Working Papers

From University of Tasmania, Tasmanian School of Business and Economics
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2020-03: The moderating role of green energy and energy-innovation in environmental kuznets: Insights from quantile-quantile analysis

Oluwaseyi Musibau Hammed, Maria Yanotti, Joaquin Vespignani and Rabindra Nepal

2020-02: The role of precautionary and speculative demand in the global market for crude oil

James L. Cross, Bao H. Nguyen and Trung Duc Tran

2020-01: Forecasting natural gas prices using highly flexible time-varying parameter models

Shen Gao, Chenghan Hou and Bao H. Nguyen

2019-09: Forecasting energy commodity prices: a large global dataset sparse approach

Davide Ferrari, Francesco Ravazzolo and Joaquin Vespignani

2019-08: The industrial impact of economic uncertainty shocks in Australia

Hamish Burrell and Joaquin Vespignani

2019-07: Crisis transmission: visualizing vulnerability

Mardi Dungey, Raisul Islam and Vladimir Volkov

2019-06: Oil Curse, Economic Growth and Trade Openness

Joaquin Vespignani, Mala Raghavan and Monoj Kumar Majumder

2019-05: Multi-product firms and increasing marginal costs

Oscar Pavlov

2019-04: How resilient is ASEAN-5 to trade shocks? Regional and global shocks compared

Mala Raghavan and Evelyn Devadason

2019-03: Profit and equity trade-offs in the management of small pelagic fisheries: the case of the Japanese sardine fishery

Ho Geun Jang, Satoshi Yamazaki and Eriko Hoshino

2019-02: An empirical examination of the jump and diffusion aspects of asset pricing: Japanese evidence

Biplob Chowdhury and Nagaratnam Jeyasreedharan

2019-01: An analysis of the global oil market using SVARMA models

Mala Raghavan

2018-10: Tourist arrivals, energy consumption and pollutant emissions in a developing economy–implications for sustainable tourism

Rabindra Nepal, Muhammad Indra al Irsyad and Sanjay Kumar Nepal

2018-09: Estimating the impacts of financing support policies towards photovoltaic market in Indonesia: A social-energy-economy-environment (SE3) model simulation

Muhammad Indra al Irsyad, Anthony Halog and Rabindra Nepal

2018-08: Annual report "Graphicity" and stock returns

Xiaohu Deng and Lei Gao

2018-07: Financial and non-financial global stock market volatility shocks

Wensheng Kang, Ronald Ratti and Joaquin Vespignani

2018-06: Home advantage: the preference for local residential real estate

Danika Wright and Maria. B Yanotti

2018-05: The changing network of financial market linkages: the Asian experience

Biplob Chowdhury, Mardi Dungey, Moses Kangogo, Mohammad Abu Sayeed and Vladimir Volkov

2018-04: An unobserved component modeling approach to evaluate multi-horizon forecasts

Jing Tian and Thomas Goodwin

2018-03: The demand and supply for esteem: an experimental analysis

Paul Blacklow, Amy Beth Corman and Hugh Sibly

2018-02: Analysis of shock transmissions to a small open emerging economy using a SVARMA model

Mala Raghavan and George Athanasopoulos

2018-01: Who, What, Where? Residential Property Investment in Australia

Mardi Dungey, Danika Wright and Maria Yanotti

2017-15: A state space approach to evaluate multi-horizon forecasts

Thomas Goodwin and Jing Tian

2017-14: Short Selling and Politically Motivated Negative Information Hoarding

Xiaohu Deng, Christine Jiang and Danqing Young

2017-13: The information content of short selling and put option trading: When are they substitutes?

Xiaohu Deng, Lei Gao and David Kemme

2017-12: R&D and wholesale trade are critical to the economy: Identifying dominant sectors from economic networks

Mardi Dungey and Vladimir Volkov

2017-11: Signed spillover effects building on historical decompositions

Mardi Dungey, John Harvey, Pierre Siklos and Vladimir Volkov

2017-10: Quantile relationships between standard, diffusion and jump betas across Japanese banks

Biplob Chowdhury, Nagaratnam Jeyasreedharan and Mardi Dungey

2017-09: Divergence of opinion and long-run performance of private placements: evidence from the auction market

Jianlei Han, Zheyao Pan and Guangli Zhang

2017-08: World steel production: A new monthly indicator of global real economic activity

Francesco Ravazzolo and Joaquin Vespignani

2017-07: Macro-financial effects of portfolio flows: Malaysia’s experience

Tng Boon Hwa, Mala Raghavan and Teh Tian Huey

2017-06: A semi-parametric point process model of the interactions between equity markets

Adam Clements, Stan Hurn, K.A. Lindsay and V.v Volkov

2017-05: Global commodity prices and global stock volatility shocks: effects across countries

Wensheng Kang, Ronald Ratti and Joaquin Vespignani

2017-04: The changing international network of sovereign debt and financial institutions

Mardi Dungey, John Harvey and Vladimir Volkov

2017-03: Trade uncertainty and income inequality

Markus Brueckner and Joaquin Vespignani

2017-02: Oil price shocks and policy uncertainty: New evidence on the effects of US and non-US oil production

Wensheng Kang, Ronald Ratti and Joaquin Vespignani

2017-01: The impact of global uncertainty on the global economy, and large developed and developing economies

Wensheng Kang, Ronald Ratti and Joaquin Vespignani

2016-04: Forecasting output gaps in the G-7 countries: The role of correlated Innovations and structural breaks

Mardi Dungey, Jan Jacobs and Jing Tian

2016-03: The impact of oil price shocks on the US stock market: A note on the roles of the US and non-US oil production

Wensheng Kang, Ronald Ratti and Joaquin Vespignani

2016-02: The implications of liquidity expansion in China for the US dollar

Wensheng Kang, Ronald Ratti and Joaquin Vespignani

2016-01: Global uncertainty and the global economy: Decomposing the impact of uncertainty shocks

Wensheng Kang, Ronald Ratti and Joaquin Vespignani

2015-10: The macroeconomic effects of oil price shocks on ASEAN-5 economies

Mala Raghavan

2015-09: What drives the global official/policy interest rate?

Ronald Ratti and Joaquin Vespignani

2015-08: Oil prices and global factor macroeconomic variables

Ronald Ratti and Joaquin Vespignani

2015-07: A new monthly indicator of global real economic activity

Francesco Ravazzolo and Joaquin Vespignani

2015-06: Understanding the deviations of the Taylor Rule: a new methodology with an application to Australia

Kerry Hudson and Joaquin Vespignani

2015-05: The role of intra-day volatility pattern in jump detection: empirical evidence on how financial markets respond to macroeconomic news announcements

Wenying Yao and Jing Tian

2015-04: High frequency characterization of Indian banking stocks

Mohammad Abu Sayaeed, Mardi Dungey and Wenying Yao

2015-03: Turn-taking in finitely repeated symmetric games: experimental evidence

Hugh Silby, John Tisdell and Shaun Evans

2015-02: Intra- and inter-village conflict in rural coastal communites in Indonesia: the case of the Kei islands

Satoshi Yamazaki, Budy Resosudarmo, Wardis Girsang and Eriko Hoshino