Website
http://dataportal.arc.gov.au/NCGP/API/grants/LP0989811
Funding Status
Closed
Does something not look right? The information on this page has been harvested from data sources that may not be up to date. We continue to work with information providers to improve coverage and quality. To report an issue, use the Feedback Form.
Funded Activity Summary
Investment approaches and opportunities in renewable energy and financial resource markets, using semi-parametric approaches to evolutionary subset time-series lattice-ladder modelling. The project findings will help Australian exporters and importers understand and manage energy and resource price risks more effectively. The investment community will benefit through selecting optimal asset allocations and enhancing value to investors. It will also benefit many other agencies, particularly in the service industries. It is not well recognised that in developed countries, including Australia, the financial service and related sectors account for more than 60 percent of economic activity and employment, so it is critical that more sophisticated statistical methods be established, and practical applications conducted, in order to advance the understanding of complexity management in the financial service and related sectors.Funded Activity Details
Start Date: 06-2010
End Date: 06-2013
Funding Scheme: Linkage Projects
Funding Amount: $255,000.00
Funder: Australian Research Council
Research Topics
ANZSRC Field of Research (FoR)
Stochastic Analysis And Modelling | Statistics | Statistical Theory
