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

9

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Top 44,896

in Total Papers Downloads

2,342

TOTAL CITATIONS

10

Scholarly Papers (9)

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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 1,213 (36,738)
Citation 4

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

2.

Mechanisms to incentivise fossil fuel divestment and implications on portfolio risk and returns

Number of pages: 95 Posted: 17 Jun 2022 Last Revised: 24 Oct 2024
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 326 (194,526)

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

3.

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 207 (307,315)
Citation 3

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

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 159 (389,258)
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 142 (427,134)

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

6.

Shades of Green: Unveiling the Impact of Municipal Green Bonds on the Environment

Number of pages: 82 Posted: 29 Mar 2021 Last Revised: 18 Jul 2023
Marta Campi, Gareth W. Peters, Kylie-Anne Richards and Kylie-Anne Richards
Institut Pasteur - Hearing Institute, 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
Downloads 113 (510,218)

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Green bonds, ESG, sustainable finance, fixed income, KPI, PCA, kPCA, CCA

7.

Anatomy of Municipal Green Bond Yield Spreads

Number of pages: 86 Posted: 20 Feb 2025
Mohammad Hadi Sehatpour, Marta Campi, Christina Sklibosios Nikitopoulos, Gareth Peters, Kylie-Anne Richards and Kylie-Anne Richards
Finance Department, UTS Business School, Institut Pasteur - Hearing Institute, University of Technology Sydney - Business School, 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 92 (588,288)

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green bonds, municipal bonds, yield to maturity, yield term structure, use of proceeds, machine learning

8.

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 56 (769,121)
Citation 1

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

9.

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 34 (946,704)

Abstract:

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