Les Clewlow

1.3k total citations
19 papers, 775 citations indexed

About

Les Clewlow is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Les Clewlow has authored 19 papers receiving a total of 775 indexed citations (citations by other indexed papers that have themselves been cited), including 13 papers in Finance, 10 papers in Economics and Econometrics and 3 papers in General Economics, Econometrics and Finance. Recurrent topics in Les Clewlow's work include Stochastic processes and financial applications (12 papers), Market Dynamics and Volatility (4 papers) and Financial Risk and Volatility Modeling (4 papers). Les Clewlow is often cited by papers focused on Stochastic processes and financial applications (12 papers), Market Dynamics and Volatility (4 papers) and Financial Risk and Volatility Modeling (4 papers). Les Clewlow collaborates with scholars based in United Kingdom, Australia and United States. Les Clewlow's co-authors include Chris Strickland, Stewart D. Hodges, George Skiadopoulos, Andrew Carverhill, N. Cresswell, Elizabeth M. H. Wellington, Carl Chiarella and Boda Kang and has published in prestigious journals such as Applied and Environmental Microbiology, European Journal of Operational Research and Journal of Economic Dynamics and Control.

In The Last Decade

Les Clewlow

17 papers receiving 684 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Les Clewlow United Kingdom	9	582	341	184	91	62	19	775
Julio J. Lucia Spain	7	425 0.7×	469 1.4×	509 2.8×	92 1.0×	107 1.7×	7	836
Elena Medova United Kingdom	12	219 0.4×	193 0.6×	18 0.1×	50 0.5×	33 0.5×	32	435
Michel Denault Canada	8	219 0.4×	165 0.5×	63 0.3×	14 0.2×	9 0.1×	14	441
Juri Hinz Australia	11	189 0.3×	259 0.8×	86 0.5×	11 0.1×	114 1.8×	35	412
Cyriel de Jong Netherlands	9	198 0.3×	209 0.6×	126 0.7×	34 0.4×	64 1.0×	14	420
Chin Wen Cheong Malaysia	11	234 0.4×	362 1.1×	38 0.2×	120 1.3×	42 0.7×	57	517
Stefan R. Jaschke Germany	8	241 0.4×	142 0.4×	18 0.1×	48 0.5×	9 0.1×	21	338
Heni Boubaker France	11	251 0.4×	675 2.0×	61 0.3×	179 2.0×	149 2.4×	38	758
Éric Bouyé United Kingdom	6	253 0.4×	186 0.5×	20 0.1×	72 0.8×	10 0.2×	14	433
Cindy Yu United States	10	306 0.5×	540 1.6×	21 0.1×	220 2.4×	131 2.1×	40	875

Countries citing papers authored by Les Clewlow

Since Specialization

Citations

This map shows the geographic impact of Les Clewlow's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Les Clewlow with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Les Clewlow more than expected).

Fields of papers citing papers by Les Clewlow

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Les Clewlow. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Les Clewlow. The network helps show where Les Clewlow may publish in the future.

Co-authorship network of co-authors of Les Clewlow

This figure shows the co-authorship network connecting the top 25 collaborators of Les Clewlow. A scholar is included among the top collaborators of Les Clewlow based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Les Clewlow. Les Clewlow is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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19 of 19 papers shown

Chiarella, Carl, Les Clewlow, & Boda Kang. (2016). THE EVALUATION OF MULTIPLE YEAR GAS SALES AGREEMENT WITH REGIME SWITCHING. International Journal of Theoretical and Applied Finance. 19(1). 1650005–1650005. 2 indexed citations

Chiarella, Carl, Les Clewlow, & Boda Kang. (2009). Modelling and Estimating the Forward Price Curve in the Energy Market. RePEc: Research Papers in Economics. 1 indexed citations

Chiarella, Carl, et al.. (2003). A volatility decomposition control variate technique for Monte Carlo simulations of Heath Jarrow Morton models. European Journal of Operational Research. 161(2). 325–336. 5 indexed citations

Skiadopoulos, George, Stewart D. Hodges, & Les Clewlow. (2000). The Dynamics of the S&P 500 Implied Volatility Surface. SSRN Electronic Journal. 8 indexed citations

Clewlow, Les & Chris Strickland. (2000). Energy derivatives : pricing and risk management. Medical Entomology and Zoology. 328 indexed citations

Skiadopoulos, George, Stewart D. Hodges, & Les Clewlow. (2000). The Dynamics of the S&P 500 Implied Volatility Surface. Review of Derivatives Research. 3(3). 263–282. 94 indexed citations

Clewlow, Les & Chris Strickland. (1999). A Multi-Factor Model for Energy Derivatives. RePEc: Research Papers in Economics. 28 indexed citations

Clewlow, Les & Chris Strickland. (1999). Valuing Energy Options in a One Factor Model Fitted to Forward Prices. SSRN Electronic Journal. 71 indexed citations

Clewlow, Les, et al.. (1999). Interest Rate Derivatives in a Duffie and Kan Model with Stochastic Volatility: An Arrow-Debreu Pricing Approach. Review of Derivatives Research. 3(1). 5–66. 1 indexed citations

10.

Skiadopoulos, George, Stewart D. Hodges, & Les Clewlow. (1998). The Dynamics of Smiles. SSRN Electronic Journal. 1 indexed citations

11.

Clewlow, Les & Chris Strickland. (1998). Implementing derivatives models. John Wiley & Sons eBooks. 82 indexed citations

12.

Clewlow, Les & Chris Strickland. (1998). Pricing Interest Rate Exotics in Multi-Factor Gaussian Interest Rate Models. SSRN Electronic Journal. 5 indexed citations

13.

Clewlow, Les & Chris Strickland. (1997). Exotic options : the state of the art. 28 indexed citations

14.

Clewlow, Les & Chris Strickland. (1997). Monte Carlo Valuation of Interest Rate Derivatives Under Stochastic Volatility. The Journal of Fixed Income. 7(3). 35–45. 6 indexed citations

15.

Clewlow, Les & Stewart D. Hodges. (1997). Optimal delta-hedging under transactions costs. Journal of Economic Dynamics and Control. 21(8-9). 1353–1376. 63 indexed citations

16.

Clewlow, Les & Andrew Carverhill. (1996). A note on the efficiency of the binomial option pricing model. European Journal of Finance. 2(3). 297–304.

17.

Clewlow, Les & Chris Strickland. (1994). A Note on Parameter Estimation in the Two Factor Longstaff and Schwartz Interest Rate Model. The Journal of Fixed Income. 3(4). 95–100. 5 indexed citations

18.

Clewlow, Les & Andrew Carverhill. (1994). On the Simulation of Contingent Claims. The Journal of Derivatives. 2(2). 66–74. 20 indexed citations

19.

Clewlow, Les, N. Cresswell, & Elizabeth M. H. Wellington. (1990). Mathematical Model of Plasmid Transfer between Strains of Streptomycetes in Soil Microcosms. Applied and Environmental Microbiology. 56(10). 3139–3145. 27 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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