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Journal articles on the topic 'Stocks Australia Econometric models'

Author: Grafiati

Published: 4 June 2021

Last updated: 12 February 2022

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1

Masouman, Ashkan, and Charles Harvie. "Forecasting, impact analysis and uncertainty propagation in regional integrated models: A case study of Australia." Environment and Planning B: Urban Analytics and City Science 47, no. 1 (April 16, 2018): 65–83. http://dx.doi.org/10.1177/2399808318767128.

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The integration of input–output and econometric models at regional level has gained popularity for its superior performance in forecasting employment and examining the impacts of policies. There are a number of approaches to integrate the two models. This paper examines the integration of input–output with econometric modelling using two merging methodologies, namely coupling and holistic embedding. Each methodology is analysed with respect to the accuracy of its results of total and sectoral employment forecasting. Both methodologies are applied to a regional economy in Australia. The methodo

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Zhu, Rong, Zuo Quan Zhang, Xiao Yue Li, Xuan Wu, and Su Zhang. "The Study on the Plasticity Theoretical Models of the Volatility of Stock Prices." Advanced Materials Research 518-523 (May 2012): 5963–67. http://dx.doi.org/10.4028/www.scientific.net/amr.518-523.5963.

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This paper analyzes the characteristics of the stock price fluctuation compared with elastic-plastic theory in mechanics and introduces the concept of stock equilibrium price, plasticity of stock price analogically. A basic model of the stock plasticity under the relationship between stock price fluctuation and trading volume changes is also built. Tested by 20 kinds of stocks from Shanghai and Shenzhen stock markets in China by using the econometric analysis software Eviews3.0 afterwards, the basic model is improved, and three developed models are built from it. Finally, this paper obtains mo

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Shi, Chao, and Xiaosheng Zhuang. "A Study Concerning Soft Computing Approaches for Stock Price Forecasting." Axioms 8, no. 4 (October 18, 2019): 116. http://dx.doi.org/10.3390/axioms8040116.

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Financial time-series are well known for their non-linearity and non-stationarity nature. The application of conventional econometric models in prediction can incur significant errors. The fast advancement of soft computing techniques provides an alternative approach for estimating and forecasting volatile stock prices. Soft computing approaches exploit tolerance for imprecision, uncertainty, and partial truth to progressively and adaptively solve practical problems. In this study, a comprehensive review of latest soft computing tools is given. Then, examples incorporating a series of machine

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Chlebus, Marcin, Michał Dyczko, and Michał Woźniak. "Nvidia's Stock Returns Prediction Using Machine Learning Techniques for Time Series Forecasting Problem." Central European Economic Journal 8, no. 55 (January 1, 2021): 44–62. http://dx.doi.org/10.2478/ceej-2021-0004.

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Abstract Statistical learning models have profoundly changed the rules of trading on the stock exchange. Quantitative analysts try to utilise them predict potential profits and risks in a better manner. However, the available studies are mostly focused on testing the increasingly complex machine learning models on a selected sample of stocks, indexes etc. without a thorough understanding and consideration of their economic environment. Therefore, the goal of the article is to create an effective forecasting machine learning model of daily stock returns for a preselected company characterised b

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Akbulaev, Nurkhodzha, Basti Aliyeva, and Shehla Rzayeva. "Analysis of the Influence of the Price of Raw Oil and Natural Gas on the Prices of Indices and Shares of the Turkish Stock Exchange." Pénzügyi Szemle = Public Finance Quarterly 66, no. 1 (2021): 151–66. http://dx.doi.org/10.35551/pfq_2021_1_8.

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This article is a review on the impact of prices and their dependence on the cost of oil and natural gas on the world stock markets. The main studies and results achieved in the field of the impact of prices on both the stock index and industrial stocks and the dependence on the level of oil prices are presented. The paper presents an econometric study on the choice of offers on the securities market that allows us to identify the main specifics of changes in prices for the stock index and industrial shares in the daily period from 13. 05. 2012 to 01. 12. 2019. The article uses methods for est

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Milon, J. Walter. "Travel Cost Methods for Estimating the Recreational Use Benefits of Artificial Marine Habitat." Journal of Agricultural and Applied Economics 20, no. 1 (July 1988): 87–101. http://dx.doi.org/10.1017/s0081305200025681.

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AbstractThe growing popularity of marine recreational fishing has created considerable interest in artificial marine habitat development to maintain and enhance coastal fishery stocks. This paper provides a comparative evaluation of travel cost methods to estimate recreational use benefits for new habitat site planning. Theoretical concerns about price and quality effects of substitute sites, corner solutions in site choice, and econometric estimation are considered. Results from a case study indicate that benefit estimates are influenced by the way these concerns are addressed, but relatively

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Nautiyal, Neeraj, and P. C. Kavidayal. "Analysis of Institutional Factors Affecting Share Prices: The Case of National Stock Exchange." Global Business Review 19, no. 3 (March 14, 2018): 707–21. http://dx.doi.org/10.1177/0972150917713865.

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This study offers empirical findings on the impact of institutional variables on firm’s stock market price performance. In order to identify the influence of companies financial on NIFTY 50 Index, our sample consists of balanced panel of 30 actively traded companies (that becomes the study’s index representative) over a massive transition period, 1995–2014. Attempts have been made with a wide range of econometric models and estimators, from the relatively straightforward to (static) more complex (dynamic panel analyses) to deal with the relevant econometric issues. Results indicate that increa

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Ndayisaba, Gilbert, and Abdullahi D. Ahmed. "CEO remuneration, board composition and firm performance: empirical evidence from Australian listed companies." Corporate Ownership and Control 13, no. 1 (2015): 534–52. http://dx.doi.org/10.22495/cocv13i1c5p2.

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Classical economic theories establishing a relationship between CEO remuneration and firm performance has paid particular attention to solve conflict of interest between managerial team and firm shareholders, by designing an optimum CEO remuneration that motivate executives to work in the best interest of shareholders. Many international and less Australian empirical researches suggest that there is overwhelming evidence that firm performance is strongly linked with CEO remuneration. In this paper, we reassess the association of firm performance and CEO remuneration variables using dynamic eco

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Provenzano, Davide. "The migration–tourism nexus in the EU28." Tourism Economics 26, no. 8 (March 10, 2020): 1374–93. http://dx.doi.org/10.1177/1354816620909994.

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This study explores the nexus between tourism and migration on an intra-European scale over the period 2000–2015. Complex-network analysis and gravity models were the investigation methods preferred. For each year under study, we built two country-to-country networks to map and reveal the connections between states as shaped by migration stocks and tourism flows, respectively. Then, the main determinants of the correlation patterns between the two networks were investigated by several econometric analysis. Results point to a quite similar topological structure for the tourism and migration net

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Ewers Lewis, Carolyn J., Mary A. Young, Daniel Ierodiaconou, Jeffrey A. Baldock, Bruce Hawke, Jonathan Sanderman, Paul E. Carnell, and Peter I. Macreadie. "Drivers and modelling of blue carbon stock variability in sediments of southeastern Australia." Biogeosciences 17, no. 7 (April 16, 2020): 2041–59. http://dx.doi.org/10.5194/bg-17-2041-2020.

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Abstract. Tidal marshes, mangrove forests, and seagrass meadows are important global carbon (C) sinks, commonly referred to as coastal “blue carbon”. However, these ecosystems are rapidly declining with little understanding of what drives the magnitude and variability of C associated with them, making strategic and effective management of blue C stocks challenging. In this study, our aims were threefold: (1) identify ecological, geomorphological, and anthropogenic variables associated with 30 cm deep sediment C stock variability in blue C ecosystems in southeastern Australia, (2) create a pred

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Davy, M. C., and T. B. Koen. "Variations in soil organic carbon for two soil types and six land uses in the Murray Catchment, New South Wales, Australia." Soil Research 51, no. 8 (2013): 631. http://dx.doi.org/10.1071/sr12353.

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The aim of this study was to investigate variations in soil organic carbon (SOC) for two soil types and six common land uses in the New South Wales Murray Catchment and to explore the factors influencing those variations. Samples were collected from 100 sites on duplex soils (Ustalfs) of the Slopes region, and 100 sites on red-brown earths (Xeralfs) of the Plains region. Stocks of SOC (0–30 cm) across the study area ranged between 22.3 and 86.0 t ha–1, with means (± s.e.) of 42.0 ± 1.3 and 37.9 ± 0.8 t ha–1 for the Slopes and Plains regions, respectively. Higher SOC stocks were present in past

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MISSAOUI, Sahbi, and Nizar RAISSI. "Underpricing Process of IPOs in Tunis Stock Exchange: An Agent-Based Modelling Approach." Accounting and Finance Research 10, no. 2 (April 7, 2021): 1. http://dx.doi.org/10.5430/afr.v10n2p1.

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The fundamental problematic treated in our study was an attempt to explain an anomaly in the issuance of new stocks in IPOs process. The objective of this research is to analyze the effect of certain variables on the level of undervaluation by presenting certain econometric models issued from Agent-based modelling approach. Certain variables can be predictive of the phenomenon of undervaluation such as: the Stock equity distributed to institutional investors, liquidity in the secondary market measured by the price range and the type of investor who can be insiders or outsiders, in addition to

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Jiang, Xiaoquan, and Qiang Kang. "Cross-Sectional PEG Ratios, Market Equity Premium, and Macroeconomic Activity." Journal of Accounting, Auditing & Finance 35, no. 3 (January 8, 2018): 471–500. http://dx.doi.org/10.1177/0148558x17748277.

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This article explores the information content of PEG ratios (price/earnings to growth ratios) for future aggregate returns and economic fundamentals. We first establish an analytic link between PEG ratios and time-varying expected returns of stocks. We then combine the link with empirical asset pricing models to extract market-wide information from cross-sectional PEG ratios. The resultant cross-section estimates of the risk premiums on stock betas serve as proxies for market-wide information. The proxies contain salient information about future market equity premiums and macroeconomic activit

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Gray, Jonathan M., Thomas F. A. Bishop, and Peter L. Smith. "Digital mapping of pre-European soil carbon stocks and decline since clearing over New South Wales, Australia." Soil Research 54, no. 1 (2016): 49. http://dx.doi.org/10.1071/sr14307.

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Digital soil models and maps have been developed for pre-European (pre-clearing) levels of soil organic carbon (SOC) over New South Wales, Australia. These provide a useful first estimate of natural, unaltered soil conditions before agricultural development, which are potentially important for many carbon-accounting schemes such as those prescribed by the Intergovernmental Panel on Climate Change, carbon-turnover models such as RothC, and soil-condition monitoring programs. The modelling approach adopted included multiple linear regression and Cubist piecewise linear decision trees. It used 16

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Hami, Mustapha El, and Ahmed Hefnaoui. "Analysis of Herding Behavior in Moroccan Stock Market." Journal of Economics and Behavioral Studies 11, no. 1(J) (March 10, 2019): 181–90. http://dx.doi.org/10.22610/jebs.v11i1(j).2758.

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Frontier markets, particularly the Moroccan financial market, are characterized by a narrowness of market, inability to absorb erratic price fluctuations and the low liquidity of securities that encourage investors to herd and imitate those who have all the information about the market. A quantitative research approach was used to analyze the existence of herding n Moroccan stock market. The daily data used in this study concerns the period from 04/01/2010 to 29/12/2017 and contains the daily returns of the MASI and a total of 43 traded stocks. Statistical and econometric methods such as multi

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Guzmán, Alexander, Christian Pinto-Gutiérrez, and María-Andrea Trujillo. "Trading Cryptocurrencies as a Pandemic Pastime: COVID-19 Lockdowns and Bitcoin Volume." Mathematics 9, no. 15 (July 27, 2021): 1771. http://dx.doi.org/10.3390/math9151771.

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This paper examines the impact of COVID-19 lockdowns on Bitcoin trading volume. Using data from Apple mobility trends and several time-series econometric models, we find that investors became active participants during the COVID-19 pandemic period and traded more bitcoins on days with low mobility associated with lockdown mandates. These results remain robust after controlling for stocks and gold returns, the VIX index, and the level of attention and sentiment toward Bitcoin, as measured by Google search frequencies and the tone of Tweets discussing Bitcoin. These results suggest that when ind

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Kirschbaum, Miko U. F., Guillaume Simioni, Belinda E. Medlyn, and Ross E. McMurtrie. "On the importance of including soil nutrient feedback effects for predicting ecosystem carbon exchange." Functional Plant Biology 30, no. 2 (2003): 223. http://dx.doi.org/10.1071/fp02152.

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To grow, plants need both carbon, which is fixed in photosynthesis, and inorganic nutrients, which are generally obtained from the soil. Much interest currently exists in trying to understand the uptake and storage of carbon by terrestrial ecosystems. This paper investigates to what extent carbon gain and storage are modified by soil nutrient availability. This issue is investigated in relation to both short-term carbon fluxes on the time scale of interannual variability and long-term ecosystem carbon stocks on time scales of several thousand years.We conclude from simulations with an ecosyste

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Allen, D. E., M. J. Pringle, D. W. Butler, B. K. Henry, T. F. A. Bishop, S. G. Bray, T. G. Orton, and R. C. Dalal. "Effects of land-use change and management on soil carbon and nitrogen in the Brigalow Belt, Australia: I. Overview and inventory." Rangeland Journal 38, no. 5 (2016): 443. http://dx.doi.org/10.1071/rj16009.

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Soil and land-management interactions in Australian native-forest regrowth remain a major source of uncertainty in the context of the global carbon economy. We sampled soil total organic C (TOC) and soil total N (TN) stocks at 45 sites within the Brigalow ecological community of the Brigalow Belt bioregion, Queensland, Australia. The sites were matched as triplets representing three land uses, specifically: uncleared native brigalow forest (‘Remnant’); grassland pasture (‘Pasture’), derived by clearing native vegetation and maintained as pasture for a minimum of 10 years, and; regrowing native

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Punt, André E., Fred Pribac, Terence I. Walker, Bruce L. Taylor, and Jeremy D. Prince. "Stock assessment of school shark, Galeorhinus galeus, based on a spatially explicit population dynamics model." Marine and Freshwater Research 51, no. 3 (2000): 205. http://dx.doi.org/10.1071/mf99124.

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The school shark (Galeorhinus galeus) resource off southern Australia is assessed by use of an assessment approach that takes account of the spatial structure of the population. The population dynamics model underlying the assessment considers the spatial as well as the age-specific characteristics of school shark. It allows for a series of fisheries (each based on a different gear type), explicitly models the pupping/recruitment process, and allows for multiple stocks. The values for the parameters of this model are determined by fitting it to catch-rate data and information from tagging stud

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Tirmizi, Syed Muhammad Ali, Haider Ali, and Sharif Ullah Jan. "Petroleum and Food Sectors Lost Stock Returns against Investments in PSX." Global Management Sciences Review VI, no. I (March 30, 2021): 99–111. http://dx.doi.org/10.31703/gmsr.2021(vi-i).10.

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The impact of exchange rate exposure and market return on stock returns of petroleum and food sectors PSX listed firms has been investigated empirically. Two econometric models formulated based on the Jorion approach of the two-factor model have been analyzed for petroleum and food sectors stock returns, market return and exchange rate (i.e., USD) for the study period 2005-2012, which represent an era of military regime proceeded by the democratic government of Pakistan Peoples Party. A sample of 37 petroleum and food sectors listed firms have been evaluated by applying the unit root test and

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Shazhdekeeva, N. K., and A. O. Chanpalova. "SOLUTION OF THE DUAL PROBLEM BY THE BARANKIN-DORFMAN METHOD FOR THE FORMATION OF THE INVESTMENT PORTFOLIO." BULLETIN Series of Physics & Mathematical Sciences 70, no. 2 (June 30, 2020): 130–34. http://dx.doi.org/10.51889/2020-2.1728-7901.20.

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The article focuses on the consideration of econometric models of stock quotes of large domestic companies based on modeling the securities portfolio and predicting its behavior using mathematical modeling using elements of probability theory and mathematical statistics. It is also shown how the problem of choosing the optimal portfolio can be reduced to the problem of convex quadratic programming. In this article, based on the Markowitz model, a model of an optimal investment portfolio with bilateral restrictions on variables associated with the requirements of the law is developed. An exampl

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Pringle, M. J., D. E. Allen, T. G. Orton, T. F. A. Bishop, D. W. Butler, B. K. Henry, and R. C. Dalal. "Effects of land-use change and management on soil carbon and nitrogen in the Brigalow Belt, Australia: II. Statistical models to unravel the climate-soil-management interaction." Rangeland Journal 38, no. 5 (2016): 453. http://dx.doi.org/10.1071/rj16010.

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The impact of grazing on soil carbon (C) and nitrogen (N) cycles is complex, and across a large area it can be difficult to uncover the magnitude of the effects. Here, we have linked two common approaches to statistical modelling – regression trees and linear mixed models – in a novel way to explore various aspects of soil C and N dynamics for a large, semiarid bioregion where land use is dominated by grazing. The resulting models, which we term RT-LMM, have the pleasing visual appeal of regression trees, and they account for spatial autocorrelation as per a linear mixed model. Our RT-LMM were

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Gray, Jonathan M., and Thomas F. A. Bishop. "Mapping change in key soil properties due to climate change over south-eastern Australia." Soil Research 57, no. 5 (2019): 467. http://dx.doi.org/10.1071/sr18139.

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Climate change will lead to altered soil conditions that will impact on plant growth in both agricultural and native ecosystems. Additionally, changes in soil carbon storage will influence carbon accounting schemes that may play a role in climate change mitigation programs. We applied a digital soil mapping approach to examine and map (at 100-m resolution) potential changes in three important soil properties – soil organic carbon (SOC), pH and sum-of-bases (common macro-nutrients) – resulting from projected climate change over south-eastern Australia until ~2070. Four global climate models wer

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Gray, Jonathan M., and Thomas F. A. Bishop. "Corrigendum to: Mapping change in key soil properties due to climate change over south-eastern Australia." Soil Research 57, no. 7 (2019): 805. http://dx.doi.org/10.1071/sr18139_co.

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Climate change will lead to altered soil conditions that will impact on plant growth in both agricultural and native ecosystems. Additionally, changes in soil carbon storage will influence carbon accounting schemes that may play a role in climate change mitigation programs. We applied a digital soil mapping approach to examine and map (at 100-m resolution) potential changes in three important soil properties – soil organic carbon (SOC), pH and sum-of-bases (common macro-nutrients) – resulting from projected climate change over south-eastern Australia until ~2070. Four global climate models wer

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Page, K. L., R. C. Dalal, and Y. P. Dang. "How useful are MIR predictions of total, particulate, humus, and resistant organic carbon for examining changes in soil carbon stocks in response to different crop management? A case study." Soil Research 51, no. 8 (2013): 719. http://dx.doi.org/10.1071/sr13064.

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Measures of particulate organic carbon (POC), humus organic carbon (HOC), and resistant organic carbon (ROC) (primarily char) are often used to represent the active, slow, and inert carbon pools used in soil carbon models. However, these fractions are difficult to measure directly, and mid infrared (MIR) spectroscopic techniques are increasingly being investigated to quantify these fractions and total organic carbon (TOC). This study examined the change in MIR-predicted pools of TOC, POC, HOC, and ROC in response to different crop management between two time periods (1981 and 2008) in a long-t

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Ji, Xuan, Jiachen Wang, and Zhijun Yan. "A stock price prediction method based on deep learning technology." International Journal of Crowd Science 5, no. 1 (March 5, 2021): 55–72. http://dx.doi.org/10.1108/ijcs-05-2020-0012.

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Purpose Stock price prediction is a hot topic and traditional prediction methods are usually based on statistical and econometric models. However, these models are difficult to deal with nonstationary time series data. With the rapid development of the internet and the increasing popularity of social media, online news and comments often reflect investors’ emotions and attitudes toward stocks, which contains a lot of important information for predicting stock price. This paper aims to develop a stock price prediction method by taking full advantage of social media data. Design/methodology/appr

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Degiannakis, Stavros, and Apostolos Kiohos. "Multivariate modelling of 10-day-ahead VaR and dynamic correlation for worldwide real estate and stock indices." Journal of Economic Studies 41, no. 2 (March 4, 2014): 216–32. http://dx.doi.org/10.1108/jes-06-2012-0082.

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Purpose – The Basel Committee regulations require the estimation of value-at-risk (VaR) at 99 percent confidence level for a ten-trading-day-ahead forecasting horizon. The paper provides a multivariate modelling framework for multi-period VaR estimates for leptokurtic and asymmetrically distributed real estate portfolio returns. The purpose of the paper is to estimate accurate ten-day-ahead 99%VaR forecasts for real estate markets along with stock markets for seven countries across the world (the USA, the UK, Germany, Japan, Australia, Hong Kong and Singapore) following the Basel Committee req

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Ma, Le, Chunlu Liu, and Anthony Mills. "Construction labor productivity convergence: a conditional frontier approach." Engineering, Construction and Architectural Management 23, no. 3 (May 16, 2016): 283–301. http://dx.doi.org/10.1108/ecam-03-2015-0040.

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Purpose – Understanding and simulating construction activities is a vital issue from a macro-perspective, since construction is an important contributor in economic development. Although the construction labor productivity frontier has attracted much research effort, the temporal and regional characteristics have not yet been explored. The purpose of this paper is to investigate the long-run equilibrium and dynamics within construction development under a conditional frontier context. Design/methodology/approach – Analogous to the simplified production function, this research adopts the condit

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Prevedouros, Panos D. "Origin-Specific Visitor Demand Forecasting at Honolulu International Airport." Transportation Research Record: Journal of the Transportation Research Board 1600, no. 1 (January 1997): 18–27. http://dx.doi.org/10.3141/1600-03.

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The development of a PC-based and easy-to-use-and-update econometric model system for forecasting arrivals at the Honolulu International Airport is presented. A model system instead of a single model was designed so that differential growth rates from various origins as well as arrivals affected by curfews at the origin or the destination, or both, can be estimated. The airport system of the state facilitates the only mode of transportation into and out of Hawaii. Planning based on reliable demand forecasts is therefore essential. Separate models of arrivals from Australia and New Zealand, Can

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Kokic, Philip, Rohan Nelson, Holger Meinke, Andries Potgieter, and John Carter. "From rainfall to farm incomes—transforming advice for Australian drought policy. I. Development and testing of a bioeconomic modelling system." Australian Journal of Agricultural Research 58, no. 10 (2007): 993. http://dx.doi.org/10.1071/ar06193.

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In this paper we report the development of a bioeconomic modelling system, AgFIRM, designed to help close a relevance gap between climate science and policy in Australia. We do this by making a simple econometric farm income model responsive to seasonal forecasts of crop and pasture growth for the coming season. The key quantitative innovation was the use of multiple and M-quantile regression to calibrate the farm income model, using simulated crop and pasture growth from 2 agroecological models. The results of model testing demonstrated a capability to reliably forecast the direction of movem

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Baldock, J. A., I. Wheeler, N. McKenzie, and A. McBrateny. "Soils and climate change: potential impacts on carbon stocks and greenhouse gas emissions, and future research for Australian agriculture." Crop and Pasture Science 63, no. 3 (2012): 269. http://dx.doi.org/10.1071/cp11170.

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Organic carbon and nitrogen found in soils are subject to a range of biological processes capable of generating or consuming greenhouse gases (CO2, N2O and CH4). In response to the strong impact that agricultural management can have on the amount of organic carbon and nitrogen stored in soil and their rates of biological cycling, soils have the potential to reduce or enhance concentrations of greenhouse gases in the atmosphere. Concern also exists over the potential positive feedback that a changing climate may have on rates of greenhouse gas emission from soil. Climate projections for most of

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Ghosh, Papiya, and Brishti Guha. "THE STUDY OF RELATIONSHIP BETWEEN TOBIN’S Q AND US STOCK PERFORMANCE OF SELECTED FIRMS." International Journal of Advanced Economics 1, no. 2 (June 22, 2020): 85–94. http://dx.doi.org/10.51594/ijae.v1i2.56.

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The objective of study was to test the dynamic effects of changes in Tobin’Q on stock prices of selected 249 US public companies of different industry categories. Panel unit roots tests and cointegration tests are implemented. Next, DOLS and GMM models are estimated. Annual data for the 2004-2012 period are used for the above selected US companies. Panel unit root tests provide somewhat mixed evidence of non-stationarity of both variables. There is clear evidence of cointegration between the above variables. The negative coefficient of the error-correction term shows convergence toward long-ru

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Ma, Le, Richard Reed, and Jian Liang. "Separating owner-occupier and investor demands for housing in the Australian states." Journal of Property Investment & Finance 37, no. 2 (March 4, 2019): 215–32. http://dx.doi.org/10.1108/jpif-07-2018-0045.

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PurposeThere has been declining home ownership and increased acceptance of long-term renting in many western countries including Australia; this has created a problem when examining housing markets as there are dual demand and include both owner-occupiers and investors. The purpose of this paper is to examine the long-run relationship between house prices, housing supply and demand, and to estimate the effects of the two types of demand (i.e. owner-occupier and investor) on house prices.Design/methodology/approachThe econometric techniques for cointegration with vector error correction models

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Yong, Jaime, and Anh Khoi Pham. "The long-term linkages between direct and indirect property in Australia." Journal of Property Investment & Finance 33, no. 4 (July 6, 2015): 374–92. http://dx.doi.org/10.1108/jpif-01-2015-0005.

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Purpose– Investment in Australia’s property market, whether directly or indirectly through Australian real estate investment trusts (A-REITs), grew remarkably since the 1990s. The degree of segregation between the property market and other financial assets, such as shares and bonds, can influence the diversification benefits within multi-asset portfolios. This raises the question of whether direct and indirect property investments are substitutable. Establishing how information transmits between asset classes and impacts the predictability of returns is of interest to investors. The paper aims

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Gaughan, D. J., R. W. Mitchell, and S. J. Blight. "Impact of mortality, possibly due to herpesvirus, on pilchard Sardinops sagax stocks along the south coast of Western Australia in 1998-99." Marine and Freshwater Research 51, no. 6 (2000): 601. http://dx.doi.org/10.1071/mf99176.

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During progression of a mass mortality of Australian pilchards in late 1998 and early 1999, quantities of dead pilchards on the sea-surface, sea-floor and along beaches were estimated in three regions along southern Western Australia (WA) by use of transects. Total mortality was estimated at 17 590, 11193 and 144.4 t for Esperance, Bremer Bay and Albany respectively. Mortality rates at Esperance and Bremer Bay were similar at 74.5% and 64.7% respectively, with a mean of 69.6%. In contrast, estimated mortality at Albany was only 2.4%. Although the difference in total mortality between regions i

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Ovenden, Jennifer R., Bree J. Tillett, Michael Macbeth, Damien Broderick, Fiona Filardo, Raewyn Street, Sean R. Tracey, and Jayson Semmens. "Stirred but not shaken: population and recruitment genetics of the scallop (Pecten fumatus) in Bass Strait, Australia." ICES Journal of Marine Science 73, no. 9 (May 8, 2016): 2333–41. http://dx.doi.org/10.1093/icesjms/fsw068.

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Abstract We report population genetic structure and fine-scale recruitment processes for the scallop beds (Pecten fumatus) in Bass Strait and the eastern coastline of Tasmania in southern Australia. Conventional population pairwise FST analyses are compared with novel discriminant analysis of principal components (DAPC) to assess population genetic structure using allelic variation in 11 microsatellite loci. Fine-scale population connectivity was compared with oceanic features of the sampled area. Disjunct scallop beds were genetically distinct, but there was little population genetic structur

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Lalwani, Vaibhav, and Madhumita Chakraborty. "Multi-factor asset pricing models in emerging and developed markets." Managerial Finance 46, no. 3 (December 2, 2019): 360–80. http://dx.doi.org/10.1108/mf-12-2018-0607.

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Purpose The purpose of this paper is to compare the performance of various multifactor asset pricing models across ten emerging and developed markets. Design/methodology/approach The general methodology to test asset pricing models involves regressing test asset returns (left-hand side assets) on pricing factors (right-hand side assets). Then the performance of different models is evaluated based on how well they price multiple test assets together. The parameters used to compare relative performance of different models are their pricing errors (GRS statistic and average absolute intercepts) a

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FRAME, SAMUEL J., and CYRUS A. RAMEZANI. "BAYESIAN ESTIMATION OF ASYMMETRIC JUMP-DIFFUSION PROCESSES." Annals of Financial Economics 09, no. 03 (December 2014): 1450008. http://dx.doi.org/10.1142/s2010495214500080.

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The hypothesis that asset returns are normally distributed has been widely rejected. The literature has shown that empirical asset returns are highly skewed and leptokurtic. The affine jump-diffusion (AJD) model improves upon the normal specification by adding a jump component to the price process. Two important extensions proposed by Ramezani and Zeng (1998) and Kou (2002) further improve the AJD specification by having two jump components in the price process, resulting in the asymmetric affine jump-diffusion (AAJD) specification. The AAJD specification allows the probability distribution of

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McAuley, Rory B., Colin A. Simpfendorfer, and Norm G. Hall. "A method for evaluating the impacts of fishing mortality and stochastic influences on the demography of two long-lived shark stocks." ICES Journal of Marine Science 64, no. 9 (September 20, 2007): 1710–22. http://dx.doi.org/10.1093/icesjms/fsm146.

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Abstract McAuley, R. B., Simpfendorfer, C. A., and Hall, N. G. 2007. A method for evaluating the impacts of fishing mortality and stochastic influences on the demography of two long-lived shark stocks. — ICES Journal of Marine Science, 64. Stochastic demographic models were developed for Carcharhinus obscurus and C. plumbeus populations off the west coast of Australia by resampling the input parameters for life tables from empirical biological data collected from commercial target fisheries and fishery-independent surveys. The models were used to examine the effects of multiple scenarios of ag

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Adams, Carol A. "Conceptualising the contemporary corporate value creation process." Accounting, Auditing & Accountability Journal 30, no. 4 (May 15, 2017): 906–31. http://dx.doi.org/10.1108/aaaj-04-2016-2529.

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Purpose The purpose of this paper is to examine and explain the complex interrelationships which influence the ability of firms to create value for their providers of finance and other stakeholders (loosely referred to in practice as “integrated thinking”). In doing so it examines the interrelationships between: environmental, social and governance (ESG) risk; delivering on corporate strategy; non-financial corporate reporting; and, board oversight. Design/methodology/approach Interviews were conducted with board chairs and non-executive directors of large listed companies on the Johannesburg

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Ryan, Justin G., Christine T. Fyfe, and Clive A. McAlpine. "Biomass retention and carbon stocks in integrated vegetation bands: a case study of mixed-age brigalow-eucalypt woodland in southern Queensland, Australia." Rangeland Journal 37, no. 3 (2015): 261. http://dx.doi.org/10.1071/rj14023.

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Regrowth of native woody vegetation has the potential to provide an economically valuable source of carbon storage and other ecosystem services. There is a lack of readily applicable examples of how regrowth of forests and woodlands can be integrated with existing grazing production systems and provide soil-protection and water-retention benefits. A system of integrated vegetation bands (IVB) was applied to patchy regrowth of acacia and eucalypt vegetation in a grazed landscape of southern Queensland, Australia. Across a 39.8-ha catchment with 3–5% slope, regrowth of scattered native vegetatio

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Rogers, P. J., and T. M. Ward. "Application of a 'case-building approach' to investigate the age distributions and growth dynamics of Australian sardine (Sardinops sagax) off South Australia." Marine and Freshwater Research 58, no. 5 (2007): 461. http://dx.doi.org/10.1071/mf06181.

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Like many pelagic fish, sardine Sardinops sagax is difficult to age by counting structures in otoliths. Of 12968 whole otoliths analysed in the present study, <25% could be counted with accuracies of greater than ±1 zone. Estimates of average percentage error (APE) were high (11.37%). We used a ‘case building approach’ to corroborate a method for estimating age. Regressions of otolith weight–age from otoliths with high readabilities were used to estimate the age of fish with lower or unreadable otoliths. Growth rates determined from daily increments ranged from 0.36 to 0.75 mm day–1 for lar

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Duppati, Geeta, and Mengying Zhu. "Oil prices changes and volatility in sector stock returns: Evidence from Australia, New Zealand, China, Germany and Norway." Corporate Ownership and Control 13, no. 2 (2016): 351–70. http://dx.doi.org/10.22495/cocv13i2clp4.

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The paper examines the exposure of sectoral stock returns to oil price changes in Australia, China, Germany, New Zealand and Norway over the period 2000-2015 using weekly data drawn from DataStream. The issue of volatility has important implications for the theory of finance and as is well-known accurate volatility forecasts are important in a variety of settings including option and other derivatives pricing, portfolio and risk management (e.g. in the calculation of hedge ratios and Value-at-Risk measures), and trading strategies (David and Ruiz, 2009). This study adopts GARCH and EGARCH to u

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Zhou, Shijie, David J. Vance, Catherine M. Dichmont, Charis Y. Burridge, and Peter J. Toscas. "Estimating prawn abundance and catchability from catch-effort data: comparison of fixed and random effects models using maximum likelihood and hierarchical Bayesian methods." Marine and Freshwater Research 59, no. 1 (2008): 1. http://dx.doi.org/10.1071/mf07090.

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Abundance and catchability are crucial quantities in fisheries management, yet they are very difficult to estimate, particularly for short-lived invertebrates. Using two distinct approaches – a standard non-hierarchical model (NH) and a hierarchical Bayesian model (HB) – abundance and catchability coefficients from a fishery depletion process for banana prawns (Penaeus merguiensis) in northern Australia were estimated. Non-hierarchical models treated each stock and year separately and individually, whereas the hierarchical models assumed some form of common underlying population from which the

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Manickavasagam, Jeevananthan, and Visalakshmi S. "An investigational analysis on forecasting intraday values." Benchmarking: An International Journal 27, no. 2 (October 4, 2019): 592–605. http://dx.doi.org/10.1108/bij-11-2018-0361.

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Purpose The algorithmic trading has advanced exponentially and necessitates the evaluation of intraday stock market forecasting on the grounds that any stock market series are foreseen to follow the random walk hypothesis. The purpose of this paper is to forecast the intraday values of stock indices using data mining techniques and compare the techniques’ performance in different markets to accomplish the best results. Design/methodology/approach This study investigates the intraday values (every 60th-minute closing value) of four different markets (namely, UK, Australia, India and China) span

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Lee, Juhwan, Raphael A. Viscarra Rossel, Mingxi Zhang, Zhongkui Luo, and Ying-Ping Wang. "Assessing the response of soil carbon in Australia to changing inputs and climate using a consistent modelling framework." Biogeosciences 18, no. 18 (September 22, 2021): 5185–202. http://dx.doi.org/10.5194/bg-18-5185-2021.

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Abstract. Land use and management practices affect the response of soil organic carbon (C) to global change. Process-based models of soil C are useful tools to simulate C dynamics, but it is important to bridge any disconnect that exists between the data used to inform the models and the processes that they depict. To minimise that disconnect, we developed a consistent modelling framework that integrates new spatially explicit soil measurements and data with the Rothamsted carbon model (Roth C) and simulates the response of soil organic C to future climate change across Australia. We compiled

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Feldpausch, T. R., J. Lloyd, S. L. Lewis, R. J. W. Brienen, M. Gloor, A. Monteagudo Mendoza, G. Lopez-Gonzalez, et al. "Tree height integrated into pantropical forest biomass estimates." Biogeosciences 9, no. 8 (August 27, 2012): 3381–403. http://dx.doi.org/10.5194/bg-9-3381-2012.

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Abstract. Aboveground tropical tree biomass and carbon storage estimates commonly ignore tree height (H). We estimate the effect of incorporating H on tropics-wide forest biomass estimates in 327 plots across four continents using 42 656 H and diameter measurements and harvested trees from 20 sites to answer the following questions: 1. What is the best H-model form and geographic unit to include in biomass models to minimise site-level uncertainty in estimates of destructive biomass? 2. To what extent does including H estimates derived in (1) reduce uncertainty in biomass estimates across all

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Marriott, Ross J., Michael F. O'Neill, Stephen J. Newman, and Craig L. Skepper. "Abundance indices for long-lived tropical snappers: estimating standardized catch rates from spatially and temporally coarse logbook data." ICES Journal of Marine Science 71, no. 3 (October 8, 2013): 618–27. http://dx.doi.org/10.1093/icesjms/fst167.

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Abstract The Northern Demersal Scalefish Fishery has historically comprised a small fleet (≤10 vessels year−1) operating over a relatively large area off the northwest coast of Australia. This multispecies fishery primarily harvests two species of snapper: goldband snapper, Pristipomoides multidens and red emperor, Lutjanus sebae. A key input to age-structured assessments of these stocks has been the annual time-series of the catch rate. We used an approach that combined Generalized Linear Models, spatio-temporal imputation, and computer-intensive methods to standardize the fishery catch rates

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Volontyr, L., and L. Mykhalchyshyna. "Organizational and economic mechanism of grain sales: information component." Scientific Messenger of LNU of Veterinary Medicine and Biotechnologies 21, no. 92 (May 11, 2019): 81–89. http://dx.doi.org/10.32718/nvlvet-e9213.

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A significant part of the output of the agro-industrial complex of Ukraine is exported. Therefore, it is desirable to determine the optimal volume of products to be implemented each month. Prices for grain are formed depending on demand and supply, costs for production and sale, market fees, etc. The analysis of the price situation on the Ukrainian cities shows a large variation. The average price of 1 kg of grain crops does not give a full opportunity to characterize the price situation of the Ukrainian grain market. There is seasonal price cyclicality: their growth with the decrease of stock

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Hill, Michael J., Stephen H. Roxburgh, John O. Carter, and Gregory M. McKeon. "Vegetation state change and consequent carbon dynamics in savanna woodlands of Australia in response to grazing, drought and fire: a scenario approach using 113 years of synthetic annual fire and grassland growth." Australian Journal of Botany 53, no. 7 (2005): 715. http://dx.doi.org/10.1071/bt04106.

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A spatially explicit state and transition model for assessing the interactive effects of grazing, fire and climate on carbon dynamics in Australian savannas is described. The model runs on a yearly time step. It is based on a sequential treatment of events within each year, involving, in order, growth of biomass, consumption of biomass by livestock and burning of the remaining fuel (growth minus consumption). The major drivers are 113 years of annual rainfall data, annual modelled rangeland growth, synthetic fire incidence and timing data, and data describing stocking rates in dry sheep equiva

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