Research Output 1988 2019

2019

Carbon pricing and electricity markets — The case of the Australian Clean Energy Bill

Maryniak, P., Trück, S. & Weron, R., 1 Mar 2019, In : Energy Economics. 79, p. 45-58 14 p.

Research output: Contribution to journalArticleResearchpeer-review

Taxation
Carbon
Costs
Power markets
Energy

Dynamics of oil price, precious metal prices and the exchange rate in the long-run

Churchill, S. A., Inekwe, J., Ivanovski, K. & Smyth, R., 4 Sep 2019, In : Energy Economics. 104508.

Research output: Contribution to journalArticleResearchpeer-review

Precious metals
Silver
Gold
Error correction
Platinum

Financial conditions and economic growth

Inekwe, J. N., Jin, Y. & Valenzuela, M. R., May 2019, In : International Review of Economics and Finance. 61, p. 128 - 140 13 p.

Research output: Contribution to journalArticleResearchpeer-review

Economic growth
Financial distress
Financial economics
Financial condition
Gross domestic product

Financial integration and banking crisis: A critical analysis of restrictions on capital flows

Inekwe, J. N. & Valenzuela, M. R., 14 Aug 2019, In : World Economy.

Research output: Contribution to journalArticleResearchpeer-review

capital movement
banking
incidence
Banking crisis
Capital flows

Income inequality, financial flows and political institution: sub-Saharan African financial network

Inekwe, J. N., Jin, Y. & Valenzuela, M. R., 7 Feb 2019, In : Empirical Economics.

Research output: Contribution to journalArticleResearchpeer-review

Income inequality
Financial flows
Political institutions
Africa
Financial networks

Lending risk in MFIs: the extreme bounds of microeconomic and macroeconomic factors

Inekwe, J. N., Apr 2019, In : Journal of Small Business Management. 57, 2, p. 538-558 21 p.

Research output: Contribution to journalArticleResearchpeer-review

Costs
Industry
Lending
Microeconomics
Loans

Prediction of financial distress for multinational corporations: Panel estimations across countries

Apergis, N., Bhattacharya, M. & Inekwe, J., 21 Aug 2019, In : Applied Economics. 51, 39, p. 4255-4269 15 p.

Research output: Contribution to journalArticleResearchpeer-review

Panel estimation
Prediction
Financial distress
Multinational corporations
Multinational companies

R&D intensity and carbon emissions in the G7: 1870–2014

Churchill, S. A., Inekwe, J., Smyth, R. & Zhang, X., May 2019, In : Energy Economics. 80, p. 30 - 37 8 p.

Research output: Contribution to journalArticleResearchpeer-review

Carbon
Data structures
Carbon dioxide
Carbon emissions
R&D intensity
2018

Ageing population risks

Shevchenko, P. (ed.), 2018, Basel: Multidisciplinary Digital Publishing Institute (MDPI). 224 p.

Research output: Book/ReportEdited Book/AnthologyResearchpeer-review

Open Access
File
open access
edition

A new approach to financial integration and market income inequality

Inekwe, J. N., Jin, Y. & Valenzuela, M. R., Dec 2018, In : Emerging Markets Review. 37, p. 134-147 14 p.

Research output: Contribution to journalArticleResearchpeer-review

Income inequality
Financial markets
Financial integration
Net income
Emerging market economies

Conditional convergence in per capita carbon emissions since 1900

Churchill, S. A., Inekwe, J. & Ivanovski, K., 2018, In : Applied Energy. 228, p. 916 - 927 12 p.

Research output: Contribution to journalArticleResearchpeer-review

carbon emission
Carbon dioxide
carbon dioxide
Carbon
Lagrange multipliers

Convergence of energy productivity across Indian states and territories

Bhattacharya, M., Inekwe, J. N., Sadorsky, P. & Saha, A., Aug 2018, In : Energy Economics. 74, p. 427 - 440 14 p.

Research output: Contribution to journalArticleResearchpeer-review

Productivity
Economics
Energy policy
Merging
Energy productivity

Financial crises and the extreme bounds of predictors

Inekwe, J., Dec 2018, In : Empirical Economics. 55, 4, p. 2047-2067 21 p.

Research output: Contribution to journalArticleResearchpeer-review

Financial Crisis
financial crisis
Predictors
Extremes
gross domestic product

Financial integration in Africa: New evidence using network approach

Bhattacharya, M., Inekwe, J. N. & Valenzuela, M. R., Jun 2018, In : Economic Modelling. 72, p. 379-390 12 p.

Research output: Contribution to journalArticleResearchpeer-review

African countries
Network structure
Political economics
Africa
Connectivity

Global financial network and liquidity risk

Inekwe, J. N., Jin, Y. & Valenzuela, M. R., Nov 2018, In : Australian Journal of Management. 43, 4, p. 593-613 21 p.

Research output: Contribution to journalArticleResearchpeer-review

Financial networks
Liquidity risk
Funding
Connectedness
Econometrics

House price convergence: Evidence from Australian cities

Awaworyi Churchill, S., Inekwe, J. & Ivanovski, K., 1 Sep 2018, In : Economics Letters. 170, p. 88-90 3 p.

Research output: Contribution to journalArticleResearchpeer-review

House prices
Price convergence
Transitional dynamics

Remittances and financial development: empirical evidence from heterogeneous panel of countries

Bhattacharya, M., Inekwe, J. & Paramati, S. R., 2018, In : Applied Economics. 50, 38, p. 4099-4112 14 p.

Research output: Contribution to journalArticleResearchpeer-review

Empirical evidence
Heterogeneous panels
Financial development
Remittances
Foreign direct investment

The effects of financial distress: Evidence from US GDP growth

Inekwe, J. N., Jin, Y. & Valenzuela, M. R., Jun 2018, In : Economic Modelling. 72, p. 8-21 14 p.

Research output: Contribution to journalArticleResearchpeer-review

GDP growth
Financial distress
US economy
Endogeneity
Contraction

The Environmental Kuznets Curve in the OECD: 1870–2014

Churchill, S. A., Inekwe, J., Ivanovski, K. & Smyth, R., Sep 2018, In : Energy Economics. 75, p. 389-399 11 p.

Research output: Contribution to journalArticleResearchpeer-review

Global warming
Carbon dioxide
Economics
Environmental Kuznets curve
CO2 emissions
2017

Actuarial applications and estimation of extended CreditRisk⁺

Hirz, J., Schmock, U. & Shevchenko, P. V., 2017, In : Risks. 5, 2, p. 1-29 29 p., 23.

Research output: Contribution to journalArticleResearchpeer-review

Open Access
File
Mortality
Model
Expected Shortfall
Joint Modeling
Credit Risk

A Framework and Measure for Examining Risk Climate in Financial Institutions

Sheedy, E. A., Griffin, B. & Barbour, J. P., 1 Feb 2017, In : Journal of Business and Psychology. 32, 1, p. 101-116 16 p.

Research output: Contribution to journalArticleResearchpeer-review

Climate
Risk Management
Bankruptcy
Organizations
Climate Change

'Argy, Victor Elie (1929-1993)'

Fisher, L., 2017, Australian dictionary of biography. Canberra: National Centre of Biography, Australian National University, 1 p.

Research output: Chapter in Book/Report/Conference proceedingChapterResearch

Early warning indicators of systemic financial risk in an international setting

Sheen, J., Trück, S., Truong, H. & Wang, Z., 2017, Conference overview and summary of papers: International conference on financial cycles, systemic risk, interconnectedness, and policy options for resilience. Philippines: Asian Development Bank, p. 56-60

Research output: Chapter in Book/Report/Conference proceedingConference proceeding contributionResearchpeer-review

Open Access
File

Improved estimation of fixed effects panel data partially linear models with heteroscedastic errors

Hu, J., You, J. & Zhou, X., 1 Feb 2017, In : Journal of Multivariate Analysis. 154, p. 96-111 16 p.

Research output: Contribution to journalArticleResearchpeer-review

Heteroscedastic Errors
Partially Linear Model
Fixed Effects
Panel Data
Estimator

Inference in Partially Identified Heteroskedastic Simultaneous Equations Models

Milunovich, G., Luetkepohl, H. & Yang, M., 16 Nov 2017, (Accepted/In press) In : Journal of Econometrics.

Research output: Contribution to journalArticleResearchpeer-review

International differences in life expectancy gains (and in their cost)

Parr, N., Li, J. & Tickle, L., 23 Jan 2017, N-IUSSP.

Research output: Contribution to Newspaper/Magazine/WebsiteArticleResearch

Open Access

Is the reincarnation of the trans pacific partnership on multilateral trade really necessary?

Blazey, P., Ashiabor, H. & Zaman, K., 26 Jun 2017, (In preparation). 10 p.

Research output: Contribution to conferencePaperResearch

president
China

Metrics for measuring risk of incapacity for Australian Retirement Village residents

Kyng, T., Li, L. & Stolz, B., 2017, (Accepted/In press).

Research output: Contribution to conferencePaperResearchpeer-review

Optimal consumption, investment and housing with means-tested public pension in retirement

Andréasson, J. G., Shevchenko, P. V. & Novikov, A., Jul 2017, In : Insurance: Mathematics and Economics. 75, p. 32-47 16 p.

Research output: Contribution to journalArticleResearchpeer-review

Open Access
Asset Allocation
Life Expectancy
Expected Utility
Maximum Likelihood Method
Stochastic Control

Policy challenges in public interest litigation through specialized environmental courts: lessons from the Chinese and Australian experience

Blazey, P., 10 Jul 2017, (Accepted/In press). 20 p.

Research output: Contribution to conferencePaperResearchpeer-review

public interest
community
experience
lawsuit
environmental damage

Political capital and CEO entrenchment: Evidence from CEO turnover in Chinese non-SOEs

Cao, X., Pan, X., Qian, M. & Tian, G. G., 1 Feb 2017, In : Journal of Corporate Finance. 42, p. 1-14 14 p.

Research output: Contribution to journalArticleResearchpeer-review

Entrenchment
CEO turnover
Turnover
Chief executive officer
Political capital

Polypropylene price dynamics: input costs or downstream demand?

De Mello, L. M. & Ripple, R. D., 2017, In : Energy Journal. 38, 4, p. 129-144 16 p.

Research output: Contribution to journalArticleResearchpeer-review

Polypropylenes
Propylene
Costs
Naphthas
Error correction

The Diversification Delta: a different perspective

Flores, Y. S., Bianchi, R. J., Drew, M. E. & Trück, S., 1 Jun 2017, In : Journal of Portfolio Management. 43, 4, p. 112-124 13 p.

Research output: Contribution to journalArticleResearchpeer-review

Diversification
Entropy
Asset returns
Skewness
Portfolio optimization

The impact of global financial market uncertainty on the risk-return relation in the stock markets of G7 countries

Loudon, G., 2017, In : Studies in Economics and Finance. 34, 1, p. 2-23 22 p.

Research output: Contribution to journalArticleResearchpeer-review

G-7 countries
Uncertainty
International financial markets
Stock market
Market uncertainty

Выживаемость и пути онтогенеза слоевищ эпифитного лишайника эвернии сливовой (Evernia prunastri (L.) Ach.)

Suetina, Y. G., Dmitrieva, S. V., Trubyanov, A. B., Sofronov, G. Y., Ivanov, S. M. & Glotov, N. V., 2017, Проблемы популяционной биологии: Материалы XII Всероссийского популяционного семинара памяти Николая Васильевича Глотова (1939–2016). Russia: Mari State University, p. 220-222 3 p.

Research output: Chapter in Book/Report/Conference proceedingConference proceeding contributionResearch

Регрессионная модель для упорядоченных классов и ее применение при анализе онтогенетической структуры популяций

Ivanov, S. M., Sofronov, G. Y., Suetina, Y. G. & Ryzhova, L. V., 2017, Проблемы популяционной биологии: Материалы XII Всероссийского популяционного семинара памяти Николая Васильевича Глотова (1939–2016). Russia: Mari State University, p. 106-108 3 p.

Research output: Chapter in Book/Report/Conference proceedingConference proceeding contributionResearch

2016

A cost of living longer: Projections of the effects of prospective mortality improvement on economic support ratios for 14 advanced economies

Parr, N., Li, J. & Tickle, L., Jul 2016, In : Population Studies. 70, 2, p. 181-200 20 p.

Research output: Contribution to journalArticleResearchpeer-review

cost of living
projection
mortality
labor force participation
life expectancy

A multiple optimal stopping rule for a buying-selling problem with a deterministic trend

Sofronov, G. Y., 1 Dec 2016, In : Statistical Papers. 57, 4, p. 1107-1119 13 p.

Research output: Contribution to journalArticleResearchpeer-review

Optimal Stopping Rule
Deterministic Trend
Sequential Procedure
Independent Random Variables
Horizon

A multi-population evaluation of the Poisson common factor model for projecting mortality jointly for both sexes

Li, J., Tickle, L. & Parr, N., 1 Dec 2016, In : Journal of Population Research. 33, 4, p. 333-360 28 p.

Research output: Contribution to journalArticleResearchpeer-review

mortality
evaluation
death rate
sex ratio
divergence

Animal spirits and optimal monetary policy design in the presence of labour market frictions

Sheen, J. & Wang, B. Z., 1 Jan 2016, In : Economic Modelling. 52, p. 898-912 15 p.

Research output: Contribution to journalArticleResearchpeer-review

Optimal monetary policy
Labor market frictions
Animal spirits
Technology shocks
Policy design

Applying threshold concepts to finance education

Hoadley, S., Wood, L. N., Tickle, L. & Kyng, T., 13 Jun 2016, In : Education and Training. 58, 5, p. 476-491 16 p.

Research output: Contribution to journalArticleResearchpeer-review

finance
education
Finance
Education finance
methodology

Assessing labor market frictions in a small open economy

Sheen, J. & Wang, B. Z., 1 Jun 2016, In : Journal of Macroeconomics. 48, p. 231-251 21 p.

Research output: Contribution to journalArticleResearchpeer-review

Small open economy
Labor market frictions
Hiring
Nominal wage rigidity
Unemployment

Asymptotic behaviors of stochastic reserving: Aggregate versus individual models

Huang, J., Wu, X. & Zhou, X., 1 Mar 2016, In : European Journal of Operational Research. 249, 2, p. 657-666 10 p.

Research output: Contribution to journalArticleResearchpeer-review

Asymptotic Variance
Asymptotic Behavior
Ladders
Normal distribution
Gaussian distribution

Blood, dreams and gold: the changing face of Burma

Turnell, S., Apr 2016, In : Contemporary Southeast Asia. 38, 1, p. 164-166 3 p.

Research output: Contribution to journalReview articleResearchpeer-review

Coherent modeling of male and female mortality using Lee–Carter in a complex number framework

de Jong, P., Tickle, L. & Xu, J., 1 Nov 2016, In : Insurance: Mathematics and Economics. 71, p. 130-137 8 p.

Research output: Contribution to journalArticleResearchpeer-review

Complex number
Mortality
Modeling
Singular value decomposition
Model

Comments on Shan and Walter: ‘Towards a Set of Design Principles for Executive Compensation Contracts’

Beaumont, S., Ratiu, R., Reeb, D., Boyle, G., Brown, P., Szimayer, A., da Silva Rosa, R., Hillier, D., McColgan, P., Tsekeris, A., Howieson, B., Matolcsy, Z., Spiropoulos, H., Roberts, J., Smith, T., Zhou, Q., Swan, P. L., Taylor, S., Wright, S. & Yermack, D., Dec 2016, In : Abacus. 52, 4, p. 685-771 87 p.

Research output: Contribution to journalComment/opinionResearchpeer-review

Convenience Yields and Risk Premiums in the EU-ETS-Evidence from the Kyoto Commitment Period

Trück, S. & Weron, R., 1 Jun 2016, In : The Journal of Futures Markets. 36, 6, p. 587-611 25 p.

Research output: Contribution to journalArticleResearchpeer-review

Convenience yield
CO2 emissions
Emissions trading scheme
Risk premium
Futures contracts

Dating the timeline of house price bubbles in Australian capital cities

Shi, S., Valadkhani, A., Smyth, R. & Vahid, F., 1 Dec 2016, In : Economic Record. 92, 299, p. 590-605 16 p.

Research output: Contribution to journalArticleResearchpeer-review

Price bubbles
House prices
Bubble
Rent
Global financial crisis

Econometric Methods for Modelling Systems With a Mixture of i(1) and i(0) Variables

Fisher, L. A., Huh, H. S. & Pagan, A. R., 1 Aug 2016, In : Journal of Applied Econometrics. 31, 5, p. 892-911 20 p.

Research output: Contribution to journalArticleResearchpeer-review

structural model
econometrics
Econometric methods
System modeling

Effect of fund size on the performance of Australian superannuation funds

Cummings, J. R., 1 Sep 2016, In : Accounting and Finance. 56, 3, p. 695-725 31 p.

Research output: Contribution to journalArticleResearchpeer-review

Superannuation
Assets
Private equity
IT infrastructure
Investing