Relative Risk       

  Research

We have published papers in a number of journals, including: Energy Economics, Journal of International Financial Markets, Institutions and Money, Economics Letters, Applied Finance Letters and Insurance: Mathematics and Economics.

The multilateral relationship between oil and G10 currencies

Kunkler, M., MacDonald, R., 2018.
Energy Economics. Volume 78, Pages 444-453.

Decomposition of the uncovered equity parity correlation

Kunkler, M., MacDonald, R., 2018.
Journal of International Financial Markets, Institutions and Money. Volume 57, Pages 44-58.


Commodity market heterogeneity and cross-market integration

Kunkler, M., 2017.
Applied Finance Letters. Volume 6, Issue 1, Pages 16-26.

The price of gold as a hedge against the US dollar

Kunkler, M., MacDonald, R., 2016.
Applied Finance Letters. Volume 5, Issue 3, Pages 27-36.

Idiosyncratic variation of the US dollar

Kunkler, M., MacDonald, R., 2016.
Economics Letters. Volume 144, Pages 7-9.

Half-lives of currencies and aggregation bias

Kunkler, M., MacDonald, R., 2015.
Economics Letters. Volume 135, Pages 58-60.

Modelling Negative in Stochastic Reserving Models

Kunkler, M., 2006.
Insurance: Mathematics and Economics. Volume 38, Issue 3, Pages 540-555.

Modelling Zeros in Stochastic Reserving Models

Kunkler, M., 2004.
Insurance: Mathematics and Economics. Volume 34, Issue 1, Pages 23-35.