Fat tails, serial dependence, and implied volatility index connections. - Michael Ellington (Eur. J. Oper. Res., 2022)

Persistence in financial connectedness and systemic risk. - Jozef Baruník; Michael Ellington (Eur. J. Oper. Res., 2024)

Predictive distributions and the market return: The role of market illiquidity. - Michael Ellington; Maria Kalli (Eur. J. Oper. Res., 2025)