Department: Finance and Business Law (FBL), Westminster Business School

Position: Senior Lecturer in Finance

Contact:
+44 (0)20 7911 5000
S.Vandellen@westminster.ac.uk

Education

PhD in Finance (City University, London)
MSc in Shipping, Trade and Finance (City University, London),
BComm (University of Natal, South Africa)

Professional memberships

Member of the International Association of Maritime Economists

Biography

Dr Stefan van Dellen joined Westminster Business School in 2011 as a Senior Lecturer in Finance. He holds a BComm in Economics and Applied Economics, an MSc in Shipping, Trade and Finance and a PhD in Finance. He has worked as a part-time lecturer and teaching assistant at Cass Business School, delivering various modules in the area of finance and econometrics at both the undergraduate and postgraduate levels. Stefan has also worked as a logistics controller at Rennies Shipping Agencies in Durban, South Africa.

Teaching

Stefan currently teaches Quantitative Finance, International Risk Management, Financial Information and Management Accounting.

Research

Stefan’s main research interest include Applied Econometrics, Shipping and Logistics Finance, and General Finance. His current research predominantly looks at the application of fractionally integrated models to price series, with a particular focus on modelling freight rates in the shipping markets.

Publications

Working Papers:

• Nowman, K.B. and S. van Dellen (2011) “Forecasting Overseas Visitors into the United Kingdom Using Continuous Time and ARFIMA Models with Discrete Data”, Working Paper.
• Alizadeh, A.H., Nomikos N.K. and S. van Dellen (2011) “Fractional Integration and the Structure of Freight Rates in the Shipping Markets”, Working Paper.
• Alizadeh, A.H., Nomikos N.K. and S. van Dellen (2011) “An Investigation into the Correct Specification for Volatility in the Shipping Freight Rate Markets”, Working Paper.
• Alizadeh, A.H., Nomikos N.K. and S. van Dellen (2011) “Autoregressive Conditional Skewness and Kurtosis in the Shipping Freight Rate Markets”, Working Paper.
• Alizadeh, A.H., Nomikos N.K. and S. van Dellen (2011) “An Examination of the Risk Exposure of Participants in the Shipping Freight Rate Market Using a Value-at-Risk Approach”, Working Paper.

Conferences:

• International Association of Maritime Economists Annual Conference (Copenhagen, Denmark) “An Investigation into the Correct Specification for Volatility in the Shipping Freight Rate Markets”

• Hellenic Finance Association Annual Conference (Chania, Greece) “Fractional Integration and the Structure of Freight Rates in the Shipping Markets”.