Fearghal Kearney : Citation Profile


Are you Fearghal Kearney?

Queen's University

5

H index

4

i10 index

92

Citations

RESEARCH PRODUCTION:

17

Articles

8

Papers

1

Chapters

RESEARCH ACTIVITY:

   9 years (2014 - 2023). See details.
   Cites by year: 10
   Journals where Fearghal Kearney has often published
   Relations with other researchers
   Recent citing documents: 14.    Total self citations: 8 (8 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pke316
   Updated: 2024-01-16    RAS profile: 2023-10-10    
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Relations with other researchers


Works with:

Shang, Han Lin (6)

Li, Youwei (4)

Roy, Saurabh (2)

Smales, Lee (2)

Lajaunie, Quentin (2)

LINTON, OLIVER (2)

Patton, Andrew (2)

Horenstein, Alex (2)

CAPELLE-BLANCARD, Gunther (2)

Bos, Charles (2)

Taylor, Nick (2)

Schwarz, Marco (2)

Bouri, Elie (2)

Xiu, Dacheng (2)

Renault, Thomas (2)

Chow, Nikolai Sheung-Chi (2)

Colliard, Jean-Edouard (2)

Dreber, Anna (2)

Gorbenko, Arseny (2)

Schenk-Hoppé, Klaus (2)

Deku, Solomon (2)

Ødegaard, Bernt (2)

Füllbrunn, Sascha (2)

Davies, Ryan (2)

PASCUAL, ROBERTO (2)

Wong, Wing-Keung (2)

Schuerhoff, Norman (2)

Patel, Vinay (2)

Prokopczuk, Marcel (2)

Gehrig, Thomas (2)

Pasquariello, Paolo (2)

Reitz, Stefan (2)

Rinne, Kalle (2)

Dimpfl, Thomas (2)

Sarno, Lucio (2)

Alexeev, Vitali (2)

Verousis, Thanos (2)

Tonks, Ian (2)

Ranaldo, Angelo (2)

Lof, Matthijs (2)

Johannesson, Magnus (2)

Moinas, Sophie (2)

Adrian, Tobias (2)

Pastor, Lubos (2)

Brownlees, Christian (2)

Gerritsen, Dirk (2)

Zhou, Chen (2)

Wolff, Christian (2)

Scaillet, Olivier (2)

Stefanova, Denitsa (2)

Xia, Shuo (2)

Caporin, Massimiliano (2)

Ferrara, Gerardo (2)

Menkveld, Albert (2)

Vogel, Sebastian (2)

Talavera, Oleksandr (2)

Harris, Jeffrey (2)

Frijns, Bart (2)

Abudy, Menachem (2)

Hautsch, Nikolaus (2)

Dumitrescu, Ariadna (2)

Jalkh, Naji (2)

Nielsson, Ulf (2)

FERROUHI, EL MEHDI (2)

Foucault, Thierry (2)

Hurlin, Christophe (2)

Rakowski, David (2)

Vilkov, Grigory (2)

He, Xuezhong (Tony) (2)

Putnins, Talis (2)

Pelizzon, Loriana (2)

Frömmel, Michael (2)

Regis, Luca (2)

Jurkatis, Simon (2)

Holzmeister, Felix (2)

van Kervel, Vincent (2)

Park, Andreas (2)

Deev, Oleg (2)

Wilhelmsson, Anders (2)

Kassner, Bernhard (2)

Ait-Sahalia, Yacine (2)

Sojli, Elvira (2)

Korajczyk, Robert (2)

Chernov, Mikhail (2)

Liew, Chee (2)

Mihet, Roxana (2)

Palan, Stefan (2)

Lopez-Lira, Alejandro (2)

Heath, Davidson (2)

Söderlind, Paul (2)

Hjalmarsson, Erik (2)

Bohorquez Correa, Santiago (2)

Walther, Thomas (2)

Theissen, Erik (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Fearghal Kearney.

Is cited by:

Wang, Shixuan (4)

Lau, Chi Keung (4)

Shang, Han Lin (4)

Bouri, Elie (3)

Huber, Christoph (3)

Wang, Yudong (3)

Lin, Boqiang (3)

Ozkes, Ali (2)

lucey, brian (2)

Lu, Shanglin (2)

Rubaszek, Michał (2)

Cites to:

lucey, brian (13)

Guidolin, Massimo (11)

Irwin, Scott (10)

Sarno, Lucio (10)

Kilian, Lutz (9)

Shang, Han Lin (9)

Skiadopoulos, George (8)

Yarovaya, Larisa (7)

Bernales, Alejandro (7)

Hamilton, James (7)

Brzeszczynski, Janusz (6)

Main data


Where Fearghal Kearney has published?


Journals with more than one article published# docs
International Review of Financial Analysis2
The European Journal of Finance2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org2
QBS Working Paper Series / Queen's University Belfast, Queen's Business School2

Recent works citing Fearghal Kearney (2024 and 2023)


YearTitle of citing document
2023FuNVol: A Multi-Asset Implied Volatility Market Simulator using Functional Principal Components and Neural SDEs. (2023). Bergeron, Maxime ; Jaimungal, Sebastian ; Choudhary, Vedant. In: Papers. RePEc:arx:papers:2303.00859.

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2023Can grid-tied solar photovoltaics lead to residential heating electrification? A techno-economic case study in the midwestern U.S.. (2023). Pearce, Joshua M ; Sommerfeldt, Nelson. In: Applied Energy. RePEc:eee:appene:v:336:y:2023:i:c:s0306261923002027.

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2023Time series momentum and reversal: Intraday information from realized semivariance. (2023). Wang, Shixuan ; Li, BO ; Lu, Shanglin ; Liu, Zhenya. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:54-77.

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2023Intraday momentum in the VIX futures market. (2023). Yang, Jimmy J ; Weng, Pei-Shih ; Tsai, Wei-Che ; Huang, Hong-Gia. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s0378426622003260.

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2023Carr and Wu’s (2020) framework in the oil ETF option market. (2023). Zhang, Jin E ; Ruan, Xinfeng ; Jia, Xiaolan. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851323000247.

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2023Dynamic spillover effects among international crude oil markets from the time-frequency perspective. (2023). Zhang, Xiaoming ; Xu, Chao ; Zhou, Hegang ; Lee, Chien-Chiang. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006614.

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2023Can natural resource rent, technological innovation, renewable energy, and financial development ease Chinas environmental pollution burden? New evidence from the nonlinear-autoregressive distributive. (2023). Yang, Hongmei ; Wei, Xiaoyu ; Chen, Yuling ; Tan, Rongyong ; Liao, Haojie. In: Resources Policy. RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723004713.

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2023Analyzing the network structure of risk transmission among renewable, non-renewable energy and carbon markets. (2023). Yu, Zheng ; Tao, Zhang ; Guo, Zi Xin ; Qiao, Sen. In: Renewable Energy. RePEc:eee:renene:v:209:y:2023:i:c:p:206-217.

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2023Economics of blockchain-based securities settlement. (2023). Jang, Huisu ; Son, Bumho. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002288.

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2023Reproducibility in Management Science. (2023). Ozkes, Ali ; Huber, Christoph ; Greiner, Ben ; Fišar, Miloš ; Reproducibility, Management Science ; Katok, Elena ; Fiar, Milo. In: OSF Preprints. RePEc:osf:osfxxx:mydzv.

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2023Reproducibility in Management Science. (2023). Ozkes, Ali ; Huber, Christoph ; Reproducibility, Management Science ; Katok, Elena ; Greiner, Ben ; Fiar, Milo. In: Department for Strategy and Innovation Working Paper Series. RePEc:wiw:wus055:57814527.

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2023Long?run co?variability between oil prices and economic policy uncertainty. (2023). Shahbaz, Muhammad ; Vo, Xuan Vinh ; Belaid, Fateh ; Sharif, Arshian. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1308-1326.

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2023Forecasting intraday financial time series with sieve bootstrapping and dynamic updating. (2023). Shang, Han Lin ; Ji, Kaiying. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:8:p:1973-1988.

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2023Harvesting the volatility smile in a large emerging market: A Dynamic Nelson–Siegel approach. (2023). Agarwalla, Sobhesh Kumar ; Kumar, Sudarshan ; Virmani, Vineet ; Varma, Jayanth R. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:11:p:1615-1644.

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Works by Fearghal Kearney:


YearTitleTypeCited
2019Implied volatility surface predictability: the case of commodity markets In: Papers.
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paper3
2019Implied volatility surface predictability: The case of commodity markets.(2019) In: Journal of Banking & Finance.
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This paper has nother version. Agregated cites: 3
article
2021Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces In: Papers.
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paper2
2022Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces.(2022) In: International Journal of Forecasting.
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This paper has nother version. Agregated cites: 2
article
2020Uncovering predictability in the evolution of the WTI oil futures curve In: European Financial Management.
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article4
2022Momentum and the Cross-section of Stock Volatility In: Journal of Economic Dynamics and Control.
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paper
2015An analysis of implied volatility jump dynamics: Novel functional data representation in crude oil markets In: The North American Journal of Economics and Finance.
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article1
2016Does speculation impact what factors determine oil futures prices? In: Economics Letters.
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article15
2019Using extracted forward rate term structure information to forecast foreign exchange rates In: Journal of Empirical Finance.
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article0
2018Uncovering long term relationships between oil prices and the economy: A time-varying cointegration analysis In: Energy Economics.
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article14
.() In: .
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This paper has nother version. Agregated cites: 14
paper
2016Oil market modelling: A comparative analysis of fundamental and latent factor approaches In: International Review of Financial Analysis.
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article5
2016Oil market modelling: A comparative analysis of fundamental and latent factor approaches.(2016) In: Post-Print.
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This paper has nother version. Agregated cites: 5
paper
2018Future directions in international financial integration research - A crowdsourced perspective In: International Review of Financial Analysis.
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article19
2014Outperformance in exchange-traded fund pricing deviations: Generalized control of data snooping bias In: Journal of Financial Markets.
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article4
2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
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paper4
2021Non-Standard Errors.(2021) In: Working Papers.
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This paper has nother version. Agregated cites: 4
paper
2022Commodity risk in European dairy firms In: European Review of Agricultural Economics.
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article0
2019Intraday Time-series Momentum: Evidence from China In: MPRA Paper.
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paper13
2020Intraday time?series momentum: Evidence from China.(2020) In: Journal of Futures Markets.
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This paper has nother version. Agregated cites: 13
article
2019Intraday forecasts of a volatility index: functional time series methods with dynamic updating In: Annals of Operations Research.
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article6
2018Forecasting implied volatility in foreign exchange markets: a functional time series approach In: The European Journal of Finance.
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article2
2019Modelling gold futures: should the level of speculation inform our choice of variables? In: The European Journal of Finance.
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article0
2023Order book price impact in the Chinese soybean futures market In: International Journal of Finance & Economics.
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article0
2023Distilling a Disruptive Disintermediary’s Data: Interpretable Machine-Learning Explanations for LendingClub Customers In: World Scientific Book Chapters.
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