In a large pot or cazuela, heat the olive oil over medium heat. Add the onion, bell pepper, and garlic, and cook until softened.
Add the tomatoes, paprika, and saffron threads, and cook for another 2-3 minutes.
Pour in the white wine and simmer for a few minutes until the alcohol evaporates.
Add the fish or seafood broth and bring to a simmer.
Add the shrimp, mussels, and clams to the pot. Cover and cook for about 5-7 minutes, or until the shellfish have opened and the shrimp is pink and cooked through.
Season with salt and pepper to taste.
Serve the Cazuela de Mariscos hot, garnished with fresh parsley. Enjoy with crusty bread or over rice.