Dr. Corlise Le Roux

Assistant Professor / Department Chair of Accounting, Finance and Economics, College of Business Administration

Area of Research interest

  1. Alternative Investments (including commodities)
  2. Investment Management
  3. Financial Risk Management

Projects & Grants

N/A

PUBLICATIONS

Journal Article

  1. Ghosh, B., Le Roux, C. L., & Verma, A. (2020). Investigation of the fractal footprint in selected EURIBOR panel banks. Banks and Bank Systems, 15(1), 185-198.
  2. Das, D., Le Roux, C. L., Jana, R. K., & Dutta, A. (2019). Does Bitcoin hedge crude oil implied volatility and structural shocks? A comparison with gold, commodity and the US Dollar. Finance Research Letters, 101335.
  3. Le Roux, C. L. (2018). Co-Movement and Volatility Analysis of Sugar: Spot and Future. International Journal of Business Administration and Management Research, 4(2), 1-6.
  4. Le Roux, C. L. (2018). Share Price Analysis for Selected Companies based on Human Resource Practices. Ushus-Journal of Business Management17(2), 29-40.
  5. Ghosh, B., le Roux, C.L., & Ianole, R., (2017). Fear Estimation-Evidence from BRICS and UK, International Journal of Applied Business and Economic Research, 15(4), Serials Publications Pvt. Ltd
  6. le Roux, C.L., & Els, G., (2013). The co-movement between copper prices and the exchange rate of five major commodity currencies, Journal of Economic and Financial Sciences (JEF), 6(3), 773-794, University of Johannesburg

Conference Seminars and Workshop

  1. Le Roux, C. L., & Saxunová, D., Interactions of Agricultural Commodities and the European Financial Market, 10th International Conference on Currency, Banking and International Finance, 4-5 April 2019, Starý Smokovec, Slovak Republic
  2. Le Roux, C. L., & Murphy, M., Strategy for Sustainability, 2nd Annual American University in the Emirates International Research Conference (AUEIRC), 13-15 November 2018, Dubai, United Arab Emirates
  3. Le Roux, C. L., & Murphy, M., The effect of sustainable human resource practices on financial performance, 2nd Annual American University in the Emirates International Research Conference (AUEIRC), 13-15 November 2018, Dubai, United Arab Emirates
  4. Le Roux, C. L., & Venter, P. J., Forecasting Value at Risk using Univariate GARCH models, 2018 International Conference on Business, Information, Tourism, and Economics (BITE 2018), 8-10 August 2018, Bangkok, Thailand
  5. Le Roux, C. L., & Venter, P. J., The interrelationship between the SET Index and the Thai Bhat, International Conference on Business, Information, Tourism, and Economics (BITE 2018), 8-10 August 2018, Bangkok, Thailand
  6. Hunt, D. A., Le Roux, C. L., & Oberholzer, N., Precious metals as safe haven assets in the South African context, 4th 2018 Academy of Business and Emerging Markets Conference (ABEM 2018), 1-3 August 2018, Manila, Philippines
  7. Booyens, M., Nayagar, K., & Le Roux, C. L., An empirical analysis of South African banking profitability, 4th 2018 Academy of Business and Emerging Markets Conference (ABEM 2018), 1-3 August 2018, Manila, Philippines
  8. Le Roux, C. L., Empirical analysis of copper co-movement, volatility and hedge ratios with top producing countries, International Conference on Applied Economics 2018 (ICOAE 2018), 5-7 July 2018, Warsaw, Poland
  9. Le Roux, C. L., Co-movement and volatility analysis of sugar: spot and future, 8th International Conference on Engineering, Management, Technology and Science 2018 (ICEMTS 2018), 11-12 April 2018, Dubai, United Arab Emirates
  10. Le Roux, C. L., & Oberholzer, N., Relationship between the ASEAN equity Indices volatility and trading volume, Annual International Conference on Social Science, Applied Sciences, Economics and Management (SASE-DEC-2017), 23-24 December 2017, Tokyo, Japan
  11. Le Roux, C. L., Sugar comovement with emerging market exporters, World Finance and Banking Symposium, 14-15 December 2017, Bangkok, Thailand
  12. Le Roux, C. L., Volatility modelling of agricultural commodities: Application of selected GARCH models, International Conference on Applied Economics 2017 (ICOAE 2017), 6-8 July 2017, Coventry, England
  13. Le Roux, C. L., An Econometric Analysis of Commodities Produced in China, Russia and South Africa, AICIBS 2016 (Oxford): Academic International Conference on Interdisciplinary Business Studies, 12-14 September 2016, Oxford, United Kingdom
  14. Le Roux, C. L., Cointegration between Energy Commodities and the South African Financial Market, 2016 International Conference on Applied Economics (ICOAE2016), 7-9 July 2016, Nicosia, Cyprus
  15. Le Roux, C. L., Relationships between Chemical Commodities, the FTSE/JSE Top 40 Index, and the South African Rand, World Finance & Banking Symposium, 17-18 December 2015, Hanoi, Vietnam
  16. Labuschagne, C. C. A., & Le Roux, C. L., An Analysis of Corn, Sugar, Ethanol and the USD, International Congress on Sugar and Derivatives, Diversification 2015, 5-9 October 2015, Havana, Cuba
  17. Le Roux, C. L., & Oberholzer, N., Optimal Cross Hedging Ratio for Sugar 11 and 16 Futures Contract, International Congress on Sugar and Derivatives, Diversification 2015, 5-9 October 2015, Havana, Cuba
  18. Le Roux, C. L., Relationships of Soft Commodities Produced in Cuba, International Congress on Sugar and Derivatives, Diversification 2015, 5-9 October 2015, Havana, Cuba
  19. Le Roux, C. L., Sugar Production and Export Trends, International Congress on Sugar and Derivatives, Diversification 2015, 5-9 October 2015, Havana, Cuba
  20. Le Roux, C. L., Relationships between Soft Commodities, the FTSE/JSE Top 40 Index and the South African Rand, International Conference on Applied Economics, ICOAE 2015, 2-4 July 2015, Kazan, Russia
  21. Le Roux, C. L., Predictive Relationships between Metal Commodities and the FTSE/JSE Top 40 Index, 2nd International Conference on Economics, Finance and Management Outlooks, 20-21 December 2014, Kuala Lumpur, Malaysia
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