Duminda Kuruppuarachchi

University of Otago - Department of Accountancy and Finance

PO Box 56

Dunedin, 9054

New Zealand

  • University of Otago - Department of Accountancy and Finance

SCHOLARLY PAPERS

4

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Scholarly Papers (4)

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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, Department of Accounting, Finance and Economics, Griffith Business School, Griffith University and University of Otago - Department of Accountancy and Finance
Downloads 748 (59,041)

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
Quyen Nguyen, Ivan Diaz-Rainey, Duminda Kuruppuarachchi, Matthew McCarten and Eric K. M. Tan
CEFGroup & Department of Accountancy and Finance, University of Otago, Department of Accounting, Finance and Economics, Griffith Business School, Griffith University, University of Otago - Department of Accountancy and Finance, University of Oxford - Smith School of Enterprise and the Environment and University of Queensland
Downloads 469 (105,993)

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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, Department of Accounting, Finance and Economics, Griffith Business School, Griffith University, University of Otago and University of Otago - Department of Accountancy and Finance
Downloads 199 (260,237)
Citation 2

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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 109 (422,946)

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