# Browse By Person: Clements, Adam

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**34**.## Journal Article

Clements, A.E., Hurn, A.S., & Li, Z.
(2016)
Strategic bidding and rebidding in electricity markets.

*Energy Economics*,*59*, pp. 24-36.

Clements, A.E., Hurn, A.S., & Li, Z.
(2016)
Forecasting day-ahead electricity load using a multiple equation time series approach.

*European Journal of Operational Research*,*251*(2), pp. 522-530.
2

Clements, A.E., Herrera, R., & Hurn, A.S.
(2015)
Modelling interregional links in electricity price spikes.

*Energy Economics*,*51*, pp. 383-393.
2

Clements, Adam, Scott, Ayesha, & Silvennoinen, Annastiina
(2015)
On the benefits of equicorrelation for portfolio allocation.

*Journal of Forecasting*,*34*(6), pp. 507-522.
1

Clements, Adam E., Hurn, A. Stan, & Volkov, Vladimir V.
(2015)
Volatility transmission in global financial markets.

*Journal of Empirical Finance*,*32*, pp. 3-18.
2

1

Clements, Adam E. & Todorova, Neda
(2015)
Information flow, trading activity and commodity futures volatility.

*The Journal of Futures Markets*,*36*(1), pp. 88-104.
1

Becker, Ralf, Clements, Adam, Doolan, Mark, & Hurn, Stan
(2015)
Selecting volatility forecasting models for portfolio allocation purposes.

*International Journal of Forecasting*,*31*(3), pp. 849-861.
2

Basu, Anup K., Chen, En Te, & Clements, Adam
(2014)
Are lifecycle funds appropriate as default options in participant-directed retirement plans?

*Economics Letters*,*124*(1), pp. 51-54.

Clements, Adam, Fuller, Joanne, & Hurn, Stan
(2013)
Semi-parametric forecasting of spikes in electricity prices.

*Economic Record*,*89*(287), pp. 508-521.
39

4

5

Clements, Adam & Silvennoinen, Annastiina
(2013)
Volatility timing : how best to forecast portfolio exposures.

*Journal of Empirical Finance*,*24*, pp. 108-115.
17

2

2

Clements, Adam, Hurn, Stan, & Lindsay, Ken
(2013)
A closed-form approximation for pricing temperature-based weather derivatives.

*Applied Mathematics*,*4*(9), pp. 1347-1360.
58

Becker, Ralf, Clements, Adam E., & Zainudin, Wan Nur R. A.
(2013)
Modeling electricity price events as point processes.

*The Journal of Energy Markets*,*6*(2), pp. 99-140.

Becker, Ralf, Clements, Adam, & Hurn, Stan
(2011)
Semi-parametric forecasting of realized volatility.

*Studies in Nonlinear Dynamics and Econometrics*,*15*(3), pp. 1-21.
387

3

1

Becker, Ralf, Clements, Adam, & McClelland, Andrew
(2009)
The jump component of S&P 500 volatility and the VIX index.

*Journal of Banking and Finance*,*33*(6), pp. 1033-1038.
915

53

45

Clements, Adam, Drew, Michael, Krpan, Ivan, & Veeraraghavan, Madhu
(2009)
Can book-to-market and size be risk factors that predict economic growth in Asia's emerging economies?

*Finance India*,*23*(4), pp. 1213-1230.

Becker, Ralf & Clements, Adam
(2008)
Are combination forecasts of S&P 500 volatility statistically superior?

*International Journal of Forecasting*,*24*(1), pp. 122-133.
22

16

Clements, Adam & Collet, Jerome
(2008)
Do common volatility models capture cyclical behaviour in volatility?

*Applied Financial Economics*,*18*(7), pp. 599-604.
2

Becker, Ralf, Clements, Adam E., & White, Scott I.
(2007)
Does implied volatility provide any information beyond that captured in model-based volatility forecasts?

*Journal of Banking & Finance*,*31*(8), pp. 2535-2549.
612

31

34

Chen, En Te & Clements, Adam
(2007)
S&P 500 Implied Volatility and Monetary Policy Announcements.

*Finance Research Letters*,*4*(4), pp. 227-232.
17

Clements, Adam E., Hurn, Stanley, & White, Scott I.
(2006)
Mixture distribution-based forecasting using stochastic volatility models.

*Applied Stochastic Models in Business and Industry*,*22*(5-6), 547 -557.
3

3

Becker, Ralf, Clements, Adam E., & White, Scott I.
(2006)
On the informational efficiency of S&P500 implied volatility.

*The North American Journal of Economics and Finance*,*17*(2), pp. 139-153.
29

Clements, Adam E., Dale, Gemma, & Drew, Michael E.
(2006)
Australia's Retail Superannuation Fund Industry: Structure, Conduct and Performance.

*Accounting, Accountability and Performance*,*12*(2), pp. 1-32.

Clements, Adam & Drew, Michael
(2005)
Investor Expectations And Beta Risk.

*Journal Of The Securities Institute Of Australia And The Australian Institute Of Banking And Finance*,*2005*(3), pp. 8-13.

Clements, Adam & Drew, Michael
(2004)
Institutional homogeneity and choice in superannuation.

*Accounting Research Journal*,*17*(Special Issue), pp. 102-112.

Clements, Adam E., Hurn, Stanley, & Lindsay, Kenneth
(2003)
Mobius-like mappings and their use in kernel density estimation.

*Journal of the American Statistical Association*,*98*(464), pp. 993-1000.
14

15

## Conference Paper

Clements, Adam, Doolan, Mark, Hurn, Stan, & Becker, Ralf
(2012)
On the efficacy of techniques for evaluating multivariate volatility forecasts. In
Ulubasoglu, Mehmet & Kidd, Michael (Eds.)

*Econometric Society Australasian Meeting (ESAM12)*, 3-6 July 2012, Langham Hotel, Melbourne, VIC.

Bianchi, Robert, Clements, Adam, & Drew, Michael
(2008)
HACking at non-linearity : evidence from stocks and bonds. In
Robinson, T, Christensen, M, & Fletcher, A (Eds.)

*16th Annual conference on Pacific Basin Finance Economics Accounting and Management 2008*, 2-4 July 2008, Australia, Queensland, Brisbane.

Becker, Ralf, Clements, Adam, & Curchin, James
(2008)
How does implied volatility differ from model based volatility forecasts? In
Robinson, T, Christensen, M, & Fletcher, A (Eds.)

*Proceedings of the 16th Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management*, 2-4 July 2008, Australia, Queensland, Brisbane.
56

Clements, Adam, Drew, Michael, Reedman, Evan, & Veeraraghavan, Madhu
(2006)
The Death of the Overreaction Anomaly: Multi-factor Explanations for Contrarian Returns. In
Merchant, S (Ed.)

*5th Global Conference on Business and Economics*, 6 - 8 July 2006, United Kingdom, England, Cambridge.
977

Clements, Adam, Dale, Gemma, & Drew, Michael
(2005)
Australia's Retail Superannuation Fund Industry: Structure, Conduct and Performance. In
Griffiths, B, Dixon, R, & Freebairn, J (Eds.)

*Proceedings of the Australian Conference of Economists 2005 (ACE O5)*, 26 September - 28 September 2005, Australia, Victoria, Melbourne.

Clements, Adam & White, Scott
(2005)
Non-Linear Filtering With State Dependant Transition Probabilities: A Threshold (Size Effect) SV Model. In
Zerger, A & Argent, R (Eds.)

*MODSIM 2005 International Congress on Modelling and Simulation*, 12 December - 15 December 2005, Australia, Victoria, Melbourne.

Clements, Adam & Hurn, Stan
(2001)
Modelling Price Dynamics as the Outcome of Interaction Between Heterogenous Agents. In
Canberra, A (Ed.)

*Proceedings of International Congress on Modelling and Simulation*, 10-13 December 2001.## QUT Thesis

Clements, Adam
(2002)

*The impact and measurement of the intensity of noise in stock returns.*PhD thesis, Queensland University of Technology.## Working Paper

Clements, Adam E. & Drew, Michael E.
(2003)

*Investor Expectations and Systematic Risk: Discussion Paper No. 129.*[Working Paper]
757