Research output per year
Research output per year
Personal profile
Education/Academic qualification
Finance, PhD, The Market Premium for the Option to Close: Evidence from Australian Gold Mining Firms , University of Queensland
Award Date: 19 Apr 2004
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Dive into the research topics where Simone Kelly is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Estimation of a Term Structure Model of Carbon Prices through State Space Methods: The European Union Emissions Trading Scheme
Aspinall, T., Gepp, A., Harris, G., Kelly, S., Southam, C. & Vanstone, B. J., Jun 2021, In: Accounting and Finance. 61, 2, p. 3797-3819 23 p.Research output: Contribution to journal › Article › Research › peer-review
Open AccessFile4 Citations (Scopus)195 Downloads (Pure) -
Estimation of a term structure model of carbon prices through state spaces methods: a pitch
Aspinall, T., Gepp, A., Harris, G., Kelly, S., Southam, C. & Vanstone, B. J., 8 Feb 2021, In: Accounting Research Journal. 34, 1, p. 106-112 7 p.Research output: Contribution to journal › Article › Research › peer-review
Open AccessFile1 Citation (Scopus)197 Downloads (Pure) -
LSMRealOptions: Value American and Real Options Through LSM Simulation
Aspinall, T., Gepp, A., Harris, G., Kelly, S., Southam, C. & Vanstone, B. J., 2021Research output: Non-textual form › Software › Research
Open Access -
Modelling Oil and Copper Commodity Prices Through Term Structure Estimation: New R Package NFCP useful in future commodity pricing research
Aspinall, T., Gepp, A., Harris, G., Kelly, S., Southam, C. & Vanstone, B. J., Jul 2021, (Unpublished).Research output: Contribution to conference › Poster › Research › peer-review
File697 Downloads (Pure) -
NFCP: N-Factor Commodity Pricing Through Term Structure Estimation
Aspinall, T., Gepp, A., Harris, G., Kelly, S., Southam, C. & Vanstone, B. J., 13 Jan 2021Research output: Non-textual form › Software › Research
Open Access
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Accounting and Finance (Journal)
Simone Kelly (Editor)
2017 → …Activity: Publication peer-review and editorial work › Editorial Board Member
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AFAANZ 2020 Conference - Finance Special Interest Group
Thomas Aspinall (Participant), Geoffrey Harris (Participant), Adrian Gepp (Participant), Colette Southam (Participant), Simone Kelly (Participant) & Bruce Vanstone (Participant)
4 Jul 2020Activity: Participating in or organising an event › Participating in a conference, workshop, ... › Invited Talk