Risk and Sustainable Management Group Working Papers

From University of Queensland, School of Economics
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229607: Anchoring and Adjustment Heuristic: A Unified Explanation for Asset-Return Puzzles

Hammad Siddiqi

211224: Anchoring Adjusted Capital Asset Pricing Model

Hammad Siddiqi

207677: Anchoring Heuristic in Option Pricing

Hammad Siddiqi

200371: Minimal conditions for parametric continuity of a utility representation

Patrick O'Callaghan

199882: Relative Risk Perception and the Puzzle of Covered Call Writing

Hammad Siddiqi

198776: Analogy Based Valuation of Currency Options

Hammad Siddiqi

197334: Analogy Based Valuation of Commodity Options

Hammad Siddiqi

187407: Analogy Making and the Structure of Implied Volatility Skew

Hammad Siddiqi

182483: A Reinterpretation of the Gordon and Barro Model in Terms of Financial Stability

Danilo Lopomo Beteto Wegner

179222: Network Formation and Financial Fragility

Danilo Lopomo Beteto Wegner

177302: Analogy Making and the Puzzles of Index Option Returns and Implied Volatility Skew: Theory and Empirical Evidence

Hammad Siddiqi

174090: What's it all about? What does good economic management mean in Australia

John Quiggin and Pramod (Raja) Junankar

164178: The Routes to Chaos in the Bitcoins Market

Hammad Siddiqi

162568: The Financial Market Consequences of Growing Awareness: The Case of Implied Volatiltiy Skew

Hammad Siddiqi

162567: Mental Accounting: A New Behavioral Explanation of Covered Call Performance

Hammad Siddiqi

160608: Analogy Making in Complete and incomplete Markets: A New Model for Pricing Contingent Claims

Hammad Siddiqi

160607: Managing Option Trading Risk with Greeks when Analogy Making Matters

Hammad Siddiqi

159194: Market Design for New Leaders

Flavio Menezes

157440: Market Design for New Leaders

Flavio Menezes

157080: Can Australia become the Food Bowl of Asia?

David Adamson

156935: Macroeconomic Policy after the Global Financial Crisis

John Quiggin

156934: Analogy Making In Complete and Incomplete Markets: A New Model for Pricing Contingent Claims

Hammad Siddiqi

156481: Buying Paper and Giving Gold: The Murray Darling Basin Plan

David Adamson

156480: Natural capital and climate change: Possible negative sustainability impacts from 'gold plating' irrigation infrastructure

David Adamson and Adam Loch

156479: Hydrology and Economics in Water Management Policy under Increasing uncertainty

Adam Loch, David Adamson and Thilak Mallawaarachchi

156477: Government Intervention and Financial Fragility

Danilo Lopomo Beteto

156476: Government Induced Bubbles

Danilo Lopomo Beteto

156475: Government Safety Net, Stock Market Participation and Asset Prices

Danilo Lopomo Beteto

153052: Ambiguous contracts: a syntactic approach

Simon Grant, Jeff Kline and John Quiggin

152450: Ordinal, nonlinear context dependence

Patrick O'Callaghan

152099: How I learned to stop worrying and love the RET

John Quiggin

152098: Carbon pricing and the precautionary principle

John Quiggin

152097: Stabilizing the global climate: A simple and robust benefit cost analysis

John Quiggin

152096: Climate change, uncertainty and adaptation: the case of irrigated agriculture in the Murray-Darling Basin in Australia

John Quiggin, David Adamson, Sarah Chambers and Peggy Schrobback

152095: Agriculture and global climate stabilization: a public good analysis

John Quiggin

152094: Grandfathering and greenhouse: the role of compensation and adjustment assistance in the introduction of a carbon emissions trading scheme for Australia

Flavio Menezes, John Quiggin and Liam Wagner

152093: The impact of climate change on agriculture

John Quiggin

152092: Uncertainty and climate change policy

John Quiggin

152091: Equity between overlapping generations

John Quiggin

152090: The Practicalities of Emissions Trading

Joshua Gans and John Quiggin

152089: Complexity, climate change and the precautionary principle

John Quiggin

152088: Declining inflows and more frequent droughts in the Murray-Darling Basin: climate change, impacts and adaptation

John Quiggin

152087: Stern and his critics on discounting and climate change

John Quiggin

152086: Fiddling while carbon burns: why climate policy needs pervasive emission pricing as well as technology promotion

John Pezzey, Frank Jotzo and John Quiggin

152085: Counting the cost of climate change at an agricultural level

John Quiggin

151529: The Queensland Commission of Audit Final Report: A Critical Review

John Quiggin

151528: The Economics of New Media

John Quiggin

151527: Concensus, Dissensus and Economic Ideas: The Rise and Fall of Keynesianism During the Economic Crisis

Henry Farrell and John Quiggin

151526: The Lost Golden Age of Productivity Growth?

John Quiggin

151525: Special Taxation of the Mining Industry

John Freebairn and John Quiggin