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

Seminar

Speaker

Denny Irawan, CAMA, PhD Student

Venue

Other, please see description for details

Date

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 https://crawford.anu.edu.au/news-events/events/17666/commodity-induced-capital-shortfall-and-survival-renewable-and-non

Share

Venue map

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