Academic Conference and Seminar Presentations

• 2023 "Digital Exchange Closures, Cyberattacks, and Bitcoin" DFCRC, Sydney (21 September 2023)

• 2023  “Forecasting the Prices of Used Cars: A Comparative Analysis of Supervised Learning Algorithms” IAAE 2023 Annual Conference, Oslo - Norway (30 June 2023)

• 2023 "Digital Exchange Closures, Cryptocurrency Markets and Cybersecurity" seminar at Melbourne Business School (12 April 2023) 

• 2022 “Measuring the Impact of Cybersecurity Breaches on Bitcoin Returns” presented at  5th International Conference on Econometrics and Statistics (EcoSta2022), Kyoto - Japan (7 June 2022) 

• 2022 “Cryptocurrency Exchanges: Predicting which Markets will Remain Active” presented at Korean Economic Association Conference 2022, Seoul - South Korea (Feb 10, 2022)

• 2021 “Forecasting Australia's Real House Price Index: A Comparison of Time Series and Machine Learning Methods” presented at The International Conference on Economic Modeling and Data Science (EcoMod2021), Milan - Italy  (July 9, 2021)

• 2017 “Bubble Detection and Sector Trading in Real Time” invited seminar at the University of Queensland (October 18, 2017)

• 2017 “Inference in Partially Identified Heteroskedastic Simultaneous Equations Models” presented at the 2017 (4th) Annual Conference of the International Association for Applied Econometrics (IAAE2017) in Sapporo, Japan (June 2017)

• 2017 “Inference in Partially Identified Heteroskedastic Simultaneous Equations Models” presented at the 2017 Asian Meeting of the Econometric Society (AMES2017) in Hong Kong (June 2017)

• 2016 “Testing for Identification in SVAR-GARCH Models” presented at the 2016 Asian Meeting of the Econometric Society (AMES2016) in Kyoto, Japan (August 2016)

• 2015 “Simultaneous Equation Systems with Heteroskedasticity: Identification, Estimation, and Stock Price Elasticities” invited seminar at the University of Melbourne (October 2015)

• 2015 “Testing for Identification in SVAR-GARCH Models” invited seminar at DIW Berlin - Germany (June 2015)

• 2015 “Testing for Identification in SVAR-GARCH Models” presented at the 11th International Symposium on Econometric Theory and Applications (SETA) in Tokyo, Japan (May 2015)

• 2014 “Speculative Bubbles, Financial Crises and Convergence in Global Real Estate Investment Trusts” presented at IAAE 2014 Annual Conference International Association for Applied Econometrics, London

• 2014 “Simultaneous Equation Systems with Heteroskedasticity: Identification, Estimation, and Stock Price Elasticities” invited seminar at Free University Berlin

• 2013 “Endogenous crisis dating and contagion using smooth transition structural GARCH” presented at the 2013 FMA conference in Chicago, US (October 2013)

• 2013 “Simultaneous Equation Systems with Heteroskedasticity: Identification, Estimation, and Stock Price Elasticities” presented at the 9th International Symposium on Econometric Theory and Applications (SETA) in Seoul, Korea (July 2013)

• 2013 “Simultaneous Equation Systems with Heteroskedasticity: Identification, Estimation, and Stock Price Elasticities” invited seminar at the National Bank of Serbia, Belgrade, Serbia (July 2013)

• 2013 “Speculative Bubbles, Financial Integration and Contagion in Global Real Estate Investment Trusts”, presented at the 2013 Asian Real Estate Society (AsRes) conference in Kyoto, Japan (June 2013)

• 2012 “Phase Dating and Contagion in the Global Financial Crisis: A Smooth-Transition Structural GARCH Approach” presented at the 19th Annual Conference Multinational Finance Society, Krakow, Poland

• 2012 “Identification via Heteroskedasticity with Applications to Measuring Financial Crises” invited lecture presented at the Institute of Economic Sciences, Belgrade, Serbia

• 2012 “Regional and Global Contagion in Real Estate Investment Trusts: The case of the Financial Crisis of 2007-2009”, presented at the AsRES & AREUEA Joint International Conference, Singapore

• 2011 “Phase Dating and Contagion in the Global Financial Crisis: A Smooth-Transition Structural GARCH Approach” presented at The Economics and Econometrics of Recurring Financial Market Crises conference at the Viessmann European Research Centre, Waterloo, Canada

• 2011 “Measuring the Impact of the GFC on European Equity Markets” presented at the 18th Annual Conference of the Multinational Finance Society, Rome, Italy

• 2010 “International Commodity Prices and the Australian Stock Market”, presented at the 39th Australian Conference of Economists (ACE10), September 2010, Sydney

• 2009 “From Mines and Fields to Boards and Yields: International Commodity Prices and the Australian Stock Market”, 16th Annual Conference of the Multinational Finance Society, Crete, Greece

• 2009 “Measuring Dependencies of the Australian Stock Market on International Commodity Prices”, Workshop on Financial Econometrics, School of Economics & Finance, University of Tasmania

• 2008 “Forecasting Demand for Australian Passports”, the 28th International Symposium on Forecasting, Nice, France

• 2007 “The Temporal Links between Spot and Futures Carbon Allowance Markets”, 9th IAEE European Energy Conference, Florence, Italy

• 2007 “Asset market linkages using structural GARCH identification”, presented at Cambridge Endowment for Research in Finance, Judge School of Business, University of Cambridge, UK

• 2007 “Market Efficiency and Price Discovery in the EU Carbon Futures Market” Seminars in Finance and Economics, University of Technology, Sydney, Australia

• 2007 “Hedgers, Investors, and Futures Returns Volatility: The Case of NYMEX Crude Oil” Financial Management Association (FMA) annual meeting, Orlando, USA

• 2007 “The Temporal Links Between Spot and Futures Carbon Allowance Markets” Financial Management Association (FMA) annual meeting, Orlando, USA

• 2006 “Informational efficiency and stock market integration: The case of the New York, Tokyo and London stock markets”, Global Finance Conference, Rio de Janeiro, Brazil

• 2006 “Measuring equity market integration using uncorrelated information flows: Tokyo, London and New York”, Econometric Society Australasian Meeting, Alice Springs, Australia

• 2006 “Asymmetric Risk and International Portfolio Choice”, Financial Management Association (FMA) annual meeting, Salt Lake City, USA

• 2005 “Valuing Volatility Spillovers”, Applied Econometric Conference, Venice, Italy

• 2004 “Structural GARCH model: Measuring interdependencies in size-sorted portfolios from the Australian Stock Exchange”, Econometric Society Meetings, Melbourne, Australia