Fearghal Kearney
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Fearghal |
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Kearney |
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Affiliations
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Queen's University
/ Management School
Research profile
author of:
- Implied volatility surface predictability: the case of commodity markets (RePEc:arx:papers:1909.11009)
by Fearghal Kearney & Han Lin Shang & Lisa Sheenan - Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces (RePEc:arx:papers:2107.14026)
by Han Lin Shang & Fearghal Kearney - Uncovering predictability in the evolution of the WTI oil futures curve (RePEc:bla:eufman:v:26:y:2020:i:1:p:238-257)
by Fearghal Kearney & Han Lin Shang - Momentum and the Cross-section of Stock Volatility (RePEc:eee:dyncon:v:144:y:2022:i:c:s0165188922002287)
by Fan, Minyou & Kearney, Fearghal & Li, Youwei & Liu, Jiadong - An analysis of implied volatility jump dynamics: Novel functional data representation in crude oil markets (RePEc:eee:ecofin:v:33:y:2015:i:c:p:199-216)
by Kearney, Fearghal & Murphy, Finbarr & Cummins, Mark - Does speculation impact what factors determine oil futures prices? (RePEc:eee:ecolet:v:144:y:2016:i:c:p:119-122)
by Gogolin, Fabian & Kearney, Fearghal - Using extracted forward rate term structure information to forecast foreign exchange rates (RePEc:eee:empfin:v:53:y:2019:i:c:p:1-14)
by Kearney, Fearghal & Cummins, Mark & Murphy, Finbarr - Uncovering long term relationships between oil prices and the economy: A time-varying cointegration analysis (RePEc:eee:eneeco:v:76:y:2018:i:c:p:584-593)
by Gogolin, Fabian & Kearney, Fearghal & Lucey, Brian M. & Peat, Maurice & Vigne, Samuel A. - Oil market modelling: A comparative analysis of fundamental and latent factor approaches (RePEc:eee:finana:v:46:y:2016:i:c:p:211-218)
by Cummins, Mark & Dowling, Michael & Kearney, Fearghal - Future directions in international financial integration research - A crowdsourced perspective (RePEc:eee:finana:v:55:y:2018:i:c:p:35-49)
by Lucey, Brian M. & Vigne, Samuel A. & Ballester, Laura & Barbopoulos, Leonidas & Brzeszczynski, Janusz & Carchano, Oscar & Dimic, Nebojsa & Fernandez, Viviana & Gogolin, Fabian & González-Urteaga, Ana - Outperformance in exchange-traded fund pricing deviations: Generalized control of data snooping bias (RePEc:eee:finmar:v:19:y:2014:i:c:p:86-109)
by Kearney, Fearghal & Cummins, Mark & Murphy, Finbarr - Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces (RePEc:eee:intfor:v:38:y:2022:i:3:p:1025-1049)
by Shang, Han Lin & Kearney, Fearghal - Implied volatility surface predictability: The case of commodity markets (RePEc:eee:jbfina:v:108:y:2019:i:c:s0378426619302328)
by Kearney, Fearghal & Shang, Han Lin & Sheenan, Lisa - Non-Standard Errors (RePEc:grz:wpsses:2021-08)
by Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-DÃaz & Menachem Abudy & To - Oil market modelling: A comparative analysis of fundamental and latent factor approaches (RePEc:hal:journl:hal-01387596)
by Mark Cummins & Michael Dowling & Fearghal Kearney - Non-Standard Errors (RePEc:inn:wpaper:2021-31)
by Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Díaz & Menachem Abudy & Tobi - Commodity risk in European dairy firms (RePEc:oup:erevae:v:49:y:2022:i:1:p:151-181.)
by Guillaume Bagnarosa & Mark Cummins & Michael Dowling & Fearghal Kearney - Intraday Time-series Momentum: Evidence from China (RePEc:pra:mprapa:97134)
by Jin, Muzhao & Kearney, Fearghal & Li, Youwei & Yang, Yung Chiang - Intraday forecasts of a volatility index: functional time series methods with dynamic updating (RePEc:spr:annopr:v:282:y:2019:i:1:d:10.1007_s10479-018-3108-4)
by Han Lin Shang & Yang Yang & Fearghal Kearney - Forecasting implied volatility in foreign exchange markets: a functional time series approach (RePEc:taf:eurjfi:v:24:y:2018:i:1:p:1-18)
by Fearghal Kearney & Mark Cummins & Finbarr Murphy - Modelling gold futures: should the level of speculation inform our choice of variables? (RePEc:taf:eurjfi:v:25:y:2019:i:10:p:966-977)
by Christopher Coyle & Fabian Gogolin & Fearghal Kearney - Order book price impact in the Chinese soybean futures market (RePEc:wly:ijfiec:v:28:y:2023:i:1:p:606-625)
by Muzhao Jin & Fearghal Kearney & Youwei Li & Yung Chiang Yang - Intraday time‐series momentum: Evidence from China (RePEc:wly:jfutmk:v:40:y:2020:i:4:p:632-650)
by Muzhao Jin & Fearghal Kearney & Youwei Li & Yung Chiang Yang - Distilling a Disruptive Disintermediary’s Data: Interpretable Machine-Learning Explanations for LendingClub Customers (RePEc:wsi:wschap:9781800612723_0005)
by Thomas Conlon & Fearghal Kearney - Uncovering Long Term Relationships between Oil Prices and the Economy: A Time-Varying Cointegration Analysis (RePEc:zbw:qmsrps:201804)
by Gogolin, Fabian & Kearney, Fearghal & Lucey, Brian M. & Peat, Maurice & Vigne, Samuel - Momentum and the Cross-Section of Stock Volatility (RePEc:zbw:qmsrps:202001)
by Fan, Minyou & Kearney, Fearghal & Li, Youwei & Liu, Jiadong