Finance Cluster Brown Bag: Professor Adam Clements
Professor Adam Clements is a Professor in Finance in the School of Economics and Finance, QUT Business School. His main research interests include financial econometrics, time series modelling of asset return volatility and correlation, forecast evaluation, and modelling electricity prices. His recent work has considered extreme risks from electricity price spikes, impacts of news flow on trading, volatility transmission and networks in financial markets. Current projects include point process models intraday extreme asset returns.