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Chi Truong

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Contact Staff

  • Title: Doctor
  • Position: Postdoctoral Research Fellow - Department of Applied Finance and Actuarial Studies

Contact Details

Areas of Expertise

  • Catastrophic Risk Modelling
  • Real Option Analysis
  • Environmental and Resource Economics
  • Financial Risk Modelling

Research areas

Dr Truong's research interest is focused on risk quantification and investment analysis. He has experience in quantifying catatrosphic risk introduced by climate change, operational risk faced by banks and systematic risk in the financial and economic system. He has published in the area of real option analysis for irrigation sector and long run policy analysis for irrigation water management. Dr Truong has also obtained research funding to work with the Commonwealth Bank of Australia in operational risk.

Publications

journal toggle icon open Refereed Journal Articles

Truong, C. and Trueck, S. (In Press). It's not now or never: Implications of Investment Timing and Risk Aversion on Climate Adaptation to Extreme Events. European Journal of Operational Research

Truong, C.H. (2014). A Two Factor Model for Water Prices and Its Implications for Evaluating Real Options and Other Water Price Derivatives, Canadian Journal of Agricultural Economics.

Truong, C.H. and Drynan, R. (2013). Capacity sharing enhances efficiency in water markets involving storage, Agricultural Water Management.

Truong, C.H. (2011). An analysis of Storage Capacity Reallocation Impacts on the Irrigation Sector, Environmental and Resource Economics 51, 141-159. (Journal A - ARC ranking) 

Truong, C.H. and Trueck, S. (2010). Evaluation of Investment Options Mitigating Catastrophic Losses under the Impacts of Climate Change, Environmental Economics 1, 111-117. (Journal B - ARC ranking)

chapters toggle icon open Book Chapters

Handika, R., Truong, C., Trueck, S., and Weron, R. (2014). Modelling price spikes in electricity markets - the impact of load, weather and capacity. In M. Prokopczuk (Ed) Energy Pricing Models: Recent Advances, New York: Palgrave Macmillan.

Truong, C.H. (2013). Capital Budgeting Methods for Irrigation Technology Adoption Decisions: A Review in Ali, M.H. (ed), Irrigation Management, Technologies and Environmental Impact. Nova Science Publishers Inc, United States