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I heard Brian Cox, TV's Mr Science, on the radio some weeks ago saying with absolute certainty: "There are no ghosts." As if anyone who thought otherwise was a moron.

At which point, for me, Cox's credibility went right down the pan. Now, when he tells us how many holes there are in the asteroid belt, I'm likely to add a couple on.

The problem is that scientists tend to believe that everything in existence should be subject to human control, and ghosts are nicely outside the box. But they don't go away.

At least one in three people I know has had an experience hinting at some other level of existence. When you talk to these people, they know they weren't dreaming or hallucinating. They know, by the circumstances, that it wasn't somebody's idea of a practical joke. And that's how it's always been. Strange things happen and nobody knows how or why. Not even Brian Cox.

I'm always fascinated by how many autobiographies contain an episode involving a possible ghost, premonition or prophetic dream. Even Hitch 22, the autobiog of arch-atheist Christopher Hitchens has one.

On this week's Phil The Shelf, we talk to actor John Challis, TV's Mr Ambrose Boyce of Peckham, about his uncanny experience while performing in Llandudno. You might not want to buy a second-hand car off him, but it's hard simply to drive away from this story with a contemptuous sniff.

Cover image of MR James' Collected Ghost stories courtesy of Oxford University Press

We also discuss Joanna Lumley's very sinister encounters in the house where Montague Rhodes James was born nearly 150 years ago.

Which is where we leave real-life behind.

The distinguished antiquarian scholar MR James remains Britain's most celebrated creator of fictional ghosts and is the main subject of this week's programme. Actually, ghost is only a loose term for the entities MR James wrote about. He dealt with earthen things, hairy things, creeping things. Which invariably were evil.

Rhondda-born Darryl Jones, now head of English at Trinity College, Dublin, is the editor of a new edition of MRJ's collected stories - all 35 of them - for the Oxford University Press. Darryl's been addicted to supernatural tales since he was a kid, so obviously it was no hardship putting these together with a new introduction, copious notes on dates and relevant history as well as James' own opinions about the existence of ghosts and hauntings.

On the programme, we also hear the work of another actor, Robert Lloyd Parry who's made a career out of impersonating MR James, recreating the evenings, usually around Christmas, when James would sit down amongst academic colleagues and students to read his accounts of otherwordly malevolence.

Of course, it's not only scientists who have a problem with this stuff. For nearly a century the paranormal has been a forbidden area for writers of detective fiction. One of the rules of The Detection Club, formed in 1930 by Dorothy L Sayers, GK Chesterton and others, was:

All supernatural or preternatural agencies are ruled out as a matter of course. To solve a detective problem by such means would be like winning a race on the river by the use of a concealed motor-engine.

The prejudice survives to this day. The hard-boiled, violent private eye novels of John Connolly usually involve an unqualified element of the supernatural, which is viewed with a certain suspicion by some of his crime-writing colleagues.

In his latest novel, The Burning Soul, Connolly's regular narrator Charlie Parker is awoken in the night by a TV that won't stop showing Loony Tunes cartoons... and the voice of a missing girl. It doesn't change anything. It doesn't help him to identify the killer. It's just there because Connolly sees it as part of human experience.

Is it all in his head? You decide. The point about most ghost stories - like most actual ghost experiences - is that there are no certainties. Which is usually what separates the ghost story from the horror story in which all may be resolved, often by mysterious or occult means. MR James had no time for all that stuff. As he said towards the end of his life, They exist, but we don't know the rules.

Maybe just as well...

Listen to Phil the Shelf on Ö÷²¥´óÐã Radio Wales on Sunday 20 November from 5pm.