20142024

Research activity per year

Personal profile

Biography

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, such as Energy Economics, Journal of Applied Econometrics, Energy, International Review of Financial Analysis, and Accounting & Finance. Furthermore, I frequently share my expertise as an invited speaker at various 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, Econometric Reviews, Economic Modelling, Current Issues in Tourism, Journal of Applied Statistics, and many others. 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. They are now part of prestigious universities and prominent international organizations.

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
  • ETW3450 - Applied Time Series Econometrics
  • ETM5900 - Business 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 2 - Zero Hunger
  • SDG 7 - Affordable and Clean Energy
  • SDG 13 - Climate Action

External positions

Member, University of Cambridge

11 Nov 2024 → …

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