academic Female Finance Committee (AFFECT), the International Association of Energy Economics (IAEE) and Financial Research Network (FIRN). She holds a PhD and a Master of Finance from the University of Technology Sydney.
  • A Global-in-Time Neural Network Approach to Dynamic Portfolio Optimization
    Applied Mathematical Finance 6 days ago By Pieter M. van Staden Peter A. Forsyth Yuying Li a National Australia Bank, Melbourne, Victoria, Australiab Cheriton School of Computer Science, University of Waterloo, Waterloo, ON, Canada
  • BRIEF SYNOPSIS OF THE SCIENTIFIC CAREER OF T. R. HURD
    International Journal of Theoretical and Applied Finance 7 days ago By MATHEUS R. GRASSELLI