Dr Stefan Van Dellen

Senior Lecturer in Finance

+44 20 7911 5000 ext 66506
35 Marylebone Road London NW1 5LS

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Finance and Accounting | Department

Dr Stefan van Dellen joined Westminster Business School in 2011 as a Senior Lecturer in Finance and is currently the Course Leader for the MSc in Finance, Banking and Insurance degree. He holds a BComm in Economics and Applied Economics, an MSc in Shipping, Trade and Finance and a PhD in Finance.

Stefan in also an Extremal Examiner for the Masters in Energy Management at ESCP Business School and has also worked as a visiting lecturer at Toulouse Business School and Cass Business School. Prior to moving to the UK, Stefan worked as a logistics controller at Rennies Shipping Agencies in Durban, South Africa.

Education

PhD in Finance (Cass Business School, City, University of London) 

MSc in Shipping, Trade and Finance (Cass Business School, City, University of London), 

BComm (University of Natal, South Africa)

Professional memberships

Member of the International Association of Maritime Economists

PhD in Finance

Cass Business School, City University of London

MSc in Shipping, Trade and Finance

Cass Business School, City University of London

BComm in Economics and Applied Economics

University of Natal, Durban

Stefan is currently module leader for the following modules:

  • International Risk Management (MSc Finance & Accounting, MSc Finance, Banking & Insurance, MSc Global Finance & MSc Investment & Risk Finance)
  • Securities Analysis (Level 5, BSc Finance)
  • Current Themes in Finance (Level 6, BA Business Management, Finance & Financial Services Pathway)

In the past, Stefan has been module leader for the following modules:

  • Financial Securities Valuation (Level 5, BSc Finance with Management)
  • Quantitative Finance (Level 6, BA Business Management & BSc Business Economics)
  • International Banking (Level 6, BA Business Management & BSc International Business)
  • Empirical Finance (Level 6, BSc Finance with Management)
  • Risk Management & International Finance (Level 6, BA Business Management & BSc Finance with Management)

Stefan's main research interests include risk management; banking; term-structure of interest rates; maritime economics; commodities finance; shipping finance; capital structure; applied econometrics; forecasting time series; banking; mergers & acquisitions; & value premia.

2017

The impact of conditional higher moments on risk management: The case of the tanker freight market (2017)
Van Dellen, S., Alizadeh, A.H. and Nomikos, N.K 2017. The impact of conditional higher moments on risk management: The case of the tanker freight market. 25th Annual Conference of the International Association of Maritime Economists. Kyoto, Japan 27 Jun - 01 Jul 2017

2016

US and Canadian term structures of interest rates: A forecasting comparison (2016)
Van Dellen, S., Juneja, J.A., Nowman, K.B. and Zhao, G. 2016. US and Canadian term structures of interest rates: A forecasting comparison. 23rd Annual Conference of the Multinational Finance Society. Stockholm, Sweden 26 - 30 Jun 2016

2015

The value effects of changes in leverage: Evidence from the Travel and Leisure sector (2015)
Van Dellen, S., Sivaprasad, S. and Bas, T. 2015. The value effects of changes in leverage: Evidence from the Travel and Leisure sector. 22nd Annual Conference of the Multinational Finance Society. Halkidiki, Greece 28 Jun - 02 Jul 2015

2016

Do financial distress and liquidity crises affect value and size premiums? (2016)
Bas, T., Elgammal, M.M., Gough, O., Shah, N.S. and Van Dellen, S. 2016. Do financial distress and liquidity crises affect value and size premiums? Applied Economics. 48 (39), pp. 3734-3751.

2015

A regime switching approach for hedging tanker shipping freight rates (2015)
Van Dellen, S., Alizadeh, A.H. and Huang, C.-Y. 2015. A regime switching approach for hedging tanker shipping freight rates. Energy Economics. 49, pp. 44-59.

2014

Forecasting long-term UK interest rates (2014)
Gough, O., Nowman, K.B. and Van Dellen, S. 2014. Forecasting long-term UK interest rates. Empirical Economics Letters. 13 (10).
Modelling and forecasting international interest rate spreads: UK, Germany, Japan and the US (2014)
Gough, O., Nowman, K.B. and Van Dellen, S. 2014. Modelling and forecasting international interest rate spreads: UK, Germany, Japan and the US. International Journal of Financial Engineering and Risk Management. 1 (4), pp. 309-333.

2013

Forecasting daily UK interest rates using continuous time and ARIMA, ARFIMA models (2013)
Gough, O., Nowman, K.B. and Van Dellen, S. 2013. Forecasting daily UK interest rates using continuous time and ARIMA, ARFIMA models. Empirical Economics Letters. 12 (8), p. 813.
Empirical analysis of the US swap curve (2013)
Gough, O., Juneja, J.A., Nowman, K.B. and Van Dellen, S. 2013. Empirical analysis of the US swap curve. The Empirical Economics Letters. 12 (9), pp. 985-994.

2012

Forecasting overseas visitors into the United Kingdom using continuous time and autoregressive fractional integrated moving average models with discrete data (2012)
Nowman, K.B. and Van Dellen, S. 2012. Forecasting overseas visitors into the United Kingdom using continuous time and autoregressive fractional integrated moving average models with discrete data. Tourism Economics. 18 (4), pp. 835-844.

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