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Professor Robert Powell

Professor of Finance

Contact Information Telephone: +61 8 6304 2439, Email: r.powell@ecu.edu.au, Campus: Joondalup, Room: JO2.444
Staff Member Details
Telephone: +61 8 6304 2439
Email: r.powell@ecu.edu.au
Campus: Joondalup  
Room: JO2.444  

 

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

Value at Risk

Through his research Robert has developed value at risk spreadsheets, available for download on our Anybody can do Value at Risk webpage.

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

  • 2017 - Highest Impact Publication Award. School of Business & Law
  • 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

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

  • DOCTOR OF PHILOSOPHY, Edith Cowan University, 2008.
  • Master of Commerce, South Africa, 1994.
  • Bachelor of Commerce with Honours, South Africa, 1985.
  • Bachelor of Commerce, South Africa, 1984.

Research

Recent Research Grants

  • Bank diversification and country-level systemic risk,  Vietnam International Education Development of the Ministry of Education and Training,  VIED - Scholarship,  2018 - 2021,  $60,000.
  • Understanding the social and economic contributions made by Western Australian leisure centres. ,  Edith Cowan University,  ECU Industry Collaboration Grant - 2017 Open Round,  2018 - 2019,  $101,899.
  • 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.
  • 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.
  • 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.
  • 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, DOI: 10.1057/9781137450661_4.
  • Allen, DE., Powell, R., Singh, AK., (2014), Risk Management and Regulation. Investment Risk Management, 324-345, New York, Oxford University Press.

Journal Articles

  • Powell, R., Vo, DH., Pham, TN., (2018), Economic Cycles and Downside Commodities Risk. Applied Economics Letters, 25(4), 258-263, Oxon, United Kingdom, Routledge, DOI: 10.1080/13504851.2017.1316818.
  • Powell, R., Vo, D., Pham, T., (2018), Do Nonparametric Measures of Extreme Equity Risk Change the Parametric Ordinal Ranking? Evidence from Asia. Risks, 6(4), article no.121, DOI: 10.3390/risks6040121.
  • Golab, A., Jie, F., Powell, R., Zamojska, A., (2018), Cointegration between the European Union and the selected global markets following Sovereign Debt Crisis. Investment Management and Financial Innovations, 15(1), 14, Sumy, Ukraine, LLC “СPС “Business Perspectives”, DOI: 10.21511/imfi.15(1).2018.05.
  • 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, Amsterdam, Netherlands, Elsevier BV, DOI: 10.1016/j.asieco.2017.08.001.
  • Powell, R., Vo, D., Pham, T., Singh, AK., (2017), A dataset on tail risk of commodities markets. Data in Brief, 15(2017), 58-62, DOI: 10.1016/j.dib.2017.09.005.
  • Allen, D., McAleer, M., Powell, R., Singh, AK., (2017), 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., (2017), New Perspectives on Bank Risk in Malaysia. Cogent Economics and Finance, 5(1), Article no.1326217, DOI: 10.1080/23322039.2017.1326217.
  • Allen, D., McAleer, M., Powell, R., Singh, AK., (2017), 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.
  • 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, Darling Heights, Queensland, Regional Science Association.
  • 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.
  • 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., McAleer, M., Powell, R., Singh, AK., (2016), A capital adequacy buffer model. Applied Economics Letters, 23(3), 175-179, Abingdon, Oxon, United Kingdom, Routledge, DOI: 10.1080/13504851.2015.1061639.
  • 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.
  • 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.
  • 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.

Conference Publications

  • Do, A., Powell, R., Singh, AK., Yong, J., (2018), Cross-equity linkages between China and the U.S.: An application of GARCH-M-GED., 40-48.
  • 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.
  • 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.
  • 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, 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.
  • 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.

Reports

  • Powell, R., Ryan, M., Lambert, C., Cooper, T., Giles, M., Hope, C., (2016), Report for WA Music: Preliminary Economic Impact of the Music Industry in WA., Joondalup, WA, Edith Cowan University.

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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