Alex Van de Minne

University of Connecticut - School of Business

368 Fairfield Road

Storrs, CT 06269-2041

United States

  • University of Connecticut - School of Business

SCHOLARLY PAPERS

31

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16

Scholarly Papers (31)

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1.

Where Is the Opportunity in Opportunity Zones?

Number of pages: 41 Posted: 01 Jun 2019 Last Revised: 20 Oct 2021
Alan Sage, Mike Langen and Alex Van de Minne
Massachusetts Institute of Technology (MIT), Henley Business School and University of Connecticut - School of Business
Downloads 1,445 (22,483)
Citation 1

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Opportunity Zones, Real Estate Markets, Tax Policy, Investments

2.

Is there Super-normal Profit in Real Estate Development?

University of Connecticut School of Business Research Paper No. 19-14, MIT Center for Real Estate Research Paper No. 3
Number of pages: 41 Posted: 05 Sep 2019 Last Revised: 07 Sep 2023
David Geltner, Anil Kumar and Alex Van de Minne
Massachusetts Institute of Technology (MIT), Aarhus University, Department of Economics & Business Economics and University of Connecticut - School of Business
Downloads 531 (88,258)

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Real Estate Development, REITs, Super-normal Profit, Positive NPV, Real Option

3.

A Bayesian Structural Time Series Approach to Constructing Rent Indexes: An Application to Indian Office Markets

Number of pages: 34 Posted: 14 Nov 2017
Sheharyar Bokhari, David Geltner and Alex Van de Minne
Massachusetts Institute of Technology (MIT), Massachusetts Institute of Technology (MIT) and University of Connecticut - School of Business
Downloads 476 (100,904)

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commercial real estate, Bayesian inference, time-varying parameter model, rent index

4.

Does Climate Change Affect Investment Performance? Evidence From Commercial Real Estate

Downloads 405 (121,865)
Citation 1

Does Climate Change Affect Investment Performance? Evidence From Commercial Real Estate

MIT Center for Real Estate Research Paper No. 21/15, University of Connecticut School of Business Research Paper No. 22-02
Number of pages: 73 Posted: 11 Nov 2021 Last Revised: 28 Mar 2023
Dragana Cvijanovic and Alex Van de Minne
Cornell SC Johnson College of Business and University of Connecticut - School of Business
Downloads 286 (176,831)

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Does Climate Change Affect Investment Performance? Evidence from Commercial Real Estate

Number of pages: 80 Posted: 08 Nov 2021 Last Revised: 14 Jul 2023
Dragana Cvijanovic and Alex Van de Minne
Cornell SC Johnson College of Business and University of Connecticut - School of Business
Downloads 119 (386,750)
Citation 1

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climate change, climate finance, commercial real estate, economic costs

5.

Estimating Commercial Property Fundamentals from REIT Data

MIT Center for Real Estate Research Paper No. 21/11
Number of pages: 42 Posted: 07 Jul 2021 Last Revised: 07 Sep 2023
David Geltner, Anil Kumar and Alex Van de Minne
Massachusetts Institute of Technology (MIT), Aarhus University, Department of Economics & Business Economics and University of Connecticut - School of Business
Downloads 399 (123,988)

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Real Estate Price Indices, Commercial Real Estate, REITs, Structural Time Series Modelling, Bayesian Inference, Real Estate Operating Statistics, Capital Expenditures, Operating Income and Expense

6.

Riskiness of Real Estate Development: A Perspective from Urban Economics & Option Value Theory

Number of pages: 51 Posted: 28 Jan 2017 Last Revised: 02 Aug 2018
David Geltner, Anil Kumar and Alex Van de Minne
Massachusetts Institute of Technology (MIT), Aarhus University, Department of Economics & Business Economics and University of Connecticut - School of Business
Downloads 394 (126,151)
Citation 3

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Highest and Best Use, Commercial Real Estate, Land Values, Depreciation, Option Value

7.

The Dynamics of Liquidity in Commercial Property Markets: Revisiting Supply and Demand Indexes in Real Estate

De Nederlandsche Bank Working Paper No. 583
Number of pages: 34 Posted: 01 Feb 2018 Last Revised: 20 May 2020
Dorinth van Dijk, David Geltner and Alex Van de Minne
De Nederlandsche Bank, Massachusetts Institute of Technology (MIT) and University of Connecticut - School of Business
Downloads 348 (144,448)
Citation 2

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Liquidity, Commercial real estate, Bayesian repeat sales price index, Equilibrium dynamics, Constant liquidity index

8.

Revisions in Granular Repeat Sales Indices

Number of pages: 46 Posted: 12 Aug 2017
Marc Francke, David Geltner, Alex Van de Minne and Bob White
University of Amsterdam - Faculty of Economics and Business (FEB), Massachusetts Institute of Technology (MIT), University of Connecticut - School of Business and Real Capital Analytics (RCA)
Downloads 347 (144,903)
Citation 4

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Commercial Real Estate, Stochastic Volatility, Revisions, Bayesian Repeat Sales

9.

The Effect of Green Retrofitting on US Office Properties: An Investment Perspective

Number of pages: 40 Posted: 30 Aug 2017 Last Revised: 18 Oct 2017
David Geltner, Lucas Moser and Alex Van de Minne
Massachusetts Institute of Technology (MIT), Diener Syz Real Estate and University of Connecticut - School of Business
Downloads 329 (153,311)
Citation 2

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commercial real estate, sustainability, retrofit construction, repeat-sales model, structural time series, green buildings

10.

Forecasting US Commercial Property Price Indexes Using Dynamic Factor Models

Number of pages: 36 Posted: 24 Mar 2018
Alex Van de Minne, Marc Francke and David Geltner
University of Connecticut - School of Business, University of Amsterdam - Faculty of Economics and Business (FEB) and Massachusetts Institute of Technology (MIT)
Downloads 257 (198,004)
Citation 1

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Structural Time Series, EM Algorithm

11.

The Price of Work-from-Home: Commercial Real Estate in the City and the Suburbs

Number of pages: 45 Posted: 05 Dec 2022 Last Revised: 30 Jan 2023
Chinmoy Ghosh, Lyndsey Rolheiser, Alex Van de Minne and Xiaofeng Wang
University of Connecticut - Department of Finance, York University - Schulich School of Business, University of Connecticut - School of Business and University of Connecticut - School of Business
Downloads 210 (240,286)

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Commercial Real Estate, COVID-19, Work from Home

12.

A Machine Learning Approach to Price Indices: Applications in Real Estate

Number of pages: 30 Posted: 27 Oct 2020
Felipe Dutra Calainho, Alex Van de Minne and Marc Francke
University of Amsterdam, Faculty of Economics and Business (FEB), Students, University of Connecticut - School of Business and University of Amsterdam - Faculty of Economics and Business (FEB)
Downloads 166 (295,975)

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real estate price indexes, machine learning, AVMs

13.

Intrinsic Real Option Value: Empirical Evidence from Commercial Real Estate Investors

MIT Center for Real Estate Research Paper No. 10
Number of pages: 41 Posted: 13 Nov 2020
Simon Büchler, Alex Van de Minne and Olivier Schöni
Massachusetts Institute of Technology (MIT), Center of Real EstateUniversity of Bern, University of Connecticut - School of Business and University of Bern
Downloads 154 (315,366)

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Real option, intrinsic option value, tangible assets, real estate investments

14.

Daily Appraisal of Commercial Real Estate A New Mixed Frequency Approach

University of Connecticut School of Business Research Paper No. 21-05
Number of pages: 39 Posted: 15 Mar 2021 Last Revised: 07 Apr 2021
Marc Francke and Alex Van de Minne
University of Amsterdam - Faculty of Economics and Business (FEB) and University of Connecticut - School of Business
Downloads 149 (324,128)
Citation 3

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Index Revision, Listed Markets, Price Discovery, Price Indices, Private Markets, REITs, Repeat Sales Model

15.

Preferences of Institutional Investors in Commercial Real Estate

Number of pages: 57 Posted: 31 Dec 2019 Last Revised: 09 Feb 2021
Dragana Cvijanovic, Stanimira Milcheva and Alex Van de Minne
Cornell SC Johnson College of Business, University College London and University of Connecticut - School of Business
Downloads 132 (356,381)
Citation 5

Abstract:

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hazard model, frailty, segmentation

16.

Does Investor Size Matter? Evidence from Commercial Real Estate Transactions

Number of pages: 45 Posted: 24 Oct 2019 Last Revised: 09 Feb 2021
Dragana Cvijanovic, Stanimira Milcheva and Alex Van de Minne
Cornell SC Johnson College of Business, University College London and University of Connecticut - School of Business
Downloads 107 (415,685)

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Investor size; Bayesian estimation, price and holding period, market segmentation, bargaining intensity.

17.

Does Housing Vintage Matter? Exploring the Historic City Center of Amsterdam

De Nederlandsche Bank Working Paper No. 617
Number of pages: 28 Posted: 19 Dec 2018
Lyndsey Rolheiser, Dorinth van Dijk and Alex Van de Minne
York University - Schulich School of Business, De Nederlandsche Bank and University of Connecticut - School of Business
Downloads 106 (418,375)
Citation 2

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land and structure prices, depreciation, new construction, structural time series

18.

Impact of Institutional Investors on Real Estate Risk

Number of pages: 32 Posted: 18 Oct 2021
Dragana Cvijanovic, Stanimira Milcheva and Alex Van de Minne
Cornell SC Johnson College of Business, University College London and University of Connecticut - School of Business
Downloads 97 (444,748)
Citation 1

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Stochastic Volatility, Institutional Ownership, Investor Size, Real Estate Asset Volatility, Bayesian Estimation, Repeat Sales Model

19.

Why Did House Prices Go Up? A Very Long-Run Historical Decomposition

University of Connecticut School of Business Research Paper No. 23-04
Number of pages: 41 Posted: 27 Dec 2022 Last Revised: 27 Mar 2023
Martijn Dröes and Alex Van de Minne
University of Amsterdam and University of Connecticut - School of Business
Downloads 96 (447,797)

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house prices, decomposition, cointegration

20.

Combining Algorithmic and Stochastic Data Models: Application to Commercial Real Estate Prices

University of Connecticut School of Business Research Paper No. 23-06
Number of pages: 46 Posted: 06 Feb 2023 Last Revised: 13 Apr 2023
Marc Francke and Alex Van de Minne
University of Amsterdam - Faculty of Economics and Business (FEB) and University of Connecticut - School of Business
Downloads 95 (450,870)

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Neural Network, MCMC, Prediction, Structural Time Series

21.

Dealing with Unobserved Heterogeneity in Hedonic Price Models

Number of pages: 41 Posted: 01 Oct 2018 Last Revised: 18 Dec 2018
Marc Francke and Alex Van de Minne
University of Amsterdam - Faculty of Economics and Business (FEB) and University of Connecticut - School of Business
Downloads 95 (450,870)
Citation 3

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Bayesian Inference, Besag model, Commercial real estate, INLA, Leave-on-out-cross validation, Travelings Salesperson Problem

22.

The Effect of Credit Conditions on the Dutch Housing Market

De Nederlandsche Bank Working Paper No. 447
Number of pages: 35 Posted: 18 Nov 2014
Marc Francke, Alex Van de Minne and Johan Verbruggen
University of Amsterdam - Faculty of Economics and Business (FEB), University of Connecticut - School of Business and De Nederlandsche Bank - Research Department
Downloads 94 (453,997)
Citation 6

Abstract:

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lending standards, financial liberation, housing prices

23.

Commercial Real Estate and Air Pollution

University of Connecticut School of Business Research Paper No. 23-01
Number of pages: 63 Posted: 31 Jan 2023 Last Revised: 13 Apr 2023
Dragana Cvijanovic, Lyndsey Rolheiser and Alex Van de Minne
Cornell SC Johnson College of Business, York University - Schulich School of Business and University of Connecticut - School of Business
Downloads 79 (504,869)

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PM2.5, commercial real estate pricing, pollution, instrumental variables

24.

Demand and Supply of Mortgage Credit

De Nederlandsche Bank Working Paper No. 486
Number of pages: 26 Posted: 19 Nov 2015
Alex Van de Minne and Federica Teppa
University of Connecticut - School of Business and De Nederlandsche Bank
Downloads 78 (508,578)

Abstract:

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house prices, mortgage credit, credit conditions

25.

A New Framework for Risk Indices in Illiquid Markets

Number of pages: 48 Posted: 12 Aug 2022 Last Revised: 04 Jan 2023
Dragana Cvijanovic, Stanimira Milcheva and Alex Van de Minne
Cornell SC Johnson College of Business, University College London and University of Connecticut - School of Business
Downloads 65 (562,135)

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Uncertainty, Stochastic Volatility, Noise, Valuation Uncertainty, Bayesian Estimation, Repeat Sales Model, Commercial Real Estate, Illiquid Markets

26.

Combining Algorithmic and Stochastic Data Models

MIT Center for Real Estate Research Paper No. 23/05
Number of pages: 47 Posted: 29 Mar 2023
Marc Francke and Alex Van de Minne
University of Amsterdam - Faculty of Economics and Business (FEB) and University of Connecticut - School of Business
Downloads 49 (641,879)

Abstract:

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Neural Network, MCMC, Prediction, Structural Time Series

27.

A Spatial Dynamic Factor Repeat Sales Model for Real Estate

Number of pages: 32 Posted: 29 Oct 2022
Marc Francke, Lyndsey Rolheiser and Alex Van de Minne
University of Amsterdam - Faculty of Economics and Business (FEB), York University - Schulich School of Business and University of Connecticut - School of Business
Downloads 46 (659,015)

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structural time series model, transaction price indexes, travelings sales person problem, granular markets

28.

Does Climate Change Affect Investment Performance?

Number of pages: 80 Posted: 21 Jul 2023
Dragana Cvijanovic and Alex Van de Minne
Cornell SC Johnson College of Business and University of Connecticut - School of Business
Downloads 14 (906,888)

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climate change, commercial real estate, temperature extremes, cash flow uncertainty

29.

The Hierarchical Repeat Sales Model for Granular Commercial Real Estate and Residential Price Indices

Journal of Real Estate Finance and Economics, Vol. 55, No. 4, 2017
Posted: 27 Nov 2017
Marc Francke and Alex Van de Minne
University of Amsterdam - Faculty of Economics and Business (FEB) and University of Connecticut - School of Business

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commercial real estate; Residential real estate; property price indices; Thin markets; Bayesian inference; Kalman filter; State space models

30.

Do Different Price Points Exhibit Different Investment Risk and Return Commercial Real Estate

https://doi.org/10.3905/jpm.2017.43.6.105
Posted: 28 Jan 2017
David Geltner and Alex Van de Minne
Massachusetts Institute of Technology (MIT) and University of Connecticut - School of Business

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commercial real estate, quantile regression, chained hedonic index, investment property, equilibrium asset pricing, price of risk

31.

Land, Structure & Depreciation

Real Estate Economics, Forthcoming
Posted: 08 Jan 2015
Marc Francke and Alex Van de Minne
University of Amsterdam - Faculty of Economics and Business (FEB) and University of Connecticut - School of Business

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Hedonic Price Model, House prices, Maintenance