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Adam Clements
Adam Clements
Bestätigte E-Mail-Adresse bei qut.edu.au
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Zitiert von
Zitiert von
Jahr
The jump component of S&P 500 volatility and the VIX index
R Becker, AE Clements, A McClelland
Journal of Banking & Finance 33 (6), 1033-1038, 2009
2002009
Does implied volatility provide any information beyond that captured in model-based volatility forecasts?
R Becker, AE Clements, SI White
Journal of Banking & Finance 31 (8), 2535-2549, 2007
1732007
S&P 500 implied volatility and monetary policy announcements
A Clements
Finance Research Letters 4 (4), 227-232, 2007
1412007
Forecasting day-ahead electricity load using a multiple equation time series approach
AE Clements, AS Hurn, Z Li
European Journal of Operational Research 251 (2), 522-530, 2016
1342016
On the informational efficiency of S&P500 implied volatility
R Becker, AE Clements, SI White
The North American Journal of Economics and Finance 17 (2), 139-153, 2006
1102006
Are combination forecasts of S&P 500 volatility statistically superior?
R Becker, AE Clements
International Journal of Forecasting 24 (1), 122-133, 2008
1082008
Modelling interregional links in electricity price spikes
AE Clements, R Herrera, AS Hurn
Energy Economics 51, 383-393, 2015
722015
An empirical investigation of herding in the US stock market
A Clements, S Hurn, S Shi
Economic Modelling 67, 184-192, 2017
702017
A dynamic multiple equation approach for forecasting PM2. 5 pollution in Santiago, Chile
S Moisan, R Herrera, A Clements
International Journal of Forecasting 34 (4), 566-581, 2018
692018
Selecting volatility forecasting models for portfolio allocation purposes
R Becker, AE Clements, MB Doolan, AS Hurn
International Journal of Forecasting 31 (3), 849-861, 2015
562015
Mobius-like mappings and their use in kernel density estimation
A Clements, S Hurn, K Lindsay
Journal of the American Statistical Association 98 (464), 993-1000, 2003
562003
Volatility transmission in global financial markets
AE Clements, AS Hurn, VV Volkov
Journal of Empirical Finance 32, 3-18, 2015
512015
Forecasting the variance of stock index returns using jumps and cojumps
A Clements, Y Liao
International Journal of Forecasting 33 (3), 729-742, 2017
482017
Spillovers between the oil sector and the S&P500: The impact of information flow about crude oil
D Aromi, A Clements
Energy Economics 81, 187-196, 2019
472019
A practical guide to harnessing the har volatility model
A Clements, DPA Preve
Journal of Banking & Finance 133, 106285, 2021
432021
Which oil shocks really matter in equity markets?
A Clements, C Shield, S Thiele
Energy Economics 81, 134-141, 2019
392019
Strategic bidding and rebidding in electricity markets
AE Clements, AS Hurn, Z Li
Energy Economics 59, 24-36, 2016
372016
Information flow, trading activity and commodity futures volatility
AE Clements, N Todorova
Journal of Futures Markets 36 (1), 88-104, 2016
342016
The death of the overreaction anomaly? A multifactor explanation of contrarian returns
A Clements, ME Drew, EM Reedman, M Veeraraghavan
Investment Management and Financial Innovations 6 (1), 76-85, 2009
342009
On the efficacy of techniques for evaluating multivariate volatility forecasts
A Clements, M Doolan, S Hurn, R Becker
Australia: National Centre of Econometric Research (NCER). Working Paper (41), 2009
332009
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