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

Working Papers

2019

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

2016

3. 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

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

2019

2. 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)
3. Modelling gold futures: should the level of speculation inform our choice of variables?
   The European Journal of Finance, 2019, 25, (10), 966-977
4. Using extracted forward rate term structure information to forecast foreign exchange rates
   Journal of Empirical Finance, 2019, 53, (C), 1-14

2018

5. 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)
6. Future directions in international financial integration research - A crowdsourced perspective
   International Review of Financial Analysis, 2018, 55, (C), 35-49 View citations (13)
7. 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

8. Does speculation impact what factors determine oil futures prices?
   Economics Letters, 2016, 144, (C), 119-122 View citations (14)
9. 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

10. 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

11. 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)