Research activity per year

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Personal profile


My focus in research lies in time series analysis, forecasting applied econometrics and financial volatility modelling. I have successfully contributed to these fields by publishing research papers in various peer-reviewed journals. Furthermore, I shared my expertise as an invited speaker at several international conferences and workshops. My dedication to advancing knowledge is evident through acquiring multiple competitive research grants on both international and national levels. Additionally, I have served as a referee for esteemed international journals such as Energy, Energy Economics, Economic Modelling, Current Issues in Tourism, Pacific Basin Finance Journal, and the Journal of Applied Statistics. In our recent research, we have explored assessing the volatility forecasting performance of various conditionally heteroskedastic models. This investigation focuses explicitly on the energy, renewable energy, and biofuel feedstock markets and addresses the impact of structural breaks. Within the academic realm at Monash University, I have taught Financial Econometrics, Forecasting Principles, Applied Econometrics, Survey Methods and Managerial Statistics, and Business Analytics Methods. I have supervised several PhD and Honors students, further contributing to the academic community at Monash and beyond.

Research interests

  • Time series analysis and forecasting
  • Volatility modelling and spillover analysis
  • Heavy tail analysis
  • Applied macro econometrics

Monash teaching commitment

  • ETW3481 - Econometric Methods for Finance
  • ETW2440 - Business Modelling and Analytics Methods
  • ETW3510 - Applied Econometric Methods
  • ETW3420 - Principles of forecasting and applications
  • ETW2420 - Survey Methods and Managerial Statistics

Expertise related to UN Sustainable Development Goals

In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):

  • SDG 7 - Affordable and Clean Energy
  • SDG 13 - Climate Action

Research area keywords

  • energy markets
  • information transmission
  • financial forecasting
  • heavy-tailness
  • financial modelling

Collaborations and top research areas from the last five years

Recent external collaboration on country/territory level. Dive into details by clicking on the dots or