| Fundamentals of futures and options markets J Hull, S Treepongkaruna, D Colwell, R Heaney, D Pitt Pearson Higher Education AU, 2013 | 940 | 2013 |
| DISCONTINUOUS ASSET PRICES AND NON‐ATTAINABLE CONTINGENT CLAIMS1 DB Colwell, RJ Elliott Mathematical Finance 3 (3), 295-308, 1993 | 98 | 1993 |
| Real options valuation of australian gold mines and mining companies D Colwell The journal of alternative investments, 2003 | 46 | 2003 |
| Martingale representation and hedging policies DB Colwell, RJ Elliott, PE Kopp Stochastic processes and their applications 38 (2), 335-345, 1991 | 38 | 1991 |
| A structural model for credit risk with switching processes and synchronous jumps D Hainaut, DB Colwell The European Journal of Finance 22 (11), 1040-1062, 2016 | 32 | 2016 |
| Risk premium in electricity prices: evidence from the PJM market Y Xiao, DB Colwell, R Bhar Journal of Futures Markets 35 (8), 776-793, 2015 | 32 | 2015 |
| Effect of Investor Category Trading Imbalances on Stock Returns* D Colwell, J Henker, T Walter International Review of Finance 8 (3‐4), 179-206, 2008 | 31 | 2008 |
| A jump diffusion model for spot electricity prices and market price of risk R Bhar, DB Colwell, Y Xiao Physica A: Statistical Mechanics and its Applications 392 (15), 3213-3222, 2013 | 29 | 2013 |
| Project risk choices under privately guaranteed debt financing P Angoua, I Soumaré The Quarterly Review of Economics and Finance 48 (1), 123-152, 2008 | 29 | 2008 |
| Hedging diffusion processes by local risk minimization with applications to index tracking D Colwell, N El-Hassan, OK Kwon Journal of Economic Dynamics and Control 31 (7), 2135-2151, 2007 | 25 | 2007 |
| A multi-factor model with time-varying and seasonal risk premiums for the natural gas market C Shao, R Bhar, DB Colwell Energy Economics 50, 207-214, 2015 | 18 | 2015 |
| Non-transferable non-hedgeable executive stock option pricing DB Colwell, D Feldman, W Hu Journal of Economic Dynamics and Control 53, 161-191, 2015 | 8 | 2015 |
| Component structure of credit default swap spreads and their determinants R Bhar, DB Colwell, P Wang 21st Australasian Finance and Banking Conference, 2008 | 8 | 2008 |
| Martingale representation and non-attainable contingent claims DB Colwell, RJ Elliott System Modelling and Optimization: Proceedings of the 15th IFIP Conference …, 2007 | 5 | 2007 |
| A class of stochastic volatility HJM interest rate models C Chiarella, DB Colwell, OK Kwon EFMA, 2004 | 5 | 2004 |
| Hitting times, number of jumps, and occupation times for continuous-time finite state Markov chains DB Colwell Statistics & Probability Letters 195, 109786, 2023 | 4 | 2023 |
| The effect of intangible assets on jumps in stock returns D Colwell, Y Liu, AB Sim The University of New South Wales, Technical Report, 2007 | 4 | 2007 |
| Pricing a Defaultable Zero-Coupon Bond under Imperfect Information and Regime Switching. AA Zarban, D Colwell, DM Salopek Mathematics (2227-7390) 12 (17), 2024 | 3 | 2024 |
| Variance minimizing strategies for stochastic processes with applications to tracking stock indices DB Colwell, N El‐Hassan, OK Kwon International Review of Finance 21 (2), 430-446, 2021 | 2 | 2021 |
| Regime dependent causality: equity and credit markets R Bhar, DB Colwell, P Wang International Journal of Financial Markets and Derivatives 3 (1), 36-44, 2012 | 2 | 2012 |
Robert ElliottResearch Professor, University of South Australia.. Faculty Professor and Emeritus Professor CalgaryVerified email at ucalgary.ca
