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.

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.

Does Speculation Impact What Factors Determine Oil Futures Prices?”, with Fabian Gogolin, Economics Letters, 144, 119-122, 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.

Working Papers
“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.