Research

The main current areas of research in the NCER fall broadly into the field of time-series econometrics. There are two main research streams.

Financial Econometrics

One of the most active research areas is the econometric analysis of high frequency time series data, especially volatility modeling and methods for continuous time finance.

NCER researchers:

• Adam Clements
• Stan Hurn
• Yin Liao
• Shuping Shi
• Annastiina Silvennoinen
• Steve Thiele
• Min Zhu

International Partners:

• Bendheim Center for Finance
• SMU
• Shanghai Jiaotong

Econometrics of Energy and the Environment

A particular research strength is in the time series analysis of the Australian electricity market. A developing research interest is in the econometrics of the environment.

NCER researchers:

• Adam Clements
• Stan Hurn

International Partners:

• CREATES