Duminda Kuruppuarachchi

University of Otago - Department of Accountancy and Finance

PO Box 56

Dunedin, 9054

New Zealand

SCHOLARLY PAPERS

3

DOWNLOADS

97

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

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 - School of Economics & Finance and University of Otago - Department of Accountancy and Finance
Downloads 80 (329,213)

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

2.

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 17 (581,279)

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climate change; corporate carbon footprints; machine learning

3.

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 (719,019)
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