Professor Neil Kellard
Acting Deputy Vice-Chancellor and Professor (R), EBS - Finance
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 modelling); Environment and Sustainability (cap and trade, carbon allowances, corporate governance)