Commodity-induced capital shortfall and survival of renewable and non-renewable resource firms



Denny Irawan, CAMA, PhD Student


Other, please see description for details


Thursday, 15 October, 2020 - 11:00 to 12:00

The study presented in this seminar modifies the Systemic Risk Index (SRISK) by Brownlees and Engle (2017) to measure potential capital shortfall of natural resource companies and how it is affected by the fluctuation of the commodity price cycle and business cycles, and whether macroeconomic uncertainties can explain firms failure probability. As an addition to standard market beta, this study also employs commodity beta to calculate potential capital shortfall.

Find flyers, registration, and complete event details at


Venue map

Updated:  24 April, 2017/Responsible Officer:  Dean, ANU College of Asia & the Pacific/Page Contact:  CAP Web Team