My general are of interest is econometrics and financial econometrics. In particular I am interested in the following areas:
* How to use high frequency information to forecast variance covariance matrices and how to use low frequency information in this process.
* Properties of wholesale electricity prices (in particular Australian prices) and the workings of the pre-dispatch system in the Australian Electricity Market
* Work in evaluating educational innovations (like flipped tutorials and lectures and peer assisted learning)