Issue Information

• Date: 01 December 2018
• DOI: http://doi.org/10.1002/for.2497
• Published date: 01 December 2018

DECEMBER 2018 VOLUME 37 NUMBER 8

wileyonlinelibrary.com/journal/for

ISSN 0277-6693

JOFODV 37(8) 781– 866

wileyonlinelibrary.com/journal/for

Volatility forecasting of crude oil market: A new hybrid method

Y.-J. Zhang and J.-L. Zhang 781

Value-at-risk under market shifts through highly flexible models

A. BenSaïda, S. Boubaker, D. K. Nguyen and S. Slim 790

Understanding the interplay between covariance forecasting factor models

and risk-based portfolio allocations in currency carry trades

M. Ames, G. Bagnarosa, G. W. Peters and P. V. Shevchenko 805

Forecasting electricity spot price for Nord Pool market with a hybrid k -factor

GARMA – LLWNN model

S. Ben Amor, H. Boubaker and L. Belkacem 832

Benchmark dataset for mid-price forecasting of limit order book data with

machine learning methods

A. Ntak aris, M. Magris, J. Kanniainen, M. Gabbouj and A. Iosifidis 852