Details about Fearghal Kearney
Access statistics for papers by Fearghal Kearney.
Last updated 2020-01-14. Update your information in the RePEc Author Service.
Short-id: pke316
Jump to Journal Articles
Working Papers
2019
- Implied volatility surface predictability: the case of commodity markets
Papers, arXiv.org View citations (1)
- Intraday Time-series Momentum: Evidence from China
MPRA Paper, University Library of Munich, Germany View citations (1)
2016
- Oil market modelling: A comparative analysis of fundamental and latent factor approaches
Post-Print, HAL View citations (2)
See also Journal Article in International Review of Financial Analysis (2016)
Journal Articles
2020
- Uncovering predictability in the evolution of the WTI oil futures curve
European Financial Management, 2020, 26, (1), 238-257
2019
- Intraday forecasts of a volatility index: functional time series methods with dynamic updating
Annals of Operations Research, 2019, 282, (1), 331-354 View citations (1)
- Modelling gold futures: should the level of speculation inform our choice of variables?
The European Journal of Finance, 2019, 25, (10), 966-977
- Using extracted forward rate term structure information to forecast foreign exchange rates
Journal of Empirical Finance, 2019, 53, (C), 1-14
2018
- Forecasting implied volatility in foreign exchange markets: a functional time series approach
The European Journal of Finance, 2018, 24, (1), 1-18 View citations (3)
- Future directions in international financial integration research - A crowdsourced perspective
International Review of Financial Analysis, 2018, 55, (C), 35-49 View citations (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 (6)
2016
- Does speculation impact what factors determine oil futures prices?
Economics Letters, 2016, 144, (C), 119-122 View citations (14)
- Oil market modelling: A comparative analysis of fundamental and latent factor approaches
International Review of Financial Analysis, 2016, 46, (C), 211-218 View citations (2)
See also Working Paper (2016)
2015
- 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 (3)
2014
- Outperformance in exchange-traded fund pricing deviations: Generalized control of data snooping bias
Journal of Financial Markets, 2014, 19, (C), 86-109 View citations (3)
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