5
H index
4
i10 index
92
Citations
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. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pke316 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Fearghal Kearney. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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International Review of Financial Analysis | 2 |
The European Journal of Finance | 2 |
Working Papers Series with more than one paper published | # docs |
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Papers / arXiv.org | 2 |
QBS Working Paper Series / Queen's University Belfast, Queen's Business School | 2 |
Year | Title of citing document |
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2023 | FuNVol: 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. Full description at Econpapers || Download paper |
2023 | Can 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. Full description at Econpapers || Download paper |
2023 | Time 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. Full description at Econpapers || Download paper |
2023 | Intraday 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. Full description at Econpapers || Download paper |
2023 | Carr 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. Full description at Econpapers || Download paper |
2023 | Dynamic 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. Full description at Econpapers || Download paper |
2023 | Can 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. Full description at Econpapers || Download paper |
2023 | Analyzing 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. Full description at Econpapers || Download paper |
2023 | Economics 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. Full description at Econpapers || Download paper |
2023 | Reproducibility 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. Full description at Econpapers || Download paper |
2023 | Reproducibility 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. Full description at Econpapers || Download paper |
2023 | Long?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. Full description at Econpapers || Download paper |
2023 | Forecasting 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. Full description at Econpapers || Download paper |
2023 | Harvesting 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. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2019 | Implied volatility surface predictability: the case of commodity markets In: Papers. [Full Text][Citation analysis] | paper | 3 |
2019 | Implied 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: 3 | article | |
2021 | Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces In: Papers. [Full Text][Citation analysis] | paper | 2 |
2022 | Dynamic 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: 2 | article | |
2020 | Uncovering predictability in the evolution of the WTI oil futures curve In: European Financial Management. [Full Text][Citation analysis] | article | 4 |
2022 | Momentum and the Cross-section of Stock Volatility In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 0 |
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | ||
2015 | An 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] | article | 1 |
2016 | Does speculation impact what factors determine oil futures prices? In: Economics Letters. [Full Text][Citation analysis] | article | 15 |
2019 | Using extracted forward rate term structure information to forecast foreign exchange rates In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 0 |
2018 | Uncovering long term relationships between oil prices and the economy: A time-varying cointegration analysis In: Energy Economics. [Full Text][Citation analysis] | article | 14 |
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | ||
2016 | Oil market modelling: A comparative analysis of fundamental and latent factor approaches In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 5 |
2016 | Oil 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: 5 | paper | |
2018 | Future directions in international financial integration research - A crowdsourced perspective In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 19 |
2014 | Outperformance in exchange-traded fund pricing deviations: Generalized control of data snooping bias In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 4 |
2021 | Non-Standard Errors In: Working Paper Series, Social and Economic Sciences. [Full Text][Citation analysis] | paper | 4 |
2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2022 | Commodity risk in European dairy firms In: European Review of Agricultural Economics. [Full Text][Citation analysis] | article | 0 |
2019 | Intraday Time-series Momentum: Evidence from China In: MPRA Paper. [Full Text][Citation analysis] | paper | 13 |
2020 | Intraday time?series momentum: Evidence from China.(2020) In: Journal of Futures Markets. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
2019 | Intraday forecasts of a volatility index: functional time series methods with dynamic updating In: Annals of Operations Research. [Full Text][Citation analysis] | article | 6 |
2018 | Forecasting implied volatility in foreign exchange markets: a functional time series approach In: The European Journal of Finance. [Full Text][Citation analysis] | article | 2 |
2019 | Modelling gold futures: should the level of speculation inform our choice of variables? In: The European Journal of Finance. [Full Text][Citation analysis] | article | 0 |
2023 | Order book price impact in the Chinese soybean futures market In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 0 |
2023 | Distilling a Disruptive Disintermediary’s Data: Interpretable Machine-Learning Explanations for LendingClub Customers In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
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