JEL classification

Journal of Economic Literature Classification (10696) C - Mathematical and Quantitative Methods (1374) C6 - Mathematical Methods and Programming (152) C60 - General (11)
Number of items at this level: 11.
Centre for Analysis of Time Series
  • Barrieu, Pauline, Desgagne, Bernard Sinclair (2009). Economic policy when models disagree. (Centre for Climate Change Economics and Policy and Grantham Research Institute on Climate Change and the Environment 4). Centre for Climate Change Economics and Policy and Grantham Research Institute on Climate Change and the Environment.
    • Centre for Macroeconomics
  • Perets, Gadi S., Yashiv, Eran (2015). The fundamental nature of HARA utility. (CFM discussion paper series CFM-DP2015-22). Centre For Macroeconomics.
    • Geography and Environment
  • Taschini, Luca (2010). Environmental economics and modeling marketable permits. (Centre for Climate Change Economics and Policy and Grantham Research Institute on Climate Change and the Environment 25). Centre for Climate Change Economics and Policy and Grantham Research Institute on Climate Change and the Environment.
    • Grantham Research Institute
  • Barrieu, Pauline, Desgagne, Bernard Sinclair (2009). Economic policy when models disagree. (Centre for Climate Change Economics and Policy and Grantham Research Institute on Climate Change and the Environment 4). Centre for Climate Change Economics and Policy and Grantham Research Institute on Climate Change and the Environment.
  • Grüll, Georg, Taschini, Luca (2010). Cap-and-trade properties under different hybrid scheme designs. (Centre for Climate Change Economics and Policy and Grantham Research Institute on Climate Change and the Environment 26). Centre for Climate Change Economics and Policy and Grantham Research Institute on Climate Change and the Environment.
  • Taschini, Luca (2010). Environmental economics and modeling marketable permits. (Centre for Climate Change Economics and Policy and Grantham Research Institute on Climate Change and the Environment 25). Centre for Climate Change Economics and Policy and Grantham Research Institute on Climate Change and the Environment.
    • Health Policy
  • Morton, Alec, Thomas, Ranjeeta, Smith, Peter C. (2016). Decision rules for allocation of finances to health systems strengthening. Journal of Health Economics, 49, 97 - 108. https://doi.org/10.1016/j.jhealeco.2016.06.001 picture_as_pdf
    • International Inequalities Institute
  • Salas Rojo, Pedro, Rodríguez, Juan Gabriel (2022). Inheritances and wealth inequality: a machine learning approach. Journal of Economic Inequality, 20(1), 27-51. https://doi.org/10.1007/s10888-022-09528-8 picture_as_pdf
    • Management
  • Camacho, Carmen, Sun, Yu (2019). Longterm decision making under the threat of earthquakes? (Systemic Risk Centre Discussion Papers 91). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
    • Mathematics
  • Veraart, Luitgard A. M., Aldasoro, Iñaki (2025). Systemic risk in markets with multiple central counterparties. Mathematical Finance, 35(1), 214 - 262. https://doi.org/10.1111/mafi.12446 picture_as_pdf
    • Statistics
  • Barrieu, Pauline, Desgagne, Bernard Sinclair (2009). Economic policy when models disagree. (Centre for Climate Change Economics and Policy and Grantham Research Institute on Climate Change and the Environment 4). Centre for Climate Change Economics and Policy and Grantham Research Institute on Climate Change and the Environment.
  • Dassios, Angelos, Jang, Jiwook, Zhao, Hongbiao (2015). A risk model with renewal shot-noise Cox process. Insurance: Mathematics and Economics, 65, 55-65. https://doi.org/10.1016/j.insmatheco.2015.08.009
  • Lillo, Fabrizio, Livieri, Giulia, Marmi, Stefano, Solomko, Anton, Vaienti, Sandro (2023). Analysis of bank leverage via dynamical systems and deep neural networks. SIAM Journal on Financial Mathematics, 14(2), 598 - 643. https://doi.org/10.1137/21M1412517 picture_as_pdf
    • Systemic Risk Centre
  • Phelan, C. E., Marazzina, D., Germano, G. (2020). Pricing methods for α-quantile and perpetual early exercise options based on Spitzer identities. Quantitative Finance, 20(6), 899 - 918. https://doi.org/10.1080/14697688.2020.1718192 picture_as_pdf