Publications in Econometrics and Business Analytics

The list below contains all publications from the past five years written or edited by members of the Econometrics and Business Analytics section at the Department of Economics and Business Economics.

You can sort the list by either date, author or title.

Sort by: Date | Author | Title

Lysgaard, J. & Gadegaard, S. L. (2026). A generalized set partitioning model for MinMax vehicle routing. European Journal of Operational Research, 334(1), 40-50. Advance online publication. https://doi.org/10.1016/j.ejor.2026.04.026

Bolko, A. E., Christensen, K., Pakkanen, M. S. & Veliyev, B. (2023). A GMM approach to estimate the roughness of stochastic volatility. Journal of Econometrics, 235(2), 745-778. https://doi.org/10.1016/j.jeconom.2022.06.009

Larsen, C. (2021). Alignment between an ABC classification and results from an optimization approach. INFOR: Information Systems and Operational Research, 59(3), 400-410. https://doi.org/10.1080/03155986.2021.1907073

Tudoran, A. A. (2022). A machine learning approach to identifying decision‑making styles for managing customer relationships. Electronic Markets, 32(1), 351-374. https://doi.org/10.1007/s12525-021-00515-x

Christensen, K., Siggaard, M. V. & Veliyev, B. (2023). A machine learning approach to volatility forecasting. Journal of Financial Econometrics, 21(5), 1680-1727. Article nbac020. https://doi.org/10.1093/jjfinec/nbac020

Cubillos, M., Wulff, J. & Wøhlk, S. (2021). A multilevel Bayesian framework for predicting municipal waste generation rates. Waste Management, 127, 90-100. https://doi.org/10.1016/j.wasman.2021.04.011

Bennedsen, M., Hillebrand, E. & Koopman, S. J. (2023). A multivariate dynamic statistical model of the global carbon budget 1959-2020. Journal of the Royal Statistical Society. Series A: Statistics in Society, 186(1), 20-42. https://doi.org/10.1093/jrsssa/qnac014

Bennedsen, M., Hillebrand, E. & Jensen, S. (2023). A neural network approach to the environmental Kuznets curve. Energy Economics, 126, Article 106985. https://doi.org/10.1016/j.eneco.2023.106985

Blasques, F., Koopman, S. J., Mingoli, G. & Telg, S. (2025). A Novel Test for the Presence of Local Explosive Dynamics. Journal of Time Series Analysis, 46(5), 966-980. https://doi.org/10.1111/jtsa.70001

Christensen, K. & Kolokolov, A. (2024). An unbounded intensity model for point processes. Journal of Econometrics, 244(1), Article 105840. https://doi.org/10.1016/j.jeconom.2024.105840

Displaying results 11 to 20 out of 217

Full lists of individual section members' publications can be found via the section's faculty list.

People

An overview of publications from all three sections of the Department of Economics and Business Economics can be found on 'Publication overview'.

Publication overview

Revised 03.08.2026

Birgitte Højklint Nielsen