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Adam Clements

Institution: Queensland University of Technology

Primary Field: Finance (weighted toward more recent publications)

First Publication: 2007

Most Recent: 2025

RePEc ID: pcl45 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total Percentile
Last 5 Years 0.00 1.35 2.35 1.35 5.05 83%
Last 10 Years 0.00 7.40 6.39 2.69 16.48 96%
All Time 0.00 8.75 9.25 3.87 21.86 94%

Publication Statistics

Raw Publications 27
Coauthorship-Adjusted Count 21.37

Publications (27)

Year Article Journal Tier Authors
2025 Forecasting retail fuel prices with spatial interdependencies Economics Letters C 2
2025 Gasoline prices, gasoline price expectations, and inflation expectations in the United States Energy Economics A 3
2025 Tail risk dynamics of banks with score-driven extreme value models Journal of Empirical Finance C 3
2024 Outlier-robust methods for forecasting realized covariance matrices International Journal of Forecasting B 3
2023 Forecasting extreme financial risk: A score-driven approach International Journal of Forecasting B 3
2021 Facial expressions and the business cycle Economic Modeling C 2
2021 A Practical Guide to harnessing the HAR volatility model Journal of Banking & Finance B 2
2020 Firm-specific information and systemic risk Economic Modeling C 2
2019 Spillovers between the oil sector and the S&P500: The impact of information flow about crude oil Energy Economics A 2
2019 Which oil shocks really matter in equity markets? Energy Economics A 3
2018 A dynamic multiple equation approach for forecasting PM2.5 pollution in Santiago, Chile International Journal of Forecasting B 3
2018 Point process models for extreme returns: Harnessing implied volatility Journal of Banking & Finance B 2
2017 An empirical investigation of herding in the U.S. stock market Economic Modeling C 3
2017 Forecasting quantiles of day-ahead electricity load Energy Economics A 3
2017 Forecasting the variance of stock index returns using jumps and cojumps International Journal of Forecasting B 2
2017 The Effect of Transmission Constraints on Electricity Prices The Energy Journal B 3
2016 Strategic bidding and rebidding in electricity markets Energy Economics A 3
2016 Common trends in global volatility Journal of International Money and Finance B 3
2016 Information Flow, Trading Activity and Commodity Futures Volatility Journal of Futures Markets C 2
2015 Modelling interregional links in electricity price spikes Energy Economics A 3
2015 Selecting volatility forecasting models for portfolio allocation purposes International Journal of Forecasting B 4
2015 Volatility transmission in global financial markets Journal of Empirical Finance C 3
2014 Are lifecycle funds appropriate as default options in participant-directed retirement plans? Economics Letters C 3
2013 Volatility timing: How best to forecast portfolio exposures Journal of Empirical Finance C 2
2009 The jump component of S&P 500 volatility and the VIX index Journal of Banking & Finance B 3
2008 Are combination forecasts of S&P 500 volatility statistically superior? International Journal of Forecasting B 2
2007 Does implied volatility provide any information beyond that captured in model-based volatility forecasts? Journal of Banking & Finance B 3