Dr Anthoulla Phella
- Lecturer in Econometrics (Economics)
email:
Anthoulla.Phella@glasgow.ac.uk
pronouns:
She/her/hers
https://orcid.org/0000-0001-6194-0942Biography
Anthoulla Phella joined the Adam Smith Business School as a Lecturer in Econometrics in September 2021. She received a PhD at the University of Surrey in 2021. Prior to joining the University of Glasgow, Anthoulla was working at the Monetary Analysis Division of the European Central Bank and also held a teaching position at the London School of Economics. Her primary research interests are time series econometrics and applied macroeconomics. Her current work focuses extensively on factor models, quantile regressions and studies of macro-at-risk. She is also interested in topics surrounding climate econometrics.
Research interests
Anthoulla is a member of the School's Macroeconomics research cluster.
Areas of expertise:
- Macroeconometrics, time series analysis and forecasting
- Quantile models and quantile aurtoregressions
- Factor models
- Climate econometrics.
Publications
2026
Gabriel, Vasco J., Martins, Luis F. and Phella, Anthoulla 
ORCID: https://orcid.org/0000-0001-6194-0942
(2026)
Persistent cycles and long-run covariability in paleoclimate time series.
In: Fomby, Thomas B., Friedrich, Marina and Hillebrand, Eric (eds.)
Econometrics of Climate, Energy, and Green Transition.
Series: Advances in econometrics (47 A).
Emerald Publishing Limited.
ISBN 9781806864805
2025
Aguiar-Conraria, Luis, Gabriel, Vasco J., Martins, Luis F. and Phella, Anthoulla ORCID: https://orcid.org/0000-0001-6194-0942
(2025)
Climate change: across time and frequencies.
arXiv,
11 Sep.
(doi: 10.48550/ARXIV.2509.21334)
Phella, Anthoulla ORCID: https://orcid.org/0000-0001-6194-0942, Gabriel, Vasco J. and Martins, Luis F.
(2025)
Taking the highway or the green road? conditional temperature forecasts under alternative SSP scenarios.
arXiv,
(doi: 10.48550/arXiv.2509.09384)
2024
Phella, Anthoulla ORCID: https://orcid.org/0000-0001-6194-0942, Gabriel, Vasco J. and Martins, Luis F.
(2024)
Predicting tail risks and the evolution of temperatures.
Energy Economics, 131,
107286.
(doi: 10.1016/j.eneco.2023.107286)
Phella, Anthoulla ORCID: https://orcid.org/0000-0001-6194-0942
(2024)
Consistent specification test of the quantile autoregression.
arXiv,
(doi: 10.48550/ARXIV.2010.03898)
2021
Korobilis, Dimitris, Landau, Bettina, Musso, Alberto and Phella, Anthoulla ORCID: https://orcid.org/0000-0001-6194-0942
(2021)
The Time-Varying Evolution of Inflation Risks.
Working Paper.
European Central Bank.
(doi: 10.2866/861413).
2020
Phella, Anthoulla ORCID: https://orcid.org/0000-0001-6194-0942
(2020)
Forecasting with factor-augmented quantile autoregressions: a model averaging approach.
arXiv,
(doi: 10.48550/arXiv.2010.12263)
Articles
Aguiar-Conraria, Luis, Gabriel, Vasco J., Martins, Luis F. and Phella, Anthoulla ORCID: https://orcid.org/0000-0001-6194-0942
(2025)
Climate change: across time and frequencies.
arXiv,
11 Sep.
(doi: 10.48550/ARXIV.2509.21334)
Phella, Anthoulla ORCID: https://orcid.org/0000-0001-6194-0942, Gabriel, Vasco J. and Martins, Luis F.
(2025)
Taking the highway or the green road? conditional temperature forecasts under alternative SSP scenarios.
arXiv,
(doi: 10.48550/arXiv.2509.09384)
Phella, Anthoulla ORCID: https://orcid.org/0000-0001-6194-0942, Gabriel, Vasco J. and Martins, Luis F.
(2024)
Predicting tail risks and the evolution of temperatures.
Energy Economics, 131,
107286.
(doi: 10.1016/j.eneco.2023.107286)
Phella, Anthoulla ORCID: https://orcid.org/0000-0001-6194-0942
(2024)
Consistent specification test of the quantile autoregression.
arXiv,
(doi: 10.48550/ARXIV.2010.03898)
Phella, Anthoulla ORCID: https://orcid.org/0000-0001-6194-0942
(2020)
Forecasting with factor-augmented quantile autoregressions: a model averaging approach.
arXiv,
(doi: 10.48550/arXiv.2010.12263)
Book Sections
Gabriel, Vasco J., Martins, Luis F. and Phella, Anthoulla ORCID: https://orcid.org/0000-0001-6194-0942
(2026)
Persistent cycles and long-run covariability in paleoclimate time series.
In: Fomby, Thomas B., Friedrich, Marina and Hillebrand, Eric (eds.)
Econometrics of Climate, Energy, and Green Transition.
Series: Advances in econometrics (47 A).
Emerald Publishing Limited.
ISBN 9781806864805
Research Reports or Papers
Korobilis, Dimitris, Landau, Bettina, Musso, Alberto and Phella, Anthoulla ORCID: https://orcid.org/0000-0001-6194-0942
(2021)
The Time-Varying Evolution of Inflation Risks.
Working Paper.
European Central Bank.
(doi: 10.2866/861413).
Supervision
Anthoulla is interested in:
- Time series analysis and forecasting
- Quantile models and macro-at-risk
- Factor models
- Climate economics
- Huang, Shipeng
Aggregate Inflation Risks.
Teaching
- Applied time series and forecasting
- Econometrics 1
Additional information
CV: Anthoulla Phella (pdf)
