Econometrics and Business Analytics
Welcome to the Econometrics and Business Analytics section. Overall, the section conducts research within the fields of business intelligence, econometrics, operations management and operations research.
Our research and teaching is undertaken by a team of 40 faculty members and 15 PhD students. We foster close collaboration within our section and with the international research community. Our research activities are supported by seminar series in business analytics and econometrics.
The section hosts Aarhus Center for Econometrics (ACE), which is designated as a centre of excellence in econometrics.
Recent publications
Petrova, Y., Vilhelmsson, A. & Nordén, L. L. (2026). Assessing cross-currency predictability in forex markets: Insights from limit order book data. International Journal of Forecasting. Advance online publication. https://doi.org/10.1016/j.ijforecast.2025.12.007
Wu, D., Ding, H., Cheng, Y., Li, H. J., Wang, W. & Sun, Q. (2026). Carbon tax, renewable portfolio Standards, or both? Evaluating policy effectiveness in promoting renewable energy and reducing emissions. Environment, Development and Sustainability. Advance online publication. https://doi.org/10.1007/s10668-025-07203-2
Agersnap, T. N., Lomholt, J. J., Jensen, M. B. & Thastum, M. (2026). Comparison of Disorder-Specific Group CBT and Generic Group CBT in Treating Adolescents with Social Anxiety Disorder: A Randomized Controlled Trial. Research on Child and Adolescent Psychopathology, 54, Article 27. https://doi.org/10.1007/s10802-025-01412-z
Wurtz, A. & Bennedsen, M. (2026). Cornerstones in Quantitative Empirical Methods: Volume 1: Foundations. (1 ed.) Chapman & Hall/CRC Press . https://doi.org/10.1201/9781003591191
Ehlers, L. H., Levin, M. D., van der Klift, M., Jensen, M. B., Tran, H. T. T., Kater, A. & Niemann, C. U. (2026). Cost-Effectiveness of Venetoclax-Based Treatment in Treatment-Naïve Fit Patients With CLL Without TP53 Aberrations. European Journal of Haematology. Advance online publication. https://doi.org/10.1111/ejh.70143
Guðmundsson, G. S. (2026). Detecting Giver and Receiver Spillover Groups in Large Vector Autoregressions. Journal of Business and Economic Statistics, 44(1), 297-308. https://doi.org/10.1080/07350015.2025.2526430
Jäger, G. & Turkensteen, M. (2026). Extending the definition of single and set tolerances. Operations Research Letters, 65, Article 107407. https://doi.org/10.1016/j.orl.2026.107407
Lyngesen, M., Gadegaard, S. L. & Relund, L. (2026). Generator sets for the Minkowski sum problem. European Journal of Operational Research, 328(3), 912-924. https://doi.org/10.1016/j.ejor.2025.07.005
