https://stackoverflow.com/questions/2025607/how-to-create-a-jar-file-or-export-jar-on-intellij-like-eclipse-java-archive-e
For Intellij IDEA version 11.0.2
File | Project Structure | Artifacts then you should press alt+insert or click the plus icon and create new artifact choose --> jar --> From modules with dependencies.
Next goto Build | Build artifacts --> choose your artifact.