- Position: -
Time series analysis and its applications to finance, energy economics and macroeconomics; panel data; financial econometrics.
Current Research Grant
2010-2012: member of the International project of Scientific Cooperation, "Hierarchical models, risks and dynamic correlations", funded by the CNRS, France.
Current Teaching Grant
Development of peer assessment tools and case studies for a planet unit: Quantitative Methods in Economics, Business and Finance (ECON131), 2013 Teaching Delivery Grant Scheme.
Involvement in Professional Associations
- External collaborator for the Centre for Research in Energy and Minerals Economics (CREME) at Curtin University.
- Research Associate in the Centre for Applied Macroeconomic Analysis at the Australian National University.
- Member of FIRN (Financial Integrity Research Network).
- Pricing efficiency and arbitrage in the EU-ETS carbon futures market, Journal of Investment Strategy, 2, 2, 23-25, 2007, with G. Milunovich.