Information Flow, Trading Activity and Commodity Futures Volatility von Clements, Adam E., Todorova, Neda

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

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The volatility-volume relationship in the LME futures market for industrial metals von Todorova, Neda, Clements, Adam E.

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The Effect of Transmission Constraints on Electricity Prices von Clements, Adam E., Hurn, A. Stan, Li, Zili

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Are combination forecasts of S&P 500 volatility statistically superior? von Becker, Ralf, Clements, Adam E.

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

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Therapeutic downregulation of neuronal PAS domain 2 ( Npas2 ) promotes surgical skin wound healing von Shibuya, Yoichiro, Hokugo, Akishige, Okawa, Hiroko, Kondo, Takeru, Khalil, Daniel, Wang, Lixin, Roca, Yvonne, Clements, Adam, Sasaki, Hodaka, Berry, Ella, Nishimura, Ichiro, Jarrahy, Reza

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Efficient Bayesian estimation for GARCH-type models via Sequential Monte Carlo von Li, Dan, Clements, Adam, Drovandi, Christopher

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Spillovers between the oil sector and the S&P500: The impact of information flow about crude oil von Aromi, Daniel, Clements, Adam

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Forecasting retail fuel prices with spatial interdependencies von Clements, Adam, Otero, Jesús

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In vitro assessment of Neuronal PAS domain 2 mitigating compounds for scarless wound healing von Clements, Adam, Shibuya, Yoichiro, Hokugo, Akishige, Brooks, Zachary, Roca, Yvonne, Kondo, Takeru, Nishimura, Ichiro, Jarrahy, Reza

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A dynamic multiple equation approach for forecasting PM2.5 pollution in Santiago, Chile von Moisan, Stella, Herrera, Rodrigo, Clements, Adam

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Forecasting the variance of stock index returns using jumps and cojumps von Clements, Adam, Liao, Yin

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A multivariate Kernel approach to forecasting the variance covariance of stock market returns von Becker, Ralf, Clements, Adam, O'Neill, Robert

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Which oil shocks really matter in equity markets? von Clements, Adam, Shield, Cody, Thiele, Stephen

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Forecasting extreme financial risk: A score-driven approach von Fuentes, Fernanda, Herrera, Rodrigo, Clements, Adam

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A marked point process model for intraday financial returns: modeling extreme risk von Herrera, Rodrigo, Clements, Adam

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

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Outlier-robust methods for forecasting realized covariance matrices von Li, Dan, Drovandi, Christopher, Clements, Adam

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Case Report of Metronidazole-Induced Encephalopathy von Clements, Adam

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