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
