Details about Fearghal Kearney

Access statistics for papers by Fearghal Kearney.

Last updated 2023-10-10. Update your information in the RePEc Author Service.

Short-id: pke316

Working Papers

2021

1. Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces
   Papers, arXiv.org
   See also Journal Article Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces, International Journal of Forecasting, Elsevier (2022) View citations (6) (2022)
2. Non-Standard Errors
   Working Papers, Faculty of Economics and Statistics, Universität Innsbruck View citations (6)

2020

3. Momentum and the Cross-Section of Stock Volatility
   QBS Working Paper Series, Queen's University Belfast, Queen's Business School
   See also Journal Article Momentum and the Cross-section of Stock Volatility, Journal of Economic Dynamics and Control, Elsevier (2022) View citations (3) (2022)

2019

4. Implied volatility surface predictability: the case of commodity markets
   Papers, arXiv.org View citations (6)
   See also Journal Article Implied volatility surface predictability: The case of commodity markets, Journal of Banking & Finance, Elsevier (2019) View citations (3) (2019)
5. Intraday Time-series Momentum: Evidence from China
   MPRA Paper, University Library of Munich, Germany View citations (3)
   See also Journal Article Intraday time‐series momentum: Evidence from China, Journal of Futures Markets, John Wiley & Sons, Ltd. (2020) View citations (11) (2020)

2018

6. Uncovering Long Term Relationships between Oil Prices and the Economy: A Time-Varying Cointegration Analysis
   QBS Working Paper Series, Queen's University Belfast, Queen's Business School View citations (9)
   See also Journal Article Uncovering long term relationships between oil prices and the economy: A time-varying cointegration analysis, Energy Economics, Elsevier (2018) View citations (15) (2018)

2016

7. Oil market modelling: A comparative analysis of fundamental and latent factor approaches
   Post-Print, HAL View citations (6)
   See also Journal Article Oil market modelling: A comparative analysis of fundamental and latent factor approaches, International Review of Financial Analysis, Elsevier (2016) View citations (5) (2016)

Journal Articles

2023

1. Order book price impact in the Chinese soybean futures market
   International Journal of Finance & Economics, 2023, 28, (1), 606-625

2022

2. Commodity risk in European dairy firms
   European Review of Agricultural Economics, 2022, 49, (1), 151-181
3. Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces
   International Journal of Forecasting, 2022, 38, (3), 1025-1049 View citations (6)
   See also Working Paper Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces, Papers (2021) (2021)
4. Momentum and the Cross-section of Stock Volatility
   Journal of Economic Dynamics and Control, 2022, 144, (C) View citations (3)
   See also Working Paper Momentum and the Cross-Section of Stock Volatility, QBS Working Paper Series (2020) (2020)

2020

5. Intraday time‐series momentum: Evidence from China
   Journal of Futures Markets, 2020, 40, (4), 632-650 View citations (11)
   See also Working Paper Intraday Time-series Momentum: Evidence from China, MPRA Paper (2019) View citations (3) (2019)
6. Uncovering predictability in the evolution of the WTI oil futures curve
   European Financial Management, 2020, 26, (1), 238-257 View citations (7)

2019

7. Implied volatility surface predictability: The case of commodity markets
   Journal of Banking & Finance, 2019, 108, (C) View citations (3)
   See also Working Paper Implied volatility surface predictability: the case of commodity markets, Papers (2019) View citations (6) (2019)
8. Intraday forecasts of a volatility index: functional time series methods with dynamic updating
   Annals of Operations Research, 2019, 282, (1), 331-354 View citations (8)
9. Modelling gold futures: should the level of speculation inform our choice of variables?
   The European Journal of Finance, 2019, 25, (10), 966-977
10. Using extracted forward rate term structure information to forecast foreign exchange rates
    Journal of Empirical Finance, 2019, 53, (C), 1-14

2018

11. Forecasting implied volatility in foreign exchange markets: a functional time series approach
    The European Journal of Finance, 2018, 24, (1), 1-18 View citations (6)
12. Future directions in international financial integration research - A crowdsourced perspective
    International Review of Financial Analysis, 2018, 55, (C), 35-49 View citations (22)
13. Uncovering long term relationships between oil prices and the economy: A time-varying cointegration analysis
    Energy Economics, 2018, 76, (C), 584-593 View citations (15)
    See also Working Paper Uncovering Long Term Relationships between Oil Prices and the Economy: A Time-Varying Cointegration Analysis, QBS Working Paper Series (2018) View citations (9) (2018)

2016

14. Does speculation impact what factors determine oil futures prices?
    Economics Letters, 2016, 144, (C), 119-122 View citations (21)
15. Oil market modelling: A comparative analysis of fundamental and latent factor approaches
    International Review of Financial Analysis, 2016, 46, (C), 211-218 View citations (5)
    See also Working Paper Oil market modelling: A comparative analysis of fundamental and latent factor approaches, Post-Print (2016) View citations (6) (2016)

2015

16. 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 View citations (5)

2014

17. Outperformance in exchange-traded fund pricing deviations: Generalized control of data snooping bias
    Journal of Financial Markets, 2014, 19, (C), 86-109 View citations (4)

Chapters

2023

1. Distilling a Disruptive Disintermediary’s Data: Interpretable Machine-Learning Explanations for LendingClub Customers
   Chapter 5 in FinTech Research and Applications Challenges and Opportunities, 2023, pp 205-233