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

Peer-Reviewed Journals:

  1. 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
  2. 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

Books/Book Chapters:

N/A


Conference Preceedings:

  1. Le Roux, C.L., & Venter, P.J., (2018), Forecasting Value at Risk using Univariate GARCH models, 2018 International Conference on Business, Information, Tourism, and Economics (BITE 2018), 8-10 August, Bangkok, Thailand
  2. Le Roux, C.L., & Venter, P.J., (2018), The interrelationship between the SET Index and the Thai Bhat, International Conference on Business, Information, Tourism, and Economics (BITE 2018), 8-10 August, Bangkok, Thailand
  3. Hunt, D.A., le Roux, C.L., & Oberholzer, N., (2018), 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, Manila, Philippines
  4. Booyens, M., le Roux, C.L., & Nayagar, K., (2018), An empirical analysis of South African banking profitability, 4th 2018 Academy of Business and Emerging Markets Conference (ABEM 2018), 1-3 August, Manila, Philippines
  5. Le Roux, C.L., (2018), 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 2017, Warsaw, Poland
  6. Le Roux, C.L., (2018), 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
  7. Le Roux, C.L., (2017), Sugar comovement with emerging market exporters, World Finance and Banking Symposium, 14-15 December 2017, Bangkok, Thailand
  8. Le Roux, C.L., (2017), Volatility modelling of agricultural commodities: Application of selected GARCH models, International Conference on Applied Economics 2017 (ICOAE 2017), 6-8 July 2017, Coventry, England
  9. Le Roux, C.L., (2016), 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
  10. Le Roux, C.L., (2016), Cointegration between Energy Commodities and the South African Financial Market, 2016 International Conference on Applied Economics (ICOAE2016), 7-9 July 2016, Nicosia, Cyprus
  11. Le Roux, C.L., (2015), 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
  12. Labuschagne, C.C.A., & le Roux, C.L., (2015), An Analysis of Corn, Sugar, Ethanol and the USD, International Congress on Sugar and Derivatives, Diversification 2015, 5-9 October 2015, Havana, Cuba
  13. Le Roux, C.L., & Oberholzer, N., (2015), 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
  14. Le Roux, C.L., (2015), Relationships of Soft Commodities Produced in Cuba, International Congress on Sugar and Derivatives, Diversification 2015, 5-9 October 2015, Havana, Cuba
  15. Le Roux, C.L., (2015), Sugar Production and Export Trends, International Congress on Sugar and Derivatives, Diversification 2015, 5-9 October 2015, Havana, Cuba
  16. Le Roux, C.L., (2015), 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
  17. Le Roux, C.L., (2014), 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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