Biography

Arnold is a Senior Lecturer in the School of Economics. He obtained his Bachelor degree in Economics from the University of Bielefeld and completed his Doctorate in Quantitative Economics in 2004 at the University of Alicante. He then held a postdoctoral research position at the University of Minnesota. Before joining the UEA in July 2011, he lectured at Queen’s University Belfast.

Arnold's research interests are mainly in socio-economic networks, bargaining theory, financial economics with occasional ventures into other areas. His current projects range from game-theoretical models of bargaining and learning in (endogenous) networks through empirical work on interdependence of extreme events to the estimation of risk measures.

Recent Work

Communication networks, externalities and the price of information, 2017, R&R The RAND Journal of Economics

Coalition bargaining in repeated games (with F. Vega-Redondo), 2017, International Economic Review (forthcoming)

Bargaining Frictions in Trading Networks (with F. Vega-Redondo), 2017, The B.E. Journal of Theoretical Economics 18(1) 

Forecasting Multidimensional Tail Events at Short and Long Horizons (with E. Stoja), 2017, International Journal of Forecasting 33, 958-969 

How dirty are your neighbors? The impact of local pollution in the interconnected world (with Miguel A. Meléndez-Jiménez), 2017

Entry limiting agreements for pharmaceuticals: pay-to-delay and authorized generic deals (with F. Bokhari and F. Mariuuzzo), 2017

Homophily, Influence and Integration: The Weakness of Weak Ties (with F. Vega-Redondo), 2017

A general framework for measuring risk interdependence (with E. Stoja), 2017

All Publications

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Polanski, A., Vega-Redondo, F.

(2018)

Bargaining Frictions in Trading Networks,

in BE Press Journal of Theoretical Economics

18

(1)

article no. 20160089

Full Text UEA Repository

(Article)

(Published)


Polanski, A., Stoja, E.

(2017)

Forecasting multidimensional tail risk at short and long horizons,

in International Journal of Forecasting

33

(4)

pp. 958–969

Full Text UEA Repository

(Article)

(Published)


Polanski, A., Stoja, E.

(2016)

Extreme risk interdependence,

Full Text

(Discussion paper)

(Published)


Polanski, A.

(2016)

Matching structure and bargaining outcomes in buyer–seller networks,

in Social Choice and Welfare

46

(4)

pp. 767-776

Full Text UEA Repository

(Article)

(Published)


Zhang, R., Polanski, A.

(2016)

Volatility-volume co-movements: evidence from China metal markets,

in Applied Economics

48

(45)

pp. 4312-4336

Full Text UEA Repository

(Article)

(Published)


Polanski, A., Lazarova, E.

(2015)

Dynamic multilateral markets,

in International Journal of Game Theory

44

(4)

pp. 815-833

Full Text UEA Repository

(Article)

(Published)


Mcvicar, D., Polanski, A.

(2014)

Peer effects in uk adolescent substance use: Never mind the classmates?,

in Oxford Bulletin of Economics and Statistics

76

(4)

pp. 589–604

Full Text UEA Repository

(Article)

(Published)


Polanski, A.

(2014)

Multidimensional Forecasting and Pattern Matching,

in Proceedings ITISE 2014 : International work-conference on Time Series.

pp. 1161-1169

ISBN 978-84-15814-97-9

UEA Repository

(Chapter)

(Published)


Polanski, A., Stoja, E.

(2014)

Co-dependence of Extreme Events in High Frequency FX Returns,

in Journal of International Money and Finance

44

pp. 164-178

Full Text UEA Repository

(Article)

(Published)


Polanski, A., Zhang, R., Stoja, E.

(2013)

Multidimensional risk and risk dependence,

in Journal of Banking and Finance

37

(8)

pp. 3286-3294

Full Text UEA Repository

(Article)

(Published)


Cardona, D., Polanski, A.

(2013)

Voting rules and efficiency in one-dimensional bargaining games with endogenous protocol,

in Social Choice and Welfare

41

pp. 217-240

Full Text UEA Repository

(Article)

(Published)


Polanski, A., Stoja, E.

(2012)

Efficient evaluation of multidimensional time-varying density forecasts,

in International Journal of Forecasting

28

(2)

pp. 343-352

Full Text UEA Repository

(Article)

(Published)


Polanski, A.

(2011)

Genetic Algorithm Search for Predictive Patterns in Multidimensional Time Series,

in Complex Systems

19

(3)

pp. 195-209

UEA Repository

(Article)

(Published)


Polanski, A., Cardona, D.

(2011)

Multilevel medation in symetric trees,

in Review of Network Economics

11

(3)

pp. 8

UEA Repository

(Article)

(Published)


Polanski, A., McVicar, D.

(2011)

Recovering Social Networks from Individual Attributes,

in Journal of Mathematical Sociology

35

(4)

pp. 287-311

Full Text UEA Repository

(Article)

(Published)


Polanski, A., Stoja, E.

(2011)

Dynamic Density Forecasts for Multivariate Asset Returns,

in Journal of Forecasting

30

(6)

pp. 523-540

Full Text UEA Repository

(Article)

(Published)


Polanski, A., Stoja, E.

(2010)

Incorporating Higher Moments into Value at Risk Forecasting,

in Journal of Forecasting

29

(6)

pp. 523-535

Full Text UEA Repository

(Article)

(Published)


Polanski, A., Winter, E.

(2010)

Two-Sided Markets with Repeated Transactions,

in BE Press Journal of Theoretical Economics

10

(1)

Full Text UEA Repository

(Article)

(Published)


Polanski, A.

(2007)

Bilateral bargaining in networks,

in Journal of Economic Theory

134

(1)

pp. 557-565

Full Text UEA Repository

(Article)

(Published)


Polanski, A.

(2007)

Is the general public licence a rational choice?,

in Journal of Industrial Economics

55

(4)

pp. 691-714

Full Text UEA Repository

(Article)

(Published)


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