Professor Adam Clements
Faculty of Business & Law,
School of Economics & Finance
Biography
BackgroundAdam 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. His research has published in journals such as The Journal of the American Statisitcal Association, Journal of Banking and Finance, International Journal of Forecasting and Studies in Nonlinear Dynamics and Econometrics.
Research interests
- Finance
- Econometrics
- Financial econometrics
- Time-series econometrics
- Forecasting volatility
- Spot and derivative market linkages
Personal details
Positions
- Professor
Faculty of Business & Law,
School of Economics & Finance
Research field
Banking, finance and investment
Field of Research code, Australian and New Zealand Standard Research Classification (ANZSRC), 2020
Qualifications
- Doctor of Philosophy (Queensland University of Technology)
- BBus(Hons) (Queensland University of Technology)
Teaching
- Finance
- Econometrics
- Financial econometrics
- Time-series econometrics.
Publications
- Mcclelland, A., Becker, R. & Clements, 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
QUT ePrints
For more publications by Adam, explore their research in QUT ePrints (our digital repository).
Selected research projects
- 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
Projects listed above are funded by Australian Competitive Grants. Projects funded from other sources are not listed due to confidentiality agreements.