Jukka Ilomäki

Teaching:

Econometrics: KATTAA21

Mathematical Economics: KATTAA01

Financial Econometrics: KATTAS36

Advanced Course in Finance: KATRAA12

Modern Risk Management: KAMVRS99

Expertises:

Financial Economics, Financial Econometrics, Energy Economics, Energy Finance, Behavioral Finance, Behavioral Economics

 

Löydät saavutukseni Sole Gris -tiedokannasta. 

 

 

Recent Publications: 

(2020) Market Timing with m Oving Averages for Fossil Fuel and Renewable Energy Stocks, with Chia-Lin Chang, Hannu Laurila and Michael McAleer, Energy Reports, 6, 1798-1810. 

(2020) Leaning Against the Wind Policy and Animal Spirits in a General Equilibrium Model, with Hannu Laurila, International Journal of Finance and Economics, https://doi.org/10.1002/ijfe.1909 

(2020) Causality Between CO2 Emissions and Stock Markets, with Chia-Lin Chang, Hannu Laurila and Michael McAleer, Energies, 13 (11), 2893, 1-14.

(2018) The Noise Trader Effect in a Walrasian Market, with Hannu Laurila, Advances in Decision Sciences, 22(A), 1-15.  

(2018) Moving Average Market Timing in European Energy Markets: Production Versus Emissions, with Chia-Lin Chang, Hannu Laurila and Michael McAleer, Energies, 11(4), 3281, 1-24. 

(2018) Long Run Returns Predictability and Volatility with Moving Averages, with Chia-Lin Chang, Hannu Laurila and Michael McAleer, Risks, 6(4),105. 

(2018) Animal Spirits in Financial Markets: Experimental Evidence, with Hannu Laurila, Journal of Behavioral and Experimental Finance, 20, 99-104. 

(2018) Market Timing with Moving Averages, with Hannu Laurila, Michael McAleer, Sustainability, 10(7), 2125. 

(2018) Risk and Return of a Trend Chasing Application in Financial Markets: An Empirical Test, Risk Management, 20(3), 258-272. 

(2018) Animal Spirits and Risk in Financial Markets, Journal of Banking and Financial Economics, 9, 52-59. 

(2017) Animal Spirits, Beauty Contests and Expected Returns, Journal of Economics and Finance, 41: 474-486. 

(2017) Real Risk-Free Rate, the Central Bank, and Stock Market Bubbles, with Hannu Laurila, Journal of Reviews on Global Economics, 6: 420-425.