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Sophie van Huellen

SOAS University of London

Thornhaugh Street

Russell Square

London, WC1H 0XG

United Kingdom

  • SOAS University of London

SCHOLARLY PAPERS

9

DOWNLOADS

740

TOTAL CITATIONS

4

Scholarly Papers (9)

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1.

Commodity Currencies: Unpicking the Asymmetric Relationship between Commodity Prices and Exchange Rates

Downloads 195 (393,598)
Citation 2

Commodity Currencies: Unpicking the Asymmetric Relationship between Commodity Prices and Exchange Rates

Number of pages: 61 Posted: 09 Nov 2023
Sophie van Huellen and Rafael Baptista Palazzi
SOAS University of London and University of São Paulo (USP)
Downloads 151 (491,163)
Citation 2

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commodity prices, commodity currencies, exchange rates, risk premium, terms-of-trade

Commodity Currencies: Unpicking the Asymmetric Relationship between Commodity Prices and Exchange Rates

Number of pages: 71 Posted: 02 Aug 2025
Sophie van Huellen and Rafael Baptista Palazzi
SOAS University of London and University of São Paulo (USP)
Downloads 44 (1,183,247)

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commodity prices, commodity currencies, exchange rates, risk premium, terms-of-trade

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 124 (580,653)

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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 85 (771,553)

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

4.

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
Duo Qin, Sophie van Huellen, Raghda Elshafie, Yimeng Liu and Thanos Moraitis
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 77 (823,616)
Citation 1

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

5.

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 76 (830,555)

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

6.

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 72 (860,052)

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commodity futures, commodity price formation, financialisation, nonconvergence

7.

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

Number of pages: 34 Posted: 10 Jul 2020
Duo Qin, Sophie van Huellen, Raghda Elshafie, Yimeng Liu and Thanos Moraitis
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 49 (1,074,648)

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

8.

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 49 (1,086,013)
Citation 1

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commodity futures, index investment, price discovery, speculation

9.

Who Bears Oil Price Risk? Fuel-Pricing Rules, Policy Uncertainty, and Sovereign Risk

Number of pages: 48 Posted: 02 Jun 2026
Rafael Palazzi, Alan Genaro and Sophie van Huellen
University of Sao Paulo (USP), Faculty of Economics, Administration and Accounting (FEA), Department of Administration, Students, Getulio Vargas Foundation (FGV) - Sao Paulo School of Business Administration and SOAS University of London
Downloads 13 (1,566,597)

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Fuel Prices, Volatility, Pass-Through, Commodity, Country Risk, Exchange Rate