Changes in quarterly holdings of Domestic General Equity unit trust funds in JSEsectors displayed a negative association with same quarter returns. The results wereobtained from cross tabulations of unit trust sector holdings data taken from the periodJune 2002 to June 2009. The relationship was...

Forecasting price spikes is a timely issue for the deregulated electricity market. Traditional price forecasting techniques show poor performance in handling price spikes, which usually follow a pattern different from the prices under normal market conditions. Therefore, novel approaches are...