Professor of Decision Science
Saïd Business School
University of Oxford
Park End Street
James' research is in the area of time series forecasting.
James has more than forty published and accepted research papers to his name. His main research interest is probabilistic forecasting applied to a variety of contexts, including energy, the environment, finance and retail. The journals in which he has had papers published include Management Science, Journal of the American Statistical Association, Journal of Business and Economic Statistics, and Monthly Weather Review. James is a former Associate Editor of the International Journal of Forecasting and Management Science. He has an undergraduate degree in Maths from the University of Cambridge, an MSc in Operational Research from the University of Lancaster, and a PhD in Time Series Forecasting from London Business School. He taught at London Business School for three years before joining Saïd Business School in 1999.
James’ research has a particular focus on probabilistic forecasting and exponential smoothing methods.
In terms of applications, his work has been mainly concerned with forecasting electricity demand, renewable power generation, weather risk, call centre arrivals, financial risk, and product sales.
Estimating Value-at-Risk and Expected Shortfall using the intraday low and range data(opens in new window)
Forecasting Value at Risk and Expected Shortfall Using a Semiparametric Approach Based on the Asymmetric Laplace Distribution(opens in new window)
Probabilistic forecasting of wind power ramp events using autoregressive logit models(opens in new window)
James has various interactions and engagements with business, industry and universities.
James is a former Associate Editor of the International Journal of Forecasting, and Management Science.
He has carried out a number of consultancy and research projects in the energy sector. These have related to various aspects of short-term electricity demand forecasting. James was formerly an External Examiner for the MBA Programmes at London Business School, and for the Management Science undergraduate courses at Warwick Business School.
James currently teaches the Analytics core course to MBA and Executive MBA students.
He has taught a similar course for the Master of Public Policy at the University’s Blavatnik School of Government. Periodically, he teaches the Statistical Research Methods course to the Business School’s DPhil students, and has previously taught an elective on Time Series Forecasting to students on MBA and Finance Masters courses.
The analytics courses that James teaches have strong links to other business school subject areas, especially finance, marketing and operations management. An emphasis of his teaching is practical application and user-level understanding. Beyond his work at Saïd Business School, James has taught short courses in analytics and forecasting at a number of organisations, including BSkyB, General Electric, National Grid Company, Oxford University Press, and Tesco.