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2020

A Theory-based Lasso for Time-Series Data

Ahrens, A., Aitken, C., Ditzen, J., Ersoy, E., Kohns, D. & Schaffer, M. E., 8 Jan 2020, (Accepted/In press) In : Studies in Computational Intelligence.

Research output: Contribution to journalArticle

Commodity price co-movement: heterogeneity and the time-varying impact of fundamentals

Byrne, J. P., Sakemoto, R. & Xu, B., Apr 2020, In : European Review of Agricultural Economics. 47, 2, p. 499-528 30 p.

Research output: Contribution to journalArticle

From rural to urban, but not through migration: Household livelihood responses to urban reclassification in northern Ethiopia

Mezgebo, T. G. & Porter, C., Mar 2020, In : Journal of African Economies. 29, 2, p. 173–191 19 p.

Research output: Contribution to journalArticle

How do countries choose their monetary policy frameworks?

Cobham, D. & Song, M., 25 Jun 2020, In : Journal of Policy Modeling.

Research output: Contribution to journalArticle

lassopack: Model selection and prediction with regularized regression in Stata

Ahrens, A., Hansen, C. B. & Schaffer, M. E., Mar 2020, In : Stata Journal. 20, 1, p. 176-235 60 p.

Research output: Contribution to journalArticle

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Multi-objective optimization under uncertainty of geothermal reservoirs using experimental design-based proxy models

Schulte, D. O., Arnold, D., Geiger, S., Demyanov, V. & Sass, I., Jul 2020, In : Geothermics. 86, 101792.

Research output: Contribution to journalArticle

OTC Trades and Liquidity in the European Carbon Market: More than meets the eye

Kalaitzoglou, I. A. & Ibrahim, B. M., 2 Apr 2020, In : Applied Economics. 52, 16, p. 1745-1762 18 p.

Research output: Contribution to journalArticle

Rising corporate debt and value relevance of supply-side factors in South Africa

Machokoto, M., Areneke, G. & Ibrahim, B. M., Mar 2020, In : Journal of Business Research. 109, p. 26-37 12 p.

Research output: Contribution to journalArticle

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Transitions between monetary policy frameworks and their effects on economic performance

Cobham, D. & Song, M., 6 Mar 2020, In : Economic Modelling.

Research output: Contribution to journalArticle

Using Machine Learning Methods to Support Causal Inference in Econometrics

Ahrens, A., Aitken, C. & Schaffer, M. E., 8 Jan 2020, (Accepted/In press) In : Studies in Computational Intelligence.

Research output: Contribution to journalArticle

2019
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A Stock Market Trading System Based on Foreign and Domestic Information

Brzeszczynski, J. & Ibrahim, B. M., 15 Mar 2019, In : Expert Systems with Applications. 118, p. 381-399 19 p.

Research output: Contribution to journalArticle

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Carry trades and commodity risk factors

Byrne, J. P., Ibrahim, B. M. & Sakemoto, R., Sep 2019, In : Journal of International Money and Finance. 96, p. 121-129 9 p.

Research output: Contribution to journalArticle

Decomposing global yield curve co-movement

Byrne, J. P., Cao, S. & Korobilis, D., Sep 2019, In : Journal of Banking and Finance. 106, p. 500-513 14 p.

Research output: Contribution to journalArticle

Drivers of spatial change in urban housing submarkets

Costello, G., Leishman, C., Rowley, S. & Watkins, C., Dec 2019, In : Geographical Journal. 185, 4, p. 432-446 15 p.

Research output: Contribution to journalArticle

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Fuzzy chronic poverty: A proposed response to Measurement Error for Intertemporal Poverty Measurement

Porter, C. & Yalonetzky, G., Mar 2019, In : Review of Income and Wealth. 65, 1, p. 119-143 25 p.

Research output: Contribution to journalArticle

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Multiscale uncertainty assessment in geostatistical seismic inversion

Azevedo, L. & Demyanov, V., May 2019, In : Geophysics. 84, 3, p. R355-R369 15 p.

Research output: Contribution to journalArticle

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Oil Prices, Fundamentals and Expectations

Byrne, J. P., Lorusso, M. & Xu, B., Mar 2019, In : Energy Economics. 79, p. 59-75 17 p.

Research output: Contribution to journalArticle

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P. C. Mahalanobis in the Context of Current Econometrics Research

Bhattacharjee, A. & Maiti, T., 5 Nov 2019, In : Sankhya B. 81, Supplement 1, p. 1-11 11 p.

Research output: Contribution to journalArticle

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Reservoir development optimization under uncertainty for infill well placement in brownfield redevelopment

Hutahaean, J., Demyanov, V. & Christie, M., Apr 2019, In : Journal of Petroleum Science and Engineering. 175, p. 444-464 21 p.

Research output: Contribution to journalArticle

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Social capital and neighbourhood cooperation: Implications for development of the urban poor in LDCs

Bashar, T. & Bramley, G., 1 Oct 2019, In : Urban Studies. 56, 13, p. 2727-2745 19 p.

Research output: Contribution to journalArticle

Structural Factorization of Latent Adjacency Matrix, with an application to Auto Industry Networks

Chakraborty, S., Bhattacharjee, A. & Maiti, T., 15 Nov 2019, In : Sankhya B. p. 1-22 22 p.

Research output: Contribution to journalArticle

Sustainable procurement performance of large enterprises across supply chain tiers and geographic regions

Ghadge, A., Kidd, E., Bhattacharjee, A. & Tiwari, M. K., Feb 2019, In : International Journal of Production Research. 57, 3, p. 764-778 15 p.

Research output: Contribution to journalArticle

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The ACE Index: mapping childhood adversity in England

Lewer, D., King, E., Bramley, G., Fitzpatrick, S., Treanor, M., Maguire, N., Bullock, M., Hayward, A. & Story, A., 27 Dec 2019, In : Journal of Public Health.

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Uncertainty Quantification in Reservoir Prediction: Part 2—Handling Uncertainty in the Geological Scenario

Demyanov, V., Arnold, D., Rojas, T. & Christie, M., Feb 2019, In : Mathematical Geosciences. 51, 2, p. 241–264 24 p.

Research output: Contribution to journalArticle

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Uncertainty Quantification in Reservoir Prediction: Part 1—Model Realism in History Matching Using Geological Prior Definitions

Arnold, D., Demyanov, V., Rojas, T. & Christie, M., Feb 2019, In : Mathematical Geosciences. 51, 2, p. 209-240 32 p.

Research output: Contribution to journalArticle

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Value of Geologically Derived Features in Machine Learning Facies Classification

Halotel, J., Demyanov, V. & Gardiner, A., 16 Nov 2019, In : Mathematical Geosciences. p. 1-25 25 p.

Research output: Contribution to journalArticle

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2018

Causal ordering and inference on acyclic networks

Basak, G. K., Bhattacharjee, A. & Das, S., Aug 2018, In : Empirical Economics. 55, 1, p. 213–232 20 p.

Research output: Contribution to journalArticle

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Charitable Dictators? Determinants of Giving to NGOs in Uganda

Lehrer, K. & Porter, C., Jan 2018, In : Journal of International Development. 30, 1, p. 80-101 22 p.

Research output: Contribution to journalArticle

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Common Information in Carry Trade Risk Factors

Byrne, J. P., Ibrahim, B. M. & Sakemoto, R., Jan 2018, In : Journal of International Financial Markets, Institutions and Money. 52, p. 37-47 11 p.

Research output: Contribution to journalArticle

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Institutional Regimes and Profitability Transitions: The Case of Indian Manufacturing Firms

Majumdar, S. K. & Bhattacharjee, A., 11 Apr 2018, (Accepted/In press) In : Indian Growth and Development Review.

Research output: Contribution to journalArticle

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Kawasaki disease: a prospective population survey in the UK and Ireland from 2013 to 2015

Tulloh, R. M. R., Mayon-White, R., Harnden, A., Ramanan, A. V., Tizard, E. J., Shingadia, D., Michie, C. A., Lynn, R. M., Levin, M., Franklin, O. D., Craggs, P., Davidson, S., Stirzaker, R., Danson, M. & Brogan, P. A., 13 Aug 2018, In : Archives of Disease in Childhood.

Research output: Contribution to journalArticle

Now You See Me: Diversity, CEO Education, and Bank Performance in the UK

Elsharkawy, M., Paterson, A. & Sherif, M., 16 Mar 2018, In : Investment Management and Financial Innovations. 15, 1, p. 277-291 15 p.

Research output: Contribution to journalArticle

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On the Sources of Uncertainty in Exchange Rate Predictability

Byrne, J. P., Korobilis, D. & Ribeiro, P. J., Feb 2018, In : International Economic Review. 59, 1, p. 329–357 29 p.

Research output: Contribution to journalArticle

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Smarter through social protection? Evaluating the impact of Ethiopia’s safety-net on child cognitive abilities

Favara, M., Porter, C. & Woldehanna, T., 10 Aug 2018, In : Oxford Development Studies.

Research output: Contribution to journalArticle

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Variable Selection with Spatially Autoregressive Errors: A Generalized Moments LASSO estimator

Cai, L., Bhattacharjee, A., Calantone, R. & Maiti, T., 6 Nov 2018, In : Sankhya B. p. 1-55 55 p.

Research output: Contribution to journalArticle

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2017

An emerging North Sea macro-region? Implications for Scotland

Danson, M., 26 Apr 2017, In : Journal of Baltic Studies. p. 1-14 14 p.

Research output: Contribution to journalArticle

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Austerity urbanism in England: The ‘regressive redistribution’ of local government services and the impact on the poor and marginalised

Hastings, A., Bailey, N., Bramley, G. & Gannon, M., 1 Sep 2017, In : Environment and Planning A. 49, 9, p. 2007-2024 18 p.

Research output: Contribution to journalArticle

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Bayesian Model Selection for Complex Geological Structures Using Polynomial Chaos Proxy

Bazargan, H. & Christie, M. A., Jun 2017, In : Computational Geosciences. 21, 3, p. 533–551 19 p.

Research output: Contribution to journalArticle

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Dementia in the workplace case study research: understanding the experiences of individuals, colleagues and managers

Ritchie, L., Tolson, D. & Danson, M., 29 Jun 2017, In : Ageing and Society. p. 1-30 30 p.

Research output: Contribution to journalArticle

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Enterprise and entrepreneurship on islands and remote rural environments

Burnett, K. A. & Danson, M., 1 Feb 2017, In : International Journal of Entrepreneurship and Innovation. 18, 1, p. 25-35 11 p.

Research output: Contribution to journalArticle

Functional regression over irregular domains: Variation in the shadow price of living space

Bhattacharjee, A., Cai, L. & Maiti, T., 15 Mar 2017, In : Spatial Economic Analysis.

Research output: Contribution to journalArticle

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Homelessness in the UK: Who is most at risk?

Bramley, G. & Fitzpatrick, S., 1 Jul 2017, In : Housing Studies. p. 1-21 21 p.

Research output: Contribution to journalArticle

Open Access
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Housing and Poverty: a longitudinal analysis

Stephens, M. & Leishman, C. M., 28 Feb 2017, In : Housing Studies.

Research output: Contribution to journalArticle

Open Access
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