University of Essex

Academic Staff

Professor Neil Kellard

Position in departmentHead of the Finance Group, Professor in Finance
Telephone01206 874153
RoomEBS 3.64

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

Current research

  • "Child Mortality, Commodity-Democracies and the 'Scarce' Resource Curse," 2016 (with Y Makhlouf and D Vinogradov) 
  • "Equity and Funding Liquidity as Determinants of European CDS Spreads," 2016 (with R Manac and N Constantinou) 
  • "Open Outcry versus Electronic Trading: Tests of Market Efficiency on Crude Palm Oil Futures," 2016 (with S Snaith and N Ahmad)
  • "Long-Run Commodity Prices, Economic Growth and Interest Rates: 17th Century to the Present Day," 2016 (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 (Derivative market efficiency; commodity portfolios; bubbles; hedge funds; hedge ratios; return predictability; asset price volatility)
  • International Finance (Forward premium puzzle; purchasing power parity)
  • Development (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; forecasting; long memory; fractional cointegration and structural breaks; GARCH modelling; panel)
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)

<< Back