ORCID as entered in ROS
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Select Publications
Modeling Spot Price Dependence in Australian Electricity Markets with Applications to Risk Management, , http://dx.doi.org/10.2139/ssrn.1991452
,Modelling Co-Movements and Tail Dependency in the International Stock Market Via Copulae, , http://dx.doi.org/10.2139/ssrn.2170214
,Pricing and Hedging of Guaranteed Minimum Benefits Under Regime-Switching and Stochastic Mortality, , http://dx.doi.org/10.2139/ssrn.2766927
,Stochastic Volatility and Jumps: Exponentially Affine Yes or No? An Empirical Analysis of S&P500 Dynamics, , http://dx.doi.org/10.2139/ssrn.1363959
,Systematic Mortality Risk: An Analysis of Guaranteed Lifetime Withdrawal Benefits in Variable Annuities, , http://dx.doi.org/10.2139/ssrn.2279283
,Systematic Mortality Risk: An Analysis of Guaranteed Lifetime Withdrawal Benefits in Variable Annuities, , http://dx.doi.org/10.2139/ssrn.2279274
,Using Dynamic Copulae for Modeling Dependency in Currency Denominations of a Diversifed World Stock Index, , http://dx.doi.org/10.2139/ssrn.2170183
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