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Neil Kellard

University of Essex

22H-index
122Paper Count
1.6KCitation Count
Published Papers 16
Publication Date
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Multivariate range-based EGARCH models
errINTERNATIONAL REVIEW OF FINANCIAL ANALYSIS
IF9.8
err2025-04-01
err0
PREAI
errYan, Lili; Kellard, Neil M.; Lambercy, Lyudmyla
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Women's empowerment and child mortality
errWORLD DEVELOPMENT
IF4.8
err2024-11-01
err0
errOAAI
errKellard, Neil M.; Makhlouf, Yousef; Sarkisyan, Anna; V. Vinogradov, Dmitri
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errSave
How does standardization affect OTC markets in the long term? Evidence from the small bang reform in the CDS market
errJOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS & MONEY
IF6.1
err2024-10-01
err1
errOAAI
errManac, Radu-Dragomir; Banti, Chiara; Kellard, Neil
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errSave
What moves commodity terms-of-trade? Evidence from 178 countries
errJOURNAL OF COMMODITY MARKETS
IF4.5
err2023-12-01
err0
errOAAI
errMakhlouf, Yousef; Kellard, Neil M.; Vinogradov, Dmitri
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errSave
Institutional settings and financing green innovation
errJOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS & MONEY
IF6.1
err2023-12-01
err2
errOAAI
errKellard, Neil M.; Kontonikas, Alexandros; Lamla, Michael J.; Maiani, Stefano; Wood, Geoffrey
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errSave
Index tracking and beta arbitrage effects in comovement
errINTERNATIONAL REVIEW OF FINANCIAL ANALYSIS
IF9.8
err2022-10-01
err1
errOAAI
errLiao, Yixin; Coakley, Jerry; Kellard, Neil
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errSave
Multistage optimization filter for trend-based short-term forecasting
errJOURNAL OF FORECASTING
IF2.7
err2021-08-31
err3
errOAAI
errZafar, Usman; Kellard, Neil; Vinogradov, Dmitri
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errSave
The development of Bitcoin futures: Exploring the interactions between cryptocurrency derivatives
errFINANCE RESEARCH LETTERS
IF6.9
err2020-05-01
err52
errOAAI
errAkyildirim, Erdinc; Corbet, Shaen; Katsiampa, Paraskevi; Kellard, Neil; Sensoy, Ahmet
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errSave
Child mortality, commodity price volatility and the resource curse
errSOCIAL SCIENCE & MEDICINE
IF5
err2017-04-01
err14
errOAAI
errMakhlouf, Yousef; Kellard, Neil M.; Vinogradov, Dmitri
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errSave
Long-Run Commodity Prices, Economic Growth, and Interest Rates: 17th Century to the Present Day
errWORLD DEVELOPMENT
IF4.8
err2017-01-01
err35
errOAAI
errHarvey, David I.; Kellard, Neil M.; Madsen, Jakob B.; Wohar, Mark E.
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errSave
Forecasting EUR-USD implied volatility: The case of intraday data
errJOURNAL OF BANKING & FINANCE
IF3.8
err2013-12-01
err15
PREAI
errDunis, Christian; Kellard, Neil M.; Snaith, Stuart
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Does the forward premium puzzle disappear over the horizon?
errJOURNAL OF BANKING & FINANCE
IF3.8
err2013-09-01
err4
PREAI
errSnaith, Stuart; Coakley, Jerry; Kellard, Neil
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errSave
THE PREBISCH-SINGER HYPOTHESIS: FOUR CENTURIES OF EVIDENCE
errREVIEW OF ECONOMICS AND STATISTICS
IF6.8
err2010-05-01
err162
PREAI
errHarvey, David I.; Kellard, Neil M.; Madsen, Jakob B.; Wohar, Mark E.
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errSave
Foreign exchange, fractional cointegration and the implied-realized volatility relation
errJOURNAL OF BANKING & FINANCE
IF3.8
err2010-04-01
err24
errOAAI
errKellard, Neil; Dunis, Christian; Sarantis, Nicholas
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On the prevalence of trends in primary commodity prices
errJOURNAL OF DEVELOPMENT ECONOMICS
IF4.6
err2006-02-01
err93
PREAI
errKellard, N; Wohar, ME
errShare
errSave
Evaluating commodity market efficiency: Are cointegration tests appropriate?
erragricultural economics
IF4.2
err2005-09-12
err14
PREAI
errKellard, N
errShare
errSave

Research Directions

No research directions
Co-authors
Cooperation Journals
S
Shaen Corbet
H-index: 52 · Papers: 408
M
Mark E. Wohar
H-index: 51 · Papers: 445
G
Geoffrey Wood
H-index: 50 · Papers: 742
A
Ahmet Şensoy
H-index: 46 · Papers: 248
严
严丽丽 (Lili Yan)
H-index: 41 · Papers: 152
View more