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 will develop new investment approaches and opportunities based on subset time-series lattice-ladder modelling. Innovative evolutionary semiparametric recursive approaches to renewable energy and financial resouces markets will be introduced to study investment asset price movements and market volatility. The project will make three important applications through the new modelling: a) benchmarking and evaluation of renewable and non-renewable energy resource price movements; b) evaluating the performance of dynamic portfolio allocation; and c) assessing complexity in the Australian and Chinese bond and equity markets. These three applications will lead to improved risk management practices and investment peformances