Sophie van Huellen

SOAS University of London

Thornhaugh Street

Russell Square

London, WC1H 0XG

United Kingdom

SCHOLARLY PAPERS

8

DOWNLOADS

167

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (8)

1.

A Principled Approach to Assessing Missing-Wage Induced Selection Bias

SOAS Department of Economics Working Paper Series No 216
Number of pages: 29 Posted: 25 Jun 2019
University of London - Department of Economics, SOAS, SOAS University of London, affiliation not provided to SSRN, Beijing Normal University (BNU) and SOAS University of London
Downloads 34 (519,495)
Citation 1

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wage, labour supply, selection, missing at random, multiple imputation

2.

Too Much of a Good Thing? Speculative Effects on Commodity Futures Curves

SOAS Department of Economics Working Paper Series, No. 211
Number of pages: 19 Posted: 21 Apr 2019
Sophie van Huellen
SOAS University of London
Downloads 34 (519,495)

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financialisation, futures curve, speculation, soft commodities, term structure

3.

Algorithmic Modelling of Financial Conditions for Macro Predictive Purposes: Pilot Application on the USA

SOAS Department of Economics Working Paper Series No 201 - 2016
Number of pages: 32 Posted: 03 Nov 2018
Duo Qin, Sophie van Huellen, Qingchao Wang and Thanos Moraitis
University of London - Department of Economics, SOAS, SOAS University of London, SOAS University of London and SOAS University of London
Downloads 31 (534,965)

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Leading Indicator, Concatenation, Forecasting, Composite Measurement, Feature Selection, Dimensionality Reduction

4.

New Model Framework for a Principled Assessment of Selection Bias: Case Study on Labour Supply

Number of pages: 34 Posted: 10 Jul 2020
University of London - Department of Economics, SOAS, SOAS University of London, affiliation not provided to SSRN, Center for Innovation and Development Studies, Beijing Normal University at Zhuhai and SOAS University of London
Downloads 19 (609,253)

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selection bias, missing at random, multiple imputation, sensitivity analysis, wage, labor supply

5.

Price Discovery in Commodity Futures and Cash Markets with Heterogenous Agents

SOAS Department of Economics Working Paper Series, No 213
Number of pages: 25 Posted: 21 Apr 2019
Sophie van Huellen
SOAS University of London
Downloads 17 (622,676)
Citation 1

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commodity futures, index investment, price discovery, speculation

6.

Compulsory Schooling and the Returns to Education: A Re-examination

SOAS Department of Economics Working Paper No. 199
Number of pages: 30 Posted: 12 Nov 2018
Sophie van Huellen and Duo Qin
SOAS University of London and University of London - Department of Economics, SOAS
Downloads 17 (622,676)

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instrumental variables, randomisation, research design, average return to education

7.

Price Non-Convergence in Commodities: A Case Study of the Wheat Conundrum

SOAS Department of Economics Working Paper Series, No.185
Number of pages: 33 Posted: 21 Apr 2019
Sophie van Huellen
SOAS University of London
Downloads 15 (636,712)

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commodity futures, commodity price formation, financialisation, nonconvergence

8.

Approaches to Price Formation in Financialized Commodity Markets

Journal of Economic Surveys, Vol. 34, Issue 1, pp. 219-237, 2020
Number of pages: 19 Posted: 28 May 2020
Sophie van Huellen
SOAS University of London
Downloads 0 (763,988)
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Abstract:

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Commodity prices, Commodity futures, Financialization, Index investment, Speculation