1. Dynamic Functional Time Series Forecasts of Foreign Exchange Implied Volatility Surfaces, with Hanlin Shang, International Journal of Forecasting, Forthcoming. [ABS: 3]

  2. Order Book Price Impact in the Chinese Soybean Futures Market, with Muzhao Jin, Youwei Li and Yung Chiang Yang, International Journal of Finance and Economics, Forthcoming. [ABS:3]

  3. Implied Volatility Predictability: The Case of Commodity Markets”, with Hanlin Shang and Lisa Sheenan, Journal of Banking & Finance, 108, 105657, 2019. [ABS: 3]

  4. Intraday Time-series Momentum: Evidence from China”, with Muzhao Jin, Youwei Li and Yung Chiang Yang, Journal of Futures Markets, 40, 632-650, 2020. [ABS: 3]

  5. Uncovering Predictability in the Evolution of the WTI Oil Futures Curve”, with Hanlin Shang, European Financial Management, 26, 238-257, 2020. [ABS: 3]

  6. Using Extracted Forward Rate Term Structure Information to Forecast Foreign Exchange Rates”, with Mark Cummins and Finbarr Murphy, Journal of Empirical Finance, 53, 1-14, 2019. [ABS: 3].

  7. Modelling Gold Futures: Should the Level of Speculation Inform Our Choice of Variables?”, with Christopher Coyle and Fabian Gogolin, European Journal of Finance, 25, 966-977, 2019. [ABS: 3]

  8. Intraday Forecasts of a Volatility Index: Functional Time Series Methods with Dynamic Updating”, with Hanlin Shang and Yang Yang, Annals of Operations Research, 282, 331-354, 2019. [ABS: 3]

  9. 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]

  10. 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]

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

  12. 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]

  13. 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]

  14. 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]

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