Fearghal Kearney : Citation Profile

Are you Fearghal Kearney?

Queen's University

6

H index

3

i10 index

116

Citations

RESEARCH PRODUCTION:

16

Articles

8

Papers

1

Chapters

RESEARCH ACTIVITY:

   9 years (2014 - 2023). See details.
   Cites by year: 12
   Journals where Fearghal Kearney has often published
   Relations with other researchers
   Recent citing documents: 37.    Total self citations: 8 (6.45 %)

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   Permalink: http://citec.repec.org/pke316
   Updated: 2024-12-03    RAS profile: 2023-10-10    
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Relations with other researchers

Works with:

Shang, Han Lin (6)

Li, Youwei (3)

Theissen, Erik (2)

Sojli, Elvira (2)

Bos, Charles (2)

Füllbrunn, Sascha (2)

Patton, Andrew (2)

Putnins, Talis (2)

Xiu, Dacheng (2)

Prokopczuk, Marcel (2)

Wong, Wing-Keung (2)

Alexeev, Vitali (2)

Liew, Chee (2)

Deku, Solomon (2)

Walther, Thomas (2)

Gerritsen, Dirk (2)

Talavera, Oleksandr (2)

Chow, Nikolai Sheung-Chi (2)

Horenstein, Alex (2)

Rakowski, David (2)

Bouri, Elie (2)

Stefanova, Denitsa (2)

Holzmeister, Felix (2)

Patel, Vinay (2)

Pelizzon, Loriana (2)

Reitz, Stefan (2)

Palan, Stefan (2)

Roy, Saurabh (2)

Wolff, Christian (2)

FERROUHI, EL MEHDI (2)

Hjalmarsson, Erik (2)

Bohorquez Correa, Santiago (2)

Pastor, Lubos (2)

Lajaunie, Quentin (2)

CAPELLE-BLANCARD, Gunther (2)

Gehrig, Thomas (2)

Dreber, Anna (2)

Korajczyk, Robert (2)

Renault, Thomas (2)

Gorbenko, Arseny (2)

Degryse, Hans (2)

Jurkatis, Simon (2)

Deev, Oleg (2)

Voigt, Stefan (2)

Kassner, Bernhard (2)

Shachar, Or (2)

Adrian, Tobias (2)

Menkveld, Albert (2)

Nielsson, Ulf (2)

Hurlin, Christophe (2)

Ait-Sahalia, Yacine (2)

Hautsch, Nikolaus (2)

Brownlees, Christian (2)

Regis, Luca (2)

Taylor, Nick (2)

Ødegaard, Bernt (2)

Frömmel, Michael (2)

Harris, Jeffrey (2)

Jalkh, Naji (2)

Vogel, Sebastian (2)

Zhou, Chen (2)

Johannesson, Magnus (2)

Park, Andreas (2)

Rinne, Kalle (2)

Tonks, Ian (2)

Foucault, Thierry (2)

Sarno, Lucio (2)

Ranaldo, Angelo (2)

Caporin, Massimiliano (2)

Schuerhoff, Norman (2)

Schwarz, Marco (2)

Verousis, Thanos (2)

Lopez-Lira, Alejandro (2)

Ferrara, Gerardo (2)

Söderlind, Paul (2)

Dumitrescu, Ariadna (2)

Davies, Ryan (2)

Huang, Wenqian (2)

Lof, Matthijs (2)

Bjønnes, Geir (2)

Moinas, Sophie (2)

Scaillet, Olivier (2)

PASCUAL, ROBERTO (2)

Sheenan, Lisa (2)

Zhang, S. Sarah (2)

Chernov, Mikhail (2)

Dimpfl, Thomas (2)

Colliard, Jean-Edouard (2)

Roy, Saurabh (2)

He, Xuezhong (Tony) (2)

Mihet, Roxana (2)

Vilkov, Grigory (2)

Schenk-Hoppé, Klaus (2)

LINTON, OLIVER (2)

Frijns, Bart (2)

Abudy, Menachem (2)

Xia, Shuo (2)

Smales, Lee (2)

Heath, Davidson (2)

Pasquariello, Paolo (2)

Wilhelmsson, Anders (2)

van Kervel, Vincent (2)

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

Is cited by:

Shang, Han Lin (6)

Huber, Christoph (5)

Lin, Boqiang (4)

Dreber, Anna (4)

Lau, Chi Keung (4)

Holzmeister, Felix (3)

Bouri, Elie (3)

Ozkes, Ali (3)

Greiner, Ben (3)

Johannesson, Magnus (3)

Wang, Yudong (3)

Cites to:

lucey, brian (13)

Guidolin, Massimo (11)

Irwin, Scott (10)

Sarno, Lucio (10)

Shang, Han Lin (9)

Kilian, Lutz (9)

Johannesson, Magnus (8)

Skiadopoulos, George (8)

Dreber, Anna (8)

Ho, Teck (8)

Bernales, Alejandro (7)

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
QBS Working Paper Series / Queen's University Belfast, Queen's Business School2
Papers / arXiv.org2

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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2024Functional Oil Price Expectations Shocks and Inflation. (2024). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10998.

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2024How Do Oil Prices Affect the GDP and Its Components? New Evidence from a Time-Varying Threshold Model. (2024). Nouira, Ridha ; ben Salem, Leila ; Rault, Christophe ; Saafi, Sami. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11107.

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2023Improving factor momentum: Statistical significance matters. (2023). Zhao, Senyang ; Luo, Ronghua ; Liu, Yangyi. In: Economics Letters. RePEc:eee:ecolet:v:233:y:2023:i:c:s0165176523004706.

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2024Extreme events, economic uncertainty and speculation on occurrences of price bubbles in crude oil futures. (2024). Chang, Chiu-Lan. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988324000264.

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2024How do oil prices affect the GDP and its components? New evidence from a time-varying threshold model. (2024). Rault, Christophe ; Saafi, Sami ; Nouira, Ridha ; ben Salem, Leila. In: Energy Policy. RePEc:eee:enepol:v:190:y:2024:i:c:s0301421524001824.

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2024A novel hybrid model with two-layer multivariate decomposition for crude oil price forecasting. (2024). Sun, Jingyun ; Zhao, Zhengling ; Wang, Shouyang. In: Energy. RePEc:eee:energy:v:288:y:2024:i:c:s0360544223031341.

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2023Time-varying bond market integration and the impact of financial crises. (2023). Hyde, Stuart ; Cho, Sungjun ; Qin, Weiping. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004258.

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2024Non-standard errors in the cryptocurrency world. (2024). Zaremba, Adam ; Poddig, Thorsten ; Gunther, Steffen ; Fieberg, Christian. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000383.

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2024Robo-advisors: A systematic literature review. (2024). Chiappini, Helen ; Cardillo, Giovanni. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001491.

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2024Dynamic spillovers among global oil shocks, economic policy uncertainty, and inflation expectation uncertainty under extreme shocks. (2024). Yang, Xiao-Guang ; Ma, Chao-Qun ; Jiang, Yong ; Klein, Tony ; Ren, Yi-Shuai. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000179.

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2024Forecasting Australian fertility by age, region, and birthplace. (2024). Raymer, James ; Shang, Han Lin ; Yang, Yang. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:532-548.

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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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2023The Fortune and crash of common risk factors in Chinese commodity markets. (2023). Zhao, Yuqian ; Liu, Zhenya. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:32:y:2023:i:c:s2405851323000521.

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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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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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2024Experimenting with Financial Professionals. (2022). Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07.

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2024How Do Oil Prices Affect the GDP and Its Components? New Evidence from a Time-Varying Threshold Model. (2024). Rault, Christophe ; Saafi, Sami ; Nouira, Ridha ; ben Salem, Leila. In: IZA Discussion Papers. RePEc:iza:izadps:dp16970.

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2023Competition and moral behavior: A meta-analysis of forty-five crowd-sourced experimental designs. (2023). Urbig, Diemo ; Spantig, Lisa ; Soraperra, Ivan ; Schmitz, Jan ; Schudy, Simeon ; Schram, Arthur ; Saral, Ali Seyhun ; Nieken, Petra ; Nesterov, Alexander ; Khadjavi, Menusch ; Johannesson, Magnus ; Huber, Christoph ; Holzmeister, Felix ; Glogowsky, Ulrich ; Freddi, Eleonora ; Fiala, Lenka ; Dreber, Anna ; Dold, Malte ; Demiral, Elif ; Bulutay, Muhammed ; Brütt, Katharina ; Barron, Kai ; Pirrone, Angelo ; Theodoropoulou, Andriana ; Cornelissen, Gert ; Mak, Vincent ; Weitzel, Utz ; Htter, Mandy ; Gasiorowska, Agata ; Peters, Kim ; Suetens, Sigrid ; Claassen, Maria Almudena ; Lucas, Brian ; Kirchler, Michael ; Hudja, Stanton ; Schneider, Florian ; Fries, Tilman ; Palumbo, Helena ; Steinme
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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2023Alternative risk premium: specification noise. (2023). Fabozzi, Frank J ; Gorman, Stephen A. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:6:d:10.1057_s41260-023-00327-y.

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2023Cryptocurrency factor momentum. (2023). Zaremba, Adam ; Metko, Daniel ; Liedtke, Gerrit ; Fieberg, Christian. In: Quantitative Finance. RePEc:taf:quantf:v:23:y:2023:i:12:p:1853-1869.

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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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2024Which implied volatilities contain more information? Evidence from China. (2024). Ni, Zhongxin ; Ji, Yifan ; Wang, Linyu. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1896-1919.

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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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2024.

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2024.

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2024A note on the use of syndicated loan data. (2022). Tonzer, Lena ; Noth, Felix ; Muller, Isabella. In: IWH Discussion Papers. RePEc:zbw:iwhdps:172022.

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Works by Fearghal Kearney:

YearTitleTypeCited
2019Implied volatility surface predictability: the case of commodity markets In: Papers.
[Full Text][Citation analysis]		paper4
2019Implied volatility surface predictability: The case of commodity markets.(2019) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
2021Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces In: Papers.
[Full Text][Citation analysis]		paper5
2022Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces.(2022) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		article
2020Uncovering predictability in the evolution of the WTI oil futures curve In: European Financial Management.
[Full Text][Citation analysis]		article5
2022Momentum and the Cross-section of Stock Volatility In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article3
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		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.
[Full Text][Citation analysis]		article1
2016Does speculation impact what factors determine oil futures prices? In: Economics Letters.
[Full Text][Citation analysis]		article16
2019Using extracted forward rate term structure information to forecast foreign exchange rates In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article0
2018Uncovering long term relationships between oil prices and the economy: A time-varying cointegration analysis In: Energy Economics.
[Full Text][Citation analysis]		article21
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21		paper
2016Oil market modelling: A comparative analysis of fundamental and latent factor approaches In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article6
2016Oil market modelling: A comparative analysis of fundamental and latent factor approaches.(2016) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2018Future directions in international financial integration research - A crowdsourced perspective In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article21
2014Outperformance in exchange-traded fund pricing deviations: Generalized control of data snooping bias In: Journal of Financial Markets.
[Full Text][Citation analysis]		article4
2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
[Full Text][Citation analysis]		paper5
2021Non-Standard Errors In: Working Papers.
[Full Text][Citation analysis]		paper9
2022Commodity risk in European dairy firms In: European Review of Agricultural Economics.
[Full Text][Citation analysis]		article0
2019Intraday Time-series Momentum: Evidence from China In: MPRA Paper.
[Full Text][Citation analysis]		paper7
2019Intraday forecasts of a volatility index: functional time series methods with dynamic updating In: Annals of Operations Research.
[Full Text][Citation analysis]		article7
2018Forecasting implied volatility in foreign exchange markets: a functional time series approach In: The European Journal of Finance.
[Full Text][Citation analysis]		article2
2019Modelling gold futures: should the level of speculation inform our choice of variables? In: The European Journal of Finance.
[Full Text][Citation analysis]		article0
2023Order book price impact in the Chinese soybean futures market In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article0
2023Distilling a Disruptive Disintermediary’s Data: Interpretable Machine-Learning Explanations for LendingClub Customers In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0

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