| The jump component of S&P 500 volatility and the VIX index R Becker, AE Clements, A McClelland Journal of Banking & Finance 33 (6), 1033-1038, 2009 | 198 | 2009 |
| Does implied volatility provide any information beyond that captured in model-based volatility forecasts? R Becker, AE Clements, SI White Journal of Banking & Finance 31 (8), 2535-2549, 2007 | 173 | 2007 |
| S&P 500 implied volatility and monetary policy announcements A Clements Finance Research Letters 4 (4), 227-232, 2007 | 141 | 2007 |
| Forecasting day-ahead electricity load using a multiple equation time series approach AE Clements, AS Hurn, Z Li European Journal of Operational Research 251 (2), 522-530, 2016 | 137 | 2016 |
| Are combination forecasts of S&P 500 volatility statistically superior? R Becker, AE Clements International Journal of Forecasting 24 (1), 122-133, 2008 | 109 | 2008 |
| On the informational efficiency of S&P500 implied volatility R Becker, AE Clements, SI White The North American Journal of Economics and Finance 17 (2), 139-153, 2006 | 109 | 2006 |
| An empirical investigation of herding in the US stock market A Clements, S Hurn, S Shi Economic Modelling 67, 184-192, 2017 | 73 | 2017 |
| Modelling interregional links in electricity price spikes AE Clements, R Herrera, AS Hurn Energy Economics 51, 383-393, 2015 | 73 | 2015 |
| A dynamic multiple equation approach for forecasting PM2. 5 pollution in Santiago, Chile S Moisan, R Herrera, A Clements International Journal of Forecasting 34 (4), 566-581, 2018 | 71 | 2018 |
| Selecting volatility forecasting models for portfolio allocation purposes R Becker, AE Clements, MB Doolan, AS Hurn International Journal of Forecasting 31 (3), 849-861, 2015 | 57 | 2015 |
| Mobius-like mappings and their use in kernel density estimation A Clements, S Hurn, K Lindsay Journal of the American Statistical Association 98 (464), 993-1000, 2003 | 56 | 2003 |
| Volatility transmission in global financial markets AE Clements, AS Hurn, VV Volkov Journal of Empirical Finance 32, 3-18, 2015 | 53 | 2015 |
| A practical guide to harnessing the har volatility model A Clements, DPA Preve Journal of Banking & Finance 133, 106285, 2021 | 51 | 2021 |
| Forecasting the variance of stock index returns using jumps and cojumps A Clements, Y Liao International Journal of Forecasting 33 (3), 729-742, 2017 | 50 | 2017 |
| Spillovers between the oil sector and the S&P500: The impact of information flow about crude oil D Aromi, A Clements Energy Economics 81, 187-196, 2019 | 47 | 2019 |
| Which oil shocks really matter in equity markets? A Clements, C Shield, S Thiele Energy Economics 81, 134-141, 2019 | 42 | 2019 |
| Strategic bidding and rebidding in electricity markets AE Clements, AS Hurn, Z Li Energy Economics 59, 24-36, 2016 | 36 | 2016 |
| Information flow, trading activity and commodity futures volatility AE Clements, N Todorova Journal of Futures Markets 36 (1), 88-104, 2016 | 34 | 2016 |
| The death of the overreaction anomaly? A multifactor explanation of contrarian returns A Clements, ME Drew, EM Reedman, M Veeraraghavan Investment Management and Financial Innovations 6 (1), 76-85, 2009 | 34 | 2009 |
| Forecasting quantiles of day-ahead electricity load Z Li, AS Hurn, AE Clements Energy Economics 67, 60-71, 2017 | 33 | 2017 |
