Mgr. Barbora Malinská - Publications

Articles in journals with impact factor

2016 Forecasting the term structure of crude oil futures prices with neural networks, Applied Energy 164, pp.366–379, preprint PDF

IES Working Papers

2020 Time-Varying Pricing of Risk in Sovereign Bond Futures Returns, IES Working Papers 7/2020

2019 Realized Moments and Bond Pricing, IES Working Papers 11/2019

2018 Volatility Term Structure Modeling Using Nelson-Siegel Model, IES Working Papers 17/2018

2015 Forecasting the Term Structure of Crude Oil Futures Prices with Neural Networks, IES Working Papers 25/2015

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