What Sort of Asset? Bitcoin Analysed. - Shaen Corbet; Brian Lucey; Maurice Peat; Samuel A. Vigne (FinanceCom, 2018)

Did long-memory of liquidity signal the European sovereign debt crisis? - Zhuowei Sun; Philip A. Hamill; Youwei Li; Y. C. Yang; Samuel A. Vigne (Ann. Oper. Res., 2019)

What is the optimal weight for gold in a portfolio? - Brian Lucey; Maurice Peat; Aleksandar Sevic; Samuel A. Vigne (Ann. Oper. Res., 2021)

Bayesian Value-at-Risk backtesting: The case of annuity pricing. - Melvern Leung; Youwei Li; Athanasios A. Pantelous; Samuel A. Vigne (Eur. J. Oper. Res., 2021)