Call For Papers: 3rd Applied Financial Modelling Conference


Theme “The Importance of Commodity Markets in Financial and Macroeconomic Stability”

The Asia-Pacific Applied Economics Association (APAEA) and Universiti Tunku Abdul Rahman (UTAR) will jointly organize a 2-day international conference (8-9 November, 2017) on the above-mentioned theme. The conference will be held at UTAR?s Kampar campus in Malaysia.

Commodity markets, particularly driven by (a) volatile commodity prices, (b) oil price shocks, and (c) the importance of the gold market, have implications for financial market performance, and macroeconomic stability and economic growth. This conference welcomes papers that broadly fit the proposed theme including papers on the following subjects:

  • Commodity market forecasting;
  • The role of oil prices in shaping commodity market trading and performance;
  • Implications of gold market for financial and economic systems;
  • Financial econometrics models applied to understanding commodity markets;
  • GVAR models that capture the effects of commodity markets;
  • Role of commodity markets in forecasting macroeconomic indicators;
  • Commodity market and economic growth;
  • CGE models that explore the role of commodities in macroeconomic performance;
  • Commodity market risks;
  • Importance and transmission of shocks to commodity markets;
  • Commodity market efficiency and implications for trading;
  • Commodity market and stock return relations (price discovery and predictability);
  • Comparison of commodity markets with other markets; and
  • Commodity markets and Islamic financial systems.

Several publication opportunities are on offer. First, papers specifically covering topics on energy finance will be considered for a special issue of Energy Economics which is Guest Edited by Prof. Paresh Narayan. Second, papers relating to econometric methods and forecasting will be invited for submission to Economic Modelling and an expedited review process will be implemented for these papers. Third, papers that have strong applications but based on single-country datasets will be considered for publication in a special issue of Studies in Economics & Finance to be Guest Edited by Prof. Jonathan Batten.


The first 30 participants to register will be given a place to attend the pre-conference tutorial on forecasting using recent financial econometric models. The tutorial will be taken by Professor Paresh Narayan on the 7 November from 2pm to 5pm. Those interested on further details should email


   Prof. Dr. Paresh Kumar Narayan (Deakin University, Australia)

   Prof. Dr. Mansor Hj. Ibrahim (INCEIF, Malaysia)



Batten, Jonathan (Monash University, Australia)
Narayan, Paresh (Deakin University, Australia)
Ibrahim, Mansor (INCEIF, Malaysia)
Choong, Chee Keong (UTAR, Malaysia)
Tran, Vuong Thao (Monash University, Malaysia)
Narayan, Seema (RMIT University, Australia)
Rizvi, Syed Aun R. (LUMS, Lahore, Pakistan)
Rath, Badri (IIT, Hyderabad, India)
Phan, Dinh (Monash University, Malaysia)
Sharma, Susan (Deakin University, Australia)
Mishra, Vinod (Monash University, Australia)
Rasid, Mohamed Eskandar Shah Mohd (INCEIF, Malaysia)
Hamid, Baharom Abdul (INCEIF, Malaysia)
Thuraisamy, Kannan (Deakin University, Australia)
Reddy, Krishna (Waikato School of Management, New Zealand)
Singh, Baljeet (University of the South Pacific, Fiji)
Ahmed, Huson (Deakin University, Australia)
Bannigidadmath, Deepa (Deakin University, Australia)
Hayat, Aziz (Deakin University, Australia)
Liu, Ruipeng (Deakin University, Australia)
Saba, Irum (IBA, Pakistan)
Wagner, Niklas (University of Passau, Germany)
P.K, Prabheesh (Indian Institute of Technology, Hyderabad, India)
Sukmana, Raditya (Universitas Airlangga, Indonesia)



Rizvi, Syed Aun R. (LUMS, Lahore, Pakistan), co-chair
Au Yong, Hui Nee (UTAR, Malaysia), co-chair
Phan, Dinh (Monash University, Malaysia), co-chair



Deadline for Abstract/Paper Submission (PDF files): August 31, 2017
Notification of acceptance: September 10, 2017
Registration due: October 20, 2017

Authors are invited to submit their research papers/abstracts (in English) in PDF file to the following address:


The conference committee welcomes proposals from academics and policy-makers for special sessions, roundtables and panels. Please email to by August 31, 2017.



Foreign participants: US$500
Participants based in Malaysian Universities: US$350
PhD students (only for single-authored papers or papers co-authored with other PhD students): US$250

Hotel and related travel costs are not included in registration fees. Full registration fees include registration materials, coffee breaks, and conference dinner. Methods of payment will be provided later.



There are many accommodation options in Kampar; one of them is the Kampar Grand Hotel Conference discounted rates for participants will be available. More information will be provided at a later stage.



All participants are expected to make their own travel arrangement. 
Further information will be provided on the conference website: 
If you have questions, please contact us via email: