“Forecasting Implied Volatility in Foreign Exchange Markets: A Functional Time Series Approach”, with Mark Cummins and Finbarr Murphy, The European Journal of Finance, 24, 1-18, 2018.
“Does Speculation Impact What Factors Determine Oil Futures Prices?”, with Fabian Gogolin, Economics Letters, 144, 119-122, 2016.
“Oil Market Modelling: A Comparative Analysis of Fundamental and Latent Factor Approaches”, with Mark Cummins and Michael Dowling, International Review of Financial Analysis, 46, 211-218, 2016.
“An Analysis of Implied Volatility Jump Dynamics: Novel Functional Data Representation in Crude Oil Markets”, with Mark Cummins and Finbarr Murphy, The North American Journal of Economics and Finance, 33, 199-216, 2015.
“Outperformance in Exchange Traded Funds Pricing Deviations: Generalised Control of Data Snooping Bias”, with Mark Cummins and Finbarr Murphy, Journal of Financial Markets, 19, 86-109, 2014.
“Future Directions in International Financial Integration Research – A Crowdsourced Perspective”, with others, International Review of Financial Analysis, 55, 35-49, 2018.
“Implied Volatility Predictability: The Case of Commodity Markets”, with Han Lin Shang and Lisa Sheenan, R&R at Journal of Banking & Finance.
“Extracting Information from the Forward Rate Term Structure in Foreign Exchange Markets”, with Mark Cummins and Finbarr Murphy, R&R at Journal of Empirical Finance.
“Intraday Time-series Momentum: Evidence from China”, with Muzhao Jin, Youwei Li and Yung Chiang Yang, R&R at Journal of Futures Markets.
“Uncovering predictability in the evolution of the WTI oil futures curve”, with Han Lin Shang, R&R at European Financial Management.
“Modelling Gold Futures: Can The Level of Speculation Inform Our Approach?”, with Christopher Coyle and Fabian Gogolin, R&R at The European Journal of Finance.
“Intraday Forecasts of an Implied Volatility Index: Functional Time Series Methods with Dynamic Updating”, with Han Lin Shang and Yang Yang, R&R at Annals of Operations Research.