David B. Colwell - Concepedia

Author

David B. Colwell

UNSW Sydney ORCID

Also Known As

Colwell, David, Colwell, David Bryan., DAVID COLWELL, David B. Colwell, David Colwell

Publications

308

Citations

H-Index

Concepts

All Affiliations

UNSW Sydney University of Alberta Bond University The University of Sydney University of Technology Sydney

About

David B. Colwell is an author at UNSW Sydney specializing in finance, economics, and asset pricing.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	7	7	165
2	Economics	7	7	165
3	Finance	7	7	165
4	Engineering	5	5	134
5	Management	1	1	24

David B. Colwell

Publications

248

Citations

H-Index

Page 1

	Year	Citations
DISCONTINUOUS ASSET PRICES AND NON‐ATTAINABLE CONTINGENT CLAIMS<sup>1</sup> David B. Colwell, Robert J. Elliott Mathematical Finance Empirical FinanceMinimal Martingale MeasureEngineeringStochastic AnalysisFinancial Mathematics	1993	57
Risk Premium in Electricity Prices: Evidence from the PJM Market Yuewen Xiao, David B. Colwell, Ramaprasad Bhar Journal of Futures Markets Volatility ModelingEngineeringTime Series EconometricsPower MarketAsset Pricing	2014	24
A structural model for credit risk with switching processes and synchronous jumps Donatien Hainaut, David B. Colwell European Journal of Finance Empirical FinanceTerm Structure ModelFinancial Risk ManagementFinancial Network AnalysisCredit Risk	2014	24
Martingale representation and hedging policies David B. Colwell, Robert J. Elliott, Peter Ekkehard Kopp Stochastic Processes and their Applications EngineeringIntegrable ProbabilityStochastic ProcessesLevy ProcessProbability Theory	1991	22
Real Options Valuation of Australian Gold Mines and Mining Companies David B. Colwell, Thomas Henker, John Kong Shan Ho SSRN Electronic Journal	2002	19
Effect of Investor Category Trading Imbalances on Stock Returns<sup>*</sup> David B. Colwell, Julia Henker, Terry S. Walter International Review of Finance Market MicrostructureEconomicsFinancial EconomicsAsset PricingStock Prices	2008	19
Real Options Valuation of Australian Gold Mines and Mining Companies David B. Colwell, Thomas Henker, John Kong Shan Ho, The Journal of Alternative Investments EconomicsOption PricingBrook Hunt MiningAsset PricingEngineering	2003	16
Model-agnostic explainable artificial intelligence for object detection in image data Milad Moradi, Ke Yan, David B. Colwell, Engineering Applications of Artificial Intelligence	2024	16
Hedging diffusion processes by local risk minimization with applications to index tracking David B. Colwell, Nadima El‐Hassan, Oh Kang Kwon Journal of Economic Dynamics and Control Computational FinanceEngineeringDiffusion ProcessesStochastic ProcessesDiffusion Process	2006	15
A multi-factor model with time-varying and seasonal risk premiums for the natural gas market Cheng-Wu Shao, Ramaprasad Bhar, David B. Colwell Energy Economics Dynamic Economic ModelEconomicsNatural Gas MarketAsset PricingMulti-factor Model	2015	14

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