Annotation of Case C-272/94, Criminal proceedings against Michel Guiot and Climatec SA, ECR 1996 I-1905

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‘Governing (Through) Rights: Statistics as Technologies of Governmentality’

An increasing amount of attention is being given to the use of human rights measurement indicators in monitoring ‘progress’ in rights and there is consequently a growing focus on statistics and information. This article concentrates on the use of statistics in rights discourse, with reference to the new human rights institution for the European Union: the Fundamental Rights Agency. The article has two main objectives: first, to show that statistics operate as technologies of governmentality – by explaining that statistics both govern rights and govern through rights. Second, the article discusses the implications that this has for rights discourse – rights become a discourse of governmentality, that is a normalizing and regulating discourse. In doing so, the article stresses the importance of critique and questioning new socio-legal methodologies, which involve the collection and dissemination of information and data (statistics), in rights discourse.

Sticks, Stones and Words: Emotional Harm and the English Criminal Law

This article discusses the rule that criminal liability does not normally attach for the causing of emotional harm or mental distress in the absence of proof of a 'recognised psychiatric injury'. It considers what is involved in the diagnosis of psychiatric injury, and to what extent the difference between such injury and 'ordinary' mental distress is one of degree rather than one of kind. It reviews the situations in which the law already criminalises the infliction of emotional harm without proof of psychiatric injury, and assesses the policy arguments for drawing the distinction in the normal case. The article concludes that the law can and should adopt a more flexible approach to cases of this sort.

NON-GAUSSIAN STATISTICS OF OIL PRICING TIME-SERIES: A CASE STUDY

The stochastic nature of oil price fluctuations is investigated over a twelve-year period, borrowing feedback from an existing database (USA Energy Information Administration database, available online). We evaluate the scaling exponents of the fluctuations by employing different statistical analysis methods, namely rescaled range analysis (R/S), scale windowed variance analysis (SWV) and the generalized Hurst exponent (GH) method. Relying on the scaling exponents obtained, we apply a rescaling procedure to investigate the complex characteristics of the probability density functions (PDFs) dominating oil price fluctuations. It is found that PDFs exhibit scale invariance, and in fact collapse onto a single curve when increments are measured over microscales (typically less than 30 days). The time evolution of the distributions is well fitted by a Levy-type stable distribution. The relevance of a Levy distribution is made plausible by a simple model of nonlinear transfer. Our results also exhibit a degree of multifractality as the PDFs change and converge toward to a Gaussian distribution at the macroscales.