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Asset Securitizations and Bank Stability:Evidence from Different Banking Systems (2020)
Journal Article
Abdelsalam, O., Elnahass, M., Ahmed, H., & Williams, J. (2022). Asset Securitizations and Bank Stability:Evidence from Different Banking Systems. Global Finance Journal, 51, Article 100551. https://doi.org/10.1016/j.gfj.2020.100551

The impact of asset securitization on the risk and performance (i.e. financial stability) of banks, both individually and systemically, is the subject of substantial debate by financial regulators and practitioners. This paper is the first to empiric... Read More about Asset Securitizations and Bank Stability:Evidence from Different Banking Systems.

A bounding surface mechanical model for unsaturated cemented soils under isotropic stresses (2020)
Journal Article
Bruno, A. W., Gallipoli, D., Rouainia, M., & Lloret-Cabot, M. (2020). A bounding surface mechanical model for unsaturated cemented soils under isotropic stresses. Computers and Geotechnics, 125, Article 103673. https://doi.org/10.1016/j.compgeo.2020.103673

This paper presents a model that describes the gradual yielding of unsaturated cemented soils subjected to isotropic loading. The model relies on the definition of a “cementation bonding function” which accounts for the progressive breakage of inter-... Read More about A bounding surface mechanical model for unsaturated cemented soils under isotropic stresses.

Assessment of the Wearability of Facemasks against Air Pollution in Primary School-Aged Children in London (2020)
Journal Article
Smart, N., Horwell, C., Smart, T., & Galea, K. (2020). Assessment of the Wearability of Facemasks against Air Pollution in Primary School-Aged Children in London. International Journal of Environmental Research and Public Health, 17(11), Article 3935. https://doi.org/10.3390/ijerph17113935

Air pollution is a major health problem and children are particularly vulnerable to the adverse effects. Facemasks are one form of protection but, to be effective, they need to filter out airborne pollutants, fit the face well and be wearable. In thi... Read More about Assessment of the Wearability of Facemasks against Air Pollution in Primary School-Aged Children in London.

Air Pollution Disasters: Liability Issues in Negligence Associated With the Provision of Personal Protective Interventions (Facemasks) (2020)
Journal Article
McDonald, F., & Horwell, C. (2021). Air Pollution Disasters: Liability Issues in Negligence Associated With the Provision of Personal Protective Interventions (Facemasks). Disaster Medicine and Public Health Preparedness, 15(3), 367-373. https://doi.org/10.1017/dmp.2020.37

Disasters may impact air quality through the generation of high levels of potentially pathogenic particulate matter (PM), for example, in a volcanic eruption. Depending on the concentrations of particles in the air, their size and composition, and th... Read More about Air Pollution Disasters: Liability Issues in Negligence Associated With the Provision of Personal Protective Interventions (Facemasks).

Robust diffraction-limited near-infrared-to-near-ultraviolet wide-field imaging from stratospheric balloon-borne platforms—Super-pressure Balloon-borne Imaging Telescope performance (2020)
Journal Article
Romualdez, L. J., Benton, S. J., Brown, A. M., Clark, P., Damaren, C. J., Eifler, T., …Tam, S. (2020). Robust diffraction-limited near-infrared-to-near-ultraviolet wide-field imaging from stratospheric balloon-borne platforms—Super-pressure Balloon-borne Imaging Telescope performance. Review of Scientific Instruments, 91(3), Article 034501. https://doi.org/10.1063/1.5139711

At a fraction of the total cost of an equivalent orbital mission, scientific balloon-borne platforms, operating above 99.7% of the Earth’s atmosphere, offer attractive, competitive, and effective observational capabilities—namely, space-like seeing,... Read More about Robust diffraction-limited near-infrared-to-near-ultraviolet wide-field imaging from stratospheric balloon-borne platforms—Super-pressure Balloon-borne Imaging Telescope performance.

A new framework for integrated, holistic, and transparent evaluation of inter-basin water transfer schemes (2020)
Journal Article
Sinha, P., Rollason, E., Louise, J. B., Wainwright, J., & Reaney, M. S. (2020). A new framework for integrated, holistic, and transparent evaluation of inter-basin water transfer schemes. Science of the Total Environment, 721, Article 137646. https://doi.org/10.1016/j.scitotenv.2020.137646

Water shortages are forecast to affect 50% of the world's population by 2030, impacting developing nations most acutely. To increase water security there has been a significant increase in Inter-basin Water Transfer (IBWT) schemes, engineering mega-p... Read More about A new framework for integrated, holistic, and transparent evaluation of inter-basin water transfer schemes.

Forecasting Options Prices Using Discrete Time Volatility Models Estimated at Mixed Timescales (2020)
Journal Article
Calice, G., Chen, J., & Williams, J. (2020). Forecasting Options Prices Using Discrete Time Volatility Models Estimated at Mixed Timescales. The journal of derivatives, 27(3), 45-74. https://doi.org/10.3905/jod.2019.1.094

Option pricing models have traditionally utilized continuous-time frameworks to derive solutions or Monte Carlo schemes to price the contingent claim. Typically these models were calibrated to discrete-time data using a variety of approaches. Recent... Read More about Forecasting Options Prices Using Discrete Time Volatility Models Estimated at Mixed Timescales.

Who should pay for interdependent risk? Policy implications for security interdependence among airports (2020)
Journal Article
Williams, J., Kuper, G., & Massacci, F. (2020). Who should pay for interdependent risk? Policy implications for security interdependence among airports. Risk Analysis, 40(5), 1001-1019. https://doi.org/10.1111/risa.13454

We study interdependent risks in security, and shed light on the economic and policy implications of increasing security interdependence in presence of reactive attackers. We investigate the impact of potential public policy arrangements on the secur... Read More about Who should pay for interdependent risk? Policy implications for security interdependence among airports.

Experimental, numerical and field study investigating a heritage structure collapse after the 2015 Gorkha earthquake (2020)
Journal Article
Kumar, A., Hughes, P. N., Sarhosis, V., Toll, D., Wilkinson, S., Coningham, R., …Maskey, P. N. (2020). Experimental, numerical and field study investigating a heritage structure collapse after the 2015 Gorkha earthquake. Natural Hazards, 101(1), 231-253. https://doi.org/10.1007/s11069-020-03871-7

This paper presents an investigation of the collapse of a 325-year-old multi-tiered heritage temple during the 2015 Gorkha earthquake in Kathmandu, Nepal. The research comprises a reconnaissance survey followed by a geotechnical investigation and num... Read More about Experimental, numerical and field study investigating a heritage structure collapse after the 2015 Gorkha earthquake.

Community perceptions of protective practices to prevent ash exposures around Sakurajima volcano, Japan (2020)
Journal Article
Covey, J., Horwell, C., Ogawa, R., Baba, T., Nishimura, S., Hagino, M., & Merli, C. (2020). Community perceptions of protective practices to prevent ash exposures around Sakurajima volcano, Japan. International Journal of Disaster Risk Reduction, 46, Article 101525. https://doi.org/10.1016/j.ijdrr.2020.101525

Whilst, globally, volcanic eruptions are unusual and cause anxiety in affected communities, people living near Sakurajima volcano, Japan are exposed to frequent ashfall with little-to-no official intervention. As part of a wider project, this study a... Read More about Community perceptions of protective practices to prevent ash exposures around Sakurajima volcano, Japan.

We need to talk about intermittent demand forecasting (2020)
Journal Article
Nikolopoulos, K. (2021). We need to talk about intermittent demand forecasting. European Journal of Operational Research, 291(2), 549-559. https://doi.org/10.1016/j.ejor.2019.12.046

Operational Research (OR) is the ‘science of better’. People constantly try to get better, in practically all aspects of their personal and professional life, and thus OR is de facto a ubiquitous science. What might however not be that clear, is that... Read More about We need to talk about intermittent demand forecasting.

A search for Centaurus A-like features in the spectra of Fermi-LAT detected radio galaxies (2020)
Journal Article
Rulten, C. B., Brown, A. M., & Chadwick, P. M. (2020). A search for Centaurus A-like features in the spectra of Fermi-LAT detected radio galaxies. Monthly Notices of the Royal Astronomical Society, 492(2), 4666-4679. https://doi.org/10.1093/mnras/staa054

Motivated by the detection of a hardening in the γ-ray spectrum of the radio galaxy CentaurusA, we have analysed ∼10 years of Fermi-LAT observations of 26 radio galaxies to search for similar spectral features. We find that the majority of the radio... Read More about A search for Centaurus A-like features in the spectra of Fermi-LAT detected radio galaxies.

Internal Development Law (2019)
Book
Minnerop, P., Wolfrum, R., & Lachenmann, F. (Eds.). (2019). Internal Development Law. Oxford University Press