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Details about Fearghal Kearney

Homepage:http://www.fkearney.ie
Workplace:Management School, Queen's University, (more information at EDIRC)

Access statistics for papers by Fearghal Kearney.

Last updated 2020-01-14. Update your information in the RePEc Author Service.

Short-id: pke316


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Working Papers

2019

  1. Implied volatility surface predictability: the case of commodity markets
    Papers, arXiv.org Downloads View citations (1)
  2. Intraday Time-series Momentum: Evidence from China
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)

2016

  1. Oil market modelling: A comparative analysis of fundamental and latent factor approaches
    Post-Print, HAL Downloads View citations (2)
    See also Journal Article in International Review of Financial Analysis (2016)

Journal Articles

2020

  1. Uncovering predictability in the evolution of the WTI oil futures curve
    European Financial Management, 2020, 26, (1), 238-257 Downloads

2019

  1. Intraday forecasts of a volatility index: functional time series methods with dynamic updating
    Annals of Operations Research, 2019, 282, (1), 331-354 Downloads View citations (1)
  2. Modelling gold futures: should the level of speculation inform our choice of variables?
    The European Journal of Finance, 2019, 25, (10), 966-977 Downloads
  3. Using extracted forward rate term structure information to forecast foreign exchange rates
    Journal of Empirical Finance, 2019, 53, (C), 1-14 Downloads

2018

  1. Forecasting implied volatility in foreign exchange markets: a functional time series approach
    The European Journal of Finance, 2018, 24, (1), 1-18 Downloads View citations (3)
  2. Future directions in international financial integration research - A crowdsourced perspective
    International Review of Financial Analysis, 2018, 55, (C), 35-49 Downloads View citations (13)
  3. Uncovering long term relationships between oil prices and the economy: A time-varying cointegration analysis
    Energy Economics, 2018, 76, (C), 584-593 Downloads View citations (6)

2016

  1. Does speculation impact what factors determine oil futures prices?
    Economics Letters, 2016, 144, (C), 119-122 Downloads View citations (14)
  2. Oil market modelling: A comparative analysis of fundamental and latent factor approaches
    International Review of Financial Analysis, 2016, 46, (C), 211-218 Downloads View citations (2)
    See also Working Paper (2016)

2015

  1. An analysis of implied volatility jump dynamics: Novel functional data representation in crude oil markets
    The North American Journal of Economics and Finance, 2015, 33, (C), 199-216 Downloads View citations (3)

2014

  1. Outperformance in exchange-traded fund pricing deviations: Generalized control of data snooping bias
    Journal of Financial Markets, 2014, 19, (C), 86-109 Downloads View citations (3)
 
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