Kylie-Anne Richards

University of Technology Sydney (UTS) - UTS Business School

Sydney

Australia

University of New South Wales (UNSW) - School of Mathematics and Statistics

Sydney, 2052

Australia

  • University of Technology Sydney (UTS) - UTS Business School

  • University of New South Wales (UNSW) - School of Mathematics and Statistics

SCHOLARLY PAPERS

8

DOWNLOADS

1,177

SSRN CITATIONS

1

CROSSREF CITATIONS

3

Scholarly Papers (8)

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1.

Climate Transition Risk in Sovereign Bond Markets

Number of pages: 49 Posted: 08 Jun 2021 Last Revised: 22 Dec 2022
Sierra Collender, Baoqing Gan, Christina Sklibosios Nikitopoulos, Kylie-Anne Richards, Kylie-Anne Richards and Laura Simone Ryan
University of Technology Sydney (UTS), Ardea Investment Management, University of Technology Sydney - Business School, University of New South Wales (UNSW) - School of Mathematics and StatisticsUniversity of Technology Sydney (UTS) - UTS Business School and University of Technology Sydney (UTS)
Downloads 683 (59,585)
Citation 1

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climate change, transition risk, sovereign yields, carbon dioxide, natural resources rents, renewables, GDP

2.

Heavy-Tailed Features and Dependence in Limit Order Book Volume Profiles in Futures Markets

Number of pages: 37 Posted: 22 May 2013 Last Revised: 05 May 2015
Kylie-Anne Richards, Kylie-Anne Richards, Gareth Peters and William Dunsmuir
University of New South Wales (UNSW) - School of Mathematics and StatisticsUniversity of Technology Sydney (UTS) - UTS Business School, University of California Santa Barbara and University of New South Wales
Downloads 169 (270,107)
Citation 3

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Limit order book, Futures markets, High frequency volume profiles, Microstructure, Heavy tail

3.

Mechanisms to Incentivise Fossil Fuel Divestment and Implications on Portfolio Risk and Returns

Number of pages: 95 Posted: 17 Jun 2022 Last Revised: 14 Feb 2023
Pasin Marupanthorn, Christina Sklibosios Nikitopoulos, Eric Ofosu-Hene, Gareth Peters, Kylie-Anne Richards and Kylie-Anne Richards
Heriot-Watt University, University of Technology Sydney - Business School, De Montfort University, University of California Santa Barbara and University of New South Wales (UNSW) - School of Mathematics and StatisticsUniversity of Technology Sydney (UTS) - UTS Business School
Downloads 124 (345,617)

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Decarbonization, Fossil Fuel Divestment, Emission Reduction Investing, Portfolio Analysis, ETF

4.

Score Test for Marks in Hawkes Processes

Number of pages: 31 Posted: 29 May 2019 Last Revised: 22 Feb 2022
Kylie-Anne Richards, Kylie-Anne Richards, William Dunsmuir and Gareth W. Peters
University of New South Wales (UNSW) - School of Mathematics and StatisticsUniversity of Technology Sydney (UTS) - UTS Business School, University of New South Wales and Heriot-Watt University - Department of Actuarial Mathematics and Statistics
Downloads 98 (407,323)
Citation 2

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Marked Hawkes point process, Score test statistic, Screening marks, High frequency financial data

5.

DivFolio: A Shiny Application for Portfolio Divestment in Green Finance Wealth Management

Number of pages: 56 Posted: 15 Feb 2023
Pasin Marupanthorn, Gareth Peters, Eric Ofosu-Hene, Christina Sklibosios Nikitopoulos, Kylie-Anne Richards and Kylie-Anne Richards
Heriot-Watt University, University of California Santa Barbara, De Montfort University, University of Technology Sydney - Business School and University of New South Wales (UNSW) - School of Mathematics and StatisticsUniversity of Technology Sydney (UTS) - UTS Business School
Downloads 57 (551,450)

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Shiny application, ESG investing , Fossil-fuel divestment, Portfolio management

6.

Asymptotic Distribution of the Score Test for Detecting Marks in Hawkes Processes

Number of pages: 34 Posted: 13 May 2019
Simon Clinet, William Dunsmuir, Gareth Peters, Kylie-Anne Richards and Kylie-Anne Richards
Kepler Cheuvreux, University of New South Wales, University of California Santa Barbara and University of New South Wales (UNSW) - School of Mathematics and StatisticsUniversity of Technology Sydney (UTS) - UTS Business School
Downloads 33 (681,422)
Citation 1

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Marked Hawkes point process, Ergodicity, Quasi likelihood, Score test, Inferential statistics, Local power

7.

Supplementary Materials for 'Score Test for Marks in Hawkes Processes'

Number of pages: 24 Posted: 04 Mar 2020 Last Revised: 22 Feb 2022
Kylie-Anne Richards, Kylie-Anne Richards, William Dunsmuir and Gareth W. Peters
University of New South Wales (UNSW) - School of Mathematics and StatisticsUniversity of Technology Sydney (UTS) - UTS Business School, University of New South Wales and Heriot-Watt University - Department of Actuarial Mathematics and Statistics
Downloads 13 (836,684)

Abstract:

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Marked Hawkes point process, Score test statistic, Screening marks, High frequency financial data

8.

Green Bond Performance and Risk Indicators

Posted: 29 Mar 2021
Marta Campi, Gareth W. Peters, Kylie-Anne Richards and Kylie-Anne Richards
UCL, Heriot-Watt University - Department of Actuarial Mathematics and Statistics and University of New South Wales (UNSW) - School of Mathematics and StatisticsUniversity of Technology Sydney (UTS) - UTS Business School

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Green bonds, ESG, sustainable finance, fixed income, KPI