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Associate Professor I M Premachandra

018 PremaAssociate Professor
BSc (Kel'ya) MSc (C'bo) MEng DSc (Tokyo)

Tel 64 3 479 8146
Office OBS 3.48
Email i.premachandra@otago.ac.nz

Associate Professor I.M. Premachandra joined the University of Otago as a Lecturer in 1991. Prior to this he served as a visiting Associate Professor at the University of New Hampshire, Whittermore School of Business and Economics (1989-1990), and as a Lecturer at the University of Kelaniya, and University of Sri Jayawardenapura, Sri Lanka (1975-1988).

Recent achievements include the Best Paper award at the IAENG International conference in Hong Kong, June 2009, for his paper ‘Transient and Asymptotic Analysis of Synchronisation Processes in Assembly-like Queues’, being an invited member of the conference committee and a guest editor of the special issue of the IMECS (International multi-conference of Engineers and Computer Scientists), Hong Kong, 2007-2014, Associate Editor of Sri Lankan Journal of Applied Statistics (since 2012), member of the editorial board (since 2012) of Theoretical Economic Letters, and the best teacher award in module 2 of the 2008 University of Otago MBA programme.  He also served as the Head of the Department of Finance and Quantitative Analysis from 2006 to 2009.

Teaching

  • Convenor FINQ102 Business Mathematics
  • Convenor FINC406 Advanced Empirical Finance

Research interests

  • Empirical finance and Financial Modelling
  • Performance evaluation using DEA (Data Envelopment Analysis) and its applications in Finance
  • Applied Probability theory
  • Simulation
  • Application of operations research techniques in Finance

Curriculum vitae

Download CV (PDF 181 k)

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Publications

Kuruppuarachchi, D., Lin, H., & Premachandra, I. (2018). Testing commodity futures market efficiency under time-varying risk premiums and heteroscedastic prices. Economic Modelling. Advance online publication. doi: 10.1016/j.econmod.2017.12.005

Tulloch, D. J., Diaz-Rainey, I., & Premachandra, I. M. (2017). The impact of liberalization and environmental policy on the financial returns of European energy utilities. Energy Journal, 38(2), 77-106. doi: 10.5547/01956574.38.2.dtul

Tulloch, D. J., Diaz-Rainey, I., & Premachandra, I. M. (2017). The impact of regulatory change on EU energy utility returns: The three liberalization packages. Applied Economics. Advance online publication. doi: 10.1080/00036846.2017.1346366

Premachandra, I. M. (2017, June). Testing commodity futures market efficiency under time-varying risk premiums and heteroscedastic prices. Verbal presentation at the 8th RMUTP International Conference on Science, Technology, and Innovations for Sustainable Development, Bangkok, Thailand.

Premachandra, I. (2017, November). A market efficiency index for energy futures based on the term structure. Verbal presentation at the 3rd Applied Financial Modelling Conference, Kampar, Malaysia.

More publications...