|Position in department||Head of the Finance Group, Professor in Finance
|Office hours||Tuesdays: 11.15am-12.45pm.
BA (MMU), MSc (Warwick), PhD (Nottingham)
- "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.
- 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)
|Publications||Link 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)