Harald Schmidbauer's Personal Homepages

Projects

Recent papers... more to come soon.

• Volatility Spillovers Between Crude Oil Prices And US Dollar To Euro Exchange Rates (2008)
• OPEC News Announcements: Effects On Oil Price Expectation And Volatility (2009)
• Action Selection in Customer Value Optimization: An Approach Based on Covariate-Dependent Markov Decision Processes (2009)
• Currency Carry Trading With MGARCH-Based Carry-To-Risk Portfolio Optimization (2010)
• Monetary Authorities and Exchange Rate Volatility: Turkey and other Cases (2010)
• Crude Oil Spot Prices and The Market's Perception of Inventory News (2011)
• A Leslie-Type Urban-Rural Migration Model, and the Case of Turkey (2011)
• Robust Trading Rule Selection and Forecasting Accuracy (2011)

Document last modified on May 14, 2012.