Research Repository

Research Repository


Please use the facility to below to browse research papers related to the Centre's research streams. The papers can be filtered using the form on the right hand side of the page.



Found 29 Results
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Open outcry versus electronic trading: tests of market efficiency on crude palm oil futures


Authors: Neil Kellard, Stuart Snaith, and Norzalina Ahmad.
Research output: Published Paper
Research Stream:Local Economic Growth
Year of publication: 2017
Given the widespread transfer of trading to electronic platforms we ask whether such trading is more efficient than open outcry. Examining the Crude Palm Oil market from 1995:06 to…Read More

15 February, 2018


Access to Bank Credit: The Role of Awareness of Government Initiatives for UK SMEs


Authors: Raffaella Calabrese, Claudia Girardone, and Mingchen Sun.
Research output: Published Paper
Research Stream:Local Economic Growth
Year of publication: 2017
Due to the vital role that SMEs play in most countries, issues relating specifically to their access to bank credit remain a key concern for both academics and practitioners. To encourage banks to…Read More

5 February, 2018


FX technical trading rules can be profitable sometimes!


Authors: Coakley, Jerry and Zarrabi, Nima and Snaith, Stuart.
Research output: Published Paper
Research Stream:Local Economic Growth
Year of publication: 2017
This paper investigates the profitability of technical trading rules in the foreign exchange market taking into account data snooping bias and transaction costs. A universe of 7650 trading rules is applied to…Read More

31 January, 2018


Streaming Big Data in Finance


Author:Skeggs, Richard
Research Output: Working Paper
Research Stream: Local Economic Growth
Working Paper number:WPS2016-21
The buzz word in business for the last couple of years has been Big Data. There is a wealth of presentations, papers and products within this area and it grows year on year…Read more

10 October, 2017


Child mortality, commodity price volatility and the resource curse


Authors:Yousef Makhloufa, Neil M. Kellard and Dmitri Vinogradovb.
Research Output: Published Paper
Research Stream:Local Economic Growth, Support for Vulnerable People
Year of publication: 2017
Given many developing economies depend on primary commodities, the fluctuations of commodity prices may imply significant effects for the wellbeing of children. To investigate, this paper examines…Read More

16 May, 2017


The Impact of Business Support Services For Entrepreneurs And Small And Medium Sized Enterprises On Firm Performance In Norfolk And Suffolk: An Empirical Analysis Of The New Anglia Programme


Author: Malomo, Fola
Research Output: Working Paper
Research Stream: Local Economic Growth
Working Paper number:WPS2016-19
A lot of funding is going towards programmes to support entrepreneurs and small businesses in the Norfolk region based on the assumption that these individuals and businesses will…Read more

17 January, 2017


Is news related to GDP growth a risk factor for commodity futures returns?


Authors: Tsvetanov, Daniel and Coakley, Jerry and Kellard, Neil M
Research output: Published Paper
Research Stream:Local Economic Growth
Year of publication: 2016
Expectations about future economic activity should theoretically affect the demand for inventory holdings and therefore commodity spot and futures prices. Consistent with these predictions, we find that news related to future GDP growth is a significant factor that…Read More

14 October, 2016


The predictive performance of commodity futures risk factors


Authors: Tsvetanov, Daniel and Ahmed, Shamim
Research output: Published Paper
Research Stream:Local Economic Growth
Year of publication: 2016
This paper investigates the time-series predictability of commodity futures excess returns from factor models that exploit two risk factors – the equally weighted average excess return on long positions in a universe of futures contracts and the return difference between the high- and low-basis portfolios…Read More


Close Communications: Hedge Funds, Brokers and the Emergence of Herding


Authors: Kellard, Neil M and Millo, Yuval and Simon, Jan and Engel, Ofer
Research output: Published Paper
Research Stream:Local Economic Growth
Year of publication: 2016
We examine how communication, evaluation and decision-making practices among competing market actors contribute to the establishment of herding and whether this has impact on market-wide phenomena such as prices and risk. Data are collected from interviews and observations with…Read More


On assumptions in optimisation of warranty policies.


Authors: Gitzel, R., Turrin, S., and Wu, S.,
Research Output: Working Paper
Research Stream: Local Economic Growth
Working Paper number:WPS2016-16
COptimisation of warranty policy has been a hot research topic in both operations research and statistics communities since warranty providers hope to balance cost-benefit analysis in the nowadays competitive…Read more

22 July, 2016


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