Publications

Barletta, A., de Magistris, P. S. & Violante, F. (2019). A Non-Structural Investigation of VIX Risk Neutral Density. Journal of Banking & Finance, 99, 1-20. https://doi.org/10.1016/j.jbankfin.2018.11.012

Haldrup, N. & Rosenskjold, C. P. T. (2019). A Parametric Factor Model of the Term Structure of Mortality. Econometrics, 7(9), 1-22. [7]. https://doi.org/10.3390/econometrics7010009

Andreasen, M. M. & Meldrum, A. (2019). A Shadow Rate or a Quadratic Policy Rule? The Best Way to Enforce the Zero Lower Bound in the United States. Journal of Financial and Quantitative Analysis, 54(5), 2261-2292. https://doi.org/10.1017/S0022109018001576

Proietti, T., Marczak, M. & Mazzi, G. (2019). A class of periodic trend models for seasonal time series. Journal of Forecasting, 38(2), 106-121. https://doi.org/10.1002/for.2562

Zbib, H. & Wøhlk, S. (2019). A comparison of the transport requirements of different curbside waste collection systems in Denmark. Waste Management, 87, 21-32. https://doi.org/10.1016/j.wasman.2019.01.037

Plana-Ripoll, O., Pedersen, C. B., Agerbo, E., Holtz, Y., Erlangsen, A., Canudas-Romo, V., Andersen, P. K., Charlson, F. J., Christensen, M., Erskine, H. E., Ferrari, A. J., Moesgaard Iburg, K., Momen, N., Mortensen, P. B., Nordentoft, M., Santomauro, D. F., Scott, J. G., Whiteford, H. A., Weye, N. ... Laursen, T. M. (2019). A comprehensive analysis of mortality-related health metrics associated with mental disorders: a nationwide, registerbased cohort study. Lancet, 394(10211), 1827-1835. https://doi.org/10.1016/S0140-6736(19)32316-5

Wøhlk, S. & Laporte, G. (2019). A districting-based heuristic for the coordinated capacitated arc routing problem. Computers and Operations Research, 111, 271-284. https://doi.org/10.1016/j.cor.2019.07.006

Li, H. & Deng, S. (2019). A game-theoretical analysis of joint-rebate strategies in platform-based retailing systems. EURO Journal on Decision Processes, 7(1-2), 117-150. https://doi.org/10.1007/s40070-018-0091-6

Schork, A. J., Won, H., Appadurai, V., Nudel, R., Gandal, M., Delaneau, O., Revsbech Christiansen, M., Hougaard, D. M., Bækved-Hansen, M., Bybjerg-Grauholm, J., Giørtz Pedersen, M., Agerbo, E., Bøcker Pedersen, C., Neale, B. M., Daly, M. J., Wray, N. R., Nordentoft, M., Mors, O., Børglum, A. D. ... Werge, T. (2019). A genome-wide association study of shared risk across psychiatric disorders implicates gene regulation during fetal neurodevelopment. Nature Neuroscience, 22(3), 353-361. https://doi.org/10.1038/s41593-018-0320-0

Larsen, C. (2019). A heuristic joint replinishment policy for the case of heterogeneity among items. International Journal of Production Economics, 209, 164-171. https://doi.org/10.1016/j.ijpe.2017.10.019

Nudel, R., Wang, Y., Appadurai, V., Schork, A. J., Buil, A., Agerbo, E., Bybjerg-Grauholm, J., Børglum, A. D., Daly, M. J., Mors, O., Hougaard, D. M., Mortensen, P. B., Werge, T., Nordentoft, M., Thompson, W. K. & Benros, M. E. (2019). A large-scale genomic investigation of susceptibility to infection and its association with mental disorders in the Danish population. Translational Psychiatry, 9, [283]. https://doi.org/10.1038/s41398-019-0622-3

Hounyo, U. (2019). A local Gaussian bootstrap method for realized volatility and realized beta. Econometric Theory, 35(2), 360-416. https://doi.org/10.1017/S0266466618000129

Rodríguez-Caballero, C. V. & Caporin, M. (2019). A multilevel factor approach for the analysis of CDS commonality and risk contribution. Journal of International Financial Markets, Institutions and Money, 63, [101144]. https://doi.org/10.1016/j.intfin.2019.101144

Zbib, H. & Wøhlk, S. (2019). A multi–move chain descent algorithm for large–scale arc routing problems in curbside waste collection. In Z. Hani (Ed.), Topics in the optimization of waste collection systems (pp. 37-76). Institut for Økonomi, Aarhus Universitet. ECON PhD Dissertations, No. 2019-5 https://pure.au.dk/portal/files/149613315/PhD_Dissertation_Hani_Zbib.pdf

Bak-Nielsen, S., Ramlau-Hansen, C. H., Ivarsen, A., Plana-Ripoll, O. & Hjortdal, J. (2019). A nationwide population-based study of social demographic factors, associated diseases and mortality of keratoconus patients in Denmark from 1977 to 2015. Acta Ophthalmologica, 97(5), 497-504. https://doi.org/10.1111/aos.13961

Nyvad, A. M., Hejná, M., Højen, A., Jespersen, A. B. & Sørensen, M. H. (Eds.) (2019). A sound approach to language matters: In honor of Ocke-Schwen Bohn. AU Library Scholarly Publishing Services. https://doi.org/10.7146/aul.322.218

Agerbo, E., Trabjerg, B. B., Schork, A. J., Vilhjálmsson, B. J., Albiñana Climent, C., Wray, N. R., Werge, T., Børglum, A., Mors, O., Nordentoft, M., Hougaard, D., Musliner, K., Mortensen, P. B. & McGrath, J. J. (2019). Absolute risk of major depression associated with the polygenic risk score for depression, parental socio-economic status and history of mental disorders: A danish population-based study . S87-S88. Abstract from World Congress of Psychiatric Genetics , Anaheim , United States.

Blasques, F., Gorgi, P. & Koopman, S. J. (2019). Accelerating score-driven time series models. Journal of Econometrics, 212(2), 359-376. https://doi.org/10.1016/j.jeconom.2019.03.005

Christensen, M. (2019). Aktieinvestering: Teori og praktisk anvendelse. (5. ed.) Djøf Forlag.

Germann, M. & Merkle, C. (2019). Algorithm Aversion in Financial Investing. https://doi.org/10.2139/ssrn.3364850

Bagger, J. & Lentz, R. (2019). An Empirical Model of Wage Dispersion with Sorting. Review of Economic Studies, 86(1), 153-190. https://doi.org/10.1093/restud/rdy022

Tei, R. M. H., Plana-Ripoll, O., Brink, O. & Langdahl, B. L. (2019). An Optimised Fracture Liaison Service Model: Maintained Diagnostic Sensitivity Despite Reduced Number of Diagnostic Tests Performed. Calcified Tissue International, 104(6), 641-649. https://doi.org/10.1007/s00223-019-00535-y

Pourmoayed, R. & Nielsen, L. R. (2019). An approximate dynamic programming approach for sequential pig marketing decisions at herd level. European Journal of Operational Research, 276(3), 1056-1070. https://doi.org/10.1016/j.ejor.2019.01.050

Christensen, B. J. & van der Wel, M. (2019). An asset pricing approach to testing general term structure models. Journal of Financial Economics, 134(1), 165-191. https://doi.org/10.1016/j.jfineco.2019.03.010

Schünemann, J., Strulik, H. & Trimborn, T. (2019). Anticipation of deteriorating health and information avoidance. Georg-August-Universität Göttingen. Cege Discussion Papers, No. 365 http://wwwuser.gwdg.de/~cege/Diskussionspapiere/DP365.pdf

Sun, Y., Pedersen, L. H., Wu, C. S., Petersen, I., Sørensen, H. T. & Olsen, J. (2019). Antidepressant use during pregnancy and risk of congenital heart defects: A case-time-control study. Pharmacoepidemiology and Drug Safety, 28(9), 1180-1193. https://doi.org/10.1002/pds.4844

Dreier, J. W., Pedersen, C. B., Gasse, C. & Christensen, J. (2019). Antiepileptic Drugs and Suicide: Role of Prior Suicidal Behavior and Parental Psychiatric Disorder. Annals of Neurology, 86(6), 951-961. https://doi.org/10.1002/ana.25623

Modabbernia, A., Sandin, S., Gross, R., Leonard, H., Gissler, M., Parner, E. T., Francis, R., Carter, K., Bresnahan, M., Schendel, D., Hornig, M. & Reichenberg, A. (2019). Apgar score and risk of autism. European Journal of Epidemiology, 34(2), 105–114. https://doi.org/10.1007/s10654-018-0445-1

Damgaard, M. T. & Sydnor, J. (2019). Applying for jobs in the lab: The effect of risk attitudes and reference points. Journal of Behavioral and Experimental Economics, 79(April), 165-179. https://doi.org/10.1016/j.socec.2019.02.009

Borup, D., Christensen, B. J. & Ergemen, Y. E. (2019). Assessing predictive accuracy in panel data models with long-range dependence. Institut for Økonomi, Aarhus Universitet. CREATES Research Papers, No. 2019-04

Borup, D. (2019). Asset pricing model uncertainty. Journal of Empirical Finance, 54, 166-189. https://doi.org/10.1016/j.jempfin.2019.07.005

Köhler-Forsberg, O., Sørensen, H. J., Benros, M. E., Petersen, L. & Gasse, C. (2019). Association between prior somatic disease and 5-year relapse risk among 11,856 incident patients with schizophrenia. European Psychiatry, 59, 1-7. https://doi.org/10.1016/j.eurpsy.2019.03.006

Horsdal, H. T., Agerbo, E., McGrath, J. J., Vilhjálmsson, B. J., Antonsen, S., Closter, A. M., Timmermann, A., Grove, J., Mok, P. L. H., Webb, R. T., Sabel, C. E., Hertel, O., Sigsgaard, T., Erikstrup, C., Hougaard, D. M., Werge, T., Nordentoft, M., Børglum, A. D., Mors, O. ... Pedersen, C. B. (2019). Association of Childhood Exposure to Nitrogen Dioxide and Polygenic Risk Score for Schizophrenia With the Risk of Developing Schizophrenia. JAMA network open, 2(11), [e1914401]. https://doi.org/10.1001/jamanetworkopen.2019.14401

Breithaupt, L., Köhler-Forsberg, O., Larsen, J. T., Benros, M. E., Thornton, L. M., Bulik, C. M. & Petersen, L. (2019). Association of Exposure to Infections in Childhood With Risk of Eating Disorders in Adolescent Girls. JAMA Psychiatry, 76(8), 800-809. https://doi.org/10.1001/jamapsychiatry.2019.0297

Bai, D., Yip, B. H. K., Windham, G. C., Sourander, A., Francis, R., Yoffe, R., Glasson, E., Mahjani, B., Suominen, A., Leonard, H., Gissler, M., Buxbaum, J. D., Wong, K., Schendel, D., Kodesh, A., Breshnahan, M., Levine, S. Z., Parner, E. T., Hansen, S. N. ... Sandin, S. (2019). Association of Genetic and Environmental Factors With Autism in a 5-Country Cohort. JAMA Psychiatry, 76(10), 1035-1043. https://doi.org/10.1001/jamapsychiatry.2019.1411

Musliner, K. L., Mortensen, P. B., McGrath, J. J., Suppli, N. P., Hougaard, D. M., Bybjerg-Grauholm, J., Bækvad-Hansen, M., Andreassen, O., Pedersen, C. B., Pedersen, M. G., Mors, O., Nordentoft, M., Børglum, A. D., Werge, T., Agerbo, E. & Bipolar Disorder Working Group of the Psychiatric Genomics Consortium (2019). Association of Polygenic Liabilities for Major Depression, Bipolar Disorder, and Schizophrenia With Risk for Depression in the Danish Population. JAMA Psychiatry, 76(5), 516-525. https://doi.org/10.1001/jamapsychiatry.2018.4166

Christensen, J., Pedersen, L. H., Sun, Y., Dreier, J. W., Brikell, I. & Dalsgaard, S. (2019). Association of Prenatal Exposure to Valproate and Other Antiepileptic Drugs With Risk for Attention-Deficit/Hyperactivity Disorder in Offspring. JAMA network open, 2(1), [e186606]. https://doi.org/10.1001/jamanetworkopen.2018.6606

Sun, S., Kuja-Halkola, R., Faraone, S. V., D'Onofrio, B. M., Dalsgaard, S., Chang, Z. & Larsson, H. (2019). Association of Psychiatric Comorbidity With the Risk of Premature Death Among Children and Adults With Attention-Deficit/Hyperactivity Disorder. J A M A Psychiatry, 76(11), 1141-1149. https://doi.org/10.1001/jamapsychiatry.2019.1944

Ingstrup, K. G., Laursen, T. M., Bergink, V., Ranning, A. & Munk-Olsen, T. (2019). Association of Timing of Onset of Maternal Mental Disorders With Completion of Primary Education in Offspring. J A M A Psychiatry, 76(7), 761-762. https://doi.org/10.1001/jamapsychiatry.2019.0041

Barbu, M. C., Zeng, Y., Shen, X., Cox, S. R., Clarke, T-K., Gibson, J., Adams, M. J., Johnstone, M., Haley, C. S., Lawrie, S. M., Deary, I. J., Major Depressive Disorder Working Group of the Psychiatric Genomics Consortium, 23andMe Research Team, McIntosh, A. M. & Whalley, H. C. (2019). Association of Whole-Genome and NETRIN1 Signaling Pathway-Derived Polygenic Risk Scores for Major Depressive Disorder and White Matter Microstructure in the UK Biobank. Biological psychiatry. Cognitive neuroscience and neuroimaging, 4(1), 91-100. https://doi.org/10.1016/j.bpsc.2018.07.006

Skipper, N., Gaulke, A., Sildorf, S. M., Eriksen, T. M., Nielsen, N. F. & Svensson, J. (2019). Association of type 1 diabetes with standardized test scores of danish schoolchildren. JAMA - Journal of the American Medical Association, 321(5), 484-492. https://doi.org/10.1001/jama.2018.21819

Miliku, K., Felix, J. F., Voortman, T., Tiemeier, H., Eyles, D. W., Burne, T. H., McGrath, J. J. & Jaddoe, V. W. V. (2019). Associations of maternal and fetal vitamin D status with childhood body composition and cardiovascular risk factors. Maternal and Child Nutrition, 15(2), [e12672]. https://doi.org/10.1111/mcn.12672

Djogbenou, A. A., James G. MacKinnon, J. G. & Nielsen, M. Ø. (2019). Asymptotic Theory and Wild Bootstrap Inference with Clustered Errors. Institut for Økonomi, Aarhus Universitet. CREATES Research Papers, No. 2019-05

Djogbenou, A. A., MacKinnon, J. G. & Nielsen, M. Ø. (2019). Asymptotic theory and wild bootstrap inference with clustered errors. Journal of Econometrics, 212(2), 393-412. https://doi.org/10.1016/j.jeconom.2019.04.035

Van Kessel, R., Walsh, S., Ruigrok, A. N. V., Holt, R., Yliherva, A., Kärnä, E., Moilanen, I., Hjörne, E., Johansson, S. T., Schendel, D., Pedersen, L., Jørgensen, M., Brayne, C., Baron-Cohen, S. & Roman-Urrestarazu, A. (2019). Autism and the right to education in the EU: Policy mapping and scoping review of Nordic countries Denmark, Finland, and Sweden. Molecular Autism, 10(1), [44]. https://doi.org/10.1186/s13229-019-0290-4

Satterstrom, F. K., Walters, R. K., Singh, T., Wigdor, E. M., Lescai, F., Demontis, D., Kosmicki, J. A., Grove, J., Stevens, C., Bybjerg-Grauholm, J., Bækvad-Hansen, M., Palmer, D. S., Maller, J. B., iPSYCH-Broad Consortium, Nordentoft, M., Mors, O., Robinson, E. B., Hougaard, D. M., Werge, T. M. ... Daly, M. J. (2019). Autism spectrum disorder and attention deficit hyperactivity disorder have a similar burden of rare protein-truncating variants. Nature Neuroscience, 22(12), 1961-1965. https://doi.org/10.1038/s41593-019-0527-8

Dick-Nielsen, J., Gyntelberg, J. & Thimsen, C. (2019). Bankers kapitalomkostninger: hvad koster mere egenkapital for en bank. Finans/Invest, (2), 26-31. https://www.statsbiblioteket.dk/au/#/search?query=recordID:"etss_ssib002286099"

Poulsen, S. M. (2019). Barriers to efficiency and knowledge sharing: analyzing private suppliers in mixed service delivery. Academy of Management Proceedings, 2019(1). https://doi.org/10.5465/AMBPP.2019.15493abstract

Engsted, T. (2019). Bayesianske hypotesetest. In P. Linde (Ed.), Symposium i Anvendt Statistik (pp. 21-36). Det Nationale Forskningscenter for Arbejdsmiljø.

Gadegaard, S. L., Nielsen, L. R. & Ehrgott, M. (2019). Bi-objective branch-and-cut algorithms based on LP relaxation and bound sets. INFORMS Journal on Computing, 31(4), 790-804. https://doi.org/10.1287/ijoc.2018.0846

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Revised 25.09.2020