Gareth W. Peters

Economics, Econometrics and Finance · Social Sciences

37h-index5.8kcitations494works0.92yr avg
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Research Topics

Financial Risk and Volatility Modeling(58), Insurance, Mortality, Demography, Risk Management(55), Statistical Methods and Inference(48), Bayesian Methods and Mixture Models(46), Market Dynamics and Volatility(43)

Publications493 total

Efficient computational methods for the estimation of ideal points in social sciences
SPIRE - Sciences Po Institutional REpository·2026
Cyber risk taxonomies: statistical analysis of cybersecurity risk classifications
Insurance Mathematics and Economics·2025Open Access
Modeling Spatiotemporal Multimodal Data with Kernel Graph Regression Models and Copulas
2025
Standardised hearing loss risk profiles with state-space models
Mathematics in Medical and Life Sciences·2025Open Access
Structural changes and statistical causal relationships in agricultural commodities markets: the impact of public news sentiment and institutional announcements
Quantitative Finance·2025Open Access
Futures Open Interest and Speculative Pressure Dynamics via Bayesian Models of Long‐Memory Count Processes
Journal of Forecasting·2025
Kernel generalized least squares regression for network-structured data
PLoS ONE·2025Open Access
A text dataset of campaign speeches of the main tickets in the 2020 US presidential election
Scientific Data·2025· 2 citedOpen Access
Generative-Discriminative Machine Learning Models for High-Frequency Financial Regime Classification
Methodology And Computing In Applied Probability·2025· 3 citedOpen Access
Market-based insurance ratemaking: Application to pet insurance
Astin Bulletin·2025
Market-based insurance ratemaking: application to pet insurance
arXiv (Cornell University)·2025Open Access
Green spread of US municipal bonds
Annals of Operations Research·2025· 4 cited
A Machine learning framework for forecasting portfolios of green bond returns
SSRN Electronic Journal·2025Open Access
KGR-SKATER: Spatially Clustered Kernel Graph Regression for Counting Processes
SSRN Electronic Journal·2025Open Access
Supplementary Appendix for Detecting Structural Changes in Green Bond Markets: A Panel-MIDAS Regression Approach with Cross-Entropy Method
SSRN Electronic Journal·2025Open Access
Anatomy of Municipal Green Bond Yield Spreads
SSRN Electronic Journal·2025Open Access
Structural Change Detection in Panel-MIDAS-ARDL Time Series Regression Models: An Application to Firm Values and ESG Scores
SSRN Electronic Journal·2025Open Access
Denoising Multiple Time Series: Evidence of a Negative Greenium in German Twin Bonds
SSRN Electronic Journal·2025Open Access
Attribute associations of municipal green bond yield spreads: A demand perspective
SSRN Electronic Journal·2025Open Access
Multi-Factor Function-on-Function Regression of Bond Yields on WTI Commodity Futures Term Structure Dynamics
SSRN Electronic Journal·2025Open Access
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Frequent Co-authors

J. H. Wilkinson(11), Pavel V. Shevchenko(9), Ido Nevat(8), R. S. Martin(5), Scott A. Sisson(5), François Septier(5), Efstathios Panayi(3), Mario V. Wüthrich(2), Iain B. Collings(2), Marcelo G. Cruz(2), Yanan Fan(2), Thi Le Thu Nguyen(2), Yves Delignon(2), Keith R. Hayes(2), Tomoko Matsui(2), Randal Douc(2), Ariane Chapelle(1), Y. Fan(1), Thomas A. Dean(1), Sumeetpal S. Singh(1)