170 Kessels Road
Nathan, Queensland QLD 4111
Australia
Griffith University
SSRN RANKINGS
in Total Papers Downloads
Risk Analysis, Volatility asymmetry, Realized volatility, Commodity markets.
China; Futures markets; Internationalization; Market quality; PTA; Iron ore
SHFE, Futures Markets, Aluminum, Copper, High-Frequency Data, Night Trading
Oil, Clean Energy, Renewable Energy, Transition, Decarbonization, ESG
Quantile regression; Commodity markets; Financialization; Tail dependence; Contagion
Bubbles, Contagion, Commodity, Futures market, China
Bubbles; Contagion; Commodity; Futures market; China.
Bubbles, Machine learning, Lasso, Logit, Uranium
Clean energy, Energy transition, Technology stocks, Volatility, Forecasting
Industrial metals, LME futures market, Volatility forecasting, Multivariate HAR, Volatility spillovers, Bayesian model averaging
energy markets, derivative markets, hedging
Uranium, Nuclear energy, Value at Risk, Expected shortfall, realized volatility, Attention.
uranium, Nuclear energy, risk management, Value at Risk, Expected shortfall, Realized volatility, Attention.
COVID-19, Volatility, Systematic risks, GJR-GARCH, ESG/SRI, Financial Crisis, RavenPack Panic Index
Uranium, ETF, Nuclear energy, Realized volatility, Forecasting, Geopolitical uncertainty.
Energy-only markets, forward contract derivative markets, renewables.
Relative Valuation, Gold, Silver, Gold-Silver Ratio, Realized volatility, Local, Projections, Machine Learning.
Quantile Regression, tail dependence, Clean energy sub-industries, China's climate policy uncertainty
Automobile companies, Oil prices, Electric vehicles, Financialization
