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Publications

by members of

Macquarie University → Business School

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. Find also a compilation of publications from alumni here.

This page is updated in the first days of each month.

| Working papers | Journal articles | Books | Chapters | Software components |

Working papers

2025

  1. Iñaki Aldasoro & Matteo Aquilina & Ulf Lewrick & Sang Hyuk Lim, 2025, "Stablecoin growth - policy challenges and approaches," BIS Bulletins, Bank for International Settlements, number 108, Jul.
  2. Matteo Aquilina & Ulf Lewrick & Federico Ravenna & Lorenzo Schönleber, 2025, "The rise of tokenised money market funds," BIS Bulletins, Bank for International Settlements, number 115, Nov.
  3. Matteo Aquilina & Gbenga Ibikunle & Khaladdin Rzayev & Xuesi Wang, 2025, "The speed premium: high-frequency trading and the cost of capital," BIS Working Papers, Bank for International Settlements, number 1290, Sep.
  4. Matteo Aquilina & Douglas Kiarelly Godoy de Araujo & Gaston Gelos & Taejin Park & Fernando Perez-Cruz, 2025, "Harnessing artificial intelligence for monitoring financial markets," BIS Working Papers, Bank for International Settlements, number 1291, Sep.
  5. Aquilina, Matteo & Cornelli, Giulio & Frost, Jon & Gambacorta, Leonardo, 2025, "Cryptocurrencies and decentralised finance: functions and financial stability implications," CEPR Discussion Papers, Centre for Economic Policy Research, number 20178, Apr.
  6. David Tan, 2025, "Strategic Preemption Under Shared Catastrophic Risk: The Suicide Region and the Race to Artificial General Intelligence," Papers, arXiv.org, number 2512.07526, Dec, revised May 2026.

2024

  1. Matteo Aquilina & Marco Jacopo Lombardi & Andreas Schrimpf & Vladyslav Sushko, 2024, "The market turbulence and carry trade unwind of August 2024," BIS Bulletins, Bank for International Settlements, number 90, Aug.
  2. Matteo Aquilina & Martin Scheicher & Andreas Schrimpf, 2024, "Central clearing in government bond markets: keeping the "safe asset" safe?," BIS Bulletins, Bank for International Settlements, number 92, Sep.
  3. Matteo Aquilina & Giulio Cornelli & Marina Sanchez del Villar, 2024, "Regulation, information asymmetries and the funding of new ventures," BIS Working Papers, Bank for International Settlements, number 1162, Jan.
  4. Matteo Aquilina & Sean Foley & Leonardo Gambacorta & William Krekel, 2024, "Decentralised dealers? examining liquidity provision in decentralised exchanges," BIS Working Papers, Bank for International Settlements, number 1227, Nov.
  5. Nihad Aliyev & Matteo Aquilina & Khaladdin Rzayev & Sonya Zhu, 2024, "Through stormy seas: how fragile is liquidity across asset classes and time?," BIS Working Papers, Bank for International Settlements, number 1229, Nov.

2023

  1. Matteo Aquilina & Jon Frost & Andreas Schrimpf, 2023, "Addressing the risks in crypto: laying out the options," BIS Bulletins, Bank for International Settlements, number 66, Jan.
  2. Matteo Aquilina & Sean Foley & Peter O'Neill & Matteo Thomas Ruf, 2023, "Sharks in the dark: quantifying HFT dark pool latency arbitrage," BIS Working Papers, Bank for International Settlements, number 1115, Aug.
  3. Aquilina, Matteo & Frost, Jon & Schrimpf, Andreas, 2023, "Decentralised finance (DeFi): a functional approach," CEPR Discussion Papers, Centre for Economic Policy Research, number 17810, Jan.
  4. Tani, Massimiliano & Cheng, Zhiming & Torgler, Benno, 2023, "Is There Hope after Despair? An Analysis of Trust among China's Cultural Revolution Survivors," IZA Discussion Papers, IZA Network @ LISER, number 15888, Jan.
  5. Guo, Liwen & Cheng, Zhiming & Tani, Massimiliano & Cook, Sarah & Zhao, Jiaqi & Chen, Xi, 2023, "Air Pollution and Entrepreneurship," IZA Discussion Papers, IZA Network @ LISER, number 16319, Jul.
  6. Guo, Liwen & Cheng, Zhiming & Tani, Massimiliano & Cook, Sarah, 2023, "Environmental Policy and Gender Health Gap," IZA Discussion Papers, IZA Network @ LISER, number 16320, Jul.
  7. Guo, Liwen & Cheng, Zhiming & Tani, Massimiliano & Cook, Sarah, 2023, "Air Pollution and Green Innovation," IZA Discussion Papers, IZA Network @ LISER, number 16321, Jul.
  8. Cheng, Zhiming & Guo, Liwen & Tani, Massimiliano & Cook, Sarah, 2023, "Air Pollution and Education Investment," IZA Discussion Papers, IZA Network @ LISER, number 16322, Jul.
  9. Tani, Massimiliano & Wen, Xin & Cheng, Zhiming, 2023, "Daughters, Savings and Household Finances," IZA Discussion Papers, IZA Network @ LISER, number 16440, Sep.
  10. Yu, Hongwei & Chen, Wenjin & Wang, Xinyi & Delina, Laurence & Cheng, Zhiming & Zhang, Le, 2023, "The Impact of the Energy Conservation Law on Enterprise Energy Efficiency: Quasi-Experimental Evidence from Chinese Firms," GLO Discussion Paper Series, Global Labor Organization (GLO), number 1339.
  11. Luo, Lianfa & Cheng, Zhiming & Ye, Qingqing & Cheng, Yanjun & Smyth, Russell & Yang, Zhiqing & Zhang, Le, 2023, "Nonmonetary Awards and Innovation: Evidence from Winning China's Top Brand Contest," GLO Discussion Paper Series, Global Labor Organization (GLO), number 1345.
  12. Sinan Deng & John Inekwe & Vladimir Smirnov & Andrew Wait & Chao Wang, 2023, "Machine Learning and Deep Learning Forecasts of Electricity Imbalance Prices," Working Papers, University of Sydney, School of Economics, number 2023-03, Jun.
  13. Degui Li & Runze Li & Han Lin Shang, 2023, "Detection and Estimation of Structural Breaks in High-Dimensional Functional Time Series," Papers, arXiv.org, number 2304.07003, Apr.

2022

  1. Chan, Ho Fai & Cheng, Zhiming & Mendolia, Silvia & Paloyo, Alfredo R. & Tani, Massimiliano & Proulx, Damon & Savage, David & Torgler, Benno, 2022, "Societal Movement Restrictions and Adverse Mental Health Outcomes," IZA Discussion Papers, IZA Network @ LISER, number 15111, Feb.
  2. Mantu Kumar Mahalik & John Nkwoma Inekwe & Kuntal K. Das & Umakant Dash & Augustine C Arize, 2022, "Does the Pattern of Age Dependency Matter in the Promotion of Financial Development in an Emerging Economy?," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 22/06, Mar.
  3. Matej Lorko & Maros Servatka & Le Zhang, 2022, "Hidden inefficiency: Strategic inflation of project schedules," Working Papers, University of Alaska Anchorage, Department of Economics, number 2022-04, Nov.
  4. Chun Yee Wong & Le Zhang, 2022, "To protect myself, others, or both? An investigation of preferences and the uptake of COVID-19 preventative measures in Australia," Working Papers, Research Institute, International University of Japan, number EMS_2022_04, Jul.

2021

  1. Matteo Aquilina & Eric Budish & Peter O'Neill, 2021, "Quantifying the high-frequency trading "arms race"," BIS Working Papers, Bank for International Settlements, number 955, Aug.
  2. Piracha, Matloob & Tani, Massimiliano & Cheng, Zhiming & Wang, Ben Zhe, 2021, "Ethnic Identity and Immigrants' Labour Market Outcomes," IZA Discussion Papers, IZA Network @ LISER, number 14123, Feb.
  3. Cheng, Zhiming & Tani, Massimiliano & Wang, Haining, 2021, "Energy Poverty and Entrepreneurship," IZA Discussion Papers, IZA Network @ LISER, number 14586, Jul.
  4. Cheng, Zhiming & Guo, Liwen & Smyth, Russell & Tani, Massimiliano, 2021, "Childhood Adversity and Energy Poverty," IZA Discussion Papers, IZA Network @ LISER, number 14809, Oct.
  5. Han Lin Shang & Fearghal Kearney, 2021, "Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces," Papers, arXiv.org, number 2107.14026, Jul.
  6. Anindya Goswami & Nimit Rana & Tak Kuen Siu, 2021, "Regime Switching Optimal Growth Model with Risk Sensitive Preferences," Papers, arXiv.org, number 2110.15025, Oct, revised Nov 2021.

2020

  1. Matteo Aquilina & Eric Budish, 2020, "Quantifying the High-Frequency Trading “Arms Race†: A Simple New Methodology and Estimates," Working Papers, Becker Friedman Institute for Research In Economics, number 2020-86.
  2. Aquilina, Matteo & Budish, Eric B. & O'Neill, Peter, 2020, "Quantifying the High-Frequency Trading "Arms Race": A Simple New Methodology and Estimates," Working Papers, The University of Chicago Booth School of Business, George J. Stigler Center for the Study of the Economy and the State, number 300.
  3. Tani, Massimiliano & Cheng, Zhiming & Piracha, Matloob & Wang, Ben Zhe, 2020, "Ageing, Health, Loneliness and Wellbeing," IZA Discussion Papers, IZA Network @ LISER, number 13527, Jul.
  4. Tani, Massimiliano & Cheng, Zhiming & Mendolia, Silvia & Paloyo, Alfredo R. & Savage, David, 2020, "Working Parents, Financial Insecurity, and Child-Care: Mental Health in the Time of COVID-19," IZA Discussion Papers, IZA Network @ LISER, number 13588, Aug.
  5. Cheng, Zhiming & Wang, Ben Zhe & Jiang, Zhou & Taksa, Lucy & Tani, Massimiliano, 2020, "English Skills and Early Labour Market Integration of Humanitarian Migrants," IZA Discussion Papers, IZA Network @ LISER, number 13728, Sep.
  6. Cheng, Zhiming & Wang, Ben Zhe & Jiang, Zhou & Taksa, Lucy & Tani, Massimiliano, 2020, "English Skills and Early Labour Market Integration: Evidence from Humanitarian Migrants in Australia," GLO Discussion Paper Series, Global Labor Organization (GLO), number 672.
  7. Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020, "Forecasting: theory and practice," Papers, arXiv.org, number 2012.03854, Dec, revised Jan 2022.
    • Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh, 2022, "Forecasting: theory and practice," International Journal of Forecasting, Elsevier, volume 38, issue 3, pages 705-871, DOI: 10.1016/j.ijforecast.2021.11.001.
  8. Rob J Hyndman & Yijun Zeng & Han Lin Shang, 2020, "Forecasting the Old-Age Dependency Ratio to Determine a Sustainable Pension Age," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 31/20.
  9. Gomis-Porqueras, Pedro & Shi, Shuping & Tan, David, 2020, "Gold as a Financial Instrument," MPRA Paper, University Library of Munich, Germany, number 102782, Sep.

2019

  1. Fearghal Kearney & Han Lin Shang & Lisa Sheenan, 2019, "Implied volatility surface predictability: the case of commodity markets," Papers, arXiv.org, number 1909.11009, Sep.
  2. Mardhiah Mardhiah & Riyana Miranti & Robert Tanton, 2019, "The Slippery Slope Framework: Extending the Analysis by Investigating Factors Affecting Trust and Power," CESifo Working Paper Series, CESifo, number 7494.

2018

  1. George Milunovich, 2018, "Cryptocurrencies, Mainstream Asset Classes and Risk Factors - A Study of Connectedness," Papers, arXiv.org, number 1809.03072, Sep.

2017

  1. Cheng, Zhiming & Wang, Ben Zhe & Taksa, Lucy, 2017, "Labour Force Participation and Employment of Humanitarian Migrants: Evidence from the Building a New Life in Australia Longitudinal Data," GLO Discussion Paper Series, Global Labor Organization (GLO), number 106.
  2. Wang, Haining & Cheng, Zhiming & Smyth, Russell, 2017, "Do Migrant Students Affect Local Students' Academic Achievements in Urban China?," GLO Discussion Paper Series, Global Labor Organization (GLO), number 130.
  3. Wong, Shiu Fung & Tong, Howell & Siu, Tak Kuen & Lu, Zudi, 2017, "A new multivariate nonlinear time series model for portfolio risk measurement: the threshold copula-based TAR approach," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 78515, Mar.

2016

  1. Haining Wang & Zhiming Cheng & Russell Smyth, 2016, "Language and Consumption," Monash Economics Working Papers, Monash University, Department of Economics, number 06-16, Jan.
  2. Haining Wang & Zhiming Cheng & Russell Smyth, 2016, "Language, Health Outcomes and Health Inequality," Monash Economics Working Papers, Monash University, Department of Economics, number 43-16, Nov.
  3. Wang, Wangshuai & Li, Jie & Sun, Gong & Zhang, Xin-an & Cheng, Zhiming, 2016, "Achievement Goal and Life Satisfaction: The Mediating Role of Perception of Successful Agency and the Moderating Role of Emotion Reappraisal," MPRA Paper, University Library of Munich, Germany, number 72864, Aug.
  4. Wang, Wangshuai & Li, Jie & Sun, Gong & Zhang, Xin-an & Cheng, Zhiming, 2016, "The Costs to Life Satisfaction of Impression Management: The Sense of Control and Loneliness as Mediators," MPRA Paper, University Library of Munich, Germany, number 72912, Aug.
  5. Helmut Lutkepohl & George Milunovich & Minxian Yang, 2016, "Inference in Partially Identified Heteroskedastic Simultaneous Equations Models," Discussion Papers, School of Economics, The University of New South Wales, number 2016-19, Dec.
  6. Han Lin Shang & Rob J Hyndman, 2016, "Grouped functional time series forecasting: An application to age-specific mortality rates," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 4/16.
  7. Wai-Ki Ching & Jia-Wen Gu & Tak-Kuen Siu & Qing-Qing Yang, 2016, "Trading Strategy with Stochastic Volatility in a Limit Order Book Market," Papers, arXiv.org, number 1602.00358, Feb.
  8. Feng-Hui Yu & Wai-Ki Ching & Jia-Wen Gu & Tak-Kuen Siu, 2016, "Interacting Default Intensity with Hidden Markov Process," Papers, arXiv.org, number 1603.02902, Mar.
  9. Qing-Qing Yang & Wai-Ki Ching & Jia-Wen Gu & Tak-Kuen Siu, 2016, "Generalized Optimal Liquidation Problems Across Multiple Trading Venues," Papers, arXiv.org, number 1607.04553, Jul, revised Aug 2017.
  10. Pawel Maryniak & Stefan Trueck & Rafal Weron, 2016, "Carbon pricing, forward risk premiums and pass-through rates in Australian electricity futures markets," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/16/10, Nov.

2015

  1. Zhiming Cheng & Russell Smyth, 2015, "Crime Victimization, Neighbourhood Safety and Happiness in China," Monash Economics Working Papers, Monash University, Department of Economics, number 08-15, Jan.
  2. Zhiming Cheng & Russell Smyth, 2015, "China’s Imbalanced Sex Ratio and Satisfaction with Marital Relationships," Monash Economics Working Papers, Monash University, Department of Economics, number 22-15, Mar.
  3. Haining Wang & Zhiming Cheng & Russell Smyth, 2015, "Does Consuming More Make You Happier? Evidence from Chinese Panel Data," Monash Economics Working Papers, Monash University, Department of Economics, number 29-15, May.
  4. Cheng, Zhiming & Wang, Ben, 2015, "Valuing the environment: Happiness and willingness-to-pay," MPRA Paper, University Library of Munich, Germany, number 64676, May.
  5. Helmut Lütkepohl & George Milunovich, 2015, "Testing for Identification in SVAR-GARCH Models: Reconsidering the Impact of Monetary Shocks on Exchange Rates," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1455.
  6. Luetkepohl, Helmut & Milunovich, George, 2015, "Testing for identification in SVAR-GARCH models," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2015-030.
  7. Wai-Ki Ching & Jia-Wen Gu & Qing-Qing Yang & Tak-Kuen Siu, 2015, "On Optimal Pricing Model for Multiple Dealers in a Competitive Market," Papers, arXiv.org, number 1512.08866, Dec.
  8. Stefan Trück & Rafal Weron, 2015, "Convenience yields and risk premiums in the EU-ETS - Evidence from the Kyoto commitment period," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/15/03.

2014

  1. Zhiming Cheng & Russell Smyth, 2014, "Sex and Happiness," Monash Economics Working Papers, Monash University, Department of Economics, number 39-14, Sep.
  2. Zhiming Cheng & Stephen P. King & Russell Smyth & Haining Wang, 2014, "Housing Property Rights and Subjective Wellbeing in Urban China," Monash Economics Working Papers, Monash University, Department of Economics, number 44-14, Sep.
  3. Haining Wang & Zhiming Cheng & Russell Smyth, 2014, "Are Chinese Workers Compensated for Occupational Risk?," Monash Economics Working Papers, Monash University, Department of Economics, number 49-14, Nov.
  4. Cheng, Zhiming & Smyth, Russell, 2014, "Why Give it Away When You Need it Yourself? Understanding Public Support for Foreign Aid in China," MPRA Paper, University Library of Munich, Germany, number 59052, Oct.
  5. Tran, Minh Chau & Gan, Christopher & Hu, Baiding, 2014, "Credit Constraints and Impact on Farm Household Welfare: Evidence from Vietnam’s North Central Coast region," 2014 Conference, August 28-29, 2014, Nelson, New Zealand, New Zealand Agricultural and Resource Economics Society, number 187495, DOI: 10.22004/ag.econ.187495.
  6. Inekwe John Nkwoma, 2014, "Business Cycle Variability and Growth Linkage," Monash Economics Working Papers, Monash University, Department of Economics, number 38-14, Sep.
  7. Rangga Handika & Chi Truong & Stefan Trueck & Rafal Weron, 2014, "Modelling price spikes in electricity markets - the impact of load, weather and capacity," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/14/08, May.
  8. Tim Keighley & Thomas Longden & Supriya Mathew & Stefan Trück, 2014, "Quantifying Catastrophic and Climate Impacted Hazards Based on Local Expert Opinions," Working Papers, Fondazione Eni Enrico Mattei, number 2014.93, Nov.

2013

  1. Zhiming Cheng & Ingrid Nielsen & Russell Smyth, 2013, "Access to Social Insurance in Urban China: A Comparative Study of Rural-Urban and Urban-Urban Migrants in Beijing," Monash Economics Working Papers, Monash University, Department of Economics, number 05-13, May.
  2. Haining Wang & Zhiming Cheng & Russell Smyth, 2013, "Happiness and Job Satisfaction in Urban China: A Comparative Study of Two Generations of Migrants and Urban Locals," Monash Economics Working Papers, Monash University, Department of Economics, number 08-13, May.
  3. Haining Wang & Zhiming Cheng & Russell Smyth, 2013, "Compensating Wage & Income Differentials for Occupational Risk: Evidence from Migrant Workers in China's Pearl River Delta," Monash Economics Working Papers, Monash University, Department of Economics, number 20-13, May.
  4. Zhiming Cheng & Russell Smyth & Gong Sun, 2013, "Participation and Expenditure of Rural-Urban Migrants in the Illegal Lottery in China," Monash Economics Working Papers, Monash University, Department of Economics, number 24-13, Jul.
  5. Zhiming Cheng & Russell Smyth & Haining Wang, 2013, "Housing and Subjective Wellbeing in Urban China," Monash Economics Working Papers, Monash University, Department of Economics, number 39-13, Jul.
  6. Zhiming Cheng & Ingrid Nielsen & Russell Smyth, 2013, "Determinants of Wage Arrears and their Implications for the Socioeconomic Wellbeing of China’s Migrant Workers: Evidence from Guangdong Province," Monash Economics Working Papers, Monash University, Department of Economics, number 50-13, Jul.
  7. Zhiming Cheng & Russell Smyth & Fei Guo, 2013, "The Impact of China’s New Labour Contract Law On Socioeconomic Outcomes for Migrant and Urban Workers," Monash Economics Working Papers, Monash University, Department of Economics, number 51-13, Jul.
  8. Xibin Zhang & Maxwell L. King & Han Lin Shang, 2013, "Bayesian bandwidth selection for a nonparametric regession model with mixed types of regressors," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 13/13.
  9. Xibin Zhang & Maxwell L. King & Han Lin Shang, 2013, "A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 20/13.
  10. Jia-Wen Gu & Wai-Ki Ching & Tak-Kuen Siu & Harry Zheng, 2013, "On Reduced Form Intensity-based Model with Trigger Events," Papers, arXiv.org, number 1301.0109, Jan.
  11. Jia-Wen Gu & Wai-Ki Ching & Tak-Kuen Siu & Harry Zheng, 2013, "On Infectious Model for Dependent Defaults," Papers, arXiv.org, number 1301.0186, Jan.
  12. Yogi Vidyattama & Robert Tanton & Alan Duncan & Ross Gayler, 2013, "Implementing Income Verification in Australia," NATSEM Working Paper Series, University of Canberra, National Centre for Social and Economic Modelling, number 13/20, Jan.
  13. Maheshwar Rao & Robert Tanton & Yogi Vidyattama, 2013, "‘A Systems Approach to Analyse the Impacts of Water Policy Reform in the Murray-Darling Basin: a conceptual and an analytical framework’," NATSEM Working Paper Series, University of Canberra, National Centre for Social and Economic Modelling, number 13/22, Jul.
  14. Itismita Mohanty & Robert Tanton & Yogi Vidyattama & Marcia Keegan & Robert Cummins, 2013, "‘Small area estimates of Subjective Wellbeing: Spatial Microsimulation on the Australian Unity Wellbeing Index Survey’," NATSEM Working Paper Series, University of Canberra, National Centre for Social and Economic Modelling, number 13/23, Dec.
  15. Yogi Vidyattama & Robert Tanton & Nicholas Biddle, 2013, "‘Small Area Social Indicators for the Indigenous Population: Synthetic data methodology for creating small area estimates of Indigenous disadvantage’," NATSEM Working Paper Series, University of Canberra, National Centre for Social and Economic Modelling, number 13/24, Dec.
  16. Jakub Nowotarski & Eran Raviv & Stefan Trueck & Rafal Weron, 2013, "An empirical comparison of alternate schemes for combining electricity spot price forecasts," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/13/07, Aug.
  17. Deborah Cotton & Stefan Trück, 2013, "Emissions Mitigation Schemes in Australia—The Past, Present and Future," Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 2013-8, Jan.

2012

  1. Dungey, Mardi & Milunovich, George & Thorp, Susan & Yang, Minxian, 2012, "Endogenous crisis dating and contagion using smooth transition structural GARCH," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 15030, Aug, revised 29 Aug 2012.
  2. Vaira-Lucero, Matias & Nahm, Daehoon & Tani, Massimiliano, 2012, "The Impact of the 1996 US Immigration Policy Reform (IIRIRA) on Mexican Migrants' Remittances," IZA Discussion Papers, IZA Network @ LISER, number 6546, May.
  3. Han Lin Shang, 2012, "Point and interval forecasts of age-specific fertility rates: a comparison of functional principal component methods," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/12, Apr.
  4. Jia-Wen Gu & Wai-Ki Ching & Tak-Kuen Siu & Harry Zheng, 2012, "On Pricing Basket Credit Default Swaps," Papers, arXiv.org, number 1204.4025, Apr.
  5. Itismita Mohanty & Robert Tanton, 2012, "A wellbeing framework with adaptive capacity," NATSEM Working Paper Series, University of Canberra, National Centre for Social and Economic Modelling, number 12/17, Mar.
  6. Robert Tanton & Itismita Mohanty & Anthony Hogan, 2012, "Reasons for homeostatic failure in subjective wellbeing," NATSEM Working Paper Series, University of Canberra, National Centre for Social and Economic Modelling, number 12/18, Jul.
  7. Janczura, Joanna & Trueck, Stefan & Weron, Rafal & Wolff, Rodney, 2012, "Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling," MPRA Paper, University Library of Munich, Germany, number 39277, Jun.
  8. Stefan Trück & Wolfgang Härdle & Rafal Weron, 2012, "The relationship between spot and futures CO2 emission allowance prices in the EU-ETS," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/12/02.

2011

  1. Xibin Zhang & Maxwell L. King & Han Lin Shang, 2011, "Bayesian estimation of bandwidths for a nonparametric regression model with a flexible error density," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/11, Aug.
  2. Han Lin Shang, 2011, "A survey of functional principal component analysis," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 6/11, May.
  3. Robert Tanton & Marcia Keegan & Quoc Ngu Vu, 2011, "A Microsimulation Model to Identify the Effects of Regulatory and Concessional Pricing," NATSEM Working Paper Series, University of Canberra, National Centre for Social and Economic Modelling, number 11/02, Jun.
  4. Yogi Vidyattama & Riyana Miranti & Justine McNamara & Robert Tanton & Ann Harding, 2011, "Issues in Spatial Microsimulation Estimation: A Case Study of Child Poverty," NATSEM Working Paper Series, University of Canberra, National Centre for Social and Economic Modelling, number 11/03, Jun.
  5. Ben Phillips & Robert Tanton, 2011, "Reviewing Australia's Static Tax/Transfer Microsimulation Model," NATSEM Working Paper Series, University of Canberra, National Centre for Social and Economic Modelling, number 11/04, Jun.
  6. Robert Tanton & Honge Gong & Ann Harding, 2011, "Multiple Generation Disadvantage: How Communities Affect the Outcomes of Different Generations," NATSEM Working Paper Series, University of Canberra, National Centre for Social and Economic Modelling, number 11/05, Jun.
  7. Yogi Vidyattama & Robert Tanton & Binod Nepal, 2011, "Housing Stress or Transport Stress? Issues in Australian Housing Affordability," NATSEM Working Paper Series, University of Canberra, National Centre for Social and Economic Modelling, number 11/06, Jun.
  8. Marc Gronwald & Janina Ketterer & Stefan Trück, 2011, "The Dependence Structure between Carbon Emission Allowances and Financial Markets - A Copula Analysis," CESifo Working Paper Series, CESifo, number 3418.
  9. Deborah Cotton & Stefan Trück, 2011, "Interaction between Australian carbon prices and energy prices," Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 2011-5, Jan.

2010

  1. Han Lin Shang, 2010, "Nonparametric modeling and forecasting electricity demand: an empirical study," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 19/10, Oct.
  2. Han Lin Shang & Rob J Hyndman & Heather Booth, 2010, "A comparison of ten principal component methods for forecasting mortality rates," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 8/10, Apr.
  3. Chernobai, Anna & Menn, Christian & Rachev, Svetlozar T. & Trück, Stefan, 2010, "Estimation of operational value-at-risk in the presence of minimum collection threshold: An empirical study," Working Paper Series in Economics, Karlsruhe Institute of Technology (KIT), Department of Economics and Management, number 4, DOI: 10.5445/IR/1000019773.

2009

  1. Joseph Macri & Michael McAleer & Dipendra Sinha, 2009, "On the Robustness of Alternative Rankings Methodologies For Australian and New Zealand Economics Departments," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-660, Sep.
  2. Bell, Martin & Muhidin, Salut, 2009, "Cross-National Comparison of Internal Migration," MPRA Paper, University Library of Munich, Germany, number 19213, Jul.
  3. Han Lin Shang & Rob J Hyndman, 2009, "Nonparametric time series forecasting with dynamic updating," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 8/09, Aug.

2008

  1. Mardi Dungey & George Milunovich & Susan Thorp, 2008, "Unobservable Shocks as Carriers of Contagion: A Dynamic Analysis Using Identified Structural GARCH," NCER Working Paper Series, National Centre for Econometric Research, number 22, Feb.
  2. Rob J. Hyndman & Han Lin Shang, 2008, "Rainbow plots, Bagplots and Boxplots for Functional Data," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/08, Nov.

2007

  1. Sinha, Dipendra & Macri, Joseph, 2007, "How Much Influence Do Economics Professors Have on Rankings? The Case of Australia and New Zealand," MPRA Paper, University Library of Munich, Germany, number 2885, Jan.
  2. Sinha, Dipendra & Macri, Joseph & McAleer, Michael, 2007, "On the Robustness of Alternative Rankings Methodologies: Australian and New Zealand Economics Departments, 1988-2002," MPRA Paper, University Library of Munich, Germany, number 2881, Feb.
  3. Macri, Joseph & Sinha, Dipendra, 2007, "Does Black’s Hypothesis for Output Variability Hold for Mexico?," MPRA Paper, University Library of Munich, Germany, number 4021, Jul.
  4. James McCulloch & Vladimir Kazakov, 2007, "Optimal VWAP Trading Strategy and Relative Volume," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 201, Sep.
  5. George Milunovich & Roselyne Joyeux, 2007, "Testing Market Efficiency and Price Discovery in European Carbon Markets," Research Papers, Macquarie University, Department of Economics, number 0701, Mar.
  6. Trueck, Stefan & Weron, Rafal & Wolff, Rodney, 2007, "Outlier Treatment and Robust Approaches for Modeling Electricity Spot Prices," MPRA Paper, University Library of Munich, Germany, number 4711, Aug.

2006

  1. George Milunovich & Ronald D. Ripple, 2006, "Hedgers, Investors and Futures Return Volatility: the Case of NYMEX Crude Oil," Research Papers, Macquarie University, Department of Economics, number 0607, Oct.
  2. George Milunovich, 2006, "Information Spillovers and Size-sorted Portfolios: Structural Evidence from Australia," Research Papers, Macquarie University, Department of Economics, number 0610, Dec.
  3. Susan Thorp & George Milunovich, 2006, "Information processing and measures of integration: New York, London and Tokyo," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 177, May.
  4. Daehoon Nahm, 2006, "Upper-Level Substitution and New-Goods Bias in the Korean Consumer Price Index," Research Papers, Macquarie University, Department of Economics, number 0602, May.
  5. David Lorenz & Stefan Trück, 2006, "Risk And Return In European Property Markets - An Empirical Investigation," ERES, European Real Estate Society (ERES), number eres2006_260, Jan.

2005

  1. Jocelyn Horne & Baiding Hu, 2005, "Estimation of Cost Efficiency of Australian Universities," Research Papers, Macquarie University, Department of Economics, number 0502, Mar.
  2. James McCulloch, 2005, "Relative Volume as a Doubly Stochastic Binomial Point Process," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 146, Jan.
  3. Peter Abelson & Roselyne Joyeux & George Milunovich & Demi Chung, 2005, "House Prices in Australia - 1970 to 2003 - Facts and Explanations," Research Papers, Macquarie University, Department of Economics, number 0504, May.
  4. George Milunovich & Susan Thorp, 2005, "Valuing Volatility Spillovers," Research Papers, Macquarie University, Department of Economics, number 0506, May.
  5. Susan Thorp & George Milunovich, 2005, "Asymmetric Risk and International Portfolio Choice," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 160, Jul.
  6. Joshua Kirkwood & Daehoon Nahm, 2005, "Australian Banking Efficiency and its Relation to Stock Returns," Research Papers, Macquarie University, Department of Economics, number 0508, May.
  7. Michael Bierbrauer & Stefan Trueck & Rafal Weron, 2005, "Modeling electricity prices with regime switching models," Econometrics, University Library of Munich, Germany, number 0502005, Feb.
  8. Krüger, Ulrich & Stötzel, Martin & Trück, Stefan, 2005, "Time series properties of a rating system based on financial ratios," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2005,14.
  9. Chernobai, Anna & Burnecki, Krzysztof & Rachev, Svetlozar & Trueck, Stefan & Weron, Rafal, 2005, "Modelling catastrophe claims with left-truncated severity distributions (extended version)," MPRA Paper, University Library of Munich, Germany, number 10423.
  10. David Lorenz & Stefan Trück & Thomas Lützkendorf, 2005, "An Analysis of Property Price Trends in Germany - Implications for Property Valuation Practice and Investment Decision Making," ERES, European Real Estate Society (ERES), number eres2005_248, Jan.
  11. Sean Turnell, 2005, "The Rise and Fall of Cooperative Credit in Colonial Burma," Research Papers, Macquarie University, Department of Economics, number 0509, Jun.
  12. Sean Turnell, 2005, "The Chettiars in Burma," Research Papers, Macquarie University, Department of Economics, number 0512, Jul.
  13. Sean Turnell, 2005, "Central Banking at the Periphery of the British Empire: Colonial Burma, 1886-1937," Research Papers, Macquarie University, Department of Economics, number 0511, Jul.

2004

  1. Michael Dobbie, 2004, "Hysteresis and Insider-Outside Theory - A Literature Review," Research Papers, Macquarie University, Department of Economics, number 0408, Sep.
  2. Michael Dobbie, 2004, "The Insider-Outsider Theory - Some Evidence from Australia," Research Papers, Macquarie University, Department of Economics, number 0407, Sep.
  3. George Milunovich, 2004, "Modeling dependence structure in size-sorted portfolios: A Structural Multivariate GARCH Model," Econometric Society 2004 Australasian Meetings, Econometric Society, number 55, Aug.

2003

  1. WDA Bryant, 2003, "Income Effects, Substitution Effects, And The Number Four," Research Papers, Macquarie University, Department of Economics, number 0305, Jul.
  2. Baiding Hu & Michael McAleer, 2003, "Input-output Structure and Growth in China," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-209, Mar.
  3. Daehoon Nahm & Niramon Sutummakid, 2003, "Efficiency of Agricultural Production in the Central Region of Thailand," Research Papers, Macquarie University, Department of Economics, number 0302, Jun.
  4. Rafal Weron & Michael Bierbrauer & Stefan Trück, 2003, "Modeling electricity prices: jump diffusion and regime switching," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/03/01, DOI: doi:10.1016/j.physa.2004.01.008.

2002

  1. William D.A. Bryant, 2002, "Samuelson's 'Curious Case" Revisited: It Turns out to be Normal - Indeed Generic," Research Papers, Macquarie University, Department of Economics, number 0209, Oct.
  2. Sean Turnell, 2002, "Keynes, Economics and War: A Liberal Dose of Realism," Research Papers, Macquarie University, Department of Economics, number 0207, Sep.

2001

  1. WDA Bryant & JE Macri, 2001, "Does Sentiment Explain Consumption?," Research Papers, Macquarie University, Department of Economics, number 0107, Jun.
  2. WDA Bryant, 2001, "On the Probability of Help," Research Papers, Macquarie University, Department of Economics, number 0108, Sep.
  3. Kim Hawtrey, 2001, "The Yield Spread and Real Economic Activity: The Impact of Globalisation," Research Papers, Macquarie University, Department of Economics, number 0110, Oct.
  4. Sean Turnell, 2001, "Full Employment and Free Trade: An Historical Episode of Australian Intellectual Leadership," Research Papers, Macquarie University, Department of Economics, number 0102, Mar.
  5. Sean Turnell, 2001, "The Right to Employment: Extending the Core Labour Standards and Trade Debate," Research Papers, Macquarie University, Department of Economics, number 0101, Mar.
  6. Sean Turnell, 2001, "Core Labour Standards and the WTO," Research Papers, Macquarie University, Department of Economics, number 0103, Mar.

1999

  1. Macri, Joseph & Sinha, Dipendra, 1999, "An Empirical Study of Labour’s Share in Income for Australia," MPRA Paper, University Library of Munich, Germany, number 4018, Jan.

1982

  1. M.W. Butlin & K.M. Hawtrey & C.J. Ryan, 1982, "An Econometric Model of the Australian Trading Banks: 1974–1980," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp8204, Jun.
  2. M.W. Butlin & K.M. Hawtrey, 1982, "The Market for Negotiable Certificates of Deposit in Australia: 1973–1980," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp8202, Jan.

1980

  1. Jeffrey Carmichael & Kim Hawtrey, 1980, "Social Security, Debt Finance, and Savings," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp8005, Sep.

Undated

  1. Pierre, Guillaume & Trueck, Stefan & D'Ecclesia, Rita & Montalbano, Pierluigi, undated, "Wheat and maize futures reaction to weather shocks in Europe," 172nd EAAE Seminar, May 28-29, 2019, Brussels, Belgium, European Association of Agricultural Economists, number 289704, DOI: 10.22004/ag.econ.289704.

Journal articles

2026

  1. Guo, Jia & Min, Yijie & Wang, Ben Zhe & Cheng, Zhiming, 2026, "Beauty and the business: Facial attractiveness and entrepreneurship," China Economic Review, Elsevier, volume 96, issue C, DOI: 10.1016/j.chieco.2026.102666.
  2. Chen, Yuanyuan & Cheng, Zhiming & Wang, Haining & Zhang, Le, 2026, "E-commerce development and household portfolio decisions in rural China," Emerging Markets Review, Elsevier, volume 73, issue C, DOI: 10.1016/j.ememar.2026.101473.
  3. Cheng, Zhiming & Guo, Liwen & Gu, Jun & Mitchell, Rebecca & Zhang, Le, 2026, "Menopause and energy poverty," Energy Economics, Elsevier, volume 157, issue C, DOI: 10.1016/j.eneco.2026.109270.
  4. Cheng, Zhiming & Zhang, Le, 2026, "Violence, class, and entrepreneurship," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 121, issue C, DOI: 10.1016/j.socec.2026.102529.
  5. Brendan Boyle & Jun Gu & Candy Ying Lu & Zhiming Cheng & Miles Yang & Rebecca J Mitchell, 2026, "The pivotal role of social identification in explaining authentic leadership’s effect on team organizational citizenship behavior," PLOS ONE, Public Library of Science, volume 21, issue 6, pages 1-21, June, DOI: 10.1371/journal.pone.0347874.
  6. Guogui Huang & Fei Guo & Lucy Taksa & Zhiming Cheng & Lihua Liu & Klaus F. Zimmermann & Massimiliano Tani & Marika Franklin, 2026, "The ‘Healthy Migrant Effect’ and Ageing: Life Expectancy and Healthy Life Expectancy of the Migrant and Native-born Populations in Australia," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 182, issue 3, pages 1-26, April, DOI: 10.1007/s11205-026-03840-w.
  7. Rusyda, Hasna Afifah & Shi, Yanlin & Shang, Han Lin, 2026, "Forecast mortality rates with copula-based approaches: Novel evidence from integrated reconciliation," Insurance: Mathematics and Economics, Elsevier, volume 129, issue C, DOI: 10.1016/j.insmatheco.2026.103263.
  8. Beyaztas, Ufuk & Mandal, Abhijit & Shang, Han Lin, 2026, "Enhancing spatial functional linear regression with robust dimension reduction methods," Journal of Multivariate Analysis, Elsevier, volume 211, issue C, DOI: 10.1016/j.jmva.2025.105538.
  9. Han Lin Shang, 2026, "Conformal prediction for functional time series: application to age-specific mortality rates," Journal of Population Research, Springer, volume 43, issue 2, pages 1-21, June, DOI: 10.1007/s12546-026-09422-4.
  10. Sizhe Chen & Han Lin Shang, 2026, "Age-specific Demographic Modeling and Forecasting: Rolling Window, Expanding Window, or Both?," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 184, issue 1, pages 1-42, August, DOI: 10.1007/s11205-026-03893-x.
  11. Han Lin Shang & Steven Haberman, 2026, "Constructing prediction intervals for the age distribution of deaths," Scandinavian Actuarial Journal, Taylor & Francis Journals, volume 2026, issue 5, pages 469-486, May, DOI: 10.1080/03461238.2025.2544265.

2025

  1. Matteo Aquilina & Giulio Cornelli & Nikola Tarashev, 2025, "Commonality under pressure: banks and funds," BIS Quarterly Review, Bank for International Settlements, March.
  2. Guo, Liwen & Cheng, Zhiming & Tani, Massimiliano & Cook, Sarah & Zhao, Jiaqi & Chen, Xi, 2025, "Air pollution and entrepreneurship," China Economic Review, Elsevier, volume 89, issue C, DOI: 10.1016/j.chieco.2024.102327.
  3. Cheng, Zhiming & Wang, Haining & Yu, Xiaoyu & Zhang, Le, 2025, "From struggle to startup: How childhood socioeconomic status shapes entrepreneurial happiness," Economic Modelling, Elsevier, volume 143, issue C, DOI: 10.1016/j.econmod.2024.106979.
  4. Yu, Hongwei & Chen, Wenjin & Wang, Xinyi & Delina, Laurence & Cheng, Zhiming & Zhang, Le, 2025, "The impact of the Energy Conservation Law on enterprise energy efficiency: Quasi-experimental evidence from Chinese firms," Energy Economics, Elsevier, volume 143, issue C, DOI: 10.1016/j.eneco.2025.108252.
  5. Wen, Xin & Cheng, Zhiming & Tani, Massimiliano, 2025, "Daughters, Savings and Household Finances," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 117, issue C, DOI: 10.1016/j.socec.2025.102395.
  6. Haining Wang & Zhiming Cheng & Russell Smyth, 2025, "Education Quality and Energy Poverty: Evidence from Chinese Elite Universities," The Energy Journal, , volume 46, issue 5, pages 25-55, September, DOI: 10.1177/01956574251330238.
  7. Zhou Jiang & Meng-Long Huo & Janice Jones & Zhiming Cheng & Ashokkumar Manoharan & John Spoehr, 2025, "Thriving in future work: knowledge management and innovation perspectives," Knowledge Management Research & Practice, Taylor & Francis Journals, volume 23, issue 1, pages 1-12, January, DOI: 10.1080/14778238.2024.2344347.
  8. Jie Li & Yijing Liao & Wangshuai Wang & Xue Han & Zhiming Cheng & Gong Sun, 2025, "Is stress always bad? The role of job stress in producing innovative ideas," Knowledge Management Research & Practice, Taylor & Francis Journals, volume 23, issue 1, pages 77-88, January, DOI: 10.1080/14778238.2023.2219402.
  9. Alemu, Melaku Birhanu & Norman, Richard & Gu, Yuanyuan & Tamrat, Tigest & Belay, Daniel Gashaneh & Dantas, Jaya A.R. & Pereira, Gavin & Tessema, Gizachew A., 2025, "Adolescents and young adults' preferences for sexual and reproductive health services in Ethiopia: Evidence from three discrete choice experiments," Social Science & Medicine, Elsevier, volume 386, issue C, DOI: 10.1016/j.socscimed.2025.118652.
  10. Megan Gu & Henry Cutler & Mona Aghdaee & Yuanyuan Gu & Anam Bilgrami, 2025, "The role of refundable accommodation deposits in financing aged care capital expenditure: Views from the sector," Australian Journal of Management, Australian School of Business, volume 50, issue 2, pages 390-407, May, DOI: 10.1177/03128962241230665.
  11. Qunfei Chen & Martin Hoyle & Varinder Jeet & Yuanyuan Gu & Kompal Sinha & Bonny Parkinson, 2025, "Unravelling the Association Between Uncertainties in Model-based Economic Analysis and Funding Recommendations of Medicines in Australia," PharmacoEconomics, Springer, volume 43, issue 3, pages 283-296, March, DOI: 10.1007/s40273-024-01446-z.
  12. Henry Cutler & Anam Bilgrami & Megan Gu & Yuanyuan Gu & Mona Aghdaee, 2025, "The role of financial literacy when informal caregivers make complex financial decisions," Applied Economics, Taylor & Francis Journals, volume 57, issue 13, pages 1453-1474, March, DOI: 10.1080/00036846.2024.2312959.
  13. Anam Bilgrami & Henry Cutler & Yuanyuan Gu & Mona Aghdaee & Megan Gu, 2025, "Complexity and competing interests: what factors bear on payment choices and financial decisions made for older people entering nursing homes?," Applied Economics, Taylor & Francis Journals, volume 57, issue 13, pages 1493-1509, March, DOI: 10.1080/00036846.2024.2313593.
  14. Dong, Zhe Michelle & Shang, Han Lin & Hui, Francis & Bruhn, Aaron, 2025, "A compositional approach to modeling cause-specific mortality with zero counts," Annals of Actuarial Science, Cambridge University Press, volume 19, issue 3, pages 416-441, November.
  15. Wu, Ruike & Yang, Yanrong & Shang, Han Lin & Zhu, Huanjun, 2025, "Making distributionally robust portfolios feasible in high dimension," Journal of Econometrics, Elsevier, volume 252, issue PA, DOI: 10.1016/j.jeconom.2025.106118.
  16. Shang, Han Lin & Haberman, Steven, 2025, "Forecasting age distribution of deaths: Cumulative distribution function transformation," Insurance: Mathematics and Economics, Elsevier, volume 122, issue C, pages 249-261, DOI: 10.1016/j.insmatheco.2025.03.007.
  17. Xin Huang & Han Lin Shang & Tak Kuen Siu, 2025, "An IID Test for Functional Time Series with Applications to High-Frequency VIX Index Data," Risks, MDPI, volume 13, issue 2, pages 1-25, January.
  18. Berkay Akturk & Ufuk Beyaztas & Han Lin Shang & Abhijit Mandal, 2025, "Robust functional logistic regression," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), volume 19, issue 1, pages 121-145, March, DOI: 10.1007/s11634-023-00577-z.
  19. Ufuk Beyaztas & Han Lin Shang & Semanur Saricam, 2025, "Penalized function-on-function linear quantile regression," Computational Statistics, Springer, volume 40, issue 1, pages 301-329, January, DOI: 10.1007/s00180-024-01494-1.
  20. Giovanna Bimonte & Maria Russolillo & Han Lin Shang & Yang Yang, 2025, "Mortality models ensemble via Shapley value," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 48, issue 2, pages 1131-1159, December, DOI: 10.1007/s10203-024-00455-z.
  21. Sizhe Chen & Han Lin Shang & Yang Yang, 2025, "Is the age pension in Australia sustainable and fair? Evidence from forecasting the old-age dependency ratio using the Hamilton-Perry model," Journal of Population Research, Springer, volume 42, issue 1, pages 1-27, March, DOI: 10.1007/s12546-024-09352-z.
  22. Han Lin Shang, 2025, "Forecasting a time series of Lorenz curves: one-way functional analysis of variance," Journal of Applied Statistics, Taylor & Francis Journals, volume 52, issue 15, pages 2924-2940, November, DOI: 10.1080/02664763.2025.2490093.
  23. Muge Mutis & Ufuk Beyaztas & Filiz Karaman & Han Lin Shang, 2025, "On function-on-function linear quantile regression," Journal of Applied Statistics, Taylor & Francis Journals, volume 52, issue 4, pages 814-840, March, DOI: 10.1080/02664763.2024.2395960.
  24. Han Lin Shang, 2025, "Bootstrap prediction intervals for the age distribution of life-table death counts," Mathematical Population Studies, Taylor & Francis Journals, volume 32, issue 3, pages 166-181, July, DOI: 10.1080/08898480.2025.2539229.
  25. Han Lin Shang & Steven Haberman, 2025, "Forecasting age distribution of life-table death counts via α-transformation," Scandinavian Actuarial Journal, Taylor & Francis Journals, volume 2025, issue 4, pages 387-403, April, DOI: 10.1080/03461238.2024.2425723.
  26. Han Lin Shang & Yang Yang, 2025, "Nonstationary Functional Time Series Forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., volume 44, issue 4, pages 1347-1362, July, DOI: 10.1002/for.3241.
  27. Ufuk Beyaztas & Kaiying Ji & Han Lin Shang & Eliza Wu, 2025, "Stock Return Prediction Based on a Functional Capital Asset Pricing Model," Journal of Forecasting, John Wiley & Sons, Ltd., volume 44, issue 6, pages 2017-2036, September, DOI: 10.1002/for.3282.
  28. Siu, Tak Kuen, 2025, "Threshold Autoregressive Nearest-Neighbour Models for Claims Reserving," Econometrics and Statistics, Elsevier, volume 33, issue C, pages 180-208, DOI: 10.1016/j.ecosta.2022.03.006.
  29. Feng, Yang & Siu, Tak Kuen & Zhu, Jinxia, 2025, "How might model uncertainty and transaction costs impact retained earning & dividend strategies? An examination through a classical insurance risk model," Insurance: Mathematics and Economics, Elsevier, volume 120, issue C, pages 131-158, DOI: 10.1016/j.insmatheco.2024.11.002.

2024

  1. Aquilina, Matteo & Foley, Sean & O'Neill, Peter & Ruf, Thomas, 2024, "Sharks in the dark: Quantifying HFT dark pool latency arbitrage," Journal of Economic Dynamics and Control, Elsevier, volume 158, issue C, DOI: 10.1016/j.jedc.2023.104786.
  2. Aquilina, Matteo & Frost, Jon & Schrimpf, Andreas, 2024, "Tackling the risks in crypto: Choosing among bans, containment and regulation," Journal of the Japanese and International Economies, Elsevier, volume 71, issue C, DOI: 10.1016/j.jjie.2023.101286.
  3. Matteo Aquilina & Jon Frost & Andreas Schrimpf, 2024, "Decentralized Finance (DeFi): A Functional Approach," Journal of Financial Regulation, Oxford University Press, volume 10, issue 1, pages 1-27.
  4. Swati Kasana & Meena Chavan & Darshana Sedera & Zhiming Cheng & Max Ganzin, 2024, "Unlocking circular start‐ups: A model of barriers," Business Strategy and the Environment, Wiley Blackwell, volume 33, issue 3, pages 2546-2577, March, DOI: 10.1002/bse.3608.
  5. Luo, Lianfa & Cheng, Zhiming & Ye, Qingqing & Cheng, Yanjun & Smyth, Russell & Yang, Zhiqing & Zhang, Le, 2024, "Nonmonetary awards and innovation: Evidence from winning China's Top Brand Contest," China Economic Review, Elsevier, volume 86, issue C, DOI: 10.1016/j.chieco.2024.102190.
  6. Cheng, Zhiming & Smyth, Russell & Zhang, Le, 2024, "Does childhood adversity affect household portfolio decisions? Evidence from the Chinese Great Famine," China Economic Review, Elsevier, volume 87, issue C, DOI: 10.1016/j.chieco.2024.102227.
  7. Guo, Jia & Cheng, Zhiming & Wang, Ben Zhe, 2024, "Internet development and entrepreneurship," China Economic Review, Elsevier, volume 88, issue C, DOI: 10.1016/j.chieco.2024.102280.
  8. Guo, Liwen & Cheng, Zhiming & Tani, Massimiliano & Cook, Sarah, 2024, "Air pollution and education investment," Energy Economics, Elsevier, volume 132, issue C, DOI: 10.1016/j.eneco.2024.107496.
  9. Wen, Xin & Cheng, Zhiming & Tani, Massimiliano, 2024, "Rural-urban migration, financial literacy, and entrepreneurship," Journal of Business Research, Elsevier, volume 175, issue C, DOI: 10.1016/j.jbusres.2023.114302.
  10. Wang, Haining & Cheng, Zhiming & Smyth, Russell, 2024, "Parental early-life exposure to land reform and household investment in children’s education," World Development, Elsevier, volume 173, issue C, DOI: 10.1016/j.worlddev.2023.106391.
  11. Guogui Huang & Fei Guo & Lucy Taksa & Zhiming Cheng & Massimiliano Tani & Lihua Liu & Klaus F. Zimmermann & Marika Franklin, 2024, "Decomposing the differences in healthy life expectancy between migrants and natives: the ‘healthy migrant effect’ and its age variations in Australia," Journal of Population Research, Springer, volume 41, issue 1, pages 1-28, March, DOI: 10.1007/s12546-023-09325-8.
  12. Zhang, Jinsui & Hu, Min & Jia, Yusheng & Gu, Yuanyuan & Chen, Wen, 2024, "How should regulatory schemes be optimized to enhance deterrence against medical insurance fraud by enrollees? Evidence from a discrete choice experiment in China," Social Science & Medicine, Elsevier, volume 354, issue C, DOI: 10.1016/j.socscimed.2024.117059.
  13. Dong Michelle & Bruhn Aaron & Shang Han Lin & Hui Francis, 2024, "Assessing the Impact of Climate Risk Stresses on Life Insurance Portfolios," Asia-Pacific Journal of Risk and Insurance, De Gruyter, volume 18, issue 1, pages 87-114, January, DOI: 10.1515/apjri-2023-0010.
  14. Yang, Yang & Shang, Han Lin & Raymer, James, 2024, "Forecasting Australian fertility by age, region, and birthplace," International Journal of Forecasting, Elsevier, volume 40, issue 2, pages 532-548, DOI: 10.1016/j.ijforecast.2022.08.001.
  15. Han Lin Shang, 2024, "Bootstrapping Long-Run Covariance of Stationary Functional Time Series," Forecasting, MDPI, volume 6, issue 1, pages 1-14, February.
  16. Shaokang Wang & Han Lin Shang & Leonie Tickle & Han Li, 2024, "Forecasting Age- and Sex-Specific Survival Functions: Application to Annuity Pricing," Risks, MDPI, volume 12, issue 7, pages 1-15, July.
  17. Ufuk Beyaztas & Mujgan Tez & Han Lin Shang, 2024, "Robust scalar-on-function partial quantile regression," Journal of Applied Statistics, Taylor & Francis Journals, volume 51, issue 7, pages 1359-1377, May, DOI: 10.1080/02664763.2023.2202464.
  18. Zhai, Chang & Chen, Ping & Jin, Zhuo & Siu, Tak Kuen, 2024, "Epidemic modelling and actuarial applications for pandemic insurance: a case study of Victoria, Australia," Annals of Actuarial Science, Cambridge University Press, volume 18, issue 2, pages 242-269, July.
  19. Wang, Hao & Siu, Tak Kuen & Hu, Shujie & Wang, Ning, 2024, "Life-cycle model with subsistence consumption constraint and state-dependent utilities," The North American Journal of Economics and Finance, Elsevier, volume 73, issue C, DOI: 10.1016/j.najef.2024.102182.
  20. Wang, Ning & Siu, Tak Kuen, 2024, "Investment–consumption optimization with transaction cost and learning about return predictability," European Journal of Operational Research, Elsevier, volume 318, issue 3, pages 877-891, DOI: 10.1016/j.ejor.2024.06.024.
  21. Feng, Yang & Siu, Tak Kuen & Zhu, Jinxia, 2024, "Optimal payout strategies when Bruno de Finetti meets model uncertainty," Insurance: Mathematics and Economics, Elsevier, volume 116, issue C, pages 148-164, DOI: 10.1016/j.insmatheco.2024.02.002.
  22. Tak Kuen Siu, 2024, "Bayesian Lower and Upper Estimates for Ether Option Prices with Conditional Heteroscedasticity and Model Uncertainty," JRFM, MDPI, volume 17, issue 10, pages 1-32, September.
  23. Ning Wang & Tak Kuen Siu & Kun Fan, 2024, "Robust reinsurance and investment strategies under principal–agent framework," Annals of Operations Research, Springer, volume 336, issue 1, pages 981-1011, May, DOI: 10.1007/s10479-022-04696-2.
  24. Yike Wang & Jingzhen Liu & Tak Kuen Siu, 2024, "Investment–consumption–insurance optimisation problem with multiple habit formation and non-exponential discounting," Finance and Stochastics, Springer, volume 28, issue 1, pages 161-214, January, DOI: 10.1007/s00780-023-00510-4.
  25. Vidyattama, Yogi & Tanton, Robert & Sinclair, Darren & Schirmer, Jacki, 2024, "Simulating electric vehicle policy in the Australian capital territory," Transport Policy, Elsevier, volume 149, issue C, pages 91-99, DOI: 10.1016/j.tranpol.2024.01.018.
  26. Deborah Schofield & Rupendra Shrestha & Owen Tan & Katherine Lim & Radhika Rajkumar & Sarah West & Jackie Boyle & Lucinda Murray & Melanie Leffler & Louise Christie & Morgan Rice & Natalie Hart & Jinj, 2024, "The Healthcare and Societal Costs of Familial Intellectual Disability," IJERPH, MDPI, volume 21, issue 3, pages 1-13, March.
  27. Haijing Sun & Jiaqi Cui & Yichuan Shao & Jiapeng Yang & Lei Xing & Qian Zhao & Le Zhang, 2024, "A Gastrointestinal Image Classification Method Based on Improved Adam Algorithm," Mathematics, MDPI, volume 12, issue 16, pages 1-13, August.
  28. Haijing Sun & Wen Zhou & Jiapeng Yang & Yichuan Shao & Lei Xing & Qian Zhao & Le Zhang, 2024, "An Improved Medical Image Classification Algorithm Based on Adam Optimizer," Mathematics, MDPI, volume 12, issue 16, pages 1-14, August.

2023

  1. Matteo Aquilina & Andreas Schrimpf & Karamfil Todorov, 2023, "CP and CDs markets: a primer," BIS Quarterly Review, Bank for International Settlements, September.
  2. Aquilina, Matteo & Croxson, Karen & Valentini, Gian Giacomo & Sun, Zhuowei, 2023, "Authorised participants as shock absorbers in fixed-income ETFs," Finance Research Letters, Elsevier, volume 55, issue PA, DOI: 10.1016/j.frl.2023.103897.
  3. Chen, Yuanyuan & Wang, Haining & Cheng, Zhiming & Smyth, Russell, 2023, "Early-life experience of land reform and entrepreneurship," China Economic Review, Elsevier, volume 79, issue C, DOI: 10.1016/j.chieco.2023.101966.
  4. Cheng, Zhiming & Tani, Massimiliano & Torgler, Benno, 2023, "Is there hope after despair? An analysis of trust among China's Cultural Revolution survivors," Economic Modelling, Elsevier, volume 121, issue C, DOI: 10.1016/j.econmod.2023.106218.
  5. Chen, Yuanyuan & Wang, Haining & Cheng, Zhiming & Smyth, Russell, 2023, "Education and Migrant Health in China," Economic Modelling, Elsevier, volume 121, issue C, DOI: 10.1016/j.econmod.2023.106223.
  6. Hayward, Mathew & Cheng, Zhiming & Wang, Haining & Smyth, Russell, 2023, "Parental influence and the propensity for entrepreneurship: Evidence from the one-child policy," Journal of Business Venturing Insights, Elsevier, volume 20, issue C, DOI: 10.1016/j.jbvi.2023.e00428.
  7. Guogui Huang & Fei Guo & Zhiming Cheng & Massimiliano Tani & Gong Chen, 2023, "Projections of Future Demand and Costs of Aged Care Services in China," Population Research and Policy Review, Springer;Southern Demographic Association (SDA), volume 42, issue 4, pages 1-30, August, DOI: 10.1007/s11113-023-09803-0.
  8. Matloob Piracha & Massimiliano Tani & Zhiming Cheng & Ben Zhe Wang, 2023, "Social assimilation and immigrants’ labour market outcomes," Journal of Population Economics, Springer;European Society for Population Economics, volume 36, issue 1, pages 37-67, January, DOI: 10.1007/s00148-021-00883-w.
  9. Claire Higgins & Sally Baker & Stephanie Cousins & Ben Zhe Wang & Zhiming Cheng & Massimiliano Tani & Victoria Jack, 2023, "Refugees as Skilled Migrants: Insights from Australia’s 2018 Employer-Sponsored Refugee Migration Pilot," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 170, issue 1, pages 323-338, November, DOI: 10.1007/s11205-023-03130-9.
  10. Zhiming Cheng & Wei Guo & Marco Pecoraro & Didier Ruedin & Massimiliano Tani, 2023, "Migrants’ Skills Wastage in the Labor Market: A Multidisciplinary Approach for Policy Formation," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 170, issue 1, pages 1-2, November, DOI: 10.1007/s11205-023-03182-x.
  11. Cutler, Henry & Gu, Yuanyuan & Bilgrami, Anam & Partington, Andrew, 2023, "The 2021 proposal to increase market forces in the Australian residential aged-care sector," Health Policy, Elsevier, volume 127, issue C, pages 60-65, DOI: 10.1016/j.healthpol.2022.11.005.
  12. Ahumada-Canale, Antonio & Jeet, Varinder & Bilgrami, Anam & Seil, Elizabeth & Gu, Yuanyuan & Cutler, Henry, 2023, "Barriers and facilitators to implementing priority setting and resource allocation tools in hospital decisions: A systematic review," Social Science & Medicine, Elsevier, volume 322, issue C, DOI: 10.1016/j.socscimed.2023.115790.
  13. Shan Jiang & Ru Ren & Yuanyuan Gu & Varinder Jeet & Ping Liu & Shunping Li, 2023, "Patient Preferences in Targeted Pharmacotherapy for Cancers: A Systematic Review of Discrete Choice Experiments," PharmacoEconomics, Springer, volume 41, issue 1, pages 43-57, January, DOI: 10.1007/s40273-022-01198-8.
  14. Mona Aghdaee & Yuanyuan Gu & Kompal Sinha & Bonny Parkinson & Rajan Sharma & Henry Cutler, 2023, "Mapping the Patient-Reported Outcomes Measurement Information System (PROMIS-29) to EQ-5D-5L," PharmacoEconomics, Springer, volume 41, issue 2, pages 187-198, February, DOI: 10.1007/s40273-022-01157-3.
  15. Awaworyi Churchill, Sefa & Inekwe, John & Ivanovski, Kris & Smyth, Russell, 2023, "Human capital and energy consumption: Six centuries of evidence from the United Kingdom," Energy Economics, Elsevier, volume 117, issue C, DOI: 10.1016/j.eneco.2022.106465.
  16. Awaworyi Churchill, Sefa & Inekwe, John & Ivanovski, Kris & Smyth, Russell, 2023, "Corrigendum to “The environmental Kuznets curve in the OECD: 1870–2014” [Energy Economics 75 (2018) 389–399]," Energy Economics, Elsevier, volume 124, issue C, DOI: 10.1016/j.eneco.2023.106885.
  17. Sefa Awaworyi Churchill & John Inekwe & Kris Ivanovski, 2023, "Has the COVID-19 pandemic converged across countries?," Empirical Economics, Springer, volume 64, issue 5, pages 2027-2052, May, DOI: 10.1007/s00181-022-02319-0.
  18. Mita Bhattacharya & John N Inekwe & Brantley Liddle, 2023, "The role of renewable energy sources in residential electricity prices: A club convergence analysis across selected European countries," Applied Economics, Taylor & Francis Journals, volume 55, issue 44, pages 5157-5171, September, DOI: 10.1080/00036846.2022.2137294.
  19. Han Lin Shang, 2023, "Sieve bootstrapping the memory parameter in long-range dependent stationary functional time series," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 107, issue 3, pages 421-441, September, DOI: 10.1007/s10182-022-00463-7.
  20. Antonio Elías & Raúl Jiménez & Han Lin Shang, 2023, "Depth-based reconstruction method for incomplete functional data," Computational Statistics, Springer, volume 38, issue 3, pages 1507-1535, September, DOI: 10.1007/s00180-022-01282-9.
  21. Efstathios Paparoditis & Han Lin Shang, 2023, "Bootstrap Prediction Bands for Functional Time Series," Journal of the American Statistical Association, Taylor & Francis Journals, volume 118, issue 542, pages 972-986, April, DOI: 10.1080/01621459.2021.1963262.
  22. Muge Mutis & Ufuk Beyaztas & Gulhayat Golbasi Simsek & Han Lin Shang, 2023, "A robust scalar-on-function logistic regression for classification," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, volume 52, issue 23, pages 8538-8554, December, DOI: 10.1080/03610926.2022.2065018.
  23. Han Lin Shang & Kaiying Ji, 2023, "Forecasting intraday financial time series with sieve bootstrapping and dynamic updating," Journal of Forecasting, John Wiley & Sons, Ltd., volume 42, issue 8, pages 1973-1988, December, DOI: 10.1002/for.3000.
  24. Siu, Tak Kuen, 2023, "European option pricing with market frictions, regime switches and model uncertainty," Insurance: Mathematics and Economics, Elsevier, volume 113, issue C, pages 233-250, DOI: 10.1016/j.insmatheco.2023.08.008.
  25. Tak Kuen Siu, 2023, "Bayesian nonlinear expectation for time series modelling and its application to Bitcoin," Empirical Economics, Springer, volume 64, issue 1, pages 505-537, January, DOI: 10.1007/s00181-022-02255-z.
  26. Robert J. Elliott & Tak Kuen Siu, 2023, "Hedging options in a hidden Markov‐switching local‐volatility model via stochastic flows and a Monte‐Carlo method," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 43, issue 7, pages 925-950, July, DOI: 10.1002/fut.22422.
  27. Robert Faff & David Mathuva & Mark Brosnan & Sebastian Hoffmann & Catalin Albu & Searat Ali & Micheal Axelsen & Nikki Cornwell & Adrian Gepp & Chelsea Gill & Karina Honey & Ihtisham Malik & Vishal Meh, 2023, "Pitching business school researcher profiles," Journal of Accounting Literature, Emerald Group Publishing Limited, volume 46, issue 4, pages 539-564, September, DOI: 10.1108/JAL-10-2022-0105.
  28. Mardhiah Mardhiah & Riyana Miranti & Robert Tanton, 2023, "The slippery slope framework: A comprehensive evaluation of factors affecting trust and power," Economic and Political Studies, Taylor & Francis Journals, volume 11, issue 3, pages 382-399, July, DOI: 10.1080/20954816.2023.2189798.
  29. Le Zhang & Xiaoxiao Xu & Yanlong Guo, 2023, "The Impact of a Child-Friendly Design on Children’s Activities in Urban Community Pocket Parks," Sustainability, MDPI, volume 15, issue 13, pages 1-21, June.
  30. Yanrong Lu & Chen Wang & Rongjin Yang & Meiying Sun & Le Zhang & Yuying Zhang & Xiuhong Li, 2023, "Research on the Progress of Agricultural Non-Point Source Pollution Management in China: A Review," Sustainability, MDPI, volume 15, issue 18, pages 1-14, September.
  31. Yuying Zhang & Rongjin Yang & Xiuhong Li & Meiying Sun & Le Zhang & Yanrong Lu & Lingyu Meng & Yunzhi Liu & Chen Wang, 2023, "Designing a Sustainable Development Path Based on Landscape Ecological Risk and Ecosystem Service Value in Southwest China," Sustainability, MDPI, volume 15, issue 4, pages 1-21, February.

2022

  1. Aquilina, Matteo & Ibikunle, Gbenga & Mollica, Vito & Steffen, Tom, 2022, "The visible hand: benchmarks, regulation, and liquidity," Journal of Financial Markets, Elsevier, volume 61, issue C, DOI: 10.1016/j.finmar.2022.100734.
  2. Matteo Aquilina & Eric Budish & Peter O’Neill, 2022, "Quantifying the High-Frequency Trading “Arms Race”," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 137, issue 1, pages 493-564.
  3. Cheng, Zhiming, 2022, "Communist Party branch and labour rights: Evidence from Chinese entrepreneurs," China Economic Review, Elsevier, volume 71, issue C, DOI: 10.1016/j.chieco.2021.101730.
  4. Wang, Haining & Cheng, Zhiming & Smyth, Russell & Sun, Gong & Li, Jie & Wang, Wangshuai, 2022, "University education, homeownership and housing wealth," China Economic Review, Elsevier, volume 71, issue C, DOI: 10.1016/j.chieco.2021.101742.
  5. Wang, Haining & Cheng, Zhiming & Smyth, Russell, 2022, "Parental misbeliefs and household investment in children's education," Economics of Education Review, Elsevier, volume 89, issue C, DOI: 10.1016/j.econedurev.2022.102284.
  6. Cheng, Zhiming & Guo, Liwen & Smyth, Russell & Tani, Massimiliano, 2022, "Childhood adversity and energy poverty," Energy Economics, Elsevier, volume 111, issue C, DOI: 10.1016/j.eneco.2022.106101.
  7. Hayward, Mathew & Cheng, Zhiming & Zhe Wang, Ben, 2022, "Disrupted education, underdogs and the propensity for entrepreneurship: Evidence from China’s sent-down youth program," Journal of Business Research, Elsevier, volume 151, issue C, pages 33-39, DOI: 10.1016/j.jbusres.2022.06.056.
  8. Wang, Haining & Cheng, Zhiming, 2022, "Kids eat free: School feeding and family spending on education," Journal of Economic Behavior & Organization, Elsevier, volume 193, issue C, pages 196-212, DOI: 10.1016/j.jebo.2021.11.023.
  9. Massimiliano Tani & Zhiming Cheng & Matloob Piracha & Ben Zhe Wang, 2022, "Ageing, Health, Loneliness and Wellbeing," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 160, issue 2, pages 791-807, April, DOI: 10.1007/s11205-020-02450-4.
  10. Mona Aghdaee & Bonny Parkinson & Kompal Sinha & Yuanyuan Gu & Rajan Sharma & Emma Olin & Henry Cutler, 2022, "An examination of machine learning to map non‐preference based patient reported outcome measures to health state utility values," Health Economics, John Wiley & Sons, Ltd., volume 31, issue 8, pages 1525-1557, August, DOI: 10.1002/hec.4503.
  11. John Nkwoma Inekwe, 2022, "Economic performance in Africa: The role of fragile financial system," The World Economy, Wiley Blackwell, volume 45, issue 6, pages 1910-1936, June, DOI: 10.1111/twec.13225.
  12. Awaworyi-Churchill, Sefa & Inekwe, John & Ivanovski, Kris & Smyth, Russell, 2022, "Breaks, trends and correlations in commodity prices in the very long-run," Energy Economics, Elsevier, volume 108, issue C, DOI: 10.1016/j.eneco.2022.105933.
  13. Emodi, Nnaemeka Vincent & Inekwe, John Nkwoma & Zakari, Abdulrasheed, 2022, "Transport infrastructure, CO2 emissions, mortality, and life expectancy in the Global South," Transport Policy, Elsevier, volume 128, issue C, pages 243-253, DOI: 10.1016/j.tranpol.2022.09.025.
  14. Sefa Awaworyi Churchill & John Inekwe & Kris Ivanovski, 2022, "Has tourism driven house prices in Germany? Time-varying evidence since 1870," Tourism Economics, , volume 28, issue 7, pages 1705-1723, November, DOI: 10.1177/13548166211008832.
  15. Mantu Kumar Mahalik & John Nkwoma Inekwe & Kuntal Kumar Das & Umakant Dash & Augustine C. Arize, 2022, "Does the pattern of age dependency matter in the promotion of financial development in an emerging economy?," Applied Economics, Taylor & Francis Journals, volume 54, issue 48, pages 5622-5637, October, DOI: 10.1080/00036846.2022.2047605.
  16. Milunovich, George, 2022, "Assessing the connectedness between Proof of Work and Proof of Stake/Other digital coins," Economics Letters, Elsevier, volume 211, issue C, DOI: 10.1016/j.econlet.2021.110243.
  17. Milunovich, George & Lee, Seung Ah, 2022, "Measuring the impact of digital exchange cyberattacks on Bitcoin Returns," Economics Letters, Elsevier, volume 221, issue C, DOI: 10.1016/j.econlet.2022.110893.
  18. Laurence Carleton & Roselyne Joyeux & George Milunovich, 2022, "Rail stations and residential sorting: The case of Sydney metropolitan area," Urban Studies, Urban Studies Journal Limited, volume 59, issue 15, pages 3132-3149, November, DOI: 10.1177/00420980221083139.
  19. George Milunovich & Seung Ah Lee, 2022, "Cryptocurrency exchanges: Predicting which markets will remain active," Journal of Forecasting, John Wiley & Sons, Ltd., volume 41, issue 5, pages 945-955, August, DOI: 10.1002/for.2846.
  20. Yang Yang & Han Lin Shang & Joel E. Cohen, 2022, "Temporal and spatial Taylor's law: Application to Japanese subnational mortality rates," Journal of the Royal Statistical Society Series A, Royal Statistical Society, volume 185, issue 4, pages 1979-2006, October, DOI: 10.1111/rssa.12859.
  21. Han Lin Shang & Jiguo Cao & Peijun Sang, 2022, "Stopping time detection of wood panel compression: A functional time‐series approach," Journal of the Royal Statistical Society Series C, Royal Statistical Society, volume 71, issue 5, pages 1205-1224, November, DOI: 10.1111/rssc.12572.
  22. Shang Han Lin & Zhang Xibin, 2022, "Bayesian bandwidth estimation for local linear fitting in nonparametric regression models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 26, issue 1, pages 55-71, February, DOI: 10.1515/snde-2018-0050.
  23. Shang, Han Lin & Haberman, Steven & Xu, Ruofan, 2022, "Multi-population modelling and forecasting life-table death counts," Insurance: Mathematics and Economics, Elsevier, volume 106, issue C, pages 239-253, DOI: 10.1016/j.insmatheco.2022.07.002.
  24. Shang, Han Lin & Kearney, Fearghal, 2022, "Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces," International Journal of Forecasting, Elsevier, volume 38, issue 3, pages 1025-1049, DOI: 10.1016/j.ijforecast.2021.07.011.
  25. Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh, 2022, "Forecasting: theory and practice," International Journal of Forecasting, Elsevier, volume 38, issue 3, pages 705-871, DOI: 10.1016/j.ijforecast.2021.11.001.
    • Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020, "Forecasting: theory and practice," Papers, arXiv.org, number 2012.03854, Dec, revised Jan 2022.
  26. Yang, Yang & Yang, Yanrong & Shang, Han Lin, 2022, "Feature extraction for functional time series: Theory and application to NIR spectroscopy data," Journal of Multivariate Analysis, Elsevier, volume 189, issue C, DOI: 10.1016/j.jmva.2021.104863.
  27. Elías, Antonio & Jiménez, Raúl & Shang, Han Lin, 2022, "On projection methods for functional time series forecasting," Journal of Multivariate Analysis, Elsevier, volume 189, issue C, DOI: 10.1016/j.jmva.2021.104890.
  28. Ufuk Beyaztas & Hanlin Shang, 2022, "Machine-Learning-Based Functional Time Series Forecasting: Application to Age-Specific Mortality Rates," Forecasting, MDPI, volume 4, issue 1, pages 1-15, March.
  29. Zhe Michelle Dong & Han Lin Shang & Aaron Bruhn, 2022, "Air Pollution and Mortality Impacts," Risks, MDPI, volume 10, issue 6, pages 1-21, June.
  30. Ufuk Beyaztas & Han Lin Shang & Aylin Alin, 2022, "Function-on-Function Partial Quantile Regression," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, volume 27, issue 1, pages 149-174, March, DOI: 10.1007/s13253-021-00477-9.
  31. Han Lin Shang & Ruofan Xu, 2022, "Change point detection for COVID-19 excess deaths in Belgium," Journal of Population Research, Springer, volume 39, issue 4, pages 557-565, December, DOI: 10.1007/s12546-021-09256-2.
  32. Ufuk Beyaztas & Han Lin Shang, 2022, "Robust bootstrap prediction intervals for univariate and multivariate autoregressive time series models," Journal of Applied Statistics, Taylor & Francis Journals, volume 49, issue 5, pages 1179-1202, April, DOI: 10.1080/02664763.2020.1856351.
  33. Xin Huang & Han Lin Shang & David Pitt, 2022, "A model sufficiency test using permutation entropy," Journal of Forecasting, John Wiley & Sons, Ltd., volume 41, issue 5, pages 1017-1036, August, DOI: 10.1002/for.2849.
  34. Goswami, Anindya & Rana, Nimit & Siu, Tak Kuen, 2022, "Regime switching optimal growth model with risk sensitive preferences," Journal of Mathematical Economics, Elsevier, volume 101, issue C, DOI: 10.1016/j.jmateco.2022.102702.
  35. R. J. Elliott & T. K. Siu, 2022, "A generalized Esscher transform for option valuation with regime switching risk," Quantitative Finance, Taylor & Francis Journals, volume 22, issue 4, pages 691-705, April, DOI: 10.1080/14697688.2021.2005251.
  36. Tak Kuen Siu & Ha Nguyen & Ning Wang, 2022, "Dynamic Fund Protection for Property Markets," North American Actuarial Journal, Taylor & Francis Journals, volume 26, issue 3, pages 383-402, August, DOI: 10.1080/10920277.2021.1948430.
  37. Gomis-Porqueras, Pedro & Shi, Shuping & Tan, David, 2022, "Gold as a financial instrument," Journal of Commodity Markets, Elsevier, volume 27, issue C, DOI: 10.1016/j.jcomm.2021.100218.
  38. Maung, Yun Shwe Yee & Douglas, Ian & Tan, David, 2022, "Identifying the drivers of profitable airline growth," Transport Policy, Elsevier, volume 115, issue C, pages 275-285, DOI: 10.1016/j.tranpol.2021.11.007.
  39. Deborah Schofield & Katherine Lim & Owen Tan & Rupendra Shrestha & Sameen Haque & Karen Crawley & Sarah West & Adam Percival & Jayamala Parmar & Joshua Kraindler & Jinjing Li & Robert Tanton & Carolyn, 2022, "The Development of a Microsimulation Model (MitoMOD) to Estimate the Economic Impact of Mitochondrial Disease in Adults," International Journal of Microsimulation, International Microsimulation Association, volume 15, issue 2, pages 102-111, DOI: 10.34196/ijm.00265.
  40. Elizabeth Sheedy & Le Zhang & Dominik Steffan, 2022, "Scorecards, gateways and rankings: remuneration and conduct in financial services," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, volume 62, issue 3, pages 3239-3283, September, DOI: 10.1111/acfi.12886.
  41. Chen Li & Le Zhang & Qinyi Gu & Jia Guo & Yi Huang, 2022, "Spatio-Temporal Differentiation Characteristics and Urbanization Factors of Urban Household Carbon Emissions in China," IJERPH, MDPI, volume 19, issue 8, pages 1-22, April.
  42. Le Zhang & Xiaoxiao Xu & Yanlong Guo, 2022, "Comprehensive Evaluation of the Implementation Effect of Commercial Street Quality Improvement Based on AHP-Entropy Weight Method—Taking Hefei Shuanggang Old Street as an Example," Land, MDPI, volume 11, issue 11, pages 1-19, November.
  43. Panteng Wan & Kangning Xiong & Le Zhang, 2022, "Heterogeneity of Spatial-Temporal Distribution of Nitrogen in the Karst Rocky Desertification Soils and Its Implications for Ecosystem Service Support of the Desertification Control—A Literature Review," Sustainability, MDPI, volume 14, issue 10, pages 1-15, May.
  44. Le Zhang & Lijing Lyu & Shanshui Zheng & Li Ding & Lang Xu, 2022, "A Q-Learning-Based Approximate Solving Algorithm for Vehicular Route Game," Sustainability, MDPI, volume 14, issue 19, pages 1-14, September.

2021

  1. Ibikunle, Gbenga & Aquilina, Matteo & Diaz-Rainey, Ivan & Sun, Yuxin, 2021, "City goes dark: Dark trading and adverse selection in aggregate markets," Journal of Empirical Finance, Elsevier, volume 64, issue C, pages 1-22, DOI: 10.1016/j.jempfin.2021.08.002.
  2. Anam Bilgrami & Henry Cutler & Kompal Sinha & Zhiming Cheng, 2021, "The Impact of Means‐Tested Premium Rebates and Tax Penalties on the Demand for Private Hospital Cover in Australia," The Economic Record, The Economic Society of Australia, volume 97, issue 317, pages 170-211, June, DOI: 10.1111/1475-4932.12603.
  3. Cheng, Zhiming & Tani, Massimiliano & Wang, Haining, 2021, "Energy poverty and entrepreneurship," Energy Economics, Elsevier, volume 102, issue C, DOI: 10.1016/j.eneco.2021.105469.
  4. Cheng, Zhiming, 2021, "Education and consumption: Evidence from migrants in Chinese cities," Journal of Business Research, Elsevier, volume 127, issue C, pages 206-215, DOI: 10.1016/j.jbusres.2021.01.018.
  5. Wang, Haining & Cheng, Zhiming & Zhe Wang, Ben & Chen, Yuanyuan, 2021, "Childhood left-behind experience and labour market outcomes in China," Journal of Business Research, Elsevier, volume 132, issue C, pages 196-207, DOI: 10.1016/j.jbusres.2021.04.014.
  6. Cheng, Zhiming & Guo, Wei & Hayward, Mathew & Smyth, Russell & Wang, Haining, 2021, "Childhood adversity and the propensity for entrepreneurship: A quasi-experimental study of the Great Chinese Famine," Journal of Business Venturing, Elsevier, volume 36, issue 1, DOI: 10.1016/j.jbusvent.2020.106063.
  7. Wang, Haining & Cheng, Zhiming, 2021, "Mama loves you: The gender wage gap and expenditure on children's education in China," Journal of Economic Behavior & Organization, Elsevier, volume 188, issue C, pages 1015-1034, DOI: 10.1016/j.jebo.2021.06.031.
  8. Cheng, Zhiming & Smyth, Russell, 2021, "Education and migrant entrepreneurship in urban China," Journal of Economic Behavior & Organization, Elsevier, volume 188, issue C, pages 506-529, DOI: 10.1016/j.jebo.2021.05.040.
  9. Zhiming Cheng & Ben Zhe Wang & Lucy Taksa, 2021, "Labour Force Participation and Employment of Humanitarian Migrants: Evidence from the Building a New Life in Australia Longitudinal Data," Journal of Business Ethics, Springer, volume 168, issue 4, pages 697-720, February, DOI: 10.1007/s10551-019-04179-8.
  10. Zhiming Cheng & Silvia Mendolia & Alfredo R. Paloyo & David A. Savage & Massimiliano Tani, 2021, "Working parents, financial insecurity, and childcare: mental health in the time of COVID-19 in the UK," Review of Economics of the Household, Springer, volume 19, issue 1, pages 123-144, March, DOI: 10.1007/s11150-020-09538-3.
  11. Hoang, Ngoc & Nahm, Daehoon & Dobbie, Michael, 2021, "Innovation, gender, and labour productivity: Small and medium enterprises in Vietnam," World Development, Elsevier, volume 146, issue C, DOI: 10.1016/j.worlddev.2021.105619.
  12. Barbara Chambers & Ruth Walker & Jun Feng & Yuanyuan Gu, 2021, "The silver tsunami: an enquiry into the financial needs, preferences and behaviours of retirees," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, volume 61, issue 1, pages 645-687, March, DOI: 10.1111/acfi.12589.
  13. Mita Bhattacharya & John Inekwe, 2021, "Convergence in Sovereign Debt Defaults: Quantifying the Roles of Institutions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 83, issue 3, pages 792-811, June, DOI: 10.1111/obes.12411.
  14. John Nkwoma Inekwe, 2021, "Global financial networks and entrepreneurship," The World Economy, Wiley Blackwell, volume 44, issue 5, pages 1261-1280, May, DOI: 10.1111/twec.13056.
  15. Awaworyi Churchill, Sefa & Inekwe, John & Ivanovski, Kris, 2021, "R&D expenditure and energy consumption in OECD nations," Energy Economics, Elsevier, volume 100, issue C, DOI: 10.1016/j.eneco.2021.105376.
  16. Bhattacharya, Mita & Inekwe, John & Yan, Eric, 2021, "Dynamics of energy poverty: Evidence from nonparametric estimates across the ASEAN+6 region," Energy Economics, Elsevier, volume 103, issue C, DOI: 10.1016/j.eneco.2021.105549.
  17. Inekwe, John Nkwoma, 2021, "Finance and European regional economy," International Review of Financial Analysis, Elsevier, volume 78, issue C, DOI: 10.1016/j.irfa.2021.101921.
  18. Degui Li & Peter M. Robinson & Han Lin Shang, 2021, "Local Whittle estimation of long‐range dependence for functional time series," Journal of Time Series Analysis, Wiley Blackwell, volume 42, issue 5-6, pages 685-695, September, DOI: 10.1111/jtsa.12577.
  19. Butler, Sunil & Kokoszka, Piotr & Miao, Hong & Shang, Han Lin, 2021, "Neural network prediction of crude oil futures using B-splines," Energy Economics, Elsevier, volume 94, issue C, DOI: 10.1016/j.eneco.2020.105080.
  20. Ufuk Beyaztas & Han Lin Shang, 2021, "A partial least squares approach for function-on-function interaction regression," Computational Statistics, Springer, volume 36, issue 2, pages 911-939, June, DOI: 10.1007/s00180-020-01058-z.
  21. Han Lin Shang & Yang Yang, 2021, "Forecasting Australian subnational age-specific mortality rates," Journal of Population Research, Springer, volume 38, issue 1, pages 1-24, March, DOI: 10.1007/s12546-020-09250-0.
  22. Han Lin Shang, 2021, "Bayesian bandwidth estimation and semi-metric selection for a functional partial linear model with unknown error density," Journal of Applied Statistics, Taylor & Francis Journals, volume 48, issue 4, pages 583-604, March, DOI: 10.1080/02664763.2020.1736527.
  23. Han Lin Shang & Kaiying Ji & Ufuk Beyaztas, 2021, "Granger causality of bivariate stationary curve time series," Journal of Forecasting, John Wiley & Sons, Ltd., volume 40, issue 4, pages 626-635, July, DOI: 10.1002/for.2732.
  24. Feng, Yang & Zhu, Jinxia & Siu, Tak Kuen, 2021, "Optimal risk exposure and dividend payout policies under model uncertainty," Insurance: Mathematics and Economics, Elsevier, volume 100, issue C, pages 1-29, DOI: 10.1016/j.insmatheco.2021.03.029.
  25. Robert J. Elliott & Dilip B. Madan & Tak Kuen Siu, 2021, "Two price economic equilibria and financial market bid/ask prices," Annals of Finance, Springer, volume 17, issue 1, pages 27-43, March, DOI: 10.1007/s10436-020-00377-x.
  26. Dong-Mei Zhu & Jia-Wen Gu & Feng-Hui Yu & Tak-Kuen Siu & Wai-Ki Ching, 2021, "Optimal pairs trading with dynamic mean-variance objective," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), volume 94, issue 1, pages 145-168, August, DOI: 10.1007/s00186-021-00751-z.
  27. Tak Kuen Siu, 2021, "The risks of cryptocurrencies with long memory in volatility, non-normality and behavioural insights," Applied Economics, Taylor & Francis Journals, volume 53, issue 17, pages 1991-2014, April, DOI: 10.1080/00036846.2020.1854669.
  28. Tak Kuen Siu & Robert J. Elliott, 2021, "Bitcoin option pricing with a SETAR-GARCH model," The European Journal of Finance, Taylor & Francis Journals, volume 27, issue 6, pages 564-595, April, DOI: 10.1080/1351847X.2020.1828962.
  29. Ning Wang & Zhuo Jin & Tak Kuen Siu & Ming Qiu, 2021, "Household consumption-investment-insurance decisions with uncertain income and market ambiguity," Scandinavian Actuarial Journal, Taylor & Francis Journals, volume 2021, issue 10, pages 832-865, November, DOI: 10.1080/03461238.2021.1886981.
  30. Tan, David & Caponecchia, Carlo, 2021, "COVID-19 and the public perception of travel insurance," Annals of Tourism Research, Elsevier, volume 90, issue C, DOI: 10.1016/j.annals.2020.103106.
  31. Xiaowen Fu & Kan Wai Hong Tsui & Breno Sampaio & David Tan, 2021, "Do airport activities affect regional economies? Regional analysis of New Zealand’s airport system," Regional Studies, Taylor & Francis Journals, volume 55, issue 4, pages 707-722, April, DOI: 10.1080/00343404.2020.1851359.
  32. Vidyattama, Yogi & Tanton, Robert & Nakanishi, Hitomi, 2021, "Investigating Australian households’ vehicle ownership and its relationship with emission tax policy options," Transport Policy, Elsevier, volume 114, issue C, pages 196-205, DOI: 10.1016/j.tranpol.2021.09.017.
  33. Riyana Miranti & Laurie Brown & Jinjing Li & Robert Tanton & Yogi Vidyattama & Sajeda Tuli & Pia Rowe, 2021, "Examining Trends in the Child Social Exclusion Index in Australia from 2011 to 2016: Have Geographical Patterns of Disadvantage Persisted Over Time?," Child Indicators Research, Springer;The International Society of Child Indicators (ISCI), volume 14, issue 4, pages 1519-1546, August, DOI: 10.1007/s12187-021-09808-1.
  34. Malavasi, Matteo & Ortobelli Lozza, Sergio & Trück, Stefan, 2021, "Second order of stochastic dominance efficiency vs mean variance efficiency," European Journal of Operational Research, Elsevier, volume 290, issue 3, pages 1192-1206, DOI: 10.1016/j.ejor.2020.08.051.
  35. Nazifi, Fatemeh & Trück, Stefan & Zhu, Liangxu, 2021, "Carbon pass-through rates on spot electricity prices in Australia," Energy Economics, Elsevier, volume 96, issue C, DOI: 10.1016/j.eneco.2021.105178.
  36. Best, Rohan & Li, Han & Trück, Stefan & Truong, Chi, 2021, "Actual uptake of home batteries: The key roles of capital and policy," Energy Policy, Elsevier, volume 151, issue C, DOI: 10.1016/j.enpol.2021.112186.
  37. Lukas Benz & Stefan Paulus & Julia Scherer & Janik Syryca & Stefan Trück, 2021, "Investors' carbon risk exposure and their potential for shareholder engagement," Business Strategy and the Environment, Wiley Blackwell, volume 30, issue 1, pages 282-301, January, DOI: 10.1002/bse.2621.
  38. Matej Lorko & Maroš Servátka & Le Zhang, 2021, "Improving the Accuracy of Project Schedules," Production and Operations Management, Production and Operations Management Society, volume 30, issue 6, pages 1633-1646, June, DOI: 10.1111/poms.13299.
  39. Si Chen & Yoonshin Kwak & Le Zhang & Grant Mosey & Brian Deal, 2021, "Tightly Coupling Input Output Economics with Spatio-Temporal Land Use in a Dynamic Planning Support System Framework," Land, MDPI, volume 10, issue 1, pages 1-17, January.

2020

  1. Aquilina, Matteo & Pirrone, F. Andrea, 2020, "The effects of regulating benchmarks," Economics Letters, Elsevier, volume 186, issue C, DOI: 10.1016/j.econlet.2019.06.018.
  2. Aquilina, Matteo & Croxson, Karen & Valentini, Gian Giacomo & Vass, Lachlan, 2020, "Fixed income ETFs: Primary market participation and resilience of liquidity during periods of stress," Economics Letters, Elsevier, volume 193, issue C, DOI: 10.1016/j.econlet.2020.109249.
  3. Tony Bryant & Doug McLeod, 2020, "The Guidance of an Enterprise Economy," The Economic Record, The Economic Society of Australia, volume 96, issue 313, pages 209-210, June, DOI: 10.1111/1475-4932.12548.
  4. Jiang, Shan & Gu, Yuanyuan & Yang, Fan & Wu, Tao & Wang, Hui & Cutler, Henry & Zhang, Lufa, 2020, "Tertiary hospitals or community clinics? An enquiry into the factors affecting patients' choice for healthcare facilities in urban China," China Economic Review, Elsevier, volume 63, issue C, DOI: 10.1016/j.chieco.2020.101538.
  5. Lancsar, Emily & Gu, Yuanyuan & Gyrd-Hansen, Dorte & Butler, Jim & Ratcliffe, Julie & Bulfone, Liliana & Donaldson, Cam, 2020, "The relative value of different QALY types," Journal of Health Economics, Elsevier, volume 70, issue C, DOI: 10.1016/j.jhealeco.2020.102303.
  6. Jessica Ochalek & Haiyin Wang & Yuanyuan Gu & James Lomas & Henry Cutler & Chunlin Jin, 2020, "Informing a Cost-Effectiveness Threshold for Health Technology Assessment in China: A Marginal Productivity Approach," PharmacoEconomics, Springer, volume 38, issue 12, pages 1319-1331, December, DOI: 10.1007/s40273-020-00954-y.
  7. John Nkwoma Inekwe & Maria Rebecca Valenzuela, 2020, "Financial integration and banking crisis. A critical analysis of restrictions on capital flows," The World Economy, Wiley Blackwell, volume 43, issue 2, pages 506-527, February, DOI: 10.1111/twec.12855.
  8. Bhattacharya, Mita & Inekwe, John N. & Sadorsky, Perry, 2020, "Convergence of energy productivity in Australian states and territories: Determinants and forecasts," Energy Economics, Elsevier, volume 85, issue C, DOI: 10.1016/j.eneco.2019.104538.
  9. Bhattacharya, Mita & Inekwe, John N. & Sadorsky, Perry, 2020, "Consumption-based and territory-based carbon emissions intensity: Determinants and forecasting using club convergence across countries," Energy Economics, Elsevier, volume 86, issue C, DOI: 10.1016/j.eneco.2019.104632.
  10. Awaworyi Churchill, Sefa & Inekwe, John & Ivanovski, Kris, 2020, "Stochastic convergence in per capita CO2 emissions: Evidence from emerging economies, 1921–2014," Energy Economics, Elsevier, volume 86, issue C, DOI: 10.1016/j.eneco.2019.104659.
  11. Awaworyi Churchill, Sefa & Inekwe, John & Ivanovski, Kris & Smyth, Russell, 2020, "Stationarity properties of per capita CO2 emissions in the OECD in the very long-run: A replication and extension analysis," Energy Economics, Elsevier, volume 90, issue C, DOI: 10.1016/j.eneco.2020.104868.
  12. Awaworyi Churchill, Sefa & Inekwe, John & Ivanovski, Kris & Smyth, Russell, 2020, "The Environmental Kuznets Curve across Australian states and territories," Energy Economics, Elsevier, volume 90, issue C, DOI: 10.1016/j.eneco.2020.104869.
  13. Yao, Yao & Ivanovski, Kris & Inekwe, John & Smyth, Russell, 2020, "Human capital and CO2 emissions in the long run," Energy Economics, Elsevier, volume 91, issue C, DOI: 10.1016/j.eneco.2020.104907.
  14. Bhattacharya, Mita & Inekwe, John Nkwoma & Valenzuela, Maria Rebecca, 2020, "Credit risk and financial integration: An application of network analysis," International Review of Financial Analysis, Elsevier, volume 72, issue C, DOI: 10.1016/j.irfa.2020.101588.
  15. Inekwe, John Nkwoma, 2020, "Liquidity connectedness and output synchronisation," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 66, issue C, DOI: 10.1016/j.intfin.2020.101208.
  16. John Nkwoma Inekwe & Yi Jin & Maria Rebecca Valenzuela, 2020, "Income inequality, financial flows and political institution: sub-Saharan African financial network," Empirical Economics, Springer, volume 58, issue 6, pages 2635-2665, June, DOI: 10.1007/s00181-019-01634-3.
  17. Sefa Awaworyi Churchill & John Inekwe & Kris Ivanovski, 2020, "Convergence of R&D intensity in OECD countries: evidence since 1870," Empirical Economics, Springer, volume 59, issue 1, pages 295-306, July, DOI: 10.1007/s00181-019-01628-1.
  18. John Nkwoma Inekwe, 2020, "Market uncertainty, risk aversion, and macroeconomic expectations," Empirical Economics, Springer, volume 59, issue 4, pages 1977-1995, October, DOI: 10.1007/s00181-019-01732-2.
  19. Kris Ivanovski & Sefa Awaworyi Churchill & John Inekwe, 2020, "Convergence in Income Inequality Across Australian States and Territories," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 148, issue 1, pages 127-142, February, DOI: 10.1007/s11205-019-02201-0.
  20. John Nkwoma Inekwe, 2020, "Bank credit risk, grain production and the Indian economy," Applied Economics, Taylor & Francis Journals, volume 52, issue 47, pages 5188-5202, October, DOI: 10.1080/00036846.2020.1758620.
  21. Milunovich, George, 2020, "Mapping out network connections between residential property markets," Economics Letters, Elsevier, volume 189, issue C, DOI: 10.1016/j.econlet.2020.109006.
  22. Lütkepohl, Helmut & Milunovich, George & Yang, Minxian, 2020, "Inference in partially identified heteroskedastic simultaneous equations models," Journal of Econometrics, Elsevier, volume 218, issue 2, pages 317-345, DOI: 10.1016/j.jeconom.2020.04.019.
  23. George Milunovich, 2020, "Forecasting Australia's real house price index: A comparison of time series and machine learning methods," Journal of Forecasting, John Wiley & Sons, Ltd., volume 39, issue 7, pages 1098-1118, November, DOI: 10.1002/for.2678.
  24. Fearghal Kearney & Han Lin Shang, 2020, "Uncovering predictability in the evolution of the WTI oil futures curve," European Financial Management, European Financial Management Association, volume 26, issue 1, pages 238-257, January, DOI: 10.1111/eufm.12212.
  25. Shang Han Lin, 2020, "A Comparison of Hurst Exponent Estimators in Long-range Dependent Curve Time Series," Journal of Time Series Econometrics, De Gruyter, volume 12, issue 1, pages 1-39, January, DOI: 10.1515/jtse-2019-0009.
  26. Shang, Han Lin & Haberman, Steven, 2020, "Forecasting age distribution of death counts: an application to annuity pricing," Annals of Actuarial Science, Cambridge University Press, volume 14, issue 1, pages 150-169, March.
  27. Shang, Han Lin & Haberman, Steven, 2020, "Forecasting Multiple Functional Time Series In A Group Structure: An Application To Mortality," ASTIN Bulletin, Cambridge University Press, volume 50, issue 2, pages 357-379, May.
  28. Han Lin Shang & Steven Haberman, 2020, "Retiree Mortality Forecasting: A Partial Age-Range or a Full Age-Range Model?," Risks, MDPI, volume 8, issue 3, pages 1-11, July.
  29. Degui Li & Peter M. Robinson & Han Lin Shang, 2020, "Long-Range Dependent Curve Time Series," Journal of the American Statistical Association, Taylor & Francis Journals, volume 115, issue 530, pages 957-971, April, DOI: 10.1080/01621459.2019.1604362.
  30. Han Lin Shang, 2020, "Dynamic principal component regression for forecasting functional time series in a group structure," Scandinavian Actuarial Journal, Taylor & Francis Journals, volume 2020, issue 4, pages 307-322, April, DOI: 10.1080/03461238.2019.1663553.
  31. Zhu, Jinxia & Siu, Tak Kuen & Yang, Hailiang, 2020, "Singular dividend optimization for a linear diffusion model with time-inconsistent preferences," European Journal of Operational Research, Elsevier, volume 285, issue 1, pages 66-80, DOI: 10.1016/j.ejor.2019.04.027.
  32. Qing-Qing Yang & Wai-Ki Ching & Jiawen Gu & Tak-Kuen Siu, 2020, "Trading strategy with stochastic volatility in a limit order book market," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 43, issue 1, pages 277-301, June, DOI: 10.1007/s10203-020-00278-8.
  33. Qian Zhao & Tak Kuen Siu, 2020, "Consumption-leisure-investment strategies with time-inconsistent preference in a life-cycle model," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, volume 49, issue 24, pages 6057-6079, December, DOI: 10.1080/03610926.2019.1626426.
  34. Tak Kuen Siu, 2020, "Stochastic Flows and Jump-Diffusions," Quantitative Finance, Taylor & Francis Journals, volume 20, issue 6, pages 895-897, June, DOI: 10.1080/14697688.2020.1750680.
  35. Ning Wang & Tak Kuen Siu, 2020, "Robust reinsurance contracts with risk constraint," Scandinavian Actuarial Journal, Taylor & Francis Journals, volume 2020, issue 5, pages 419-453, May, DOI: 10.1080/03461238.2019.1683761.
  36. Tang, Nga Yung Agnes & Wu, Cheng-Lung & Tan, David, 2020, "Evaluating the implementation of performance-based fuel uplift regulation for airline operation," Transportation Research Part A: Policy and Practice, Elsevier, volume 133, issue C, pages 47-61, DOI: 10.1016/j.tra.2019.12.028.
  37. Deborah J Schofield & Owen Tan & Rupendra N Shrestha & Radhika Rajkumar & Sarah West & Morgan Rice & Nadine Kasparian & Jackie Boyle & Louise Christie & Melanie Leffler & Lucinda Murray & Robert Tanto, 2020, "IDMOD: An Australian microsimulation model of lifetime economic and social factors in familial intellectual disability," International Journal of Microsimulation, International Microsimulation Association, volume 13, issue 1, pages 52-66, DOI: 10.34196/ijm.00212.
  38. Best, Rohan & Trück, Stefan, 2020, "Capital and policy impacts on Australian small-scale solar installations," Energy Policy, Elsevier, volume 136, issue C, DOI: 10.1016/j.enpol.2019.111082.
  39. Wang, Ben Zhe & Sheen, Jeffrey & Trück, Stefan & Chao, Shih-Kang & Härdle, Wolfgang Karl, 2020, "A Note On The Impact Of News On Us Household Inflation Expectations," Macroeconomic Dynamics, Cambridge University Press, volume 24, issue 4, pages 995-1015, June.
  40. Han, Lin & Kordzakhia, Nino & Trück, Stefan, 2020, "Volatility spillovers in Australian electricity markets," Energy Economics, Elsevier, volume 90, issue C, DOI: 10.1016/j.eneco.2020.104782.
  41. Yan, Guan & Trück, Stefan, 2020, "A dynamic network analysis of spot electricity prices in the Australian national electricity market," Energy Economics, Elsevier, volume 92, issue C, DOI: 10.1016/j.eneco.2020.104972.
  42. Le Zhang, 2020, "Handbook of Experimental Economics," The Economic Record, The Economic Society of Australia, volume 96, issue 314, pages 375-378, September, DOI: 10.1111/1475-4932.12573.
  43. Zhenglei Xie & Bing-Bing Zhou & Hanzeyu Xu & Le Zhang & Jing Wang, 2020, "An Agent-Based Sustainability Perspective on Payment for Ecosystem Services: Analytical Framework and Empirical Application," Sustainability, MDPI, volume 13, issue 1, pages 1-18, December.

2019

  1. Wang, Haining & Cheng, Zhiming & Smyth, Russell, 2019, "Health outcomes, health inequality and Mandarin proficiency in urban China," China Economic Review, Elsevier, volume 56, issue C, pages 1-1, DOI: 10.1016/j.chieco.2019.101305.
  2. Zhiming Cheng & Ingrid Nielsen & Henry Cutler, 2019, "Perceived job quality, work-life interference and intention to stay," International Journal of Manpower, Emerald Group Publishing Limited, volume 40, issue 1, pages 17-35, January, DOI: 10.1108/IJM-08-2017-0208.
  3. Haining Wang & Zhiming Cheng & Russell Smyth, 2019, "Consumption and Happiness," Journal of Development Studies, Taylor & Francis Journals, volume 55, issue 1, pages 120-136, January, DOI: 10.1080/00220388.2017.1371294.
  4. Rajan Sharma & Yuanyuan Gu & Teresa Y. C. Ching & Vivienne Marnane & Bonny Parkinson, 2019, "Economic Evaluations of Childhood Hearing Loss Screening Programmes: A Systematic Review and Critique," Applied Health Economics and Health Policy, Springer, volume 17, issue 3, pages 331-357, June, DOI: 10.1007/s40258-018-00456-1.
  5. John Nkwoma Inekwe, 2019, "The exploration of economic crises: parameter uncertainty and predictive ability," Scottish Journal of Political Economy, Scottish Economic Society, volume 66, issue 2, pages 290-313, May, DOI: 10.1111/sjpe.12199.
  6. Sikder, Arjita & Inekwe, John & Bhattacharya, Mita, 2019, "Economic output in the era of changing energy-mix for G20 countries: New evidence with trade openness and research and development investment," Applied Energy, Elsevier, volume 235, issue C, pages 930-938, DOI: 10.1016/j.apenergy.2018.10.092.
  7. Awaworyi Churchill, Sefa & Inekwe, John & Smyth, Russell & Zhang, Xibin, 2019, "R&D intensity and carbon emissions in the G7: 1870–2014," Energy Economics, Elsevier, volume 80, issue C, pages 30-37, DOI: 10.1016/j.eneco.2018.12.020.
  8. Awaworyi Churchill, Sefa & Inekwe, John & Ivanovski, Kris & Smyth, Russell, 2019, "Dynamics of oil price, precious metal prices and the exchange rate in the long-run," Energy Economics, Elsevier, volume 84, issue C, DOI: 10.1016/j.eneco.2019.104508.
  9. Yao, Yao & Ivanovski, Kris & Inekwe, John & Smyth, Russell, 2019, "Human capital and energy consumption: Evidence from OECD countries," Energy Economics, Elsevier, volume 84, issue C, DOI: 10.1016/j.eneco.2019.104534.
  10. Inekwe, John Nkwoma & Jin, Yi & Valenzuela, Maria Rebecca, 2019, "Financial conditions and economic growth," International Review of Economics & Finance, Elsevier, volume 61, issue C, pages 128-140, DOI: 10.1016/j.iref.2019.02.001.
  11. Nicholas Apergis & Mita Bhattacharya & John Inekwe, 2019, "Prediction of financial distress for multinational corporations: Panel estimations across countries," Applied Economics, Taylor & Francis Journals, volume 51, issue 39, pages 4255-4269, August, DOI: 10.1080/00036846.2019.1589646.
  12. John Nkwoma Inekwe, 2019, "Lending Risk in MFIs: The Extreme Bounds of Microeconomic and Macroeconomic Factors," Journal of Small Business Management, Taylor & Francis Journals, volume 57, issue 2, pages 538-558, April, DOI: 10.1111/jsbm.12401.
  13. Bahram Adrangi & Joseph Macri, 2019, "Does the Misery Index Influence a U.S. President’s Political Re-Election Prospects?," JRFM, MDPI, volume 12, issue 1, pages 1-11, February.
  14. George Milunovich & Shuping Shi & David Tan, 2019, "Bubble detection and sector trading in real time," Quantitative Finance, Taylor & Francis Journals, volume 19, issue 2, pages 247-263, February, DOI: 10.1080/14697688.2018.1459811.
  15. Han Lin Shang, 2019, "Visualizing rate of change: an application to age‐specific fertility rates," Journal of the Royal Statistical Society Series A, Royal Statistical Society, volume 182, issue 1, pages 249-262, January, DOI: 10.1111/rssa.12359.
  16. Shang, Han Lin, 2019, "Dynamic Principal Component Regression: Application To Age-Specific Mortality Forecasting," ASTIN Bulletin, Cambridge University Press, volume 49, issue 3, pages 619-645, September.
  17. Kokoszka, Piotr & Miao, Hong & Petersen, Alexander & Shang, Han Lin, 2019, "Forecasting of density functions with an application to cross-sectional and intraday returns," International Journal of Forecasting, Elsevier, volume 35, issue 4, pages 1304-1317, DOI: 10.1016/j.ijforecast.2019.05.007.
  18. Kearney, Fearghal & Shang, Han Lin & Sheenan, Lisa, 2019, "Implied volatility surface predictability: The case of commodity markets," Journal of Banking & Finance, Elsevier, volume 108, issue C, DOI: 10.1016/j.jbankfin.2019.105657.
  19. Gao, Yuan & Shang, Han Lin & Yang, Yanrong, 2019, "High-dimensional functional time series forecasting: An application to age-specific mortality rates," Journal of Multivariate Analysis, Elsevier, volume 170, issue C, pages 232-243, DOI: 10.1016/j.jmva.2018.10.003.
  20. Han Lin Shang & Yang Yang & Fearghal Kearney, 2019, "Intraday forecasts of a volatility index: functional time series methods with dynamic updating," Annals of Operations Research, Springer, volume 282, issue 1, pages 331-354, November, DOI: 10.1007/s10479-018-3108-4.
  21. Francis K. C. Hui & C. You & H. L. Shang & Samuel Müller, 2019, "Semiparametric Regression Using Variational Approximations," Journal of the American Statistical Association, Taylor & Francis Journals, volume 114, issue 528, pages 1765-1777, October, DOI: 10.1080/01621459.2018.1518235.
  22. Meng, Hui & Liao, Pu & Siu, Tak Kuen, 2019, "Continuous-time optimal reinsurance strategy with nontrivial curved structures," Applied Mathematics and Computation, Elsevier, volume 363, issue C, pages 1-1, DOI: 10.1016/j.amc.2019.124585.
  23. Qing-Qing Yang & Jia-Wen Gu & Wai-Ki Ching & Tak-Kuen Siu, 2019, "On Optimal Pricing Model for Multiple Dealers in a Competitive Market," Computational Economics, Springer;Society for Computational Economics, volume 53, issue 1, pages 397-431, January, DOI: 10.1007/s10614-017-9749-6.
  24. Dong-Mei Zhu & Jiejun Lu & Wai-Ki Ching & Tak-Kuen Siu, 2019, "Option Pricing Under a Stochastic Interest Rate and Volatility Model with Hidden Markovian Regime-Switching," Computational Economics, Springer;Society for Computational Economics, volume 53, issue 2, pages 555-586, February, DOI: 10.1007/s10614-017-9754-9.
  25. Tak Kuen Siu & Robert J. Elliott, 2019, "Hedging Options In A Doubly Markov-Modulated Financial Market Via Stochastic Flows," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 22, issue 08, pages 1-41, December, DOI: 10.1142/S021902491950047X.
  26. Perera, Suranga & Tan, David, 2019, "In search of the “Right Price” for air travel: First steps towards estimating granular price-demand elasticity," Transportation Research Part A: Policy and Practice, Elsevier, volume 130, issue C, pages 557-569, DOI: 10.1016/j.tra.2019.09.013.
  27. Tsui, Kan Wai Hong & Tan, David & Chow, Clement Kong Wing & Shi, Song, 2019, "Regional airline capacity, tourism demand and housing prices: A case study of New Zealand," Transport Policy, Elsevier, volume 77, issue C, pages 8-22, DOI: 10.1016/j.tranpol.2019.02.007.
  28. Karen Villanueva & Hannah Badland & Robert Tanton & Ilan Katz & Sally Brinkman & Ju-Lin Lee & Geoffrey Woolcock & Billie Giles-Corti & Sharon Goldfeld, 2019, "Local Housing Characteristics Associated with Early Childhood Development Outcomes in Australian Disadvantaged Communities," IJERPH, MDPI, volume 16, issue 10, pages 1-17, May.
  29. Maryniak, Paweł & Trück, Stefan & Weron, Rafał, 2019, "Carbon pricing and electricity markets — The case of the Australian Clean Energy Bill," Energy Economics, Elsevier, volume 79, issue C, pages 45-58, DOI: 10.1016/j.eneco.2018.06.003.

2018

  1. Wang, Haining & Cheng, Zhiming & Smyth, Russell, 2018, "Do migrant students affect local students’ academic achievements in urban China?," Economics of Education Review, Elsevier, volume 63, issue C, pages 64-77, DOI: 10.1016/j.econedurev.2018.01.007.
  2. Jie Li & Wangshuai Wang & Gong Sun & Zhou Jiang & Zhiming Cheng, 2018, "Supervisor–Subordinate Guanxi and Job Satisfaction Among Migrant Workers in China," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 139, issue 1, pages 293-307, August, DOI: 10.1007/s11205-016-1471-6.
  3. Peter Ghijben & Yuanyuan Gu & Emily Lancsar & Silva Zavarsek, 2018, "Revealed and Stated Preferences of Decision Makers for Priority Setting in Health Technology Assessment: A Systematic Review," PharmacoEconomics, Springer, volume 36, issue 3, pages 323-340, March, DOI: 10.1007/s40273-017-0586-1.
  4. Awaworyi Churchill, Sefa & Inekwe, John & Ivanovski, Kris, 2018, "Conditional convergence in per capita carbon emissions since 1900," Applied Energy, Elsevier, volume 228, issue C, pages 916-927, DOI: 10.1016/j.apenergy.2018.06.132.
  5. Bhattacharya, Mita & Inekwe, John Nkwoma & Valenzuela, Maria Rebecca, 2018, "Financial integration in Africa: New evidence using network approach," Economic Modelling, Elsevier, volume 72, issue C, pages 379-390, DOI: 10.1016/j.econmod.2018.02.013.
  6. Inekwe, John Nkwoma & Jin, Yi & Valenzuela, Ma. Rebecca, 2018, "The effects of financial distress: Evidence from US GDP growth," Economic Modelling, Elsevier, volume 72, issue C, pages 8-21, DOI: 10.1016/j.econmod.2018.01.001.
  7. Awaworyi Churchill, Sefa & Inekwe, John & Ivanovski, Kris, 2018, "House price convergence: Evidence from Australian cities," Economics Letters, Elsevier, volume 170, issue C, pages 88-90, DOI: 10.1016/j.econlet.2018.06.004.
  8. Inekwe, John Nkwoma & Jin, Yi & Valenzuela, Maria Rebecca, 2018, "A new approach to financial integration and market income inequality," Emerging Markets Review, Elsevier, volume 37, issue C, pages 134-147, DOI: 10.1016/j.ememar.2018.07.002.
  9. Bhattacharya, Mita & Inekwe, John Nkwoma & Sadorsky, Perry & Saha, Anjan, 2018, "Convergence of energy productivity across Indian states and territories," Energy Economics, Elsevier, volume 74, issue C, pages 427-440, DOI: 10.1016/j.eneco.2018.07.002.
  10. John Nkwoma Inekwe & Yi Jin & Maria Rebecca Valenzuela, 2018, "Global financial network and liquidity risk," Australian Journal of Management, Australian School of Business, volume 43, issue 4, pages 593-613, November, DOI: 10.1177/0312896218766219.
  11. John Inekwe, 2018, "Financial crises and the extreme bounds of predictors," Empirical Economics, Springer, volume 55, issue 4, pages 2047-2067, December, DOI: 10.1007/s00181-017-1352-0.
  12. Mita Bhattacharya & John Inekwe & Sudharshan Reddy Paramati, 2018, "Remittances and financial development: empirical evidence from heterogeneous panel of countries," Applied Economics, Taylor & Francis Journals, volume 50, issue 38, pages 4099-4112, August, DOI: 10.1080/00036846.2018.1441513.
  13. Bahram Adrangi & Arjun Chatrath & Joseph Macri & Kambiz Raffiee, 2018, "U.S. Diesel Fuel Price Responses To The Global Crude Oil Supply And Demand," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 13, issue 04, pages 1-25, December, DOI: 10.1142/S2010495218500185.
  14. George Milunovich, 2018, "Cryptocurrencies, Mainstream Asset Classes and Risk Factors: A Study of Connectedness," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, volume 51, issue 4, pages 551-563, December, DOI: 10.1111/1467-8462.12303.
  15. George Milunovich & Minxian Yang, 2018, "Simultaneous Equation Systems With Heteroscedasticity: Identification, Estimation, and Stock Price Elasticities," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 36, issue 2, pages 288-308, April, DOI: 10.1080/07350015.2016.1149072.
  16. Elliott Robert J. & Siu Tak Kuen & Lau John W., 2018, "A hidden Markov regime-switching smooth transition model," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 22, issue 4, pages 1-21, September, DOI: 10.1515/snde-2016-0061.
  17. Yang, Qing-Qing & Ching, Wai-Ki & Gu, Jia-Wen & Siu, Tak-Kuen, 2018, "Market-making strategy with asymmetric information and regime-switching," Journal of Economic Dynamics and Control, Elsevier, volume 90, issue C, pages 408-433, DOI: 10.1016/j.jedc.2018.04.003.
  18. Yang Shen & Tak Kuen Siu, 2018, "A Risk-Based Approach for Asset Allocation with A Defaultable Share," Risks, MDPI, volume 6, issue 1, pages 1-27, February.
  19. Samuel N. Cohen & Robert J. Elliott & Tak Kuen Siu, 2018, "Malliavin calculus in a binomial framework," Applied Stochastic Models in Business and Industry, John Wiley & Sons, volume 34, issue 6, pages 774-781, November, DOI: 10.1002/asmb.2318.
  20. Wai Hong Kan Tsui & Faruk Balli & David Tat Wei Tan & Oscar Lau & Mudassar Hasan, 2018, "New Zealand business tourism," Tourism Economics, , volume 24, issue 4, pages 386-417, June, DOI: 10.1177/1354816617731387.
  21. Rupendra N Shrestha & Deborah Schofield & Melanie J B Zeppel & Michelle M Cunich & Robert Tanton & Simon J Kelly & Lennert Veerman & Megan E Passey, 2018, "Care&WorkMOD: An Australian Microsimulation Model Projecting the Economic Impacts of Early Retirement in Informal Carers," International Journal of Microsimulation, International Microsimulation Association, volume 11, issue 3, pages 78-99.
  22. Robert Tanton, 2018, "Spatial Microsimulation: Developments and Potential Future Directions," International Journal of Microsimulation, International Microsimulation Association, volume 11, issue 1, pages 143-161.
  23. Wellmann, Dennis & Trück, Stefan, 2018, "Factors of the term structure of sovereign yield spreads," Journal of International Money and Finance, Elsevier, volume 81, issue C, pages 56-75, DOI: 10.1016/j.jimonfin.2017.10.006.
  24. Truong, Chi & Trück, Stefan & Mathew, Supriya, 2018, "Managing risks from climate impacted hazards – The value of investment flexibility under uncertainty," European Journal of Operational Research, Elsevier, volume 269, issue 1, pages 132-145, DOI: 10.1016/j.ejor.2017.07.012.
  25. Liu, Feng & Kalotay, Egon & Trück, Stefan, 2018, "Assessing sovereign default risk: A bottom-up approach," Economic Modelling, Elsevier, volume 70, issue C, pages 525-542, DOI: 10.1016/j.econmod.2017.09.013.
  26. Mayer, Klaus & Trück, Stefan, 2018, "Electricity markets around the world," Journal of Commodity Markets, Elsevier, volume 9, issue C, pages 77-100, DOI: 10.1016/j.jcomm.2018.02.001.
  27. Le Zhang & Chuanqing Liao & Huan Zhang & Xiaobo Hua, 2018, "Multilevel Modeling of Rural Livelihood Strategies from Peasant to Village Level in Henan Province, China," Sustainability, MDPI, volume 10, issue 9, pages 1-13, August.

2017

  1. Aquilina, Matteo & Baker, Robert & Majer, Tommaso, 2017, "The Money’s Worth of annuities in the UK between 2006 and 2014," The Journal of the Economics of Ageing, Elsevier, volume 9, issue C, pages 208-218, DOI: 10.1016/j.jeoa.2016.10.002.
  2. Wang, Haining & Smyth, Russell & Cheng, Zhiming, 2017, "The economic returns to proficiency in English in China," China Economic Review, Elsevier, volume 43, issue C, pages 91-104, DOI: 10.1016/j.chieco.2017.01.004.
  3. Jie Li & Gong Sun & Zhiming Cheng, 2017, "The Influence of Political Skill on Salespersons’ Work Outcomes: A Resource Perspective," Journal of Business Ethics, Springer, volume 141, issue 3, pages 551-562, March, DOI: 10.1007/s10551-015-2696-z.
  4. Ben Zhe Wang & Zhiming Cheng, 2017, "Environmental Perceptions, Happiness and Pro-environmental Actions in China," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 132, issue 1, pages 357-375, May, DOI: 10.1007/s11205-015-1218-9.
  5. Gong Sun & Wangshuai Wang & Zhiming Cheng & Jie Li & Junhua Chen, 2017, "The Intermediate Linkage Between Materialism and Luxury Consumption: Evidence from the Emerging Market of China," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 132, issue 1, pages 475-487, May, DOI: 10.1007/s11205-016-1273-x.
  6. Zhiming Cheng & Vinod Mishra & Ingrid Nielsen & Russell Smyth & Ben Zhe Wang, 2017, "Wellbeing in China," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 132, issue 1, pages 1-10, May, DOI: 10.1007/s11205-016-1387-1.
  7. Zhiming Cheng & Russell Smyth, 2017, "China’S Imbalanced Sex Ratio And Satisfaction With Marriage," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 62, issue 04, pages 765-782, September, DOI: 10.1142/S0217590817400252.
  8. Ratcliffe, Julie & Lancsar, Emily & Walker, Ruth & Gu, Yuanyuan, 2017, "Understanding what matters: An exploratory study to investigate the views of the general public for priority setting criteria in health care," Health Policy, Elsevier, volume 121, issue 6, pages 653-662, DOI: 10.1016/j.healthpol.2017.03.003.
  9. Liu, H. & Hu, B. & Zhang, L. & Zhao, X.J. & Shang, K.Z. & Wang, Y.S. & Wang, J., 2017, "Ultraviolet radiation over China: Spatial distribution and trends," Renewable and Sustainable Energy Reviews, Elsevier, volume 76, issue C, pages 1371-1383, DOI: 10.1016/j.rser.2017.03.102.
  10. Qing Yang & Baiding Hu, 2017, "An Analysis of Macro Mechanisms in the Development of Chinese Outward Foreign Direct Investment," Canadian Public Policy, University of Toronto Press, volume 43, issue s2, pages 88-98, April, DOI: 10.3138/cpp.2016-076.
  11. Nkwoma, Inekwe John, 2017, "Futures-Based Measures Of Monetary Policy And Jump Risk," Macroeconomic Dynamics, Cambridge University Press, volume 21, issue 2, pages 384-405, March.
  12. Bahram Adrangi & Arjun Chatrath & Joseph Macri & Kambiz Raffiee, 2017, "Crude Oil Price Volatility Spillovers and Agricultural Commodities: A Study in Time and Frequency Domains," Review of Economics & Finance, Better Advances Press, Canada, volume 9, pages 42-56, August.
  13. Philip T. Reiss & Jeff Goldsmith & Han Lin Shang & R. Todd Ogden, 2017, "Methods for Scalar-on-Function Regression," International Statistical Review, International Statistical Institute, volume 85, issue 2, pages 228-249, August.
  14. Gregory Rice & Han Lin Shang, 2017, "A Plug-in Bandwidth Selection Procedure for Long-Run Covariance Estimation with Stationary Functional Time Series," Journal of Time Series Analysis, Wiley Blackwell, volume 38, issue 4, pages 591-609, July.
  15. Shang, Han Lin, 2017, "Functional time series forecasting with dynamic updating: An application to intraday particulate matter concentration," Econometrics and Statistics, Elsevier, volume 1, issue C, pages 184-200, DOI: 10.1016/j.ecosta.2016.08.004.
  16. Shang, Han Lin & Haberman, Steven, 2017, "Grouped multivariate and functional time series forecasting:An application to annuity pricing," Insurance: Mathematics and Economics, Elsevier, volume 75, issue C, pages 166-179, DOI: 10.1016/j.insmatheco.2017.05.007.
  17. Yuan Gao & Han Lin Shang, 2017, "Multivariate Functional Time Series Forecasting: Application to Age-Specific Mortality Rates," Risks, MDPI, volume 5, issue 2, pages 1-18, March.
  18. Han Lin Shang, 2017, "Reconciling Forecasts of Infant Mortality Rates at National and Sub-National Levels: Grouped Time-Series Methods," Population Research and Policy Review, Springer;Southern Demographic Association (SDA), volume 36, issue 1, pages 55-84, February, DOI: 10.1007/s11113-016-9413-1.
  19. Han Lin Shang, 2017, "Forecasting intraday S&P 500 index returns: A functional time series approach," Journal of Forecasting, John Wiley & Sons, Ltd., volume 36, issue 7, pages 741-755, November.
  20. Tata Subba Rao & Granville Tunnicliffe Wilson & Shiu Fung Wong & Howell Tong & Tak Kuen Siu & Zudi Lu, 2017, "A New Multivariate Nonlinear Time Series Model for Portfolio Risk Measurement: The Threshold Copula-Based TAR Approach," Journal of Time Series Analysis, Wiley Blackwell, volume 38, issue 2, pages 243-265, March.
  21. Zhu, Dong-Mei & Lu, Jiejun & Ching, Wai-Ki & Siu, Tak-Kuen, 2017, "Discrete-time optimal asset allocation under Higher-Order Hidden Markov Model," Economic Modelling, Elsevier, volume 66, issue C, pages 223-232, DOI: 10.1016/j.econmod.2017.07.006.
  22. Christian-Oliver Ewald & Ruolan Ouyang & Tak Kuen Siu, 2017, "On the Market-consistent Valuation of Fish Farms: Using the Real Option Approach and Salmon Futures," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, volume 99, issue 1, pages 207-224.
  23. Dong-Mei Zhu & Wai-Ki Ching & Robert J. Elliott & Tak-Kuen Siu & Lianmin Zhang, 2017, "A Higher-order interactive hidden Markov model and its applications," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., volume 39, issue 4, pages 1055-1069, October, DOI: 10.1007/s00291-017-0484-0.
  24. Kun Fan & Yang Shen & Tak Kuen Siu & Rongming Wang, 2017, "An FFT approach for option pricing under a regime-switching stochastic interest rate model," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, volume 46, issue 11, pages 5292-5310, June, DOI: 10.1080/03610926.2015.1100740.
  25. Feng-Hui Yu & Wai-Ki Ching & Jia-Wen Gu & Tak-Kuen Siu, 2017, "Interacting default intensity with a hidden Markov process," Quantitative Finance, Taylor & Francis Journals, volume 17, issue 5, pages 781-794, May, DOI: 10.1080/14697688.2016.1237036.
  26. Douglas, Ian & Tan, David, 2017, "Global airline alliances and profitability: A difference-in-difference analysis," Transportation Research Part A: Policy and Practice, Elsevier, volume 103, issue C, pages 432-443, DOI: 10.1016/j.tra.2017.05.024.
  27. Wai Hong Kan Tsui & David Tat Wei Tan & Song Shi, 2017, "Impacts of airport traffic volumes on house prices of New Zealand’s major regions: A panel data approach," Urban Studies, Urban Studies Journal Limited, volume 54, issue 12, pages 2800-2817, September, DOI: 10.1177/0042098016660281.
  28. David Tan & Kan Tsui, 2017, "Investigating causality in international air freight and business travel: The case of Australia," Urban Studies, Urban Studies Journal Limited, volume 54, issue 5, pages 1178-1193, April, DOI: 10.1177/0042098015620520.
  29. Yogi Vidyattama & Leonie J. Pearson & Robert Tanton & Itismita Mohanty, 2017, "Assessing adaptive capacity during the drought period in the Murray–Darling Basin," Asia-Pacific Journal of Regional Science, Springer, volume 1, issue 1, pages 155-170, April, DOI: 10.1007/s41685-017-0039-z.
  30. Robert Tanton & Melanie Dare & Sally Brinkman & Billie-Giles Corti & Ilan Katz & Geoff Woolcock & Sharon Goldfeld, 2017, "Identifying Off-Diagonal Communities Using the Australian Early Development Census Results," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 132, issue 3, pages 977-992, July, DOI: 10.1007/s11205-016-1333-2.
  31. Leonie J. Pearson & Barbara Norman & Peter O'Brien & Robert Tanton, 2017, "An institutional perspective on programme integration," Policy Studies, Taylor & Francis Journals, volume 38, issue 5, pages 418-431, September, DOI: 10.1080/01442872.2016.1144737.

2016

  1. Wang, Haining & Cheng, Zhiming & Smyth, Russell, 2016, "Language and consumption," China Economic Review, Elsevier, volume 40, issue C, pages 135-151, DOI: 10.1016/j.chieco.2016.06.009.
  2. Cheng, Zhiming & King, Stephen P. & Smyth, Russell & Wang, Haining, 2016, "Housing property rights and subjective wellbeing in urban China," European Journal of Political Economy, Elsevier, volume 45, issue S, pages 160-174, DOI: 10.1016/j.ejpoleco.2016.08.002.
  3. Zhiming Cheng & Russell Smyth, 2016, "Why Give it Away When You Need it Yourself? Understanding Public Support for Foreign Aid in China," Journal of Development Studies, Taylor & Francis Journals, volume 52, issue 1, pages 53-71, January, DOI: 10.1080/00220388.2015.1068294.
  4. Zhai, H.J. & Hu, B. & Luo, X.Y. & Qiu, L. & Tang, W.J. & Jiang, M., 2016, "Spatial and temporal changes in runoff and sediment loads of the Lancang River over the last 50 years," Agricultural Water Management, Elsevier, volume 174, issue C, pages 74-81, DOI: 10.1016/j.agwat.2016.03.011.
  5. Minh Chau Tran & Christopher E.C. Gan & Baiding Hu, 2016, "Credit constraints and their impact on farm household welfare," International Journal of Social Economics, Emerald Group Publishing Limited, volume 43, issue 8, pages 782-803, August, DOI: 10.1108/IJSE-11-2014-0243.
  6. Kofi Adjei-Frimpong & Christopher Gan & Baiding Hu, 2016, "Competition in the banking industry: Empirical evidence from Ghana," Journal of Banking Regulation, Palgrave Macmillan, volume 17, issue 3, pages 159-175, July.
  7. Chao Bian & Christopher Gan & Zhaohua Li & Baiding Hu, 2016, "Corporate social responsibility engagement, corporate financial performance and CEO characteristics," International Journal of Business Governance and Ethics, Inderscience Enterprises Ltd, volume 11, issue 3, pages 243-265.
  8. Nkwoma John Inekwe, 2016, "Financial uncertainty, risk aversion and monetary policy," Empirical Economics, Springer, volume 51, issue 3, pages 939-961, November, DOI: 10.1007/s00181-015-1036-6.
  9. John Nkwoma Inekwe, 2016, "Financial Distress, Employees’ Welfare and Entrepreneurship Among SMEs," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 129, issue 3, pages 1135-1153, December, DOI: 10.1007/s11205-015-1164-6.
  10. Bahram Adrangi & Arjun Chatrath & Joseph Macri & Kambiz Raffiee, 2016, "The US Monetary Base and Major World Equity Markets: An Empirical Investigation," Review of Economics & Finance, Better Advances Press, Canada, volume 6, pages 49-64, August.
  11. Lütkepohl, Helmut & Milunovich, George, 2016, "Testing for identification in SVAR-GARCH models," Journal of Economic Dynamics and Control, Elsevier, volume 73, issue C, pages 241-258, DOI: 10.1016/j.jedc.2016.09.007.
  12. Shang, Han Lin & Smith, Peter W.F. & Bijak, Jakub & Wiśniowski, Arkadiusz, 2016, "A multilevel functional data method for forecasting population, with an application to the United Kingdom," International Journal of Forecasting, Elsevier, volume 32, issue 3, pages 629-649, DOI: 10.1016/j.ijforecast.2015.10.002.
  13. Shang, Han Lin, 2016, "A Bayesian approach for determining the optimal semi-metric and bandwidth in scalar-on-function quantile regression with unknown error density and dependent functional data," Journal of Multivariate Analysis, Elsevier, volume 146, issue C, pages 95-104, DOI: 10.1016/j.jmva.2015.06.015.
  14. Xibin Zhang & Maxwell L. King & Han Lin Shang, 2016, "Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors," Econometrics, MDPI, volume 4, issue 2, pages 1-27, April.
  15. Meng, Hui & Zhou, Ming & Siu, Tak Kuen, 2016, "Optimal reinsurance policies with two reinsurers in continuous time," Economic Modelling, Elsevier, volume 59, issue C, pages 182-195, DOI: 10.1016/j.econmod.2016.07.009.
  16. Siu, Tak Kuen, 2016, "A functional Itô’s calculus approach to convex risk measures with jump diffusion," European Journal of Operational Research, Elsevier, volume 250, issue 3, pages 874-883, DOI: 10.1016/j.ejor.2015.10.032.
  17. Siu, Tak Kuen, 2016, "A self-exciting threshold jump–diffusion model for option valuation," Insurance: Mathematics and Economics, Elsevier, volume 69, issue C, pages 168-193, DOI: 10.1016/j.insmatheco.2016.05.008.
  18. Xie, Yue & Tai, Allen H. & Ching, Wai-Ki & Siu, Tak-Kuen, 2016, "Pricing strategy for a two-echelon supply chain with optimized return effort level," International Journal of Production Economics, Elsevier, volume 182, issue C, pages 185-195, DOI: 10.1016/j.ijpe.2016.08.026.
  19. Robert J. Elliott & Tak Kuen Siu, 2016, "Pricing regime-switching risk in an HJM interest rate environment," Quantitative Finance, Taylor & Francis Journals, volume 16, issue 12, pages 1791-1800, December, DOI: 10.1080/14697688.2015.1136078.
  20. Christian-Oliver Ewald & Roy Nawar & Ruolan Ouyang & Tak Kuen Siu, 2016, "The market for salmon futures: an empirical analysis of the Fish Pool using the Schwartz multi-factor model," Quantitative Finance, Taylor & Francis Journals, volume 16, issue 12, pages 1823-1842, December, DOI: 10.1080/14697688.2016.1211792.
  21. Cheung, Grace & Davies, Peter J. & Trück, Stefan, 2016, "Financing alternative energy projects: An examination of challenges and opportunities for local government," Energy Policy, Elsevier, volume 97, issue C, pages 354-364, DOI: 10.1016/j.enpol.2016.07.047.
  22. Truong, Chi & Trück, Stefan, 2016, "It’s not now or never: Implications of investment timing and risk aversion on climate adaptation to extreme events," European Journal of Operational Research, Elsevier, volume 253, issue 3, pages 856-868, DOI: 10.1016/j.ejor.2016.01.044.
  23. Stefan Trück & Rafał Weron, 2016, "Convenience Yields and Risk Premiums in the EU‐ETS—Evidence from the Kyoto Commitment Period," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 36, issue 6, pages 587-611, June.

2015

  1. Zhiming Cheng, 2015, "Chinese Social Policy in a Time of Transition by Douglas J. Besharov and Karen Baehler (eds). Oxford : Oxford University Press , 2013 . 301pp., £69.95, ISBN 9780199990313," Political Studies Review, Political Studies Association, volume 13, issue 2, pages 308-309, May.
  2. Cheng, Zhiming & Smyth, Russell, 2015, "Crime victimization, neighborhood safety and happiness in China," Economic Modelling, Elsevier, volume 51, issue C, pages 424-435, DOI: 10.1016/j.econmod.2015.08.027.
  3. Cheng, Zhiming & Smyth, Russell, 2015, "Sex and happiness," Journal of Economic Behavior & Organization, Elsevier, volume 112, issue C, pages 26-32, DOI: 10.1016/j.jebo.2014.12.030.
  4. Haining Wang & Fei Guo & Zhiming Cheng, 2015, "A distributional analysis of wage discrimination against migrant workers in China’s urban labour market," Urban Studies, Urban Studies Journal Limited, volume 52, issue 13, pages 2383-2403, October, DOI: 10.1177/0042098014547367.
  5. Lurion De Mello & Elizabeth Sheedy & Sarah Storck, 2015, "A Practical Guide for Non-Financial Companies When Modeling Longer-Term Currency and Commodity Exposures," Journal of Applied Corporate Finance, Morgan Stanley, volume 27, issue 1, pages 89-100, March.
  6. Gu, Yuanyuan & Lancsar, Emily & Ghijben, Peter & Butler, James RG & Donaldson, Cam, 2015, "Attributes and weights in health care priority setting: A systematic review of what counts and to what extent," Social Science & Medicine, Elsevier, volume 146, issue C, pages 41-52, DOI: 10.1016/j.socscimed.2015.10.005.
  7. Yuanyuan Gu & Sonia García-Pérez & John Massie & Kees Gool, 2015, "Cost of care for cystic fibrosis: an investigation of cost determinants using national registry data," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 16, issue 7, pages 709-717, September, DOI: 10.1007/s10198-014-0621-5.
  8. Jiyun Xu (Janet) & Christopher Gan & Baiding Hu, 2015, "An empirical analysis of China’s Big four state-owned banks’ performance: A data envelopment analysis," Journal of Banking Regulation, Palgrave Macmillan, volume 16, issue 1, pages 1-21, January.
  9. John Inekwe, 2015, "The Contribution of R&D Expenditure to Economic Growth in Developing Economies," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 124, issue 3, pages 727-745, December, DOI: 10.1007/s11205-014-0807-3.
  10. Dungey, Mardi & Milunovich, George & Thorp, Susan & Yang, Minxian, 2015, "Endogenous crisis dating and contagion using smooth transition structural GARCH," Journal of Banking & Finance, Elsevier, volume 58, issue C, pages 71-79, DOI: 10.1016/j.jbankfin.2015.04.006.
  11. Roselyne Joyeux & George Milunovich, 2015, "Speculative bubbles, financial crises and convergence in global real estate investment trusts," Applied Economics, Taylor & Francis Journals, volume 47, issue 27, pages 2878-2898, June, DOI: 10.1080/00036846.2015.1011310.
  12. Han Lin Shang, 2015, "Statistically tested comparisons of the accuracy of forecasting methods for age-specific and sex-specific mortality and life expectancy," Population Studies, Taylor & Francis Journals, volume 69, issue 3, pages 317-335, November, DOI: 10.1080/00324728.2015.1074268.
  13. Fan, Kun & Shen, Yang & Siu, Tak Kuen & Wang, Rongming, 2015, "Valuing commodity options and futures options with changing economic conditions," Economic Modelling, Elsevier, volume 51, issue C, pages 524-533, DOI: 10.1016/j.econmod.2015.09.006.
  14. Fan, Kun & Shen, Yang & Siu, Tak Kuen & Wang, Rongming, 2015, "Pricing annuity guarantees under a double regime-switching model," Insurance: Mathematics and Economics, Elsevier, volume 62, issue C, pages 62-78, DOI: 10.1016/j.insmatheco.2015.02.005.
  15. Tak Kuen Siu, 2015, "A Stochastic Flows Approach for Asset Allocation with Hidden Economic Environment," International Journal of Stochastic Analysis, Hindawi, volume 2015, pages 1-11, January, DOI: 10.1155/2015/462524.
  16. Robert Elliott & Tak Siu, 2015, "Asset Pricing Using Trading Volumes in a Hidden Regime-Switching Environment," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 22, issue 2, pages 133-149, May, DOI: 10.1007/s10690-014-9197-4.
  17. Robert J. Elliott & Leunglung Chan & Tak Kuen Siu, 2015, "A Dupire Equation For A Regime-Switching Model," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 18, issue 04, pages 1-13, DOI: 10.1142/S0219024915500235.
  18. Deborah Schofield & Michelle Cunich & Simon Kelly & Megan E Passey & Rupendra Shrestha & Emily Callander & Robert Tanton & Lennert Veerman, 2015, "The Impact of Diabetes on the Labour Force Participation, Savings and Retirement Income of Workers Aged 45-64 Years in Australia," PLOS ONE, Public Library of Science, volume 10, issue 2, pages 1-10, February, DOI: 10.1371/journal.pone.0116860.
  19. Yogi Vidyattama & Robert Tanton & Nicholas Biddle, 2015, "Estimating small-area Indigenous cultural participation from synthetic survey data," Environment and Planning A, , volume 47, issue 5, pages 1211-1228, May, DOI: 10.1177/0308518X15592314.
  20. Sharon Goldfeld & Geoffrey Woolcock & Ilan Katz & Robert Tanton & Sally Brinkman & Elodie O’Connor & Talya Mathews & Billie Giles-Corti, 2015, "Neighbourhood Effects Influencing Early Childhood Development: Conceptual Model and Trial Measurement Methodologies from the Kids in Communities Study," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 120, issue 1, pages 197-212, January, DOI: 10.1007/s11205-014-0578-x.
  21. Robert Tanton & Yogi Vidyattama & Itismita Mohanty, 2015, "Disadvantage in the Australian Capital Territory," Policy Studies, Taylor & Francis Journals, volume 36, issue 1, pages 92-113, January, DOI: 10.1080/01442872.2014.981062.
  22. Inchauspe, Julian & Ripple, Ronald D. & Trück, Stefan, 2015, "The dynamics of returns on renewable energy companies: A state-space approach," Energy Economics, Elsevier, volume 48, issue C, pages 325-335, DOI: 10.1016/j.eneco.2014.11.013.
  23. Ostap Okhrin & Stefan Trück, 2015, "Editorial to the special issue on Applicable semiparametrics of computational statistics," Computational Statistics, Springer, volume 30, issue 3, pages 641-646, September, DOI: 10.1007/s00180-015-0616-4.
  24. Jeffrey Sheen & Stefan Trück & Ben Zhe Wang, 2015, "Daily Business and External Condition Indices for the Australian Economy," The Economic Record, The Economic Society of Australia, volume 91, issue S1, pages 38-53, June, DOI: 10.1111/1475-4932.12181.
  25. Ha Vu & Sean Turnell, 2015, "The Behavior of Australian Banks¡¯ Capital Buffers: Pro- or Counter-Cyclical?," Applied Economics and Finance, Redfame publishing, volume 2, issue 1, pages 110-118, February.

2014

  1. Zhiming Cheng, 2014, "The Accidental Capitalist: A People's Story of the New China by Behzad Yaghmaian . London : Pluto Press , 2012 . 173pp., £17.99, ISBN 978 0 7453 3230 7 Prosper or Perish: Credit and Fiscal Systems in Rural China by Lynette H. Ong . Ithaca, NY : Corne," Political Studies Review, Political Studies Association, volume 12, issue 2, pages 336-337, May.
  2. Zhiming Cheng & Haining Wang & Russell Smyth, 2014, "Happiness and job satisfaction in urban China: A comparative study of two generations of migrants and urban locals," Urban Studies, Urban Studies Journal Limited, volume 51, issue 10, pages 2160-2184, August, DOI: 10.1177/0042098013506042.
  3. Zhiming Cheng, 2014, "Layoffs and Urban Poverty in the State-Owned Enterprise Communities in Shaanxi Province, China," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 116, issue 1, pages 199-233, March, DOI: 10.1007/s11205-013-0278-y.
  4. Zhiming Cheng, 2014, "The Effects of Employee Involvement and Participation on Subjective Wellbeing: Evidence from Urban China," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 118, issue 2, pages 457-483, September, DOI: 10.1007/s11205-013-0430-8.
  5. Cotton, Deborah & De Mello, Lurion, 2014, "Econometric analysis of Australian emissions markets and electricity prices," Energy Policy, Elsevier, volume 74, issue C, pages 475-485, DOI: 10.1016/j.enpol.2014.07.024.
  6. Yuanyuan Gu & Richard Norman & Rosalie Viney, 2014, "Estimating Health State Utility Values From Discrete Choice Experiments—A Qaly Space Model Approach," Health Economics, John Wiley & Sons, Ltd., volume 23, issue 9, pages 1098-1114, September, DOI: 10.1002/hec.3066.
  7. Hu, Baiding, 2014, "Measuring plant level energy efficiency in China's energy sector in the presence of allocative inefficiency," China Economic Review, Elsevier, volume 31, issue C, pages 130-144, DOI: 10.1016/j.chieco.2014.08.011.
  8. Kofi Adjei-Frimpong & Christopher Gan & Baiding Hu, 2014, "Cost Efficiency of Ghana's Banking Industry: A Panel Data Analysis," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 8, issue 2, pages 69-86.
  9. George Milunovich & Jelena Minović, 2014, "Local and global illiquidity effects in the Balkans frontier markets," Applied Economics, Taylor & Francis Journals, volume 46, issue 31, pages 3861-3873, November, DOI: 10.1080/00036846.2014.943888.
  10. Zhang, Xibin & King, Maxwell L. & Shang, Han Lin, 2014, "A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density," Computational Statistics & Data Analysis, Elsevier, volume 78, issue C, pages 218-234, DOI: 10.1016/j.csda.2014.04.016.
  11. Han Shang, 2014, "A survey of functional principal component analysis," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 98, issue 2, pages 121-142, April, DOI: 10.1007/s10182-013-0213-1.
  12. Han Shang, 2014, "Bayesian bandwidth estimation for a semi-functional partial linear regression model with unknown error density," Computational Statistics, Springer, volume 29, issue 3, pages 829-848, June, DOI: 10.1007/s00180-013-0463-0.
  13. Han Lin Shang, 2014, "Bayesian bandwidth estimation for a functional nonparametric regression model with mixed types of regressors and unknown error density," Journal of Nonparametric Statistics, Taylor & Francis Journals, volume 26, issue 3, pages 599-615, September, DOI: 10.1080/10485252.2014.916806.
  14. Fan, Kun & Shen, Yang & Siu, Tak Kuen & Wang, Rongming, 2014, "Pricing foreign equity options with regime-switching," Economic Modelling, Elsevier, volume 37, issue C, pages 296-305, DOI: 10.1016/j.econmod.2013.11.009.
  15. Huang, Ximin & Gu, Jia-Wen & Ching, Wai-Ki & Siu, Tak-Kuen, 2014, "Impact of secondary market on consumer return policies and supply chain coordination," Omega, Elsevier, volume 45, issue C, pages 57-70, DOI: 10.1016/j.omega.2013.11.005.
  16. Tak Kuen Siu, 2014, "Integration by Parts and Martingale Representation for a Markov Chain," Abstract and Applied Analysis, Hindawi, volume 2014, pages 1-11, June, DOI: 10.1155/2014/438258.
  17. Jia-Wen Gu & Wai-Ki Ching & Tak-Kuen Siu & Harry Zheng, 2014, "On reduced-form intensity-based model with ‘trigger’ events," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, volume 65, issue 3, pages 331-339, March.
  18. Robert J. Elliott & Tak Kuen Siu, 2014, "Strategic Asset Allocation Under a Fractional Hidden Markov Model," Methodology and Computing in Applied Probability, Springer, volume 16, issue 3, pages 609-626, September, DOI: 10.1007/s11009-012-9318-3.
  19. Jingzhen Liu & Ka-Fai Cedric Yiu & Tak Kuen Siu, 2014, "Optimal investment of an insurer with regime-switching and risk constraint," Scandinavian Actuarial Journal, Taylor & Francis Journals, volume 2014, issue 7, pages 583-601, DOI: 10.1080/03461238.2012.750621.
  20. Yang Shen & Kun Fan & Tak Kuen Siu, 2014, "Option Valuation Under a Double Regime‐Switching Model," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 34, issue 5, pages 451-478, May.
  21. Jacquelyn Humphrey & David Tan, 2014, "Does it Really Hurt to be Responsible?," Journal of Business Ethics, Springer, volume 122, issue 3, pages 375-386, July, DOI: 10.1007/s10551-013-1741-z.
  22. Larelle Chapple & Victoria J Clout & David Tan, 2014, "Corporate governance and securities class actions," Australian Journal of Management, Australian School of Business, volume 39, issue 4, pages 525-547, November, DOI: 10.1177/0312896213512320.
  23. Robert Tanton, 2014, "Introduction to the Spatial Microsimulation special issue of IJM," International Journal of Microsimulation, International Microsimulation Association, volume 7, issue 1, pages 1-3.
  24. Yogi Vidyattama & Maheshwar Rao & Itismita Mohanty & Robert Tanton, 2014, "Modelling the impact of declining Australian terms of trade on the spatial distribution of income," International Journal of Microsimulation, International Microsimulation Association, volume 7, issue 1, pages 100-126.
  25. Robert Tanton, 2014, "A Review of Spatial Microsimulation Methods," International Journal of Microsimulation, International Microsimulation Association, volume 7, issue 1, pages 4-25.
  26. Robert Tanton & Paul Williamson & Ann Harding, 2014, "Comparing Two Methods of Reweighting a Survey File to Small Area Data," International Journal of Microsimulation, International Microsimulation Association, volume 7, issue 1, pages 76-99.
  27. Deborah Schofield & Rupendra Shrestha & Simon Kelly & Lennert Veerman & Robert Tanton & Megan Passey & Theo Vos & Michelle Cunich & Emily Callander, 2014, "Health&WealthMOD2030: A Microsimulation Model of the Long Term Economic Impacts of Disease Leading to Premature Retirements of Australians Aged 45-64 Years Old," International Journal of Microsimulation, International Microsimulation Association, volume 7, issue 2, pages 94-118.
  28. Deborah J Schofield & Michelle Cunich & Rupendra N Shrestha & Emily J Callander & Megan E Passey & Simon J Kelly & Robert Tanton & Lennert Veerman, 2014, "The Impact of Diabetes on the Labour Force Participation and Income Poverty of Workers Aged 45–64 Years in Australia," PLOS ONE, Public Library of Science, volume 9, issue 2, pages 1-7, February, DOI: 10.1371/journal.pone.0089360.
  29. Kumar, Satish & Trück, Stefan, 2014, "Unbiasedness and risk premiums in the Indian currency futures market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 29, issue C, pages 13-32, DOI: 10.1016/j.intfin.2013.10.010.
  30. Nowotarski, Jakub & Raviv, Eran & Trück, Stefan & Weron, Rafał, 2014, "An empirical comparison of alternative schemes for combining electricity spot price forecasts," Energy Economics, Elsevier, volume 46, issue C, pages 395-412, DOI: 10.1016/j.eneco.2014.07.014.

2013

  1. Knox, Stephanie A. & Viney, Rosalie C. & Gu, Yuanyuan & Hole, Arne R. & Fiebig, Denzil G. & Street, Deborah J. & Haas, Marion R. & Weisberg, Edith & Bateson, Deborah, 2013, "The effect of adverse information and positive promotion on women's preferences for prescribed contraceptive products," Social Science & Medicine, Elsevier, volume 83, issue C, pages 70-80, DOI: 10.1016/j.socscimed.2012.12.025.
  2. Yuanyuan Gu & Arne Risa Hole & Stephanie Knox, 2013, "Fitting the generalized multinomial logit model in Stata," Stata Journal, StataCorp LLC, volume 13, issue 2, pages 382-397, June.
  3. Kim Hawtrey, 2013, "Guaranteed to Fail: Fannie Mae, Freddie Mac and the Debacle of Mortgage Finance," Housing Studies, Taylor & Francis Journals, volume 28, issue 1, pages 154-155, January, DOI: 10.1080/02673037.2012.626936.
  4. Kofi Adjei-Frimpong & Christopher Gan & Baiding Hu, 2013, "Efficiency And Competition In The Ghanaian Banking Industry: A Panel Granger Causality Approach," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 8, issue 01, pages 1-16, DOI: 10.1142/S2010495213500048.
  5. Fardous Alom & Bert D. Ward & Baiding Hu, 2013, "Macroeconomic effects of world oil and food price shocks in Asia and Pacific economies: application of SVAR models," OPEC Energy Review, Organization of the Petroleum Exporting Countries, volume 37, issue 3, pages 327-372, September.
  6. Gilbert Nartea & Bo Hu & Baiding Hu, 2013, "Are there rational speculative bubbles in the Philippine stock market?," Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, volume 50, issue 1, pages 45-56, June.
  7. John Nkwoma Inekwe, 2013, "FDI, Employment and Economic Growth in Nigeria," African Development Review, African Development Bank, volume 25, issue 4, pages 421-433.
  8. Milunovich George & Yang Minxian, 2013, "On Identifying Structural VAR Models via ARCH Effects," Journal of Time Series Econometrics, De Gruyter, volume 5, issue 2, pages 117-131, May, DOI: 10.1515/jtse-2013-0010.
  9. George Milunovich & Stefan Trück, 2013, "Regional and global contagion in real estate investment trusts," Journal of Property Investment & Finance, Emerald Group Publishing Limited, volume 31, issue 1, pages 53-77, February, DOI: 10.1108/14635781311292971.
  10. George Milunovich & Antony Tan, 2013, "Testing for contagion in US industry portfolios -- a four-factor pricing approach," Applied Financial Economics, Taylor & Francis Journals, volume 23, issue 1, pages 15-26, January, DOI: 10.1080/09603107.2012.699185.
  11. Wei Li & Tzameret H. Rubin & Paul A. Onyina, 2013, "Comparing Solar Water Heater Popularization Policies in China, Israel and Australia: The Roles of Governments in Adopting Green Innovations," Sustainable Development, John Wiley & Sons, Ltd., volume 21, issue 3, pages 160-170, May.
  12. Paul A. Onyina & Sean Turnell, 2013, "The Impacts Of A Microfinance Lending Scheme On Clients In Ghana," Accounting & Taxation, The Institute for Business and Finance Research, volume 5, issue 2, pages 79-88.
  13. Shang, Han Lin, 2013, "Bayesian bandwidth estimation for a nonparametric functional regression model with unknown error density," Computational Statistics & Data Analysis, Elsevier, volume 67, issue C, pages 185-198, DOI: 10.1016/j.csda.2013.05.006.
  14. Han Lin Shang, 2013, "Functional time series approach for forecasting very short-term electricity demand," Journal of Applied Statistics, Taylor & Francis Journals, volume 40, issue 1, pages 152-168, January, DOI: 10.1080/02664763.2012.740619.
  15. Han Lin Shang, 2013, "The BUGS book: a practical introduction to Bayesian analysis," Journal of Applied Statistics, Taylor & Francis Journals, volume 40, issue 12, pages 2774-2775, December, DOI: 10.1080/02664763.2013.816061.
  16. Shen, Yang & Siu, Tak Kuen, 2013, "Pricing bond options under a Markovian regime-switching Hull–White model," Economic Modelling, Elsevier, volume 30, issue C, pages 933-940, DOI: 10.1016/j.econmod.2012.09.041.
  17. Ewald, Christian-Oliver & Nawar, Roy & Siu, Tak Kuen, 2013, "Minimal variance hedging of natural gas derivatives in exponential Lévy models: Theory and empirical performance," Energy Economics, Elsevier, volume 36, issue C, pages 97-107, DOI: 10.1016/j.eneco.2012.12.004.
  18. Shen, Yang & Siu, Tak Kuen, 2013, "Longevity bond pricing under stochastic interest rate and mortality with regime-switching," Insurance: Mathematics and Economics, Elsevier, volume 52, issue 1, pages 114-123, DOI: 10.1016/j.insmatheco.2012.11.006.
  19. Meng, Hui & Siu, Tak Kuen & Yang, Hailiang, 2013, "Optimal dividends with debts and nonlinear insurance risk processes," Insurance: Mathematics and Economics, Elsevier, volume 53, issue 1, pages 110-121, DOI: 10.1016/j.insmatheco.2013.04.008.
  20. Fard, Farzad Alavi & Siu, Tak Kuen, 2013, "Pricing participating products with Markov-modulated jump–diffusion process: An efficient numerical PIDE approach," Insurance: Mathematics and Economics, Elsevier, volume 53, issue 3, pages 712-721, DOI: 10.1016/j.insmatheco.2013.09.011.
  21. Shen, Yang & Siu, Tak Kuen, 2013, "Stochastic differential game, Esscher transform and general equilibrium under a Markovian regime-switching Lévy model," Insurance: Mathematics and Economics, Elsevier, volume 53, issue 3, pages 757-768, DOI: 10.1016/j.insmatheco.2013.09.016.
  22. Farzad Fard & Tak Siu, 2013, "Pricing and managing risks of European-style options in a Markovian regime-switching binomial model," Annals of Finance, Springer, volume 9, issue 3, pages 421-438, August, DOI: 10.1007/s10436-012-0192-3.
  23. Robert J. Elliott & Tak Kuen Siu, 2013, "Option Pricing and Filtering with Hidden Markov-Modulated Pure-Jump Processes," Applied Mathematical Finance, Taylor & Francis Journals, volume 20, issue 1, pages 1-25, March, DOI: 10.1080/1350486X.2012.655929.
  24. Jia-Wen Gu & Wai-Ki Ching & Tak-Kuen Siu & Harry Zheng, 2013, "On pricing basket credit default swaps," Quantitative Finance, Taylor & Francis Journals, volume 13, issue 12, pages 1845-1854, December, DOI: 10.1080/14697688.2013.783713.
  25. Robert Tanton & Ben Phillips, 2013, "A Measure of the Depth of Housing Stress and its Application in Australia," Economic Papers, The Economic Society of Australia, volume 32, issue 1, pages 99-109, March, DOI: 10.1111/1759-3441.12015.
  26. Rahman, Azizur & Harding, Ann & Tanton, Robert & Liu, Shuangzhe, 2013, "Simulating the characteristics of populations at the small area level: New validation techniques for a spatial microsimulation model in Australia," Computational Statistics & Data Analysis, Elsevier, volume 57, issue 1, pages 149-165, DOI: 10.1016/j.csda.2012.06.018.
  27. Anthony Hogan & Robert Tanton & Stewart Lockie & Sarah May, 2013, "Focusing Resource Allocation-Wellbeing as a Tool for Prioritizing Interventions for Communities at Risk," IJERPH, MDPI, volume 10, issue 8, pages 1-18, August.
  28. Yogi Vidyattama & Riyana Miranti & Justine McNamara & Robert Tanton & Ann Harding, 2013, "The Challenges of Combining Two Databases in Small-Area Estimation: An Example Using Spatial Microsimulation of Child Poverty," Environment and Planning A, , volume 45, issue 2, pages 344-361, February, DOI: 10.1068/a4511.
  29. Yogi Vidyattama & Robert Tanton & Binod Nepal, 2013, "The Effect of Transport Costs on Housing-related Financial Stress in Australia," Urban Studies, Urban Studies Journal Limited, volume 50, issue 9, pages 1779-1795, July, DOI: 10.1177/0042098012468342.
  30. Janczura, Joanna & Trück, Stefan & Weron, Rafał & Wolff, Rodney C., 2013, "Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling," Energy Economics, Elsevier, volume 38, issue C, pages 96-110, DOI: 10.1016/j.eneco.2013.03.013.

2012

  1. Zhiming Cheng, 2012, "The changing and different patterns of urban redevelopment in China: a study of three inner-city neighborhoods," Community Development, Taylor & Francis Journals, volume 43, issue 4, pages 430-450, July, DOI: 10.1080/15575330.2012.711763.
  2. Michael Dobbie & Craig MacMillan, 2012, "Earnings, Occupations and Labour Market Experience in Australia, 1997-2005," Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, volume 15, issue 1, pages 1-15.
  3. Fardous Alom & Bert D. Ward & Baiding Hu, 2012, "Modelling petroleum future price volatility: analysing asymmetry and persistency of shocks," OPEC Energy Review, Organization of the Petroleum Exporting Countries, volume 36, issue 1, pages 1-24, March, DOI: j.1753-0237.2011.00204.x.
  4. Jing Liu & Geoffrey Loudon & George Milunovich, 2012, "Linkages between international REITs: the role of economic factors," Journal of Property Investment & Finance, Emerald Group Publishing Limited, volume 30, issue 5, pages 473-492, August, DOI: 10.1108/14635781211256747.
  5. Daniel Courgeau & Salut Muhidin & Martin Bell, 2012, "Estimer les changements de résidence pour permettre les comparaisons internationales," Population (french edition), Institut National d'Études Démographiques (INED), volume 67, issue 4, pages 747-770.
  6. Han Lin Shang, 2012, "Point and interval forecasts of age-specific life expectancies," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, volume 27, issue 21, pages 593-644, DOI: 10.4054/DemRes.2012.27.21.
  7. Han Lin Shang, 2012, "Graphics for statistics and data analysis with R," Journal of Applied Statistics, Taylor & Francis Journals, volume 39, issue 8, pages 1843-1844, August, DOI: 10.1080/02664763.2012.679355.
  8. Shen, Yang & Siu, Tak Kuen, 2012, "Asset allocation under stochastic interest rate with regime switching," Economic Modelling, Elsevier, volume 29, issue 4, pages 1126-1136, DOI: 10.1016/j.econmod.2012.03.024.
  9. Eric Fung & Tak Siu, 2012, "A Flexible Markov Chain Approach for Multivariate Credit Ratings," Computational Economics, Springer;Society for Computational Economics, volume 39, issue 2, pages 135-143, February, DOI: 10.1007/s10614-011-9258-y.
  10. Tak Siu, 2012, "A BSDE approach to risk-based asset allocation of pension funds with regime switching," Annals of Operations Research, Springer, volume 201, issue 1, pages 449-473, December, DOI: 10.1007/s10479-012-1211-5.
  11. Robert J. Elliott & John W. Lau & Hong Miao & Tak Kuen Siu, 2012, "Viterbi-Based Estimation for Markov Switching GARCH Model," Applied Mathematical Finance, Taylor & Francis Journals, volume 19, issue 3, pages 219-231, August, DOI: 10.1080/1350486X.2011.620396.
  12. Na Song & Tak Kuen Siu & Wa‐Ki Ching & Howell Tong & Hailiang Yang, 2012, "Asset allocation under threshold autoregressive models," Applied Stochastic Models in Business and Industry, John Wiley & Sons, volume 28, issue 1, pages 60-72, January, DOI: 10.1002/asmb.897.
  13. Robert J. Elliott & Tak Kuen Siu, 2012, "Attainable Contingent Claims In A Markovian Regime-Switching Market," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 08, pages 1-19, DOI: 10.1142/S0219024912500550.
  14. Ha Vu & Sean Turnell, 2012, "A parametric measure of productivity change from hyperbolic distance function: Application to the Vietnamese banking industry," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 2, issue 5, pages 1-4.

2011

  1. Matteo Aquilina, 2011, "Quantity De-restriction in the Taxi Market Results from English Case Studies," Journal of Transport Economics and Policy, University of Bath, volume 45, issue 2, pages 179-195, May.
  2. Zhiming Cheng, 2011, "From planned to market economy: The rise and fall of the City of Textiles, Xi’an," Local Economy, London South Bank University, volume 26, issue 5, pages 348-362, August, DOI: 10.1177/0269094211409128.
  3. Masih, Rumi & Peters, Sanjay & De Mello, Lurion, 2011, "Oil price volatility and stock price fluctuations in an emerging market: Evidence from South Korea," Energy Economics, Elsevier, volume 33, issue 5, pages 975-986, September.
  4. A. Mansur M. Masih & Lurion De Mello, 2011, "Does the ‘Environmental Kuznets Curve’ Exist? An Application of Long-run Structural Modelling to Saudi Arabia - La Curva di Kuznets esiste? Un’applicazione LRSM al caso dell’Arabia Saudita," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 64, issue 2, pages 211-235.
  5. Kim Hawtrey, 2011, "Good Value; Money, Greed and God; God and Money: A Theology of Money in a Globalizing World," The Economic Record, The Economic Society of Australia, volume 87, issue 277, pages 343-345, June, DOI: j.1475-4932.2011.00738.x.
  6. Li, Xia & Gan, Christopher & Hu, Baiding, 2011, "Accessibility to microcredit by Chinese rural households," Journal of Asian Economics, Elsevier, volume 22, issue 3, pages 235-246, June.
  7. Xia Li & Christopher Gan & Baiding Hu, 2011, "The impact of microcredit on women's empowerment: evidence from China," Journal of Chinese Economic and Business Studies, Taylor & Francis Journals, volume 9, issue 3, pages 239-261, DOI: 10.1080/14765284.2011.592352.
  8. Qing Yang & Baiding Hu, 2011, "Analysis of Macro Mechanisms influencing Chinese Transnational Corporations," Transnational Corporations Review, Ottawa United Learning Academy, volume 3, issue 1, pages 63-74, March.
  9. Fardous Alom & Bert D Ward & Baiding Hu, 2011, "Cross country mean and volatility spillover effects of food prices: multivariate GARCH analysis," Economics Bulletin, AccessEcon, volume 31, issue 2, pages 1439-1450.
  10. Li, Xia & Gan, Christopher & Hu, Baiding, 2011, "The welfare impact of microcredit on rural households in China," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 40, issue 4, pages 404-411, August.
  11. Srinivas Kolluru & Bhanoji Rao, 2011, "East Asian Experience on Growth and Equity," Global Business Review, International Management Institute, volume 12, issue 2, pages 237-246, June, DOI: 10.1177/097215091101200204.
  12. Chris Heaton & George Milunovich & Anthony Passé‐De Silva, 2011, "International Commodity Prices and the Australian Stock Market," The Economic Record, The Economic Society of Australia, volume 87, issue 276, pages 37-44, March.
  13. George Milunovich, 2011, "Measuring the Impact of the GFC on European Equity Markets," Economics Bulletin, AccessEcon, volume 31, issue 2, pages 1237-1246.
  14. Han Lin Shang & Rob Hyndman & Heather Booth, 2011, "Point and interval forecasts of mortality rates and life expectancy: A comparison of ten principal component methods," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, volume 25, issue 5, pages 173-214, DOI: 10.4054/DemRes.2011.25.5.
  15. Hyndman, Rob J. & Ahmed, Roman A. & Athanasopoulos, George & Shang, Han Lin, 2011, "Optimal combination forecasts for hierarchical time series," Computational Statistics & Data Analysis, Elsevier, volume 55, issue 9, pages 2579-2589, September.
  16. Shang, Han Lin & Hyndman, Rob.J., 2011, "Nonparametric time series forecasting with dynamic updating," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 81, issue 7, pages 1310-1324, DOI: 10.1016/j.matcom.2010.04.027.
  17. Han Lin Shang, 2011, "Dynamic linear models with R," Journal of Applied Statistics, Taylor & Francis Journals, volume 38, issue 10, pages 2369-2370, DOI: 10.1080/02664763.2010.517938.
  18. Han Lin Shang, 2011, "Bayesian Nonparametrics," Journal of Applied Statistics, Taylor & Francis Journals, volume 38, issue 12, pages 2990-2990, December, DOI: 10.1080/02664763.2011.559374.
  19. Han Lin Shang, 2011, "Non-Parametric Econometrics," Journal of Applied Statistics, Taylor & Francis Journals, volume 38, issue 12, pages 2992-2992, December, DOI: 10.1080/02664763.2011.575999.
  20. Elliott, Robert J. & Siu, Tak Kuen & Badescu, Alexandru, 2011, "On pricing and hedging options in regime-switching models with feedback effect," Journal of Economic Dynamics and Control, Elsevier, volume 35, issue 5, pages 694-713, May.
  21. Meng, Hui & Siu, Tak Kuen, 2011, "On optimal reinsurance, dividend and reinvestment strategies," Economic Modelling, Elsevier, volume 28, issue 1-2, pages 211-218, January.
  22. Huang, Ximin & Choi, Sin-Man & Ching, Wai-Ki & Siu, Tak-Kuen & Huang, Min, 2011, "On supply chain coordination for false failure returns: A quantity discount contract approach," International Journal of Production Economics, Elsevier, volume 133, issue 2, pages 634-644, October.
  23. Eric S. Fung & Kin Lam & Tak-Kuen Siu & Wing-Keung Wong, 2011, "A Pseudo-Bayesian Model for Stock Returns In Financial Crises," JRFM, MDPI, volume 4, issue 1, pages 1-31, December.
  24. Hui Meng & Tak Kuen Siu, 2011, "Impulse Control of Proportional Reinsurance with Constraints," International Journal of Stochastic Analysis, Hindawi, volume 2011, pages 1-13, August, DOI: 10.1155/2011/190603.
  25. Tak Kuen Siu, 2011, "Regime-Switching Risk: To Price or Not to Price?," International Journal of Stochastic Analysis, Hindawi, volume 2011, pages 1-14, December, DOI: 10.1155/2011/843246.
  26. Tak Kuen Siu & Eric S. Fung & Michael K. Ng, 2011, "Option Valuation with a Discrete-Time Double Markovian Regime-Switching Model," Applied Mathematical Finance, Taylor & Francis Journals, volume 18, issue 6, pages 473-490, March, DOI: 10.1080/1350486X.2011.578457.
  27. Tak Kuen Siu, 2011, "Long-term strategic asset allocation with inflation risk and regime switching," Quantitative Finance, Taylor & Francis Journals, volume 11, issue 10, pages 1565-1580, DOI: 10.1080/14697680903055588.
  28. Alexandru Badescu & Robert J. Elliott & Reg Kulperger & Jarkko Miettinen & Tak Kuen Siu, 2011, "A Comparison Of Pricing Kernels For Garch Option Pricing With Generalized Hyperbolic Distributions," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 14, issue 05, pages 669-708, DOI: 10.1142/S0219024911006401.
  29. Robert Tanton & Yogi Vidyattama & Binod Nepal & Justine McNamara, 2011, "Small area estimation using a reweighting algorithm," Journal of the Royal Statistical Society Series A, Royal Statistical Society, volume 174, issue 4, pages 931-951, October, DOI: j.1467-985X.2011.00690.x.
  30. Weng, Haijie & Trück, Stefan, 2011, "Style analysis and Value-at-Risk of Asia-focused hedge funds," Pacific-Basin Finance Journal, Elsevier, volume 19, issue 5, pages 491-510, November.
  31. Marc Gronwald & Janina Ketterer & Stefan Trück, 2011, "The Relationship between Carbon, Commodity and Financial Markets: A Copula Analysis," The Economic Record, The Economic Society of Australia, volume 87, issue s1, pages 105-124, September, DOI: j.1475-4932.2011.00748.x.
  32. Sean TURNELL, 2011, "Fundamentals of Myanmar's Macroeconomy: A Political Economy Perspective," Asian Economic Policy Review, Japan Center for Economic Research, volume 6, issue 1, pages 136-153, June.
  33. Ha Vu & Sean Turnell, 2011, "Cost and Profit Efficiencies of Australian Banks and the Impact of the Global Financial Crisis," The Economic Record, The Economic Society of Australia, volume 87, issue 279, pages 525-536, December, DOI: j.1475-4932.2011.00760.x.

2010

  1. William Bryant & Roselyne Joyeux, 2010, "Interest linkages between the US, UK and German interest rates: should the UK join the European Monetary Union?," International Review of Applied Economics, Taylor & Francis Journals, volume 24, issue 6, pages 633-647, DOI: 10.1080/02692171.2010.512143.
  2. Zhiming Cheng, 2010, "Poverty in China’s Urban Communities," China Report, , volume 46, issue 2, pages 143-173, May, DOI: 10.1177/000944551004600204.
  3. Masih, Mansur & Algahtani, Ibrahim & De Mello, Lurion, 2010, "Price dynamics of crude oil and the regional ethylene markets," Energy Economics, Elsevier, volume 32, issue 6, pages 1435-1444, November.
  4. Michael Dobbie & Craig MacMillan, 2010, "Internal Labour Markets in Australia: Evidence from the Survey of Education and Training Experience," Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, volume 13, issue 2, pages 137-154.
  5. Shuzhang Sun & Christopher Gan & Baiding Hu, 2010, "The Effects Of Short-Term Interest Rates On Output, Price And Exchange Rates: Recent Evidence From China," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 4, issue 1, pages 173-191.
  6. Joseph Macri & Michael McAleer & Dipendra Sinha, 2010, "On the robustness of alternative rankings methodologies: Australian and New Zealand economics departments, 1988 to 2002," Applied Economics, Taylor & Francis Journals, volume 42, issue 10, pages 1257-1268, DOI: 10.1080/00036840701721265.
  7. George Milunovich & Ronald Ripple, 2010, "Crude Oil Volatility: Hedgers or Investors," Economics Bulletin, AccessEcon, volume 30, issue 4, pages 2877-2883.
  8. Dungey, Mardi & Milunovich, George & Thorp, Susan, 2010, "Unobservable shocks as carriers of contagion," Journal of Banking & Finance, Elsevier, volume 34, issue 5, pages 1008-1021, May.
  9. Fatemeh Nazifi & George Milunovich, 2010, "Measuring the Impact of Carbon Allowance Trading on Energy Prices," Energy & Environment, , volume 21, issue 5, pages 367-383, September, DOI: 10.1260/0958-305X.21.5.367.
  10. Roselyne Joyeux & George Milunovich, 2010, "Testing market efficiency in the EU carbon futures market," Applied Financial Economics, Taylor & Francis Journals, volume 20, issue 10, pages 803-809, DOI: 10.1080/09603101003636220.
  11. Elliott, Robert J. & Siu, Tak Kuen & Badescu, Alex, 2010, "On mean-variance portfolio selection under a hidden Markovian regime-switching model," Economic Modelling, Elsevier, volume 27, issue 3, pages 678-686, May.
  12. Liew, Chuin Ching & Siu, Tak Kuen, 2010, "A hidden Markov regime-switching model for option valuation," Insurance: Mathematics and Economics, Elsevier, volume 47, issue 3, pages 374-384, December.
  13. Tak Kuen Siu, 2010, "A Markov Regime-Switching Marked Point Process for Short-Rate Analysis with Credit Risk," International Journal of Stochastic Analysis, Hindawi, volume 2010, pages 1-18, December, DOI: 10.1155/2010/870516.
  14. Robert Elliott & Tak Siu, 2010, "On risk minimizing portfolios under a Markovian regime-switching Black-Scholes economy," Annals of Operations Research, Springer, volume 176, issue 1, pages 271-291, April, DOI: 10.1007/s10479-008-0448-5.
  15. Jonathan Wylie & Qiang Zhang & Tak Kuen Siu, 2010, "Can expected shortfall and Value-at-Risk be used to statically hedge options?," Quantitative Finance, Taylor & Francis Journals, volume 10, issue 6, pages 575-583, DOI: 10.1080/14697680902956695.
  16. Robert Elliott & Tak Kuen Siu, 2010, "A stochastic differential game for optimal investment of an insurer with regime switching," Quantitative Finance, Taylor & Francis Journals, volume 11, issue 3, pages 365-380, DOI: 10.1080/14697681003591704.
  17. Robert Tanton & Yogi Vidyattama, 2010, "Pushing It To The Edge: Extending Generalised Regression As A Spatial Microsimulation Method," International Journal of Microsimulation, International Microsimulation Association, volume 3, issue 2, pages 23-33.
  18. Azizur Rahman & Ann Harding & Robert Tanton & Shuangzhe Liu, 2010, "Methodological Issues in Spatial Microsimulation Modelling for Small Area Estimation," International Journal of Microsimulation, International Microsimulation Association, volume 3, issue 2, pages 3-22.
  19. Riyana Miranti & Ann Harding & Justine McNamara & Vu Quoc Ngu & Robert Tanton, 2010, "Children with Jobless Parents: National and Small Area Trends for Australia in the Past Decade," Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, volume 13, issue 1, pages 27-47.
  20. Ning Rong & Stefan Trück, 2010, "Returns of REITS and stock markets," Journal of Property Investment & Finance, Emerald Group Publishing Limited, volume 28, issue 1, pages 34-57, February, DOI: 10.1108/14635781011020010.
  21. Sean Turnell & Henry Sandee & John Butcher & Mike Douglass & Henk Schulte Nordholt & Leena Avonius & Munafrizal Manan, 2010, "Book reviews," Bulletin of Indonesian Economic Studies, Taylor & Francis Journals, volume 46, issue 2, pages 255-267, DOI: 10.1080/00074918.2010.486114.
  22. Ha Thu Vu & Sean Turnell, 2010, "Cost Efficiency of the Banking Sector in Vietnam: A Bayesian Stochastic Frontier Approach with Regularity Constraints," Asian Economic Journal, East Asian Economic Association, volume 24, issue 2, pages 115-139, June, DOI: 10.1111/j.1467-8381.2010.02035.x.

2009

  1. Mansur Masih & Lurion De Mello, 2009, "Do Stock Prices Play a Significant Role in Formulating Monetary Policy? A Case Study," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 62, issue 2, pages 203-232.
  2. Yuanyuan Gu & Denzil G. Fiebig & Edward Cripps & Robert Kohn, 2009, "Bayesian estimation of a random effects heteroscedastic probit model," Econometrics Journal, Royal Economic Society, volume 12, issue 2, pages 324-339, July.
  3. Kim Hawtrey, 2009, "The Global Credit Crisis: Why Have Australian Banks Been So Remarkably Resilient?," Agenda - A Journal of Policy Analysis and Reform, Australian National University, College of Business and Economics, School of Economics, volume 16, issue 3, pages 95-112.
  4. Habib‐Uz‐Zaman Khan & Abdel K. Halabi & Martin Samy, 2009, "Corporate social responsibility (CSR) reporting: a study of selected banking companies in Bangladesh," Social Responsibility Journal, Emerald Group Publishing Limited, volume 5, issue 3, pages 344-357, July, DOI: 10.1108/17471110910977276.
  5. Zhang, Xin & Siu, Tak Kuen, 2009, "Optimal investment and reinsurance of an insurer with model uncertainty," Insurance: Mathematics and Economics, Elsevier, volume 45, issue 1, pages 81-88, August.
  6. Badescu, Alex & Elliott, Robert J. & Siu, Tak Kuen, 2009, "Esscher transforms and consumption-based models," Insurance: Mathematics and Economics, Elsevier, volume 45, issue 3, pages 337-347, December.
  7. Robert J. Elliott & Tak Kuen Siu, 2009, "Robust Optimal Portfolio Choice Under Markovian Regime-switching Model," Methodology and Computing in Applied Probability, Springer, volume 11, issue 2, pages 145-157, June, DOI: 10.1007/s11009-008-9085-3.
  8. Robert Elliott & Tak Kuen Siu, 2009, "On Markov-modulated Exponential-affine Bond Price Formulae," Applied Mathematical Finance, Taylor & Francis Journals, volume 16, issue 1, pages 1-15, DOI: 10.1080/13504860802015744.
  9. Robert Tanton & Yogi Vidyattama & Justine McNamara & Quoc Ngu Vu & Ann Harding, 2009, "Old, Single and Poor: Using Microsimulation and Microdata to Analyse Poverty and the Impact of Policy Change among Older Australians," Economic Papers, The Economic Society of Australia, volume 28, issue 2, pages 102-120, June, DOI: 10.1111/j.1759-3441.2009.00022.x.
  10. Benz, Eva & Trück, Stefan, 2009, "Modeling the price dynamics of CO2 emission allowances," Energy Economics, Elsevier, volume 31, issue 1, pages 4-15, January.
  11. Sean Turnell & Leanne Ussher, 2009, "A 'New Bretton Woods': Kaldor and the Antipodean Quest for Global Full Employment," Review of Political Economy, Taylor & Francis Journals, volume 21, issue 3, pages 423-445, DOI: 10.1080/09538250903073479.

2008

  1. Hawtrey, Kim & Liang, Hanyu, 2008, "Bank interest margins in OECD countries," The North American Journal of Economics and Finance, Elsevier, volume 19, issue 3, pages 249-260, December.
  2. Horne, Jocelyn & Hu, Baiding, 2008, "Estimation of cost efficiency of Australian universities," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 78, issue 2, pages 266-275, DOI: 10.1016/j.matcom.2008.01.018.
  3. L. Zhang & G. Tang & Z. Xun & K. Han & H. Chen & B. Hu, 2008, "Dynamic renormalization-group analysis of the d+1 dimensional Kuramoto-Sivashinsky equation with both conservative and nonconservative noises," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, volume 63, issue 2, pages 227-234, May, DOI: 10.1140/epjb/e2008-00228-4.
  4. Michael White & Salut Muhidin & Catherine Andrzejewski & Eva Tagoe & Rodney Knight & Holly Reed, 2008, "Urbanization and fertility: An event-history analysis of Coastal Ghana," Demography, Springer;Population Association of America (PAA), volume 45, issue 4, pages 803-816, November, DOI: 10.1353/dem.0.0035.
  5. Siu, Tak Kuen, 2008, "A game theoretic approach to option valuation under Markovian regime-switching models," Insurance: Mathematics and Economics, Elsevier, volume 42, issue 3, pages 1146-1158, June.
  6. Lau, John W. & Siu, Tak Kuen, 2008, "On option pricing under a completely random measure via a generalized Esscher transform," Insurance: Mathematics and Economics, Elsevier, volume 43, issue 1, pages 99-107, August.
  7. Siu, Tak Kuen & Yang, Hailiang & Lau, John W., 2008, "Pricing currency options under two-factor Markov-modulated stochastic volatility models," Insurance: Mathematics and Economics, Elsevier, volume 43, issue 3, pages 295-302, December.
  8. Tak Kuen Siu & John W. Lau & Hailiang Yang, 2008, "Pricing Participating Products under a Generalized Jump-Diffusion Model," International Journal of Stochastic Analysis, Hindawi, volume 2008, pages 1-30, July, DOI: 10.1155/2008/474623.
  9. Robert Elliott & Tak Siu & Leunglung Chan, 2008, "A PDE approach for risk measures for derivatives with regime switching," Annals of Finance, Springer, volume 4, issue 1, pages 55-74, January, DOI: 10.1007/s10436-006-0068-5.
  10. John Lau & Tak Siu, 2008, "Pricing Risky Debts Under a Markov-modudated Merton Model with Completely Random Measures," Computational Economics, Springer;Society for Computational Economics, volume 31, issue 3, pages 255-288, April, DOI: 10.1007/s10614-007-9117-z.
  11. Tak Kuen Siu & Christina Erlwein & Rogemar Mamon, 2008, "The Pricing of Credit Default Swaps under a Markov-Modulated Merton’s Structural Model," North American Actuarial Journal, Taylor & Francis Journals, volume 12, issue 1, pages 18-46, DOI: 10.1080/10920277.2008.10597498.
  12. Tak Kuen Siu, 2008, "“Asset Allocation with Hedge Funds on the Menu,” Phelim Boyle and Sun Siang Liew, October 2007," North American Actuarial Journal, Taylor & Francis Journals, volume 12, issue 2, pages 213-215, DOI: 10.1080/10920277.2008.10597514.
  13. Kathleen Walsh & David Tan, 2008, "Monetary Policy Surprises and the Bank Bill Term Premium," Australian Journal of Management, Australian School of Business, volume 33, issue 2, pages 231-260, December, DOI: 10.1177/031289620803300202.
  14. Sean Turnell & Alison Vicary, 2008, "Parching The Land?: The Chettiars In Burma," Australian Economic History Review, Economic History Society of Australia and New Zealand, volume 48, issue 1, pages 1-25, March, DOI: 10.1111/j.1467-8446.2007.00232.x.

2007

  1. Kim Hawtrey, 2007, "Using Experiential Learning Techniques," The Journal of Economic Education, Taylor & Francis Journals, volume 38, issue 2, pages 143-152, April, DOI: 10.3200/JECE.38.2.143-152.
  2. James McCulloch, 2007, "Relative volume as a doubly stochastic binomial point process," Quantitative Finance, Taylor & Francis Journals, volume 7, issue 1, pages 55-62, DOI: 10.1080/14697680600969735.
  3. Susan Thorp & George Milunovich, 2007, "Symmetric Versus Asymmetric Conditional Covariance Forecasts: Does It Pay To Switch?," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 30, issue 3, pages 355-377, September, DOI: 10.1111/j.1475-6803.2007.00218.x.
  4. Milunovich, George & Thorp, Susan, 2007, "Measuring equity market integration using uncorrelated information flows: Tokyo, London and New York," Journal of Multinational Financial Management, Elsevier, volume 17, issue 4, pages 275-289, October.
  5. Andrei Rogers & Bryan Jones & Virgilio Partida & Salut Muhidin, 2007, "Inferring migration flows from the migration propensities of infants: Mexico and Indonesia," The Annals of Regional Science, Springer;Western Regional Science Association, volume 41, issue 2, pages 443-465, June, DOI: 10.1007/s00168-006-0107-1.
  6. Tak Siu & John Lau & Hailiang Yang, 2007, "On Valuing Participating Life Insurance Contracts with Conditional Heteroscedasticity," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 14, issue 3, pages 255-275, September, DOI: 10.1007/s10690-007-9062-9.
  7. Robert Elliott & Tak Kuen Siu & Leunglung Chan, 2007, "Pricing Volatility Swaps Under Heston's Stochastic Volatility Model with Regime Switching," Applied Mathematical Finance, Taylor & Francis Journals, volume 14, issue 1, pages 41-62, DOI: 10.1080/13504860600659222.
  8. Sean Turnell, 2007, "Security and Sustainable Development in Myanmar - By Helen James," Asian-Pacific Economic Literature, The Crawford School, The Australian National University, volume 21, issue 1, pages 86-87, May.

2006

  1. Matteo Aquilina & Rainer Klump & Carlo Pietrobelli, 2006, "Factor Substitution, Average Firm Size and Economic Growth," Small Business Economics, Springer, volume 26, issue 3, pages 203-214, April, DOI: 10.1007/s11187-005-4715-4.
  2. Dobbie, Michael, 2006, "Insider Power, Outsider Ineffectiveness and Product Market Competition: Evidence from Australia," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, volume 2, issue 01, pages 1-19, DOI: 10.22004/ag.econ.50280.
  3. Kim Hawtrey & James Nguyen, 2006, "Trading Rule Profits And The Australian Dollar," Economic Papers, The Economic Society of Australia, volume 25, issue 3, pages 272-283, September, DOI: j.1759-3441.2006.tb00400.x.
  4. Joseph Macri & Dipendra Sinha, 2006, "Rankings Methodology for International Comparisons of Institutions and Individuals: an Application to Economics in Australia and New Zealand," Journal of Economic Surveys, Wiley Blackwell, volume 20, issue 1, pages 111-156, February, DOI: 10.1111/j.0950-0804.2006.00277.x.
  5. Milunovich, George & Thorp, Susan, 2006, "Valuing volatility spillovers," Global Finance Journal, Elsevier, volume 17, issue 1, pages 1-22, September.
  6. Joshua Kirkwood & Daehoon Nahm, 2006, "Australian Banking Efficiency and Its Relation to Stock Returns," The Economic Record, The Economic Society of Australia, volume 82, issue 258, pages 253-267, September, DOI: 10.1111/j.1475-4932.2006.00338.x.
  7. Lau, John W. & Siu, Tak Kuen & Yang, Hailiang, 2006, "On Bayesian Mixture Credibility," ASTIN Bulletin, Cambridge University Press, volume 36, issue 2, pages 573-588, November.
  8. Robert Elliott & Leunglung Chan & Tak Siu, 2006, "Risk measures for derivatives with Markov-modulated pure jump processes," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 13, issue 2, pages 129-149, June, DOI: 10.1007/s10690-007-9038-9.
  9. Robert J. Elliott & Tak Kuen Siu & Leunglung Chan, 2006, "Option Pricing For Garch Models With Markov Switching," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 9, issue 06, pages 825-841, DOI: 10.1142/S0219024906003846.
  10. Anna Chernobai & Krzysztof Burnecki & Svetlozar Rachev & Stefan Trück & Rafał Weron, 2006, "Modelling catastrophe claims with left-truncated severity distributions," Computational Statistics, Springer, volume 21, issue 3, pages 537-555, December, DOI: 10.1007/s00180-006-0011-2.
  11. Misiorek Adam & Trueck Stefan & Weron Rafal, 2006, "Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 10, issue 3, pages 1-36, September, DOI: 10.2202/1558-3708.1362.

2005

  1. Michael Dobbie, 2005, "The insider-outsider theory: some evidence of Australia," Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, volume 8, issue 2, pages 181-201, June.
  2. Kim Hawtrey, 2005, "Banks in the Australian Community," Agenda - A Journal of Policy Analysis and Reform, Australian National University, College of Business and Economics, School of Economics, volume 12, issue 3, pages 275-288.
  3. Hu, Baiding & McAleer, Michael, 2005, "Estimation of Chinese agricultural production efficiencies with panel data," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 68, issue 5, pages 474-483, DOI: 10.1016/j.matcom.2005.02.002.
  4. W. Anthony Bryant & Joseph Macri, 2005, "Does sentiment explain consumption?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 29, issue 1, pages 97-110, March, DOI: 10.1007/BF02761545.
  5. Peter Abelson & Roselyne Joyeux & George Milunovich & Demi Chung, 2005, "Explaining House Prices in Australia: 1970–2003," The Economic Record, The Economic Society of Australia, volume 81, issue s1, pages 96-103, August, DOI: 10.1111/j.1475-4932.2005.00243.x.
  6. Siu, Tak Kuen, 2005, "Fair valuation of participating policies with surrender options and regime switching," Insurance: Mathematics and Economics, Elsevier, volume 37, issue 3, pages 533-552, December.
  7. Robert J. Elliott & Leunglung Chan & Tak Kuen Siu, 2005, "Option pricing and Esscher transform under regime switching," Annals of Finance, Springer, volume 1, issue 4, pages 423-432, October, DOI: 10.1007/s10436-005-0013-z.
  8. Tak-Kuen Siu & Wai-Ki Ching & Eric Fung & Michael Ng, 2005, "Extracting Information from Spot Interest Rates and Credit Ratings using Double Higher-Order Hidden Markov Models," Computational Economics, Springer;Society for Computational Economics, volume 26, issue 3, pages 69-102, November, DOI: 10.1007/s10614-005-9010-6.
  9. Tak-Kuen Siu & Wai-Ki Ching & S. Eric Fung & Michael Ng, 2005, "On a multivariate Markov chain model for credit risk measurement," Quantitative Finance, Taylor & Francis Journals, volume 5, issue 6, pages 543-556, DOI: 10.1080/14697680500383714.
  10. Jan Henneke & Stefan Trück, 2005, "Auswirkungen der neuen Basler Eigenkapitalvereinbarung auf die Finanzierung von KMU," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 74, issue 4, pages 112-124, DOI: 10.3790/vjh.74.4.112.

2004

  1. Carlo Pietrobelli & Roberta Rabellotti & Matteo Aquilina, 2004, "An empirical study of the determinants of self-employment in developing countries," Journal of International Development, John Wiley & Sons, Ltd., volume 16, issue 6, pages 803-820, DOI: 10.1002/jid.1117.
  2. Hu, Baiding & McAleer, Michael, 2004, "Input–output structure and growth in China," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 64, issue 1, pages 193-202, DOI: 10.1016/S0378-4754(03)00132-0.
  3. Md. Rabiul Islam & Md. Wahidul Habib & Md. Habib-uz-Zaman Khan, 2004, "A Time Series Analysis of Finance and Growth in Bangladesh," Bangladesh Development Studies, Bangladesh Institute of Development Studies (BIDS), volume 30, issue 1-2, pages 111-128.
  4. Joseph Macri & Dipendra Sinha, 2004, "Rankings of Economists in Teaching Economics Departments in Australia, 1988-2000," Economics Bulletin, AccessEcon, volume 1, issue 4, pages 1-19.
  5. Tak Siu & Howell Tong & Hailiang Yang, 2004, "On Bayesian Value at Risk: From Linear to Non-Linear Portfolios," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 11, issue 2, pages 161-184, June, DOI: 10.1007/s10690-006-9008-7.
  6. Wing Hoe Woo & Tak Kuen Siu, 2004, "A dynamic binomial expansion technique for credit risk measurement: a Bayesian filtering approach," Applied Mathematical Finance, Taylor & Francis Journals, volume 11, issue 2, pages 165-186, DOI: 10.1080/13504860410001682669.
  7. Tak Kuen Siu & Howell Tong & Hailiang Yang, 2004, "On Pricing Derivatives Under GARCH Models: A Dynamic Gerber-Shiu Approach," North American Actuarial Journal, Taylor & Francis Journals, volume 8, issue 3, pages 17-31, July, DOI: 10.1080/10920277.2004.12254408.
  8. Weron, R & Bierbrauer, M & Trück, S, 2004, "Modeling electricity prices: jump diffusion and regime switching," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 336, issue 1, pages 39-48, DOI: 10.1016/j.physa.2004.01.008.
  9. Turnell, Sean, 2004, "Nugget Coombs: A Reforming Life. By Tim Rowse. Cambridge: Cambridge University Press, 2002. Pp. x, 419. £50.00," The Journal of Economic History, Cambridge University Press, volume 64, issue 1, pages 260-262, March.

2002

  1. Hawtrey, K.M., 2002, "The Yield Spread and Real Economic Activity: The Impact of Globalisation," Economic Analysis and Policy, Elsevier, volume 32, issue 2, pages 203-219, June Spec.
  2. Dipendra Sinha & Joseph Macri, 2002, "Rankings of Australian Economics Departments, 1988–2000," The Economic Record, The Economic Society of Australia, volume 78, issue 241, pages 136-146, June, DOI: 10.1111/1475-4932.00019.
  3. Sean Turnell, 2002, "Core Labour Standards and the WTO," The Economic and Labour Relations Review, , volume 13, issue 1, pages 105-126, June, DOI: 10.1177/103530460201300106.

2001

  1. Dipendra Sinha & Joseph Macri, 2001, "Development and Economic Growth: The Case of Eight Asian Countries," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 54, issue 2, pages 219-234.
  2. Tak Kuen Siu & Howell Tong & Hailiang Yang, 2001, "Bayesian Risk Measures for Derivatives via Random Esscher Transform," North American Actuarial Journal, Taylor & Francis Journals, volume 5, issue 3, pages 78-91, DOI: 10.1080/10920277.2001.10596000.
  3. H. Yang & T. K. Siu, 2001, "Coherent Risk Measures For Derivatives Under Black–Scholes Economy," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 4, issue 05, pages 819-835, DOI: 10.1142/S0219024901001267.

2000

  1. Joseph Macri & Dipendra Sinha, 2000, "Output variability and economic growth: The case of Australia," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 24, issue 3, pages 275-282, September, DOI: 10.1007/BF02752608.
  2. Tak Kuen Siu & Hailiang Yang, 2000, "A PDE approach to risk measures of derivatives," Applied Mathematical Finance, Taylor & Francis Journals, volume 7, issue 3, pages 211-228, DOI: 10.1080/13504860110045741.

1999

  1. Hawtrey, K. M., 1999, "Thrift, Productivity and the Real Rate of Interest in Australia," Economic Analysis and Policy, Elsevier, volume 29, issue 2, pages 151-171, September.
  2. Siu, Tak Kuen & Yang, Hailiang, 1999, "Subjective risk measures: Bayesian predictive scenarios analysis," Insurance: Mathematics and Economics, Elsevier, volume 25, issue 2, pages 157-169, November.

1997

  1. K. M. Hawtrey, 1997, "The Fisher effect and Australian interest rates," Applied Financial Economics, Taylor & Francis Journals, volume 7, issue 4, pages 337-346, DOI: 10.1080/096031097333457.
  2. K. M. Hawtrey, 1997, "FINANCE FOR AUSTRALIAN SMEs: POLICY ISSUES," Economic Papers, The Economic Society of Australia, volume 16, issue 2, pages 39-50, June, DOI: j.1759-3441.1997.tb00146.x.
  3. Hu, Baiding & McAleer, Michael, 1997, "A probit analysis of consumer behaviour in rural China," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 43, issue 3, pages 527-534, DOI: 10.1016/S0378-4754(97)00041-4.

1996

  1. Kim Hawtrey, 1996, "Financial Market Reform in Transition Economies," Agenda - A Journal of Policy Analysis and Reform, Australian National University, College of Business and Economics, School of Economics, volume 3, issue 2, pages 195-206.

1995

  1. K. M. Hawtrey, 1995, "Competition In Banking: Phase Two," Economic Papers, The Economic Society of Australia, volume 14, issue 1, pages 40-49, March, DOI: j.1759-3441.1995.tb01108.x.
  2. Hu, Baiding, 1995, "A note on calculating the Gini index," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 39, issue 3, pages 353-358, DOI: 10.1016/0378-4754(95)00083-8.

1991

  1. W. D. A. Bryant, 1991, "Economic Policy In The Market Economy: Prescription Without Foundation," Economic Papers, The Economic Society of Australia, volume 10, issue 1, pages 34-39, March, DOI: j.1759-3441.1991.tb00844.x.
  2. Kim Hawtrey & David Gilchrist, 1991, "The Impact Of Bank Deregulation On Australian Manufacturers," Economic Papers, The Economic Society of Australia, volume 10, issue 4, pages 10-29, December, DOI: j.1759-3441.1991.tb00862.x.

1990

  1. Kim Hawtrey, 1990, "Foreign Investment In Australia'S Debt Markets," Economic Papers, The Economic Society of Australia, volume 9, issue 3, pages 66-76, September, DOI: j.1759-3441.1990.tb00611.x.

1981

  1. Bryant, W D A, 1981, "A Note on a Generalization of a Second Best Tax Theorem," Public Finance = Finances publiques, , volume 36, issue 2, pages 282-285.
  2. Hu, B., 1981, "Quantum projection renormalization group study of a spin 1 Ising model: Universality," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 109, issue 1, pages 352-356, DOI: 10.1016/0378-4371(81)90057-1.

1980

  1. W. D. A. Bryant, 1980, "Notes and Comments Samuelson's Correspondence Principle: A Comment," South African Journal of Economics, Economic Society of South Africa, volume 48, issue 1, pages 53-54, March, DOI: 10.1111/j.1813-6982.1980.tb00643.x.

Books

2025

  1. Matteo Aquilina & Giulio Cornelli & Jon Frost & Leonardo Gambacorta, 2025, "Cryptocurrencies and decentralised finance: functions and financial stability implications," BIS Papers, Bank for International Settlements, number 156, ISBN: ARRAY(0x8c8091b8).
  2. Matteo Aquilina & Fabian Garavito & Gaston Gelos & Ulf Lewrick & Frank Packer & Gabor Pinter & Vladyslav Sushko & Karamfil Todorov, 2025, "The transformation of the life insurance industry: systemic risks and policy challenges," BIS Papers, Bank for International Settlements, number 161, ISBN: ARRAY(0x8d62eb18).

2023

  1. W D A Bryant, 2023, "Lectures in the Microeconomics of Choice:Foundations, Consumers, and Producers," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 12789, ISBN: ARRAY(0x77ed8100).

2016

  1. Ariel Dinar & Ana Espinola-Arredondo & Felix Munoz-Garcia & Richard A Matthew & Connor Harron & Kris (ed.), 2016, "The WSPC Reference on Natural Resources and Environmental Policy in the Era of Global Change:In 4 Volumes," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 9747, ISBN: ARRAY(0x78b79cf0).

2014

  1. Zhiming Cheng & Mark Wang & Junhua Chen (ed.), 2014, "Urban China in the New Era," Springer Books, Springer, number 978-3-642-54227-5, edition 127, ISBN: ARRAY(0x6f89ba90), DOI: 10.1007/978-3-642-54227-5.

2013

  1. Wai-Ki Ching & Ximin Huang & Michael K. Ng & Tak-Kuen Siu, 2013, "Markov Chains," International Series in Operations Research and Management Science, Springer, number 978-1-4614-6312-2, edition 2, ISBN: ARRAY(0x80a689a8), July, DOI: 10.1007/978-1-4614-6312-2.

2009

  1. W D A Bryant, 2009, "General Equilibrium:Theory and Evidence," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6875, ISBN: ARRAY(0x77ed04a8).

2008

  1. Trueck, Stefan & Rachev, Svetlozar T., 2008, "Rating Based Modeling of Credit Risk," Elsevier Monographs, Elsevier, number 9780123736833, edition 1, ISBN: ARRAY(0x7b16bb70).

Chapters

2023

  1. W. D. A. Bryant, 2023, "Axiomatics," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "Lectures in the Microeconomics of Choice Foundations, Consumers, and Producers".
  2. W. D. A. Bryant, 2023, "The Arrow–Debreu Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "Lectures in the Microeconomics of Choice Foundations, Consumers, and Producers".
  3. W. D. A. Bryant, 2023, "Preferences, Choice Sets, and Best Elements," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "Lectures in the Microeconomics of Choice Foundations, Consumers, and Producers".
  4. W. D. A. Bryant, 2023, "Representing Preferences by Utility Functions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "Lectures in the Microeconomics of Choice Foundations, Consumers, and Producers".
  5. W. D. A. Bryant, 2023, "The Primal Approach to Consumer Demand," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Lectures in the Microeconomics of Choice Foundations, Consumers, and Producers".
  6. W. D. A. Bryant, 2023, "Consumer Theory via Duality," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "Lectures in the Microeconomics of Choice Foundations, Consumers, and Producers".
  7. W. D. A. Bryant, 2023, "Revealed Preference and Integrability," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "Lectures in the Microeconomics of Choice Foundations, Consumers, and Producers".
  8. W. D. A. Bryant, 2023, "Production and Producers," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "Lectures in the Microeconomics of Choice Foundations, Consumers, and Producers".
  9. W. D. A. Bryant, 2023, "Conclusion," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "Lectures in the Microeconomics of Choice Foundations, Consumers, and Producers".

2018

  1. Tay T. R. Koo & David Tan & David Timothy Duval, 2018, "The Effect of Levels of Air Service Availability on Inbound tourism demand from Asia to Australia," Advances in Airline Economics, Emerald Group Publishing Limited, "Airline Economics in Asia", DOI: 10.1108/S2212-160920180000007009.

2016

  1. Han Lin Shang, 2016, "Mortality and Life Expectancy Forecasting for a Group of Populations in Developed Countries: A Robust Multilevel Functional Data Method," Springer Books, Springer, in: Claudio Agostinelli & Ayanendranath Basu & Peter Filzmoser & Diganta Mukherjee, "Recent Advances in Robust Statistics: Theory and Applications", DOI: 10.1007/978-81-322-3643-6_9.
  2. Jade Wong & Andreas Ortmann & Alberto Motta & Le Zhang, 2016, "Understanding Social Impact Bonds and Their Alternatives: An Experimental Investigation," Research in Experimental Economics, Emerald Group Publishing Limited, "Experiments in Organizational Economics", DOI: 10.1108/S0193-230620160000019011.

2014

  1. Tak Kuen Siu, 2014, "A Hidden Markov-Modulated Jump Diffusion Model for European Option Pricing," International Series in Operations Research & Management Science, Springer, chapter 0, in: Rogemar S. Mamon & Robert J. Elliott, "Hidden Markov Models in Finance", DOI: 10.1007/978-1-4899-7442-6_8.
  2. Ann Harding & Robert Tanton, 2014, "Policy and people at the small-area level: using micro-simulation to create synthetic spatial data," Chapters, Edward Elgar Publishing, chapter 25, in: Robert Stimson, "Handbook of Research Methods and Applications in Spatially Integrated Social Science".
  3. Robert Tanton & Graham Clarke, 2014, "Spatial Models," Contributions to Economic Analysis, Emerald Group Publishing Limited, "Handbook of Microsimulation Modelling", DOI: 10.1108/S0573-855520140000293011.

2013

  1. Wai-Ki Ching & Ximin Huang & Michael K. Ng & Tak-Kuen Siu, 2013, "Introduction," International Series in Operations Research & Management Science, Springer, chapter 0, "Markov Chains", DOI: 10.1007/978-1-4614-6312-2_1.
  2. Wai-Ki Ching & Ximin Huang & Michael K. Ng & Tak-Kuen Siu, 2013, "Queueing Systems and the Web," International Series in Operations Research & Management Science, Springer, chapter 0, "Markov Chains", DOI: 10.1007/978-1-4614-6312-2_2.
  3. Wai-Ki Ching & Ximin Huang & Michael K. Ng & Tak-Kuen Siu, 2013, "Manufacturing and Re-manufacturing Systems," International Series in Operations Research & Management Science, Springer, chapter 0, "Markov Chains", DOI: 10.1007/978-1-4614-6312-2_3.
  4. Wai-Ki Ching & Ximin Huang & Michael K. Ng & Tak-Kuen Siu, 2013, "A Hidden Markov Model for Customer Classification," International Series in Operations Research & Management Science, Springer, chapter 0, "Markov Chains", DOI: 10.1007/978-1-4614-6312-2_4.
  5. Wai-Ki Ching & Ximin Huang & Michael K. Ng & Tak-Kuen Siu, 2013, "Markov Decision Processes for Customer Lifetime Value," International Series in Operations Research & Management Science, Springer, chapter 0, "Markov Chains", DOI: 10.1007/978-1-4614-6312-2_5.
  6. Wai-Ki Ching & Ximin Huang & Michael K. Ng & Tak-Kuen Siu, 2013, "Higher-Order Markov Chains," International Series in Operations Research & Management Science, Springer, chapter 0, "Markov Chains", DOI: 10.1007/978-1-4614-6312-2_6.
  7. Wai-Ki Ching & Ximin Huang & Michael K. Ng & Tak-Kuen Siu, 2013, "Multivariate Markov Chains," International Series in Operations Research & Management Science, Springer, chapter 0, "Markov Chains", DOI: 10.1007/978-1-4614-6312-2_7.
  8. Wai-Ki Ching & Ximin Huang & Michael K. Ng & Tak-Kuen Siu, 2013, "Hidden Markov Chains," International Series in Operations Research & Management Science, Springer, chapter 0, "Markov Chains", DOI: 10.1007/978-1-4614-6312-2_8.

2010

  1. Wai-Ki Ching & Xun Li & Tak Kuen Siu & Zhenyu Wu, 2010, "Improving Revenue Management: A Real Option Approach," International Handbooks on Information Systems, Springer, in: T. C. Edwin Cheng & Tsan-Ming Choi, "Innovative Quick Response Programs in Logistics and Supply Chain Management", DOI: 10.1007/978-3-642-04313-0_6.

2009

  1. W. D. A. Bryant, 2009, "General Equilibrium Theory: An Overview," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "General Equilibrium Theory and Evidence".
  2. W. D. A. Bryant, 2009, "Existence Of Equilibrium: Sufficient Conditions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "General Equilibrium Theory and Evidence".
  3. W. D. A. Bryant, 2009, "Existence Of Equilibrium: Necessary Conditions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "General Equilibrium Theory and Evidence".
  4. W. D. A. Bryant, 2009, "Equilibrium And Irreducibility: Some Empirical Evidence," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "General Equilibrium Theory and Evidence".
  5. W. D. A. Bryant, 2009, "Existence Of Equilibrium Under Alternative Income Conditions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "General Equilibrium Theory and Evidence".
  6. W. D. A. Bryant, 2009, "Existence Of Walrasian Equilibrium In Some Non–Arrow-Debreu Environments," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "General Equilibrium Theory and Evidence".
  7. W. D. A. Bryant, 2009, "Uniqueness Of Equilibrium," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "General Equilibrium Theory and Evidence".
  8. W. D. A. Bryant, 2009, "Stability Of Equilibrium," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "General Equilibrium Theory and Evidence".
  9. W. D. A. Bryant, 2009, "Optimality Of Equilibrium," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "General Equilibrium Theory and Evidence".
  10. W. D. A. Bryant, 2009, "Comparative Statics Of Equilibrium States," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "General Equilibrium Theory and Evidence".
  11. W. D. A. Bryant, 2009, "Empirical Evidence On General Equilibrium," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, "General Equilibrium Theory and Evidence".
  12. W. D. A. Bryant, 2009, "General Equilibrium Theory In Retrospect," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, "General Equilibrium Theory and Evidence".
  13. Frances Cowell & Borjana Racheva & Stefan Trück, 2009, "Recent Advances in Credit Risk Management," Contributions to Economics, Springer, in: Georg Bol & Svetlozar T. Rachev & Reinhold Würth, "Risk Assessment", DOI: 10.1007/978-3-7908-2050-8_10.

2007

  1. Tak Kuen Siu, 2007, "On Fair Valuation of Participating Life Insurance Policies With Regime Switching," International Series in Operations Research & Management Science, Springer, chapter 3, in: Rogemar S. Mamon & Robert J. Elliott, "Hidden Markov Models in Finance", DOI: 10.1007/0-387-71163-5_3.

Software components

2006

  1. Adam Misiorek & Stefan Trueck & Rafal Weron, 2006, "SNDE06_EXAMPLE: MATLAB codes and data for "Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models"," HSC Software, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number ZIP06001, revised .

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