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A Practical Guide to Harnessin...
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Clements, Adam
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A practical guide to harnessing the HAR volatility model
Clements, Adam
;
Preve, Daniel P. A.
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013256626
Saved in:
2
Combining multivariate volatility forecasts using weighted losses
Clements, Adam
;
Doolan, Mark Bernard
- In:
Journal of Forecasting
39
(
2020
)
4
,
pp. 628-641
Persistent link: https://www.econbiz.de/10012189048
Saved in:
3
Semi-parametric forecasting of realized volatility
Becker, Ralf
;
Clements, Adam
;
Hurn, Stan
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
15
(
2011
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10009521204
Saved in:
4
Selecting volatility forecasting models for portfolio allocation purposes
Becker, Ralf
;
Clements, Adam
;
Doolan, M. B.
;
Hurn, Stan
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 849-861
Persistent link: https://www.econbiz.de/10011474597
Saved in:
5
Forecasting quantiles of day-ahead electricity load
Li, Zili
;
Hurn, Stan
;
Clements, Adam
- In:
Energy economics
67
(
2017
),
pp. 60-71
Persistent link: https://www.econbiz.de/10011897867
Saved in:
6
The effect of transmission constraints on electricity prices
Clements, Adam
;
Hurn, Stan
;
Li, Zili
- In:
The energy journal
38
(
2017
)
4
,
pp. 145-163
Persistent link: https://www.econbiz.de/10011699020
Saved in:
7
Strategic bidding and rebidding in electricity markets
Clements, Adam
;
Hurn, Stan
;
Li, Zili
- In:
Energy economics
59
(
2016
),
pp. 24-36
Persistent link: https://www.econbiz.de/10011699438
Saved in:
8
Modelling interregional links in electricity price spikes
Clements, Adam
;
Herrera, Rodrigo
;
Hurn, Stan
- In:
Energy economics
51
(
2015
),
pp. 383-393
Persistent link: https://www.econbiz.de/10011564890
Saved in:
9
Information flow, trading activity and commodity futures volatility
Clements, Adam
;
Todorova, Neda
- In:
The journal of futures markets
36
(
2016
)
1
,
pp. 88-104
Persistent link: https://www.econbiz.de/10011567574
Saved in:
10
An empirical investigation of herding in the U.S. stock market
Clements, Adam
;
Hurn, Stan
;
Shi, Shuping
- In:
Economic modelling
67
(
2017
),
pp. 184-192
Persistent link: https://www.econbiz.de/10011813808
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