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Research Outputs 2005 2018

2018

Evaluating volatility forecasts with ultra-high-frequency data—evidence from the Australian equity market

De Mello, L., Sadeghi, M. & Zhang, K., 3 Jan 2018, In : Theoretical Economics Letters. 8, 1, p. 1-27 27 p.

Research output: Contribution to journalArticleResearchpeer-review

Open Access
File
Volatility forecasts
High-frequency data
Equity markets
Generalized autoregressive conditional heteroscedasticity
Benchmark
2017

Factors driving memory fallibility: A conceptual framework for accounting and finance studies

Ding, Y., Hellmann, A. & De Mello, L., 1 Jun 2017, In : Journal of Behavioral and Experimental Finance. 14, p. 14-22 9 p.

Research output: Contribution to journalArticleResearchpeer-review

Conceptual framework
Factors
Judgment and decision making
Finance
Decision-making process

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 influence of textual presentation order and graphical presentation on the judgements of non-professional investors

Hellmann, A., Yeow, C. & De Mello, L., 7 Jun 2017, In : Accounting and Business Research. 47, 4, p. 455-470 16 p.

Research output: Contribution to journalArticleResearchpeer-review

Nonprofessional investors
Recency
Graph
Inclusion
Financial information
2015

A Practical guide for non-financial companies when modeling longer-term currency and commodity exposures

De Mello, L., Sheedy, E. & Storck, S., 2015, In : Journal of applied corporate finance. 27, 1, p. 89-100 12 p.

Research output: Contribution to journalArticleResearchpeer-review

2014

Econometric analysis of Australian emissions markets and electricity prices

Cotton, D. & De Mello, L., 2014, In : Energy Policy. 74, p. 475-485 11 p.

Research output: Contribution to journalArticleResearchpeer-review

econometrics
electricity
Electricity
market
emissions trading
2013

Neurosciences: The next frontier of behavioral accounting?

Hellmann, A. & Mello, L. D., 2013, Behavioral Accounting. Hellman, A. (ed.). 1 ed. New York: Nova Science Publishers, p. 97-101 5 p. (Business Economics in a Rapidly-Changing World).

Research output: Chapter in Book/Report/Conference proceedingChapterResearchpeer-review

2011

Does the ‘environmental Kuznets curve’ exist? An application of long-run structural modelling to Saudi Arabia

Masih, A. M. M. & De Mello, L., 2011, In : Economia internazionale. 64, 2, p. 211-235 25 p.

Research output: Contribution to journalArticleResearchpeer-review

Environmental Kuznets curve
CO2 emissions
Saudi Arabia
Structural modeling
Per capita income

Oil price volatility and stock price fluctuations in an emerging market: Evidence from South Korea

Masih, R., Peters, S. & De Mello, L., Sep 2011, In : Energy Economics. 33, 5, p. 975-986 12 p.

Research output: Contribution to journalArticleResearchpeer-review

Error correction
Economics
South Korea
Oil price volatility
Stock prices
2010

Price dynamics of crude oil and the regional ethylene markets

Masih, M., Algahtani, I. & De Mello, L., Nov 2010, In : Energy Economics. 32, 6, p. 1435-1444 10 p.

Research output: Contribution to journalArticleResearchpeer-review

Ethylene
Crude oil
Price dynamics
Naphthas
Error correction

Price dynamics of natural gas and the regional methanol markets

Masih, A. M. M., Albinali, K. & DeMello, L., Mar 2010, In : Energy Policy. 38, 3, p. 1372-1378 7 p.

Research output: Contribution to journalArticleResearchpeer-review

price dynamics
methanol
natural gas
Natural gas
Methanol

Price dynamics of polypropylene and its feedstocks in Asia and North West Europe

De Mello, L., 2010, In : Expo 2010 Higher Degree Research : book of abstracts. p. 25-26 2 p.

Research output: Contribution to journalMeeting abstractResearch

Polypropylene
Asia
Price dynamics
Value chain
Methodology

The consumption-based capital asset-pricing model (CCAPM), habit-based consumption and the equity premium in an Australian context

Allen, D. E. & Demello, L., 1 Jan 2010, Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures. Palgrave Macmillan, p. 135-153 19 p.

Research output: Chapter in Book/Report/Conference proceedingChapterResearchpeer-review

Equity premium
Capital asset pricing model
Habit
Equity
Dividends

What drives carbon-dioxide emissions: income or electricity generation? evidence from Saudi Arabia

Masih, M., Al-Sahlawi, M. A. & De Mello, L., 2010, In : Journal of energy and development. 33, 2, p. 201-213 13 p.

Research output: Contribution to journalArticleResearchpeer-review

Electricity generation
Carbon dioxide emissions
Saudi Arabia
Income
Real income
2009

Do stock prices play a significant role in formulating monetary policy? a case study

Masih, M. & De Mello, L., 2009, In : Economia internazionale. 62, 2, p. 203-232 30 p.

Research output: Contribution to journalArticleResearchpeer-review

Open Access
File
Stock prices
Monetary policy
Demand function
Money demand
Econometrics
2005

Systemic risk in the major Eurobanking markets: evidence from inter-bank offered rates

Simpson, J. L., De Mello, L. M. & Evans, J. P., 2005, In : Global finance journal. 16, 2, p. 125-144 20 p.

Research output: Contribution to journalArticleResearchpeer-review

Systemic risk
Tokyo
Contagion
Credit
Lending