QUEENSLAND UNIVERSITY OF TECHNOLOGY, BRISBANE
MACQUARIE UNIVERSITY, SYDNEY
POLITECHNIKA WROCLAWSKA
A PhD project on managing the risk of price spikes, dependences, and contagion effects in Australian electricity markets is available as part of an Australian Research Council Discovery Project (DP1096326).
The successful candidate will be supervised by the project investigators - Professors Stefan Trueck (Macquarie), Rodney Wolff (QUT), and Rafal Weron (PW) - and will be initially enrolled at QUT's Gardens Point (downtown) campus, in the Mathematical Sciences Discipline, one of the leading mathematics research groups in Australia.
The project aims to develop econometric models capable of modelling and forecasting price spikes in Australian electricity markets with respect to stochastic behaviour and specific features of these markets, and relevant exogenous variables. It also aims to quantify the link between related Australian electricity markets, especially with respect to estimating and managing the risk of joint extreme price outcomes in these markets, thereby improving business risk management tools for energy. The PhD thesis will be on a topic relating to these aims, to be developed with the successful applicant.
An annual tax-free scholarship of AUD22,500 (indexed), funded by the ARC and QUT, will be provided for three years for a full-time enrolment.
A further top-up scholarship may be available for exceptional candidates. Additional casual tutoring of undergraduate subjects and casual research assistance may also be available to suitably qualified candidates.
Tuition fees for this position may be waived for high quality international students who are so liable. (Generally, Australian citizens and permanent residents, and New Zealand citizens, are eligible for a HECS waiver, and effectively do not pay tuition fees.)
We seek candidates, from Australia or abroad, who have the equivalent of a first-class Australian/NZ honours degree or a strong research masters degree, in statistics, mathematics, econometrics, finance, engineering, or other field with a heavy quantitative element. Candidates with an upper second-class honours degree, or its equivalent, may also apply.
The scholarship is available immediately, though it is strongly expected that the successful candidate will commence by 19 July 2010, and remain enrolled on a full-time basis throughout the candidature.
Applications for the scholarship should comprise at least a CV and transcript of academic results, along with a statement of interest in the proposed research and capabilities to carry out the study.
Candidates will need to satisfy standard entry requirements for the PhD program at QUT prior to any firm offer of a scholarship. Applicants will need to apply using normal QUT procedures. It is recommended that the application for admission be made after the application for a scholarship, upon receipt of a conditional funding offer.
See http://www.studyfinder.qut.edu.au/ for information about the PhD course at QUT (search under course code "IF49").
QUT reserves the right to select a candidate outside this process, or not to make any appointment.
The deadline for applications is Friday, 30 April 2010, at 5pm AEST. Applications by email are preferred. Applications may be sent to, and enquiries addressed to, ...
Professor Rodney Wolff
Mathematical Sciences Discipline
Queensland University of Technology
GPO Box 2434
BRISBANE QLD 4001
AUSTRALIA
T: +61 7 3138 2080
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