Publications in Econometrics and Business Analytics

The list below contains all publications from 2020-2025 written or edited by members of the Econometrics and Business Analytics section at the Department of Economics and Business Economics.

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Hair, J. F., Sharma, P. N., Sarstedt, M., Ringle, C. M. & Liengaard, B. D. (2024). The shortcomings of equal weights estimation and the composite equivalence index in PLS-SEM. European Journal of Marketing, 58(13), 30-55. https://doi.org/10.1108/EJM-04-2023-0307

Holgersen, L. A. (2025). The Influence of Priors: Assessing Transparency in Organizational Research. In Academy of Management Proceedings Academy of Management. https://journals.aom.org/doi/abs/10.5465/AMPROC.2025.22754abstract

Christensen, B. J., Kjær, M. M. & Veliyev, B. (2023). The incremental information in the yield curve about future interest rate risk. Journal of Banking and Finance, 155, Article 106973. https://doi.org/10.1016/j.jbankfin.2023.106973

Emde, S. & Tudoran, A. A. (2025). The first mile is the hardest: A deep learning-assisted matheuristic for container assignment in first-mile logistics. European Journal of Operational Research, 324(1), 335-350. https://doi.org/10.1016/j.ejor.2025.01.024

Nielsen, S. & Nielsen, C. (2020). The effects of performance systems and management concepts on organisational performance in the public sector in Denmark. International Journal of Business and Systems Research, 14(2), 191-216. https://doi.org/10.1504/IJBSR.2020.106277

He, C., Kang, J., Silvennoinen, A. & Teräsvirta, T. (2025). The Effect of the North Atlantic Oscillation on Monthly Precipitation in Selected European Locations: A Non-Linear Time Series Approach. Environmetrics, 36(2), Article e2896. https://doi.org/10.1002/env.2896

Holm, A. B. & Tudoran, A. A. (2020). The Effect of Customer Ratings on Gig Workers’ Job Satisfaction, Work Engagement and Commitment. In Academy of Management Proceedings: Free Access Untangling the Complexity of HRM & Employment Relations in the Gig Economy (Vol. 1). Academy of Management. https://doi.org/10.5465/AMBPP.2020.17167symposium

Johnsen, D. B., Lomholt, J. J., Heyne, D., Jensen, M. B., Jeppesen, P., Silverman, W. K. & Thastum, M. (2024). The Effectiveness of Modular Transdiagnostic Cognitive Behavioral Therapy Versus Treatment as Usual for Youths Displaying School Attendance Problems: A Randomized Controlled Trial. Research on Child and Adolescent Psychopathology, 52(9), 1397–1412. https://doi.org/10.1007/s10802-024-01196-8

Christensen, K., Christiansen, C. & Posselt, A. M. (2020). The economic value of VIX ETPs. Journal of Empirical Finance, 58, 121-138. https://doi.org/10.1016/j.jempfin.2020.05.009

Christensen, K., Oomen, R. & Renò, R. (2022). The drift burst hypothesis. Journal of Econometrics, 227(2), 461-497. https://doi.org/10.1016/j.jeconom.2020.11.004

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

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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 05.02.2026

Birgitte Højklint Nielsen