- Title: Associate Professor
- Position: Associate Professor - Department of Economics
- Qualifications: BA Aix-Marseilles, MA Calif., PhD Calif.
Areas of Expertise
- Non stationary time series analysis
Roselyne Joyeux received a PhD in Economics and a Master degree in Mathematics from the University of California at San Diego. She has held positions at Cornell University, the University of Auckland, the Centre for Operations Research and Econometrics at the University of Louvain-la-Neuve and the GREQAM at the University of Provence. She has also taught for the European Consortium for Political Research at the University of Essex.
- Curriculum vitae (pdf)
- Ph.D.: Economics (University of California)
- Master of Arts: Mathematics (University of California)
A/Prof Roselyne Joyeux's research areas are in econometrics and its applications to energy economics, finance and carbon emission trading. She has applied her expertise in non stationary time series analysis to the study of energy futures market, market efficiency and the EU carbon futures, and energy markets integration.
- International Gas Market Integration, The Energy Journal, 35, 159-179, 2014, with R. Li and R. Ripple
- Short- and long-run causality between energy consumption and Economic growth: Evidence across regions in China Applied Energy, 112,1484-1492, 2013 with M.J. Herrerias and E. Girardin.
- International Gas Market Integration, The Energy Journal, 35,159-179, 3013, with R. Li and R. Ripple
- Modelling House Prices across Sydney, Australian Economic Review, 46, 269-285, 2013 with P. Abelson and S. Mahuteau
- Macro Fundamentals as a Source of Stock Market Volatility in China: A GARCH-MIDAS Approach, Economic Modelling, 34,59-68,2013, with E. Girardin.
- Forecasting Demand for Australian Passports, Asia Pacific Journal of Tourism Research, 17, 100-119, 2012, with G. Milunovich and J. Rigg.
- Energy Consumption and Real Income: A Panel Cointegration Multi-country Study, The Energy Journal, 32, 107-142, 2011, with R. Ripple
- A Generalization of the Concept of Cointegration to Harmonizable and Class (KF) Processes, European Journal of Pure and Applied Mathematics, 3, 519-530, 2010.
- Interest Rates Linkages Between the US, UK and German Interest Rates: Should the UK join the European Monetary Union?, International Review of Applied Economics, 24, 2010, with W.A.Bryant.
- Long Memory Processes: A Joint Paper with Clive Granger, Journal of Financial Econometrics, 8, 184-186, 2010.
- International Steam Coal Market Integration, The Energy Journal, 31, 179-200, 2010, with R. Li and R. Ripple.
- Testing Market Efficiency in the EU Carbon Futures Market, Applied Financial Economics, 20, 1-7, 2010, with G. Milunovich.
- Price and Efficiency Effects of Taxes and Subsidies for Australian Housing, Economic Papers, 26, 2, 147-169, 2007, with P. Abelson.
- The evaluation of standard of living and the role of household electricity consumption: a panel cointegration analysis, Energy Policy, 35, 50-60, 2007, with R. Ripple.
- Explaining House Prices in Australia: 1970 to 2003, Economic Record, 81, 1, 96-103, 2005, with P. Abelson, G. Milunovich and D. Chung.
- Regional Electricity Consumption and Economic Growth in China, in Yao, S. and Herrerias, M.J. (eds.) Energy Security and Sustainable Economic Growth in China, Palgrave Macmillan, August 2014.
- An Introduction to Long-Memory Time Series Models and Fractional Differencing, The International Library of Financial Econometrics Series, Andrew Lo (ed) Volume 1, Part IV, Edward Elgar Publishing, April 2007, with C.W.J. Granger (reprinted from the Journal of Times Series Analysis, 1, 1, 1980).
- "Econometric Methods" in Wei-Bin Zhang (ed), Mathematical Models in Economics, in Encyclopaedia of Life Support Systems (EOLSS), Developed under the Auspices of the UNESCO, Eolss Publishers, Oxford, UK, June 2007, with G. Milunovich (over 15000 words) [http://www.eolss.net].
- "Structural breaks in cointegration analysis: An applied analysis" in B. Bhaskara Rao (ed.), Cointegration for the Applied Economist, 2nd edition, Palgrave Macmillan, August 2007.
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.