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Associate Professor Robert Powell

Associate Professor

Contact Information Telephone: +61 8 6304 2439, Email: r.powell@ecu.edu.au, Campus: Joondalup, Room: JO2.450
Staff Member Details
Telephone: +61 8 6304 2439
Email: r.powell@ecu.edu.au
Campus: Joondalup  
Room: JO2.450  

 

Robert Powell is an Associate Professor in the School of Business and Law and a Director of the Markets and Services Research Centre (MASRC).

Current teaching

  • Financial Institutions Management
  • Credit and Lending Decisions

Background

Prior to commencing teaching with ECU in 2006, Robert gained over 20 years experience in Financial Institutions, including Senior Management levels. Outside of university, Robert enjoys running and spending time with his family.

Awards and recognition

  • 2016 - Mentorship in Research Award. School of Business & Law
  • 2015 - Faculty of Business and Law. Dean's award for excellence in research
  • 2015 - Australian award for university teaching: Citation for outstanding contributions to student learning
  • 2014 - Deputy Vice Chancellor’s Certificate of Excellence for Research
  • 2012 - Vice-Chancellor's Award for Excellence in Teaching
  • 2012 - Deputy Vice-Chancellor's Award for Achievements in Publishing Research Outputs
  • 2012 - Faculty of Business and Law, Dean's Honour Roll for Top Researchers
  • 2011 - Faculty of Business and Law, Dean's Award for Postgraduate Teaching Excellence
  • 2011 - Award for Outstanding Lecturing, School of Accounting, Finance and Economics
  • 2011 - Award for Outstanding Research, School of Accounting, Finance and Economics
  • 2010 - Award for Outstanding Engagement, School of Accounting, Finance and Economics
  • 2010 - Deputy Vice-Chancellor Award for Receipt of Grant Funding
  • 2010 - Faculty of Business & Law Research Award
  • 2009 - Award for Outstanding Tutoring, School of Accounting, Finance and Economics
  • 2008 - Faculty of Business and  Law Research Medal

Professional associations

  • Editorial Board of the Small Business Research Journal, Board Member
  • Faculty of Business and Law Ethics Sub Committee, Chair
  • Financial Services in Australia (FINSIA), Fellow Member
  • Financial Research Network (FIRN), Governing Council Member
  • International Econometric Society, Member

Research areas and interests

  • Credit Risk
  • Market Risk
  • Value at Risk
  • Conditional Value at Risk
  • Banking
  • The Global Financial Crisis

Qualifications

  • Bachelor of Business (Hon), South Africa.
  • DOCTOR OF PHILOSOPHY, Edith Cowan University, 2008.
  • Master of Commerce, South Africa, 1994.
  • Bachelor of Commerce, South Africa, 1984.

Research

Recent Research Grants

  • Prediction Models of Corporate Financial Distress in Southeast Asia,  Vietnam International Education Development of the Ministry of Education and Training,  VIED - Scholarship,  2016 - 2019,  $60,000.
  • Understanding the social and economic contributions made by Western Australian leisure centres. ,  Edith Cowan University,  ECU Industry Collaboration Grant - 2017 Open Round,  2017 - 2019,  $73,468.
  • The economic and social impacts of contemporary music in Western Australia (WAM project),  Edith Cowan University,  ECU Capability Enhancement Scheme - 2015 or earlier,  2015 - 2016,  $28,410.
  • New methods for modelling and forecasting risk,  Australian Research Council,  Grant - Discovery Projects,  2011 - 2015,  $961,079.
  • Modelling Multivariate Dependence Between Realized Volatilities Using Vine Copula Methods,  Edith Cowan University,  ECU Early Career Researcher Grant - 2013,  2013 - 2014,  $5,000.
  • Modelling Extreme Credit Risk Using Quantile Regressions,  Edith Cowan University,  ECU Early Career Researcher - Grant,  2010 - 2011,  $14,045.

Recent Publications (within the last five years)

Book Chapters

  • Allen, D., Powell, R., Singh, AK., (2015), A Critique of Credit Risk Models with Evidence from Mid-Cap Firms. Quantitative Financial Risk Management: Theory and Practice, 296-311, Hoboken, John Wiley & Sons, DOI: 10.1002/9781119080305.
  • Allen, DE., Powell, R., Singh, AK., (2014), Risk Management and Regulation. Investment Risk Management, 324-345, New York, Oxford University Press.
  • Golab, A., Allen, DE., Powell, R., (2014), Aspects of Volatility and Correlations in European Emerging Economies. Emerging Markets and Sovereign Risk, 59-80, London, Palgrave Macmillan.
  • Golab, A., Allen, D., Powell, R., Yap, G., (2014), Volatility and Spillover Effects of Central and Eastern Europe: Impact of EU Enlargement. Emerging Markets and the Global Economy: A Handbook, 449-482, Oxford, Kidlington, UK, Elsevier, DOI: 10.1016/B978-0-12-411549-1.00019-3.
  • Allen, D., Boffey, R., Powell, R., (2013), Canada and Australia: Do They Provide a Regulatory Model for Funds of Hedge Funds?. Reconsidering Funds of Hedge Funds: The Financial Crisis and Best Practice in UCITS, Tail Risk, Performance and Due Diligence, 515-524, Oxford, UK, Academic Press.
  • Allen, D., Pearce, R., Powell, R., (2013), Due Diligence: Lessons from the Global Financial Crisis for Funds of Hedge Funds with Particular Emphasis on the Asia Pacific Region. Reconsidering Funds of Hedge Funds: The Financial Crisis and Best Practice in UCITS, Tail Risk, Performance and Due Diligence, 41-52, Oxford, UK, Academic Press.
  • Allen, D., Kramadibrata, A., Powell, R., Singh, AK., (2013), South African Regulatory Reforms of Funds of Hedge Funds. Reconsidering Funds of Hedge Funds: The Financial Crisis and Best Practices in UCITS, Tail Risk, Performance and Due Diligence, 525-536, Oxford, UK, Academic Press.
  • Allen, D., Kramadibrata, A., Powell, R., Singh, AK., (2013), A Panel-Based Quantile Regression Analysis of Funds of Hedge Funds. Reconsidering Funds of Hedge Funds: The Financial Crisis and Best Practices in UCITS, Tail Risk, Performance and Due Diligence, 261-272, Oxford, UK, Academic Press.
  • Allen, D., Kramadibrata, A., Powell, R., Singh, AK., (2013), Understanding the Regulation Impact: US Funds of Hedge Funds After the Crisis. Reconsidering Funds of Hedge Funds: the Financial Crisis and Best Practices in UCITS, Tail Risk, Performance, and Diligence, 503-514, Oxford, UK, Academic Press.
  • Allen, D., Singh, AK., Powell, R., (2012), Asset Selection Using a Factor Model and Data Envelopment Analysis - A Quantile Regression Approach. Rethinking Valuation and Pricing Models: Lessons Learned from the Crisis and Future Challenges, 443-455, Oxford, UK, Elsevier.

Journal Articles

  • Powell, R., Vo, DH., Pham, TN., (2017), Economic Cycles and Downside Commodities Risk. Applied Economics Letters, Article in press(Article in press), p.6, Oxon, United Kingdom, Routledge, DOI: 10.1080/13504851.2017.1316818.
  • Singh, AK., Powell, R., Allen, D., (2017), Tail dependence analysis of stock markets using extreme value theory. Applied Economics, 49(45), 4588-4599, Taylor & Francis, DOI: 10.1080/00036846.2017.1287858.
  • Powell, R., (2017), New Perspectives on Bank Risk in Malaysia. Cogent Economics and Finance, 5(1), Article no.1326217, DOI: 10.1080/23322039.2017.1326217.
  • Powell, R., Ryan, M., Lamb, S., (2017), The impact of the mining boom on the dining industry in Western Australia. Australasian Journal of Regional Studies, 23(2), 243-260.
  • Powell, R., Vo, DH., Pham, T., Singh, AK., (2017), The long and short of commodity tails and their relationship to Asian equity markets. Journal of Asian Economics, 52(October 2017), 32-44.
  • Allen, D., McAleer, M., Powell, R., Singh, AK., (2016), Down-Side Risk Metrics as Portfolio Diversification Strategies across the Global Financial Crisis. Journal of Risk and Financial Management, 9(2), 18p., MDPI, DOI: 10.3390/jrfm9020006.
  • Allen, DE., Powell, R., Singh, AK., (2016), Take it to the limit: Innovative CVaR applications to extreme credit risk measurement. European Journal of Operational Research, 249(2), 465-475, Elsevier, DOI: 10.1016/j.ejor.2014.12.017.
  • Allen, D., McAleer, M., Powell, R., Singh, AK., (2016), Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events. Applied Economics, 49(33), 3246-3262, Routledge, DOI: 10.1080/00036846.2016.1257210.
  • Allen, D., McAleer, M., Powell, R., Singh, AK., (2016), Volatility Spillovers from Australia's Major Trading Partners Across the GFC. International Review of Economics and Finance, 47(1 January 2017), 159-175, Elsevier, DOI: 10.1016/j.iref.2016.10.007.
  • Powell, R., (2015), Malaysian Equities: A Sector Analysis Of Risk And Normality. International Journal of Management and Applied Science , 1(8), 86-91, Bhubaneswar, Odisha, India, Institute of Research and Journals.
  • Allen, DE., McAleer, M., Powell, R., Singh, AK., (2015), A capital adequacy buffer model. Applied Economics Letters, 23(3), 175-179, Abingdon, Oxon, United Kingdom, Routledge, DOI: 10.1080/13504851.2015.1061639.
  • Powell, R., (2015), Australian Mining Industry: Credit and Market Tail Risk During a Crisis Period. International Journal of Management and Applied Science, 1(8), 159-163, Bhubaneswar, Odisha, India, Institute of Research and Journals.
  • Sudiman, J., Allen, D., Powell, R., (2013), A Closer Look at the Characteristics of Stock Holdings of Foreign and Local Investors in the Indonesian Stock Exchange (IDX). Annals of Financial Economics, 8(1), 1350002-1 - 1350002-22, Singapore, World Scientific Publishing Co. Pte. Ltd., DOI: 10.1142/S2010495213500024.
  • Allen, D., Nilapornkul, N., Powell, R., (2013), The Determinants of Capital Structure: Evidence from Thai Banks. Information Management and Business Review, 5(8), 401-410, United Arab Emirates, International Foundation for Research and Development.
  • Allen, D., Kramadibrata, A., Powell, R., Singh, AK., (2013), Default Risk in the European Automotive Industry. International Review of Business Research Papers, 9(1), 22-37, Australia, World Business Institute.
  • Allen, D., Kramadibrata, A., Powell, R., Singh, AK., (2013), Extreme Equities Risk in Emerging Markets. Global Review of Accounting and Finance, 4(1), 75-84, Australia, World Business Institute.
  • Allen, D., Kramadibrata, A., Powell, R., Singh, AK., (2013), Modelling tail credit risk using transition matrices. Mathematics and Computers in Simulation, 93(2013), 67-75, Netherlands, Elsevier BV, DOI: 10.1016/j.matcom.2012.09.011.
  • Allen, D., Ashraf, MA., McAleer, M., Powell, R., Singh, AK., (2013), Financial dependence analysis: applications of vine copulas. Statistica Neerlandica, 67(4), 403?435, Wiley, DOI: 10.1111/stan.12015.
  • Singh, AK., Allen, D., Powell, R., (2013), Extreme market risk and extreme value theory. Mathematics and Computers in Simulation, 94(2013), 310-328, Netherlands, Elsevier BV, DOI: 10.1016/j.matcom.2012.05.010.
  • Allen, D., Singh, AK., Powell, R., (2013), EVT and Tail-Risk Modelling: Evidence from Market Indices and Volatility Series. The North American Journal of Economics and Finance, 26(2013), 355?369, Netherlands, Elsevier, DOI: http://dx.doi.org/10.1016/j.najef.2013.02.010.
  • Allen, D., Singh, AK., Powell, R., (2013), Analysing the return distributions of Australian stocks: the CAPM, factor models and quantile regressions. Global Business and Economics Review, 15(1), 88-109, United Kingdom, Inderscience Enterprises, DOI: 10.1504/GBER.2013.050670.
  • Sudiman, J., Allen, D., Powell, R., (2013), The Contribution of Foreign Investors to Price Discovery in the Indonesian Stock Exchange. Annals of Financial Economics, 8(2), 1350008-1-135008-24, Singapore, World Scientific Publishing Co. Pte. Ltd., DOI: 10.1142/S2010495213500085.
  • Allen, D., Kramadibrata, A., Powell, R., Singh, AK., (2012), Identifying European Industries with Extreme Default Risk: Application of CVaR Techniques to Transition Matrices. World Review of Business Research, 2(6), 46-58.
  • Allen, D., Boffey, R., Powell, R., (2012), The Impact of Contagion on Non-Performing Loans: Evidence from Australia and Canada. Journal of Business and Policy Research, 7(2), 13-24.
  • Cheung, YH., Powell, R., (2012), Anybody Can Do Value at Risk: A Nonparametric Teaching Study. Australasian Accounting Business and Finance Journal, 6(1), 111-123.
  • Cheung, YH., Powell, R., (2012), Anybody Can do Value at Risk: A Teaching Study Using Parametric Computation and Monte Carlo Simulation. Australasian Accounting Business and Finance Journal, 6(5), 101-118.
  • Allen, D., Boffey, R., Powell, R., (2012), Applying Quantile Regression to Industry Default Risk in Europe. International Review of Business Research Papers, 8(4), 20-29.
  • Allen, D., Powell, R., (2012), The Fluctuating Default Risk of Australian Banks. Australian Journal of Management, 37(2), 297-325, SAGE Publications, DOI: 10.1177/0312896211432369.
  • Allen, D., Singh, AK., Powell, R., (2012), A Gourmet's Delight: CaViaR and the Australian Stock Market. Applied Economics Letters, 19(15), 1493-1498, DOI: 10.1080/13504851.2011.636017.
  • Allen, D., Kramadibrata, A., Powell, R., Singh, AK., (2012), Conditional Value at Risk Applications to the Global Mining Industry. Journal of Business and Policy Research, 7(3), 11-23.
  • Allen, D., Boffey, R., Kramadibrata, A., Powell, R., Singh, AK., (2012), Thumbs Up to Parametric Measures of Relative VaR and CVaR in Indonesian Sectors. International Journal of Business Studies, 20(1), 27-42, Australia, Edith Cowan University.

Conference Publications

  • Do, A., Powell, R., Singh, AK., Yong, J., (2016), Selection of a Model for Exploring Cross Market Linkages: A Review of E-GARCH, Markov-switching Framework and Structural Break Models. Proceedings of the ECU Business Doctoral and Emerging Scholars Colloquium, 1-11, Perth, Australia, Edith Cowan University.
  • Dinh, D., Powell, R., Vo, D., (2016), Comparing Market-Based and Accounting-Based Credit Models: A Survey of the Theoretical Literature. Proceedings of the ECU Business Doctoral and Emerging Scholars Colloquium, 68-76, Perth, Australia, Edith Cowan University.
  • Allen, D., Powell, R., Singh, AK., (2015), Quantile regression, VaR and CVAR. An empirical beta comparison of the techniques in relation to credit risk. MODSIM2015, 21st International Congress on Modelling and Simulation, 1015-1021, Australia, Modelling and Simulation Society of Australia and New Zealand.
  • Allen, DE., McAleer, M., Powell, R., Singh, AK., (2015), A volatility impulse response analysis applying multivariate GARCH models and news events around the GFC. MODSIM2015, 21st International Congress on Modelling and Simulation, 1008-1014, Australia, Modelling and Simulation Society of Australia and New Zealand.
  • Akyuwen, R., Boffey, R., Powell, R., Wijaya, K., (2015), Thoughts on extreme risk in Indonesia. A New Paradigm for International Business: Proceedings of the Conference on Free Trade Agreements and Regional Integration in East Asia, 213-226, Springer, DOI: 10.1007/978-981-287-499-3_11.
  • Allen, D., Boffey, R., Kramadibrata, A., Powell, R., Singh, AK., (2013), Primary sector volatility and default risk in Indonesia. Proceedings of the 20th International Congress on Modelling and Simulation (MODSIM2013), 1298-1304, www.mssanz.org.au/modsim2013, Modelling and Simulation Society of Australia and New Zealand.
  • Singh, AK., Allen, D., Powell, R., (2013), Intraday Volatility Forecast in Australian Equity Market. Proceedings of the 20th International Congress on Modelling and Simulation (MODSIM2013), 1312-1318, www.mssanz.org.au, Modelling and Simulation Society of Australia and New Zealand.
  • Allen, D., Powell, R., Singh, AK., (2013), A Dynamic Credit Ratings Model. Proceedings of the 20th International Congress on Modelling and Simulation (MODSIM2013), 1291 - 1297, www.mssanz.org.au, Modelling and Simulation Society of Australia and New Zealand.
  • Arreola Hernandez, J., Allen, D., Powell, R., (2013), Dependence estimation and controlled CVaR portfolio optimization of a highly kurtotic Australian mining sample of stocks. Proceedings of the 20th International Congress on Modelling and Simulation (MODSIM2013), 1305-1311, online, Modelling and Simulation Society of Australia and New Zealand.
  • Arreola Hernandez, J., Powell, R., (2013), Optimal risk minimization of Australian energy and mining portfolios under multiple measures of risk. Proceedings - MODSIM2013, 20th International Congress on Modelling and Simulation, 1208-1214, Online, Modelling and Simulation Society of Australia and New Zealand.
  • Allen, D., Kramadibrata, A., Powell, R., Singh, AK., (2012), Fasten Your Seatbelts: A Credit Risk Perspective on European Car Manufacturers. Proceedings of 7th Annual London Business Research Conference, 12, Victoria, Australia, World Business Institute.
  • Allen, D., Kramadibrata, A., Powell, R., Singh, AK., (2012), A Quantile Analysis of Default Risk for Speculative and Emerging Companies. Econometric Society Australasian Meeting 2012, 8, Canberra, ACT, Econometric Society Australasia.
  • Singh, AK., Allen, D., Powell, R., (2012), Risk and Dependence Analysis of Australian Stock Market - The Case of Extreme Value Theory. 25th Australasian Finance & Banking Conference Proceedings, 22, Rochester, NY, USA, SSRN eLibrary.
  • Allen, D., McAleer, M., Powell, R., Singh, AK., (2012), A non-parametric and entropy based analysis of the relationship between the VIX and S&P 500. 25th Australasian Finance & Banking Conference Proceedings, 19, Rochester, NY, USA, SSRN eLibrary, DOI: http://dx.doi.org/10.2139/ssrn.2132065.
  • Allen, D., Golab, A., Powell, R., Yap, G., (2012), The Comovements of Emerging Stock Markets of Central and Eastern Europe: Impact of EU. Proceedings of the International Finance, Banking and Insurance Congress (FIBAC) 2012, 1-17, Istanbul, Turkey, Istanbul Kultur University.
  • Allen, D., Kramadibrata, A., Powell, R., Singh, AK., (2012), Enhancing Transition Matrices to Measure Extreme Credit Risk in Europe. Proceedings of Annual Paris Business and Social Sciences Conference, 11, Victoria, Australia, World Business Institute.

Research Student Supervision

Principal Supervisor

  • Doctor of Philosophy,  New Capital Structure Models: Thai Bank Evidence
  • Doctor of Philosophy,  Vine Copula Modelling Of Dependence And Portfolio Optimization With Applications To The Mining And Energy Stock Return Series From The Australian Market

Co-principal Supervisor

  • Doctor of Philosophy,  An Investigation Into The Volatility And Cointegration Of Emerging European Stock Markets.
  • Doctor of Philosophy,  Empirical Market Microstructure Studies Of The Indonesian Stock Exchange (idx)

Associate Supervisor

  • Doctor of Philosophy,  Modelling Extreme Market Risk - A Study Of Tail Related Risk Measures
  • Doctor of Philosophy,  The Profitability Of Technical Analysis And Stock Returns From A Traditional And Bootstrap Perspective: Evidence From Australia, Hong Kong, Malaysia And Thailand.
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