Find Adam Clements on
Doctor of Philosophy (Queensland University of Technology), BBus(Hons) (Queensland University of Technology)
Background Adam joined QUT as a lecturer in 2003 and was appointed at the Professorial level in April 2010. Prior to this, he was a sessional staff member and was employed in the Funds Management industry. Adam has supervised numerous postgraduate research students who have gone on to take both industry and academic positions. Adam's research has published in international journals such as The Journal of the American Statistical Association, Journal of Banking and Finance, International Journal of Forecasting and Journal of Financial Econometrics. Adam has been involved in various industry collaborations including parts and servicing forecasting, options strategies for retirement portfolios and forecasting risk in agricultural finance.
Research interests
- Forecasting
- Financial econometrics
- Time-series econometrics
- Volatility and risk
Additional information
- Becker, R., Clements, A. & Mcclelland, A. (2009). The jump component of S&P 500 volatility and the VIX index. Journal of Banking and Finance, 33(6), 1033–1038. https://eprints.qut.edu.au/32244
- Becker, R. & Clements, A. (2008). Are combination forecasts of S&P 500 volatility statistically superior? International Journal of Forecasting, 24(1), 122–133. https://eprints.qut.edu.au/30809
- Becker, R., Clements, A. & White, S. (2007). Does Implied Volatility Provide Any Information Beyond that Captured in Model-based Volatility Forecasts? Journal of Banking and Finance, 31(8), 2535–2549. https://eprints.qut.edu.au/14812
- Becker, R., Clements, A. & White, S. (2006). On the Informational Efficiency of S&P500 Implied Volatility. The North American Journal of Economics and Finance, 17(2), 139–153. https://eprints.qut.edu.au/8381
- Clements, A., Hurn, S. & Lindsay, K. (2003). Mobius-Like Mappings and their use in Kernel Density Estimation. Journal of the American Statistical Association, 98(464), 993–1000. https://eprints.qut.edu.au/8378
- Title
- Novel Econometric Techniques for Modelling and Forecasting Electricity Prices and Price Volatility in Australia
- Primary fund type
- CAT 1 - Australian Competitive Grant
- Project ID
- LX0882226
- Start year
- 2008
- Keywords
- Electricity Prices; Price Risk; Multivariate Models; Volatility; Forecasting