Skip to Content

Lurion De Mello

x

Contact Staff
Name:
Email:
Phone:
Message:
  • Title: Mr
  • Position: Lecturer - Department of Applied Finance and Actuarial Studies
  • Qualifications: BCom (Ec,mkt,HONS) Curtin, MCOM (Fin), ECU, PhD (Ec) MQ)

Contact Details

Profile

Lurion joined the department of Applied Finance and Actuarial Studies in March 2011. His PhD in Energy Economics at Macquarie University is currently under examination. Before joining Macquarie in 2007, he was employed as a lecturer in finance and as a research associate to the Saudi Aramco Chair Professor in Energy Economics at King Fahd University of Petroleum and Minerals (KFUPM) in Saudi Arabia. Prior to that, Lurion held academic positions in Economics and Finance at Curtin University of Technology (Main Campus in Perth) and Edith Cowan University (Perth). He also lectured at the Adelaide Institute of TAFE (AIT), The University of Sydney, University of Southern Queensland (Sydney Campus), University of Western Australia, Marketing Institute of Singapore, Open University of Hong Kong, and Curtin University of Technology (Miri, Sarawak, Malaysia). 

In addition to teaching Lurion has always been research active and has published papers in internationally refereed journals including 'A' ranked journals as per the ADBC & ERA list for 2011. Selected publications are listed below.  His area of research is in energy price modelling, petrochemical, plastics and polymer economics, equity price anomalies, financial economics and derivatives. He is also interested in applied statistics, in particular the role Wavelets and Copulas in explaining co-movements in Macro/Finance variables. 

To sum up, Lurion enjoys teaching in Economics, Finance, and Applied Econometrics & Statistics. He is willing to supervise Higher Degree Research (HDR) students who are interested in any aspects of applied work in the above fields.


Discipline/Expertise

Energy Economics, Financial Economics, Investments,Macroeconomics, Econometrics of Financial Markets. Lurion is currently working on Time Series Models, Copulas and Wavelets and their application in Economics and Finance. Lurion has published papers in topics such as Money Demand, Environmental Economics, Equity Risk Premium, Petrochemical & Crude Oil Price Dynamics (including ethylene and methanol).

Publications

  • Simpson, J., De Mello, L.M., Evans, J., (2005). The Short and Long Run Dynamics in Major Eurocurrency Markets: Evidence from Inter-Bank Offered Rates. Global Finance Journal Vol. 16 (2)   
  • Masih, A.M.M., De Mello, L.M., (2009) Do Stock prices play a significant role in formulating monetary policy: Evidence from Australia? Economia Internazionale/International Economics Vol. 62 (2) 
  • Masih, A.M.M., De Mello, L.M., and Gahtani, I.M., (2010). Price Dynamics of Crude Oil and the Regional Petrochemical Markets. Energy Economics Vol. 32 (6) 
  • Masih, A.M.M., De Mello, L.M., and Albinali, K., (2010), Price Dynamics of Natural Gas and the Regional Methanol Markets. Energy Policy Vol. 38 (3) 
  • De Mello, L.M., Masih, A.M.M. and M. Alsahlawi (2010). What Drives CO-2 Emissions: Income or Electricity Generation? Evidence from Saudi Arabia Journal of Energy and Development Vol. 33 (2) 
  • Masih, A.M.M. De Mello, L.M. (2011). Does the Environmental Kuznets Curve exist? An Application of Long-Run Structural Modelling to Saudi Arabia. Economia Internazionale /International Economics Vol 64. 
  • Allen, D.E., De Mello, L.M (2011). "Forecasting the Equity Premium in the Australia Market", Advances in Financial Planning and Forecasting AIAPF). Elsevier (2011) 
  • Allen, D.E., De Mello, and L.M. (2011). "The Consumption-Based Capital Asset Pricing Model (CCAPM), Habit-Based Consumption and the Equity Premium in the Australian Context", in Financial Econometrics Modelling: Market Microstructure, Factor Markets and Financial Risk Measures. Edited by Gerg N. Gregoriou and Razvan Passcalau. Palgrave MacMillan Great Britain.
  • Masih, R., De Mello, L.M.,Peters, S., (2011). Oil Price Volatility and Stock Price Fluctuations in an Emerging Market: Evidence from South Korea   Forthcoming: Energy Economics