Research Output 1988 2019

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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

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

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

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

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
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

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

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

Effect of Higher Capital Requirements on the Funding Costs of Australian Banks

Cummings, J. R. & Wright, S., 1 Mar 2016, In : Australian Economic Review. 49, 1, p. 44-53 10 p.

Research output: Contribution to journalArticleResearchpeer-review

Capital requirements
Costs
Funding
Banking sector
Borrowing

Effect of the Basel Accord capital requirements on the loan-loss provisioning practices of Australian banks

Cummings, J. R. & Durrani, K. J., 1 Jun 2016, In : Journal of Banking and Finance. 67, p. 23-36 14 p.

Research output: Contribution to journalArticleResearchpeer-review

Loans
Provisioning
Basel Accord
Capital requirements
Lending

Epidemiologic Transition in Australia: The last hundred years

Booth, H., Tickle, L. & Zhao, J., 2016, In : Canadian Studies in Population. 43, 1-2, p. 23-47 25 p.

Research output: Contribution to journalArticleResearchpeer-review

mortality
circulatory disease
Disease
twentieth century
Mortality

Estimation of parametric and nonparametric models for univariate loss distributions in finance—an approach using R

Pitt, D., Guillen, M. & Bolancé, C., 2016, In : Journal of Financial Education. 42, 1/2, p. 154-175 22 p.

Research output: Contribution to journalArticleResearchpeer-review

Nonparametric model
Finance
Parametric model
Loss distribution
Symmetry

Extending employment entitlements to non-standard workers: Alternative models for long service leave portability

Markey, R., Ferris, S., McIvor, J., Thornthwaite, L., Wright, C. F., Muhidin, S., O’Neill, S. & Parr, N., 1 Feb 2016, In : Journal of Industrial Relations. 58, 1, p. 46-68 23 p.

Research output: Contribution to journalArticleResearchpeer-review

Alternative models
Workers
Portability
Entitlement
Employers

Family control, accounting misstatements, and market reactions to restatements: Evidence from China

Ma, L., Ma, S. & Tian, G., 1 Sep 2016, In : Emerging Markets Review. 28, p. 1-27 27 p.

Research output: Contribution to journalArticleResearchpeer-review

Restatements
Family control
Market reaction
China
Insider

Financing alternative energy projects: An examination of challenges and opportunities for local government

Cheung, G., Davies, P. J. & Trück, S., 1 Oct 2016, In : Energy Policy. 97, p. 354-364 11 p.

Research output: Contribution to journalArticleResearchpeer-review

Street lighting
alternative energy
local government
Benchmarking
Gas emissions

How Does Corporate Governance Affect Loan Collateral? Evidence from Chinese SOEs and Non-SOEs

An, C., Pan, X. & Tian, G., 1 Sep 2016, In : International Review of Finance. 16, 3, p. 325-356 32 p.

Research output: Contribution to journalArticleResearchpeer-review

Corporate governance
Loans
State-owned enterprises
China
Board size

Identifying speculative bubbles using an infinite hidden Markov model

Shi, S. & Song, Y., 2016, In : Journal of Financial Econometrics. 14, 1, p. 159-184 26 p.

Research output: Contribution to journalArticleResearchpeer-review

Speculative bubbles
Hidden Markov model
Bubble
Out-of-sample forecasting
Hierarchical structure

Insights to systematic risk and diversification across a joint probability distribution

Choo, W. & de Jong, P., Mar 2016, In : Insurance: Mathematics and Economics. 67, p. 142-150 9 p.

Research output: Contribution to journalArticleResearchpeer-review

Diversification
Joint Distribution
Probability Distribution
Dependent
Financial Markets