Recent reports had claimed that former Wolverhampton Wanderers and Republic of Ireland manager Mick McCarthy had agreed to take over from Jewell.
However, Clegg has insisted that the interview process is only just starting.
"We received a number of applications for the manager's position from many well respected names in football," Clegg told the club's official website.
"Having sifted through the applicants, we have now drawn up our shortlist and interviews are underway."
It is believed that up to 40 people have applied for the vacancy.