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HACking at non-linearity : evidence from stocks and bonds

Bianchi, Robert J. (contributor); Clements, Adam (contributor) - 2009

Persistent link: https://www.econbiz.de/10003799348

The impact of information flow and trading activity on gold and oil futures volatility

Clements, Adam; Liao, Yin - 2014

Persistent link: https://www.econbiz.de/10011343881

News and network structures in equity market volatility

Clements, Adam; Liao, Yin - 2016

Persistent link: https://www.econbiz.de/10011777149

Volatility transmission in global financial markets

Clements, Adam; Hurn, Stan; Volkov, V. V. - In: Journal of empirical finance 32 (2015), pp. 3-18

Persistent link: https://www.econbiz.de/10011556742

Common trends in global volatility

Clements, Adam; Hurn, Stan; Volkov, V. V. - In: Journal of international money and finance 67 (2016), pp. 194-214

Persistent link: https://www.econbiz.de/10011711615

Spillovers between the oil sector and the S&P500 : the impact of information flow about crude oil

Aromi, Daniel; Clements, Adam - In: Energy economics 81 (2019), pp. 187-196

Persistent link: https://www.econbiz.de/10012172691

Media attention and crude oil volatility : is there any 'new' news in the newspaper?

Aromi, D.; Clements, Adam - 2018

Persistent link: https://www.econbiz.de/10012431188

Are credit default swaps still a sideshow? : How information flow between equity and CDS markets has changed since the financial crisis

Wang, Ruolin; Basu, Anup; Clements, Adam - In: Global finance journal 57 (2023), pp. 1-22

Persistent link: https://www.econbiz.de/10014479021

The asymmetric volatility in the gold market revisited

Todorova, Neda - In: Economics letters 150 (2017), pp. 138-141

Persistent link: https://www.econbiz.de/10011765084

Forecasting of Clean Energy Market Volatility the Role of Oil and the Technology Sector

Lyocsa, Stefan; Todorova, Neda - 2023

This study is the first to explore whether the well-known relationship between the clean energy sector, oil prices, and technology stocks can be leveraged to enhance the accuracy of realized volatility forecasts for individual clean energy sub-sectors. Based on intraday data and various...

Persistent link: https://www.econbiz.de/10014358423