INVITED CONFERENCE  PAPERS  and  OTHER PUBLIC  PRESENTATIONS

                                     

(77  Papers  Presented  from  Most  Recent):

 

 (2009, October) Annual Conference of the International Academy of Business and Economics, Las Vegas, USA

 

·         Paper “Recent and Ongoing Advances in Econometric Methodology for Applied Research”

 

(2008, November) Annual Conference of  the International Association of Energy Economics (Asian),  Perth, Australia   

 

·        Paper “What drives CO-2 emissions :  Income or electricity generation ?

                                    Evidence from Saudi Arabia”

 

(2008, October) Annual Conference of the International Academy of Business and Economics, Las Vegas, USA

 

·         Paper  “The Impact of the Monetary Policy  on  Deposit and Lending  Rates in the industrial countries Versus the Developing Countries: An Application of Autoregressive Distributed Lag Approach”

 

(2008, October) Annual Conference of the International Academy of Business and Economics, Las Vegas, USA

 

·         Paper “ Sovereign Credit Ratings and Macroeconomic Variables: An Application of Bounds Testing Approach to Malaysia”

 

 (2008 , June)   31st Conference of the International Association for Energy Economics in  Istanbul, Turkey

Paper “Price Dynamics of  Plastics and its Feedstocks: A Look at the Asian and North West European Markets”

 

(2008 , June)   31st Conference of the International Association for Energy Economics in  Istanbul, Turkey

 

             Paper “Price Dynamics of Natural  Gas and the Regional  Methanol  Markets”

 

(2008, June) Annual Conference of the International Academy of Business and Economics, Stockholm, Sweden

Paper “ Empirical Test of the Long-run Fisher effect: An Application of the ARDL Bounds Technique to Saudi Arabia”   

(2008, June) Annual Conference of the International Academy of Business and Economics, Stockholm, Sweden

              

            Paper  “Estimation of Long-Run Demand for Money: An Application of Long-Run Structural Modeling to Saudi Arabia”

 

(2007 May) Keynote Speech -  International Workshop at the Center for Research Excellence in Renewable Energy, King Fahd University of Petroleum and Minerals, Dhahran,  Saudi Arabia

 

            Paper “ Recent Developments in the Economics of Renewable Energy: Future Research Directions ”

 

(2007  February) 30th Conference of the International Association for Energy Economics in Wellington, New Zealand

·         Paper “ Price Dynamics of crude Oil and Regional Petrochemical Markets”

 

(2007  February) 30th Conference of the International Association for Energy Economics in Wellington, New Zealand

·         Paper  “Does the Environmental Kuznets Curve exist? An Application of Long-Run Structural Modeling to Saudi Arabia”

 

(2007  March) Global Petrochemicals Conference, 4th Annual meeting in Frankfurt, Germany

·         Paper “ Price Dynamics of crude Oil and Regional Petrochemical Markets”

 

 (2006 December) ICFAI International Conference on Business and Finance in Hyderabad,  India

·             Paper “Price Dynamics of Crude oil and the Regional Petrochemical Markets”

 

(2006 September) 1st International Conference on Clean Development Mechanism, Riyadh, Saudi Arabia. 

 

                        Paper “ Does the Environmental Kuznets Curve exist? An Application of Long-Run Structural Modeling to Saudi Arabia”

 

(2006 May)      6th Annual Hawaii International Conference on Business, Honolulu,  USA

 

Paper “Empirical Tests of Purchasing Power Parity of Select ASEAN Economies: An Application of Long Run Structural Modelling with I(1) Exogenous Variables”

 

 

(2005 July)      16th Asian Finance Annual Conference, Kuala Lumpur, Malaysia.

·         Paper: “Model Uncertainty and Asset Return Predictability: An Application of Bayesian Model Averaging”

(2005 May)      22 nd  Pan-Pacific Annual Conference, Shanghai, China

·         Paper “A Test of Different Variants of the Monetary Model in a Developing Economy: An Application to the Malaysian Data Covering Both the Pre- and Post- Crisis Periods”

(2004 October) “Keynote Speech”  at the  Asia-Pacific Economics and Business Bi-annual International Conference, Penang, Malaysia.

·               Paper: “Developments in Econometric Methodology for Applied Research”

(2004 August)    Inaugural lecture as the “Tun Ismail Ali Distinguished Chair in Finance and Investment”, National University of Malaysia, Kuala Lumpur, Malaysia.

 

       Paper: “Macroeconomic Policy Trilemma in Open Economies: Which Policy Option is Ideally Suited to the Malaysian Context?”

(2003 April)      “Keynote Speech” at the 5th Annual Symposium of the Malaysian Finance Association, Kuala Lumpur, Malaysia

·               Paper: “Recent Advances in Econometric Research Methodology in Finance and Economics”.

(2002a, Aug)     10th Conference on Pacific Basin Finance, Economics and Accounting, Singapore

·         Paper: “An Analysis of the Dynamic Linkages Between the Cash Rate and the Government Yield Curve During the 1990s: Australia as a Case Study”.

 

(2002b, Aug)     10th Conference on Pacific Basin Finance, Economics and Accounting, Singapore

·         Paper: “Do Stock Prices Play a Significant Role in Formulating Monetary Policy? Evidence from Australia”.

 

(2002c, July)     Asia Pacific Finance Association/Financial Management Association(FMA, Asian) Annual Conference, Tokyo, Japan

·         Paper: “Who Leads Australian Interest Rates in the Short and Long Run? An Application of Long-Run Structural Modelling”.

 

(2001a,Dec)      Australasian Finance & Banking Annual Conference, Sydney, Australia

·         Paper: “Macroeconomic Announcements, Volatility, and Interrelationships: The U.K. Experience”.

 

(2001b,Dec)      Australasian Finance & Banking Annual Conference, Sydney, Australia

·         Paper: “Stock Prices and Monetary Policy: The Australian Experience”.

 

(2001c,Dec)      Australasian Finance & Banking Annual Conference, Sydney, Australia

·         Paper: “An Analysis of Option Pricing Under Systematic Consumption Risk Using GARCH”.

 

(2001d,Nov)      Money, Investment, and Risk Conference, Nottingham Trent University, U.K.

·        Paper: “Do Stock Prices Play a Significant Role in the Money Demand Function? Evidence from Australia”.

 

(2001e, Oct)    Financial Management Association International (FMA) Annual Meeting, Toronto,  Canada 

·        Paper: "Macroeconomic Announcements, Volatility, and Interrelationships: An Examination of the U.K. Bond and Stock Markets".

 

(2001f, July)     8th Asia Pacific Finance Association(APFA) Annual Conference,  Bangkok, Thailand,

·        Paper: "The Term Structure of Interest Rates in Australia: An Application of Long Run Structural Modelling" (This paper received the ‘best paper’ prize awarded by the Asia-Pacific Finance Association Annual Conference held at Bangkok, July 2001).

 

(2000a, Oct)    Financial Management Association International (FMA) Annual Meeting,  Seattle, U.S.A.

·        Paper: "Price Discovery between Informationally Linked Markets during Different Trading Phases:

Evidence from Australia".

 

(2000b, Oct)    Financial Management Association International (FMA) Annual Meeting,  Seattle, U.S.A.

·        Paper: "Fractional Cointegration, Low Frequency Dynamics and Long-Run Purchasing Power Parity:  An Analysis of the Australian Dollar".

 

(2000c,July)     7th Asia Pacific Finance Association(APFA) Annual Conference, Shanghai, China

·        Paper: "Lead-Lag Relations in Bull and Bear Phases among Large, Medium and Small Stocks".

 

(2000d, July)    12th Annual PACAP/FMA International Finance Conference, Melbourne, Australia

·        Paper: "Fractional Cointegration and Purchasing Power Parity: Another look".

 

(2000e,June)    8th Pacific Basin Finance, Economics, and Accounting International Conference, Bangkok, Thailand

·        Paper: "Stock Market Dynamics :Evidence from Emerging Stock Markets".

 

(2000f, April)   7th Annual Global Finance Conference,  Chicago, U.S.A.

·        Paper: "Propagative Causal Price Transmission Among Major International Stock Exchanges: Evidence from the Pre- and Post-Globalisation Period" (This paper received the Global Finance Conference 'best paper' prize sponsored by Chicago Stock Exchange at their annual conference held at Chicago,  2000).  

 

(2000g, Mar)Southwestern Finance Association Annual Meeting,  San Antonio,  U.S.A.

·        Paper: "Capital Market Dynamics: Evidence from the Pre- and Post- Globalization period".

 

(1999, Jan)Workshop Organised by the Department of Economics, North-South University (an International Private University), Dhaka,   Bangladesh

·        Paper: "Is the Asian Stock Market Crisis Due to "Fundamental" or "Contagion" Factors?"

 

(1998a, Dec) International Conference on Development of the Indian Ocean Region, Perth, Australia.

·        Paper: "East Asia's Financial Crisis: Lessons for South Asia".

 

(1998b, June) International Conference of Finance, Lille, France.

· Paper: "Fractional Cointegration, Low Frequency Dynamics and Long-Run Purchasing Power Parity: An Analysis of the Australian Dollar".

 

(1998c,July) Econometric Society: Australasian Meeting, Australian National University, Canberra, Australia.

· Paper: "Long and Short-Term Dynamic Linkages Amongst Asian Emerging Pacific-Rim Stock Markets".

 

(1998d,Sept) Sixth International Convention of the East Asian Economic Association, Kitakyushu, Japan.

           · Paper: "Is a Significant Socio-Economic Structural Change a Pre-Requisite for ‘Initial’ fertility Decline in the LDCs? Evidence from Thailand".

 

(1998e,Oct) 10th Annual PACAP/FMA International Finance Conference, Kuala Lumpur, Malaysia

· Paper: "Are Asian Stock Market Fluctuations Due Mainly to Intra-Regional Contagion Effects? Evidence based on Asian Emerging Markets".(This paper was awarded the ‘best paper’ prize by the Pacific Basin Financial Management Society who organised the above conference,1998).

 

 (1998f,Dec)Econometric Society Indian and South East Asian Meeting, Universiti Malaysia Sarawak, Malaysia

            · Paper: "Price Discovery and Intra-Market Short-and Long-Term Temporal Linkages in an Emerging Stock Market: Vector Error Correction Model and Toda-Yamamoto Level VAR Approaches".

 

(1997a, Jan): Faculty of Economics and Administration, University of Malaya, Kuala Lumpur, Malaysia

            · Paper: “The Impact of Globalisation on the Patterns of Long and Short Term Dynamic Linkages Among Major International Stock Markets”

 

(1997b, Jan): Department of Economics, North-South University (an International Private University), Dhaka, Bangladesh

            · Paper: “Propagative Causal Price Transmission across World Equity Markets”.

 

(1996a, Jan): Faculty of Economics, Thammasat University, Bangkok, Thailand

            · Paper: “Causes of Fertility Decline: Experience of Some Asian LDCs”.

 

(1996b, Jan): Bangladesh Institute of Development Studies,  Dhaka, Bangladesh

            · Paper: “Family Planning, and the ‘Initial’ fertility Decline: The Experience of Bangladesh”. cf fds

 

(1995a, Dec) Department of Economics & Finance, City University of Hong Kong, Hong Kong.

            · Paper: “Modelling the Dynamic Linkages and the Propagation Mechanism among Major International Stock Markets: Evidence from the Pre- and Post-Crash Eras”.

 

(1995b, Dec) Centre of Asian Studies, The University of Hong Kong, Hong Kong.

            · Paper: “Does Money Matter in a Multivariate Context: Evidence from Malaysia, Thailand and Indonesia”.

 

(1995c, Aug) Research School of Pacific and Asian Studies, Australian National University, Canberra Australia.

            · Paper: “Discerning the Dynamic Granger Causal Chain in Macroeconomic Activity: Evidence from some South Asian and Southeast Asian Countries”.

 

(1995d, April) 25th Anniversary International Conference (Development Projects: Issues for the 1990s), Development and Project Planning Centre, University of Bradford, U.K.

            · Paper: “Is a Significant Socio-Economic Structural Change a Pre-Requisite for ‘Initial’ Fertility Decline in the LDCs? Evidence from Thailand Based on a Multivariate Cointegration/Vector Error Correction Modelling Approach”.

 

(1995e, Jan) Faculty of Economics and Administration, University of Malaya, Kuala Lumpur, Malaysia.

            · Paper: “Does Money Matter? The Malaysian Experience (1955-1991)”.

 

(1995f, Jan) Current Development Issues Seminar, Development Research and Policy Analysis Division, United Nations ESCAP, Bangkok, Thailand.

            · Paper: “Are Economic Factors Essential for Initial Decline in Fertility? A Comparison Between Bangladesh, India and Thailand”.

 

(1995g, Jan) Department of Economics, North-South University (An International Private University), Dhaka, Bangladesh.

            · Paper: “Dynamics of Macroeconomic Activity and Granger Causality: New Evidence from Bangladesh Based on Dynamic Multivariate & Cointegrated Time Series Techniques”.

 

(1994a, Dec) Delhi School of Economics, Delhi, India.

            · Paper: “The Dynamics of Fertility, Family Planning and Female Education in a Traditional Society: New Evidence from India Based on a Vector Error-Correction Approach”.

 

(1994b, Feb): Malaysian Institute of Economic Research, Kuala Lumpur, Malaysia

            · Paper: “Discerning Temporal Causality In Macroeconomic Activity in Malaysia within a Multivariate Dynamic Context: An application of Johansen's Multiple Cointegration Tests and Vector Error-Correction Modelling”.

 

(1994c, Jan): Faculty of Economics, Thammasat University, Bangkok, Thailand

            · Paper: “Does Money Matter in Thailand? Evidence from Vector Error-Correction, Variance Decompositions, and Impulse Response Functions”.

 

(1994d, Jan): Bangladesh Institute of Development Studies, Dhaka, Bangladesh

            · Paper: “Monetary dynamics in Bangladesh: An Application of Johansen's Multivariate Cointegration Tests and Vector Error-Correction Modelling”.

 

(1993a, Dec): Delhi School of Economics, Delhi, India

            · Paper: “Dynamic Interactions Among Money, Prices, Output, Interest Rate, and Exchange Rate in India: An Application of Vector Error-Correction, Variance Decompositions, and Impulse Response Functions”.

 

(1993b, Dec): Second International Conference on Financial Econometrics, Queenstown, New Zealand

            · Paper: “Temporal Causality and the Dynamic Interactions Among Macroeconomic Activity within a Multivariate Cointegrated System: Evidence from Singapore and Korea”.

 

(1993c, Sept): 22nd Annual Conference of Economists, Curtin University, Perth, Australia

            · Paper: “Does Only Unanticipated Monetary Growth Matter? An Econometric Investigation of Ten Asian Countries”.

 

(1993d, Jan): Faculty of Economics, Thammasat University, Bangkok, Thailand

            · Paper: “The Lead-Lag Relationship of Inflation and Money Supply in Thailand: An Application of the Error-Correction Approach”.

 

(1993e, Jan): Bangladesh Institute of Development Studies, Dhaka, Bangladesh

            · Paper: “The Dynamic Interactions Among Money, Prices, Output, Interest Rate, and Exchange Rate In Bangladesh: An Application of Cointegration, Vector Autoregressive, and Vector Error-Correction Approaches”.

 

(1992a, Dec): Delhi School of Economics, Delhi, India

            · Paper: “Is Inflation the Cause or the Effect of Money Supply in Asian Developing Countries? The Experience of India Based on a New Methodology”.

 

(1992b, Dec): Malaysian Institute of Economic Research, Kuala Lumpur, Malaysia

            · Paper: “Empirical Tests of the Direction of Causation Between Liquidity and Inflation: The Experience of Five Southeast Asian Countries”.

 

(1992c, Feb): Bangladesh Institute of Development Studies, Dhaka, Bangladesh

            · Paper: “Causality and the Dynamic Interactions among Money, Prices, and Output in Bangladesh: An Application of Cointegration, Vector Error-Correction, and Vector Autoregressive Techniques”.

 

(1991a, Dec): Bangladesh Institute of Development Studies, Dhaka, Bangladesh

            · Paper: “Does Only Unanticipated Monetary Policy Matter? An Econometric Investigation Based on Ten Asian Developing Countries”.

 

(1991b, Aug): Research School of Pacific Studies, Australian National University, Canberra, Australia.

            · Paper: "Does Money Cause Prices or the Other Way Around? Application of Some Causality Tests Including the Recently-developed Cointegration and Error-Correction Techniques”.

 

(1990a, Sept): Bangladesh Institute of Development Studies, Dhaka, Bangladesh

            · Paper: “Money, Prices and Causality - A Comparative Study of Causality Tests Applied to Bangladesh and Malaysia”.

 

(1990b, Jun): Malaysian Institute of Economic Research, Kuala Lumpur, Malaysia

            · Paper: “An econometric Analysis of Money, Prices and Causality in Malaysia: Yet Another Look”.

 

(1987, Jan): Department of Economics, University of Strathclyde, U.K.

            · Paper: “Inflation and the Openness of the Developing Economies:  The Experience of Five Asian Countries”.

 

(1986a, Nov) School of Economic Studies, University of Leeds, U.K.

            · Paper: “Is Inflation the Cause or the Effect of Money Supply in Asian Developing Economies?”.

 

 

(1986b, Oct): Institute of Economics and Statistics, University of Oxford, U.K.

            · Paper: “Empirical Tests of the Structuralist-Monetarist Controversy on Inflation: A Comparative Study of some South- East Asian Countries”.

 

(1981, Aug): Department of Economics, University of New South Wales, Canberra, Australia.

            · Paper: “Multilateral Trade Negotiations (Tokyo Round): Implications for Australia”.

 

(1980, Aug): 9th Annual Conference of Economists, University of Queensland, Brisbane, Australia.

            · Paper: “CES Production Function:  Estimates of Elasticity of Substitution, Returns to Scale and Technical Progress in Australian Manufacturing Industries”.

 

(1978, Nov) A Conference on “The Economics of Structural Change and Adjustment”, Institute of Industrial Economics, University of Newcastle, Australia.

            · Paper: “Australia’s Industrial Productivity Gaps”.