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Liquidity and yield curve estimation
Tsai, Shih-chuan, (2012)
Term structure modeling and forecasting of government bond yields : does a good in -sample fit imply reasonable out-of-sample forecasts?
Ullah, Wali, (2013)
Does the level of the yield curve predict inflation?
Kaya, Hüseyin, (2014)
Detecting market transitions and energy futures risk management using principal components
Borovkova, Svetlana, (2006)
Analysis and Modelling of Electricity Futures Prices
An ensemble of LSTM neural networks for high‐frequency stock market classification
Borovkova, Svetlana, (2019)