Examining links between energy commodity and other financial markets

Aberdeen-Curtin Joint PhD Program –Scholarship for a topic on energy economics/finance

Project Details
Curtin University and University of Aberdeen jointly offer a PhD scholarship relating to the following research topic in energy economics/finance field.

A PhD opportunity to Examine links between energy commodity and other financial markets. Observers of commodity and financial markets have argued that the inclusions of energy, metals, and other primary commodities into major financial indices have tightened the link between commodity and financial assets. This project aims at enhancing our understanding of the relationships between energy and other financial markets and their implications for optimal trading/hedging strategies.

Topic relates to the following key words:
• Financialization of energy and other commodity markets
• Multivariate time-series modeling: modelling co-movement and co-variability of financial time-series
• Long-run price relationship/short-run price dynamics
• Structural changes
• Price/volatility forecasting
• Market efficiency

Application Procedure
Please submit the following documents electronically to [Email Address Removed]:
• CV (please use the template available from: futurestudents.curtin.edu.au/research/apply/admission/ )
• Research proposal (2-3 pages in the format described in the above university website). A proposal relating to the above suggested topics is preferred but not mandatory. If not directly related, please describe how it can be linked to the suggested topics.
• Academic transcripts from all tertiary education.
• IELTS/TOEFL score (if applying from overseas).

Application will close on November 6, 2017. For any information, please contact