Research overview

incl. selected media references.

Peer Reviewed Publications

    • Shaw C., (2018), 'Conditional Heteroskedasticity in Cryptoasset Returns'.
      Journal of Statistics: Advances in Theory and Applications (vol. 20:1, pp15-65). SSRN.
    • Shaw C., Pycock, D. (2019), ’Simplified Planning Zones and the realignment of fiscal incentives’: in Raising
      the Roof: How to Solve the United Kingdom’s Housing Crisis, published by: Institute of Economic Affairs. Link.

Working Papers

    • 'Dynamic Causal Effects of Pandemic-Induced Uncertainty on Output, Credit, and Asset Prices: a Symbolic Transfer Entropy Approach'
      accepted for publication at Industrial Engineering & Management Systems SSRN.
    • Regime-Switching And Levy Jump Dynamics In Option-Adjusted Spreads. SSRN.
    • The Role of Private Debt in Determining the Impact of a Financial Crisis: Evidence from System-GMM OECD Panel Data. SSRN.

Selected Articles in Popular Media

Frequently Asked Questions

  • Can I commission an article?

    I have written articles for a number of publications, both online and offline. If you are interested in commissioning a piece for your outlet or blog then use the contact form below to get in touch.

    I tend to write on:

    • Economics (and cognate areas such as Business and Marketing);
    • Computer Science (incl. Theoretical Computer Science); or
    • Public Policy.
  • Do you do Pro-Bono work?

    I regularly do pro bono work for nonprofits, where I help organisations enhance their impact by improving operations, efficiency, and decision making. 

    I am able to provide a wide range of support in the following areas:

    • Data analysis and insight
    • Options appraisal
    • Decision-making
    • Process improvement
    • Impact measurement

    The Pro Bono Promise. I will:

    • help any enquiring organisation to work out what sort of support they need;
    • oversee the project with a light touch: checking that it has an agreed scope and deliverables, that it is progressing as planned and being on hand to help with problems;
    • support the ending of the project and request feedback to evaluate our offering; and
    • publicise the project if suitable, and by agreement.
  • What are your qualifications?

    I hold a undergraduate degree in Economics and a graduate degree in financial risk management (financial mathematics). My thesis was on Nonlinear Time-series Econometrics and can be read here. I am currently working towards my second graduate degree, this time in Computer Science. I also hold other qualifications related to finance and banking.

  • Consulting

    My day rate is quite reasonable, and I can offer discounts for longer-term projects. I tend to work with:

    • time series and panel data techniques for the analysis of macroeconomic and financial data (incl. measuring statistical effects that pure time series or cross-sectional data cannnot);
    • marketing econometrics (incl. high-dimensional sparse consumers data);
    • and related areas.

    I have also done projects of a theoretical bent (incl. algorithmic combinatorial game theory) but these are best discussed in advance to ensure mutual fit.

    I am happy to work on platform/language of your choice, incl. Matlab, Stata, Ox, RATS, and Eviews. I do not work with SPSS or SAS.


Get in Touch

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