Uncovering Predictability in the Evolution of the WTI Oil Futures Curve”, with Han Lin Shang, European Financial Management, Forthcoming [ABS: 3]

Modelling Gold Futures: Should the Level of Speculation Inform Our Choice of Variables?”, with Christopher Coyle and Fabian Gogolin, European Journal of Finance, Forthcoming [ABS: 3]

Intraday Forecasts of a Volatility Index: Functional Time Series Methods with Dynamic Updating”, with Han Lin Shang and Yang Yang, Annals of Operations Research, Forthcoming. [ABS: 3]

Uncovering Long-term Relationships Between Oil Prices and the Economy: A Time-varying Cointegration Analysis”, with Fabian Gogolin, Brian Lucey, Maurice Peat and Samuel Vigne, Energy Economics, 76, 584-593, 2018. [ABS: 3]

Forecasting Implied Volatility in Foreign Exchange Markets: A Functional Time Series Approach”, with Mark Cummins and Finbarr Murphy, European Journal of Finance, 24, 1-18, 2018. [ABS: 3]

Does Speculation Impact What Factors Determine Oil Futures Prices?”, with Fabian Gogolin, Economics Letters, 144, 119-122, 2016. [ABS: 3]

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. [ABS: 3]

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. [ABS: 2]

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. [ABS: 3]

“Future Directions in International Financial Integration Research – A Crowdsourced Perspective”, with others, International Review of Financial Analysis, 55, 35-49, 2018. [ABS: 3]

Revise Decisions
“Implied Volatility Predictability: The Case of Commodity Markets”, with Han Lin Shang and Lisa Sheenan, R&R at Journal of Banking & Finance. [ABS: 3]

“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. [ABS: 3]

“Intraday Time-series Momentum: Evidence from China”, with Muzhao Jin, Youwei Li and Yung Chiang Yang, R&R at Journal of Futures Markets. [ABS: 3]