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