Duminda Kuruppuarachchi

University of Otago - Department of Accountancy and Finance

PO Box 56

Dunedin, 9054

New Zealand

SCHOLARLY PAPERS

5

DOWNLOADS

976

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (5)

1.

Predicting Corporate Carbon Footprints for Climate Finance Risk Analyses: A Machine Learning Approach

USAEE Working Paper No. 20-450
Number of pages: 59 Posted: 02 Jun 2020
Quyen Nguyen, Ivan Diaz-Rainey and Duminda Kuruppuarachchi
CEFGroup & Department of Accountancy and Finance, University of Otago, CEFGroup & Department of Accountancy and Finance, University of Otago and University of Otago - Department of Accountancy and Finance
Downloads 434 (94,843)

Abstract:

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climate change; corporate carbon footprints; machine learning

2.

Climate Transition Risk in U.S. Loan Portfolios: Are All Banks the Same?

Number of pages: 51 Posted: 02 Mar 2021
CEFGroup & Department of Accountancy and Finance, University of Otago, CEFGroup & Department of Accountancy and Finance, University of Otago, University of Otago - Department of Accountancy and Finance, University of Oxford - Smith School of Enterprise and the Environment and University of Queensland - Business School
Downloads 314 (135,956)

Abstract:

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bank risk; climate risk; corporate loans; syndicated loans; stress testing

3.

Climate Transition Risk in New Zealand Equities

USAEE Working Paper No. 20-469
Number of pages: 29 Posted: 15 Sep 2020
Hamish Kennett, Ivan Diaz-Rainey, Pallab Kumar Biswas and Duminda Kuruppuarachchi
affiliation not provided to SSRN, CEFGroup & Department of Accountancy and Finance, University of Otago, University of Otago and University of Otago - Department of Accountancy and Finance
Downloads 140 (285,323)
Citation 1

Abstract:

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Climate Finance; Carbon Markets; Asset Pricing; Investment Analysis; Transition Risk; Greenhouse Gas Emissions; Corporate Disclosures

4.

Re-examining the Futures Market Efficiency using a New Approach in the Presence of a Time-Varying Risk Premium

Number of pages: 46 Posted: 14 Mar 2013 Last Revised: 30 Oct 2014
Duminda Kuruppuarachchi, Hai Lin and I. M. Premachandra
University of Otago - Department of Accountancy and Finance, Victoria University of Wellington - Te Herenga Waka - School of Economics & Finance and University of Otago - Department of Accountancy and Finance
Downloads 88 (392,823)

Abstract:

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Commodity Futures; Market Efficiency; Futures Risk Premium; State Space Model; Kalman Filter.

5.

Stock Market's Response to Real Output Shocks: Connection Restored But Delayed

International Review of Finance, Vol. 15, Issue 4, pp. 613-622, 2015
Number of pages: 10 Posted: 19 Jan 2016
Numan Ülkü and Duminda Kuruppuarachchi
University of Otago and University of Otago - Department of Accountancy and Finance
Downloads 0 (908,664)

Abstract:

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