University of Essex

Academic Staff

Professor Neil Kellard

Position in departmentHead of the Finance Group, Professor in Finance
Telephone01206 874153
RoomEBS 3.64
Office hoursYou can find details of Academic office hours on the EBS UG and PG information page on Moodle or by calling EBS Student Services on 01206873911

BA (MMU), MSc (Warwick), PhD (Nottingham)

Current research

  • "The Diversification Benefits of Commodity Futures: The Role of Carry" (with D Tsvetanov and J Coakley) 
  • "Equity and Funding Liquidity as Determinants of European CDS Spreads," 2017 (with R Manac and N Constantinou) 
  • "Open Outcry versus Electronic Trading: Tests of Market Efficiency on Crude Palm Oil Futures," 2017 (with S Snaith and N Ahmad)
  • "The Resource Curse, Commodity Prices and Economic Growth," 2017 (with D Harvey, J Madsen and M Wohar).
  • "Very Long-Run PPP," 2016 (with J Madsen and S Snaith).  
  • "China and Commodity Markets," 2015.

Research interests
  • Finance (Financial inclusion; Derivative market efficiency; commodity portfolios; bubbles; hedge funds; hedge ratios; return predictability; asset price volatility)
  • International Finance (Forward premium puzzle; purchasing power parity)
  • Development (Inclusive growth; Prebisch-singer hypothesis; modelling and forecasting commodity prices; linkages between commodities; growth and poverty; the 'food' crisis; political regime and health)
  • Applied econometrics (Spurious regressions; panel; forecasting; long memory; fractional cointegration and structural breaks; GARCH modellingl)
PublicationsLink to publications for Neil Kellard
  • University of Nottingham, Ningbo (2016)
  • University of Nebraska (2014)
  • Higher School of Economics, Perm (2014) 
  • BMRC-QASS, Brunel University (2013)
  • Liverpool University (2013)
  • University of Tasmania (2012)
  • Australian National University (2012)
  • University of Durham (2012)
  • The Law Society, London (2011)
  • International Symposium on Forecasting, San Diego (2010)
  • African Econometrics Society, University of Pretoria (2009)

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