Web Access Research Portal

Research Report 2016 - Economics and Finance

Journal Article
Alexeev, V and Dungey, M and Yao, W, “Continuous and jump betas: implications for portfolio diversification”, Econometrics, 3 (27) pp. 1-15. doi:10.3390/econometrics4020027 ISSN 2225-1146 (2016) [Refereed Article] [Full Text] [Detail]
Bark, RH* and Coloff, MJ* and Hatton MacDonald, D and Pollino, CA* and Jackson, S* and Crossman, ND*, “Integrated valuation of ecosystem services obtained from restoring water to the environment in a major regulated river basin”, Ecosystem Services, 22 pp. 381-391. doi:10.1016/j.ecoser.2016.08.002 ISSN 2212-0416 (2017) [Refereed Article] [Full Text] [Detail]
Claus, E* and Dungey, M, “Can monetary policy surprises affect the term structure?”, Journal of Macroeconomics, 47 pp. 68-83. doi:10.1016/j.jmacro.2015.10.004 ISSN 0164-0704 (2016) [Refereed Article] [Full Text] [Detail]
Hoshino, E and van Putten, I and Girsang, W* and Resosudarmo, BP* and Yamazaki, S, “A Bayesian belief network model for community-based coastal resource management in the Kei Islands, Indonesia”, Ecology and Society, 21 (2) Article 16. doi:10.5751/ES-08285-210216 ISSN 1708-3087 (2016) [Refereed Article] [Full Text] [Detail]
Jacobs, JPAM and van Norden, S*, “Why are initial estimates of productivity growth so unreliable?”, Journal of Macroeconomics, 47 pp. 200-213. doi:10.1016/j.jmacro.2015.11.004 ISSN 0164-0704 (2016) [Refereed Article] [Full Text] [Detail]
Jeyasreedharan, N, “An immediacy and non-immediacy based trading model”, International Journal of Accounting & Business Finance, 2 (2) pp. 1-18. ISSN 2448-9867 (2016) [Refereed Article] [Full Text] [Detail]
Kang, W* and Ratti, RA* and Vespignani, J, “The impact of oil price shocks on the U.S. stock market: a note on the roles of U.S. and non‐U.S. oil production”, Economics Letters, 145 pp. 176-181. doi:10.1016/j.econlet.2016.06.008 ISSN 0165-1765 (2016) [Refereed Article] [Full Text] [Detail]
Kang, W* and Ratti, RA* and Vespignani, JL, “The implications of monetary expansion in China for the US dollar”, Journal of Asian Economics, 46 pp. 71-84. doi:10.1016/j.asieco.2016.08.003 ISSN 1049-0078 (2016) [Refereed Article] [Full Text] [Detail]
Levitt, C, “Information spillovers in onshore oil and gas exploration”, Resource and Energy Economics, 45 pp. 80-98. doi:10.1016/j.reseneeco.2016.05.003 ISSN 0928-7655 (2016) [Refereed Article] [Full Text] [Detail]
Raghavan, M and Athanasopoulos, G* and Silvapulle, P*, “Canadian monetary policy using a structural VARMA model”, Canadian Journal of Economics, 49 (1) pp. 347-373. doi:10.1111/caje.12200 ISSN 0008-4085 (2016) [Refereed Article] [Full Text] [Detail]
Ratti, RA* and Vespignani, JL, “Oil prices and global factor macroeconomic variables”, Energy Economics, 59 pp. 198-212. doi:10.1016/j.eneco.2016.06.002 ISSN 0140-9883 (2016) [Refereed Article] [Full Text] [Detail]
Sibly, H, “Pricing stategies with costly customer arbitrage”, Review of Industrial Organization, 50 (3) pp. 345-366. doi:10.1007/s11151-016-9533-0 ISSN 0889-938X (2017) [Refereed Article] [Full Text] [Detail]
Tian, J and Zhou, Q*, “Improving equity premium forecasts by incorporating structural break uncertainty”, Accounting and Finance pp. 1-38. doi:10.1111/acfi.12240 ISSN 0810-5391 (2016) [Refereed Article] [Full Text] [Detail]
Strong, RA* and Jeyasreedharan, N, Understanding Derivatives: Theory and Practice, Tilde Publishing and Distribution, Australia, pp. 396. ISBN 9780734612557 (2016) [Authored Other Book] [Detail]
Conference Publication
Dungey, M, “Monetary independence in a financially integrated world: what do measures of interest rate co-movement tell us?”, Bank for International Settlements proceedings, 19-21 August, Jakarta, pp. 207-212. (2016) [Non Refereed Conference Paper] [Detail]
Contract Report, Consultant's Report
Levitt, CJ and Sorensen, A*, The Cost of Producing Electricity in Denmark: A Technical Companion, The Rockwool Foundation, Denmark. ISBN 9788799638420. (2016) [Contract Report] [Full Text] [Detail]
Levitt, CJ and Sorensen, A*, The Cost of Producing Electricity in Denmark, The Rockwool Foundation, Denmark. ISBN 9788799638413. (2014) [Contract Report] [Full Text] [Detail]
Other Public Output
Raghavan, M, “There’s hope for Tasmania in the post­-mining boom era”, The Conversation, The Conversation Media Group Ltd, Australia, 23 November (2016) [Magazine Article] [Full Text] [Detail]

* This author is not affiliated with the University of Tasmania.