Publications

(2020). Size, internationalization, and university rankings: evaluating and predicting Times Higher Education (THE) data for Japan. Sustainability of the Theories Developed by Mathematical Finance and Mathematical Economics with Applications, MDPI, 105-116.

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(2019). Estimating the Japanese Business Cycle Using R. Gakusyu-No-Tameni, Research Institute of Economics and Business, Kobe University, October, 55-66.

Project

(2018). Business Cycle and Value Insights for Forecasting Currency Returns. Joint Sumitomo Mitsui Asset Management – Kobe University Research Project on Currency Forecasting Report.

Project

(2018). Currency Portfolio Backtesting Software Manual. Joint Sumitomo Mitsui Asset Management – Kobe University Research Project on Currency Forecasting Report.

Project

(2008). Using financial market information in monetary policy: some examples from New Zealand. Financial Market Developments and their Implications for Monetary Policy, BIS Papers 39, 142-166.

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(2008). How has volatility in metals markets changed?. Mathematics and Computers in Simulation, 78 (2), 237-249.

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(2007). Using financial market information in monetary policy: some examples from New Zealand. Financial Market Developments and Their Implications for Monetary Policy: BNM-BIS Conference Proceedings.

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(2005). Have aluminium and copper futures markets become more volatile over time?. In A. Zerger and R. Argent (eds.), MODSIM 2005 International Congress on Modelling and Simulation. Modelling and Simulation Society of Australia and New Zealand, December 2005, 170-176. ISBN: 0-9758400-2-9.

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(2003). Correlation in volatility among related commodity markets. In Post, D. A. (ed) MODSIM 2003 International Congress on Modelling and Simulation. Modelling and Simulation Society of Australia and New Zealand, July 2003. ISBN: 1 74052 098 X.

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(2003). Climate Change and International Trade: Australia and Japan. In Post, D. A. (ed) MODSIM 2003 International Congress on Modelling and Simulation. Modelling and Simulation Society of Australia and New Zealand, July 2003. ISBN: 1 74052 098 X.

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(2003). Climate Change Policy Developments in Japan. Australasian Emissions Trading Forum Review, June/July.

Project

(2002). Renewable Energy Certificates Created Within Indigenous Communities: Applicability and Feasibility Issues. Australian Cooperative Research Centre for Renewable Energy Ltd and Centre for Appropriate Technology.

Project

(2002). Emissions Trading and Indigenous Communities. EcoCarbon Inc. and Centre for Appropriate Technology.

Project

(2002). Modelling prices, returns and volatility in futures markets for industrial metals. Submitted for the degree of Doctor of Philosophy, University of Western Australia.

(2002). Modelling time-varying volatility in non-ferrous metals markets. In Rizzoli, A.E., and Jakeman, A.J. (eds), iEMSs 2002 International Congress Integrated Assessment and Decision Support. Proceedings of the 1st biennial meeting of the International Environmental Modelling and Software Society, Lugano, Switzerland, June 2002, 550-555. ISBN 88-900787-0-7.

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(2002). Estimating tradeable certificates created by small-scale renewable energy systems. In Rizzoli, A.E., and Jakeman, A.J. (eds), iEMSs 2002 International Congress Integrated Assessment and Decision Support. Proceedings of the 1st biennial meeting of the International Environmental Modelling and Software Society, Lugano, Switzerland, June 2002, 460-465. ISBN 88-900787-0-7.

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(2002). Submission to the State Greenhouse Strategy. Australian Cooperative Research Centre for Renewable Energy Ltd, EcoCarbon Inc. and Renewable Energy Technology and Innovation Network of Australia.

Project

(2002). Response to the Draft Report of the COAG Energy Market Review Panel. Australian Cooperative Research Centre for Renewable Energy Ltd and EcoCarbon Inc..

Project

(2002). Lessons from Carbon Risk Management Simulation. Australasian Emissions Trading Forum Review, June/July.

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(2002). Japan Embarks on the Kyoto Path. Australasian Emissions Trading Forum Review, June/July.

Project

(2002). Cointegration analysis of metals futures. Mathematics and Computers in Simulation, 59 (1-3), 207-221.

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(2001). Forecasting commodity market volatility in the presence of extreme observations. In Ghassemi, F., Whetton, P., Little, R. and M. Littleboy (eds), Proceedings of the International Congress on Modelling and Simulation, Volume 3, Socioeconomic Systems. Modelling and Simulation Society of Australia and New Zealand, December 2005, Canberra, Australia, 3, 1525-1530. ISBN: 0-867405252.

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(2001). Carbon emissions markets: a simulation approach. In Ghassemi, F., Whetton, P., Little, R. and M. Littleboy (eds), Proceedings of the International Congress on Modelling and Simulation, Volume 3, Socioeconomic Systems. Modelling and Simulation Society of Australia and New Zealand, December 2005, Canberra, Australia, 3, 1071-1078. ISBN: 0-867405252.

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(2001). Performance Evaluation of Hybrid Renewable Energy Systems. International Centre for Application of Solar Energy and Provincial Electrification Authority of Thailand.

Project

(2001). Harnessing Green Energy Opportunities in Western Australia. Australian Cooperative Research Centre for Renewable Energy Ltd and EcoCarbon Inc..

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(2001). An Overview of Australian Greenpower Schemes. World Bank and International Centre for Application of Solar Energy.

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(2000). Survey of Island Electrification Needs and Socioeconomic Conditions. International Centre for Application of Solar Energy and Provincial Electrification Authority of Thailand.

Project

(1999). Estimating long run pricing models for copper futures prices. In Oxley, L. (ed), MODSIM 1999 International Congress on Modelling and Simulation. Modelling and Simulation Society of Australia and New Zealand, December 1999, 483-488. ISBN: 0-86422-948-8..

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(1997). Pricing in futures and forward markets for non-ferrous metals: an empirical critique. In McDonald, D.A. and M. McAleer (eds), MODSIM 1997 International Congress on Modelling and Simulation. Modelling and Simulation Society of Australia and New Zealand, December 1997, 1385-1390. ISBN 0 86422 826 0.

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(1995). The term structure of interest rates and economic activity: an empirical critique. In Binning, P., Bridgman, H. and B. Williams (eds), MODSIM 1995 International Congress on Modelling and Simulation. Modelling and Simulation Society of Australia and New Zealand, December 1995, 4, 95-100. ISBN 7259 0895 5.

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(1995). Human capital and screening theories of education: an empirical critique. In Binning, P., Bridgman, H. and B. Williams (eds), MODSIM 1995 International Congress on Modelling and Simulation. Modelling and Simulation Society of Australia and New Zealand, December 1995, 4, 291-296. ISBN 7259 0895 5.