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Staff Profile

Dr Julian Inchauspe

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Position
Senior Lecturer
Faculty
Office of the Provost
School
Faculty of Business and Law
Campus
Bentley Campus
Location
402.602
Phone
+61 8 9266 9976

Brief Summary

Interests

  • Microeconomic Theory and Mathematical Economics.
  • Energy Economics: analysis of oil and gas markets.
  • Topics in Open Macroeconomics: global imbalances, exchange rates and currency crises.
  • Applied Time Series Econometrics.

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Overview

Publications: Journal Articles, Book Chapter and Conference Presentations

2017 (with Nicholas Apergis and Fulvio Fontini), Integration of Regional Electricity Markets in Australia: A Price Convergence Assessment. Energy Economics, in press, at: http://www.sciencedirect.com/science/journal/aip/01409883 (ABDC Ranking: A*)

2016 (with Kelly Burns and Ronald D. Ripple), Relative Efficiency of Hedging WTI, ASCI and Brent crude Oil Prices Against WTI and Brent Futures Contracts. Presented by Kelly Burns at the Quantitative Methods in Finance Conference, Sydney, 13-16 December. Work in progress.

2016 (with Kelly Burns and Stefan Trueck), An Investigation into the Asymmetric Relationship between Oil Consumption and Economic Growth in China. Work in progress.

2015 (with Jun Li and Jason Park), Understanding the Interactions between Global and Regional Seasonality of Crude Oil Consumption. Presented by Jun Li at the 14th European Association for Energy Economics, 28-31 October 2014. Under review.

2015 (with Ronald D. Ripple, and Stefan Truck. 2015).“The dynamics of returns on renewable energy companies: A state-space approach.” Energy Economics 48: 325-335. (ABDC Ranking: A*)

2014 (with Roberto F. Aguilera and Ronald D. Ripple) The Asia Pacific Natural Gas Market: Large Enough for Everyone? Energy Policy 65: 1-6 (ABDC Ranking: A).

2014, Natural Gas Markets in Asia: Pricing, Integration, Regionalism and Energy Security Issues In: Jie Li (Ed.), Globalization, Development, and Security in Asia, Vol. 3: The Political Economy of Energy in Asia. In: New Jersey: World Scientific Publishing Status: Accepted, forthcoming. World Scientific Publishing Co.(Publisher SENSE Category: B). Accepted, in print.

2014 (with Stefan Trueck, Ronald Ripple) The Dynamics of Returns on Renewable Energy Companies:  A State-Space Approach. Status: Review and Resubmit. Energy Economics (ABDC 2013: A*).

2013 (with Helen Cabalu, Paul Koshy) Analyzing the Share Composition of CO2 Emissions in Asian Countries. Journal of Energy and Power Engineering, Volume 7, Number 8, pp. 1448-1456 (ERA 2012 Ranking: B)

2013 (with Amanda Niklaus), How Increased Crude Oil Demand by China and India Affects the International Market. Conference Proceedings of The 42nd Conference of Economists, held at Murdoch University, Pert, 7-10 July. At: http://www.murdoch.edu.au/School-of-Business-and-Governance/Australian-Conference-of-Economists/

2013 Currency Pegs, Devaluations and Exchange-Rate Overshooting: A Model for the South Korea Crisis. Working paper.

2013 (with Helen Cabalu), What Drives the Shanghai Stock Market? An Examination of its Linkage to Macroeconomic Fundamentals. Status: Under Review. Pacific-Basin Finance Journal (ABDC 2013: A)

2013 (with Amanda Niklaus) Some Theoretical Considerations on Collusive Behaviour among OPEC Members, Working paper.

2013, The Paradox of Information and Coordination in Self-Fulfilling Currency Crises: An Assessment from a Game-Theory Viewpoint. International Game Theory Review (ABDC 2013: B)

2012 “WTI and Brent Crude Oil Markets: A Dynamic Analysis of Its Price Differential”, 35th International Conference, International Association for Energy Economics, Perth, June 24-27.

2011 “State-Space Risk Measurement: An Application to Renewable Energy Returns”, 19th International Congress on Modelling and Simulation, Perth, 12-16 December. Peer-reviewed.

2011 “Oil Prices Dynamics and Returns of Renewable Energy Companies – A State-Space Approach”, 34th International Conference, International Association for Energy Economics, Stockholm, Sweden.

2010, The Economics of Self-Fulfilling Currency Crises, PhD Thesis, Macquarie University, Australia (accepted without changes).

2009 “Currency Crises, Sunspots and Exchange-Rate Overshooting”, International Review of Business Research Papers, Vol 5 No. 3, April.

2009 “Currency Crises: A New Test for Detecting the Presence of Multiple Equilibria”, 5th J.B. Douglas Annual Award Conference, The Statistical Society of Australia, Sydney, Australia.

2009 “The Role of Multiple Equilibria and Self-Fulfilling Expectations in Currency Crises”, 22nd PhD Conference in Economics & Business, Perth, Australia. Peer-reviewed.

2009 “Currency Crises, Sunspots and Exchange-Rate Overshooting”, 9th International Business Research Conference, World Business Institute, Melbourne.

2008 “Markov-Switching Vector Autoregressive Econometric Analysis and Its Applications to Currency Crises.” Working Paper. Department of Economics, Macquarie University.

2007 “Markov-Switching Vector Autoregressive Econometric Analysis and Its Applications to Currency Crises.” Working Paper. Department of Economics, Macquarie University.

2007 “Lattices, Supermodularity and Strategic Complementarity.” Working Paper. Department of Economics, Macquarie University.

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Memberships, Awards and Training

Board Memberships

Australian Institute of Energy
Economic Society of Australia
Euro Area Business Cycle Network

Awards

2009, Award for Excellence in Research, The Statistical Society of Australia, NSW Branch.
 

Grants

2016, Bankwest Curtin Economics Centre, Main Investigator. Value: 33,344 $.
2013, School of Economics and Finance Research Grant, Curtin University. Value: 5,000 $.
2011, China-Australia Council Research Grant (with Helen Cabalu, Ronald Ripple and Chinese partners).  Value: 20,000 $.

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Teachings

Current Units: Microeconomic Theory, Advanced Microeconomics and Economic Modelling. and 400 (Intermediate and Advanced).

Previous Unit Involvement: Strategic Games 201, Quantitative Techniques for Business, Finance Quantitative Techniques 203, Economic Techniques, Economic Principles 515, Economic Analysis and Asian Economies 550, Economics 100, Petroleum  Economics & Project Management 602.

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Research Fields

    Economics

  • Mathematical Economics
  • Economic Development and Growth
  • Environment and Resource Economics
  • Industry Economics and Industrial Organisation
  • International Economics and International Finance
  • Macroeconomics (incl. Monetary and Fiscal Theory)
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Publications


2017

Journal Articles (Research)

  • Apergis, N., F. Fontini, and J. Inchauspe. 2017. "Integration of regional electricity markets in Australia: A price convergence assessment." Energy Economics 62: 411-418.

2015

Journal Articles (Research)

2014

Book Chapters (Research)

Journal Articles (Research)

2013

Journal Articles (Research)

2011

Conference Articles (Research)

  • Inchauspe, J. 2011. "State-space risk measurement: an application to renewable energy returns." In MODSIM 2011 - International Congress on Modeling and Simulation, Dec 12, 2011, Perth: Modeling and Simulation Society of Australia and New Zealand Inc.

2009

Journal Articles (Research)

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