Fearghal Kearney : Citation Profile

Are you Fearghal Kearney?

Queen's University

5

H index

4

i10 index

79

Citations

RESEARCH PRODUCTION:

14

Articles

6

Papers

RESEARCH ACTIVITY:

   8 years (2014 - 2022). See details.
   Cites by year: 9
   Journals where Fearghal Kearney has often published
   Relations with other researchers
   Recent citing documents: 36.    Total self citations: 7 (8.14 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pke316
   Updated: 2023-03-02    RAS profile: 2022-09-19    
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Relations with other researchers

Works with:

Shang, Han Lin (6)

Menkveld, Albert (2)

Dreber, Anna (2)

Harris, Jeffrey (2)

LINTON, OLIVER (2)

Foucault, Thierry (2)

Bos, Charles (2)

Holzmeister, Felix (2)

Xia, Shuo (2)

Ait-Sahalia, Yacine (2)

Xiu, Dacheng (2)

Prokopczuk, Marcel (2)

He, Xuezhong (Tony) (2)

Stefanova, Denitsa (2)

Nielsson, Ulf (2)

Pastor, Lubos (2)

Davies, Ryan (2)

Heath, Davidson (2)

Taylor, Nick (2)

Park, Andreas (2)

Verousis, Thanos (2)

CAPELLE-BLANCARD, Gunther (2)

Liew, Chee (2)

Jones, Charles (2)

Horenstein, Alex (2)

Zhou, Chen (2)

Alexeev, Vitali (2)

Dumitrescu, Ariadna (2)

lucey, brian (2)

Pelizzon, Loriana (2)

PASCUAL, ROBERTO (2)

Scaillet, Olivier (2)

Abudy, Menachem (2)

Tonks, Ian (2)

Roy, Saurabh (2)

Walther, Thomas (2)

Moinas, Sophie (2)

Hautsch, Nikolaus (2)

Reitz, Stefan (2)

Bohorquez Correa, Santiago (2)

Vogel, Sebastian (2)

Lajaunie, Quentin (2)

Theissen, Erik (2)

van Kervel, Vincent (2)

Dimpfl, Thomas (2)

Ranaldo, Angelo (2)

Jalkh, Naji (2)

Jurkatis, Simon (2)

Adrian, Tobias (2)

Schwarz, Marco (2)

Deev, Oleg (2)

Gerritsen, Dirk (2)

Caporin, Massimiliano (2)

Patton, Andrew (2)

Regis, Luca (2)

Vilkov, Grigory (2)

Kassner, Bernhard (2)

Mihet, Roxana (2)

Pasquariello, Paolo (2)

Hurlin, Christophe (2)

Sojli, Elvira (2)

Smales, Lee (2)

Gorbenko, Arseny (2)

Ferrara, Gerardo (2)

Li, Youwei (2)

Palan, Stefan (2)

Deku, Solomon (2)

Chow, Nikolai Sheung-Chi (2)

Colliard, Jean-Edouard (2)

FERROUHI, EL MEHDI (2)

Chernov, Mikhail (2)

Johannesson, Magnus (2)

Lof, Matthijs (2)

Talavera, Oleksandr (2)

Wolff, Christian (2)

Bouri, Elie (2)

Rakowski, David (2)

Gehrig, Thomas (2)

Rinne, Kalle (2)

Schenk-Hoppé, Klaus (2)

Brownlees, Christian (2)

Lopez-Lira, Alejandro (2)

Putnins, Talis (2)

Hjalmarsson, Erik (2)

Frijns, Bart (2)

Sarno, Lucio (2)

Wong, Wing-Keung (2)

Patel, Vinay (2)

Wilhelmsson, Anders (2)

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

Is cited by:

Lau, Chi Keung (4)

Shang, Han Lin (3)

Lin, Boqiang (3)

Wang, Shixuan (3)

Bouri, Elie (3)

Wang, Yudong (3)

Czudaj, Robert (2)

Gaglianone, Wagner (2)

Seiler, Volker (2)

Bilgin, Mehmet (2)

Cifarelli, Giulio (2)

Cites to:

lucey, brian (13)

Guidolin, Massimo (11)

Irwin, Scott (10)

Kilian, Lutz (9)

Shang, Han Lin (9)

Skiadopoulos, George (8)

Yarovaya, Larisa (7)

Hamilton, James (7)

Bernales, Alejandro (7)

Filis, George (6)

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

Recent works citing Fearghal Kearney (2022 and 2021)

YearTitle of citing document
2021Navigating the Oil Bubble: A Non-linear Heterogeneous-agent Dynamic Model of Futures Oil Pricing. (2021). Paesani, Paolo ; Cifarelli, Giulio. In: The Energy Journal. RePEc:aen:journl:ej42-5-cifarelli.

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2021Machine Learning and Oil Price Point and Density Forecasting. (2021). Gaglianone, Wagner ; Lin, Yihao ; Issler, Joo Victor ; Teixeira, Osmani ; Cavalcanti, Pedro ; Bonnet, Alexandre. In: Working Papers Series. RePEc:bcb:wpaper:544.

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2021The asymmetric effects of oil price changes on China’s exports: New evidence from a nonlinear autoregressive distributed lag model. (2021). Wang, Yudong ; Meng, Lingjie ; Liu, Donghui. In: Journal of Asian Economics. RePEc:eee:asieco:v:77:y:2021:i:c:s1049007821001275.

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2021Bond intraday momentum. (2021). Li, YI ; Wang, Pengfei ; Zhang, Wei. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:31:y:2021:i:c:s2214635021000599.

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2021Intraday momentum and return predictability: Evidence from the crude oil market. (2021). Gong, XU ; Wen, Zhuzhu ; Xu, Yahua ; Ma, Diandian. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:374-384.

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2021Intraday return predictability in China’s crude oil futures market: New evidence from a unique trading mechanism. (2021). Zhang, Yaojie ; Wang, Yudong ; Wen, Danyan. In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:209-219.

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2022Intraday return predictability in the cryptocurrency markets: Momentum, reversal, or both. (2022). Zhao, Yang ; Xu, Yahua ; Bouri, Elie ; Wen, Zhuzhu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000833.

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2021Trading the foreign exchange market with technical analysis and Bayesian Statistics. (2021). Stasinakis, Charalampos ; Sermpinis, Georgios ; Hassanniakalager, Arman. In: Journal of Empirical Finance. RePEc:eee:empfin:v:63:y:2021:i:c:p:230-251.

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2021China-to-FOB price transmission in the rare earth elements market and the end of Chinese export restrictions. (2021). Seiler, Volker. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003716.

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2021Machine learning and oil price point and density forecasting. (2021). Issler, João ; Gaglianone, Wagner ; Cavalcanti, Pedro ; Bonnet, Alexandre ; Lin, Yihao ; Teixeira, Osmani. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003807.

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2021Neural network prediction of crude oil futures using B-splines. (2021). Shang, Han Lin ; Miao, Hong ; Kokoszka, Piotr ; Butler, Sunil. In: Energy Economics. RePEc:eee:eneeco:v:94:y:2021:i:c:s0140988320304205.

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2021Oil for Pakistan: What are the main factors affecting the oil import?. (2021). Lin, Boqiang ; Raza, Muhammad Yousaf. In: Energy. RePEc:eee:energy:v:237:y:2021:i:c:s0360544221017837.

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2021The efficiency of Bitcoin: A strongly typed genetic programming approach to smart electronic Bitcoin markets. (2021). Urquhart, Andrew ; Manahov, Viktor. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302726.

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2021On the intraday return curves of Bitcoin: Predictability and trading opportunities. (2021). Wang, Shixuan ; Bouri, Elie ; Zhao, Yuqian ; Saeed, Tareq ; Marco, Chi Keung. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921001228.

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2021Asymmetry, tail risk and time series momentum. (2021). Wang, Shixuan ; Lu, Shanglin ; Liu, Zhenya. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002581.

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2022The effects of overnight events on daytime trading sessions. (2022). Webb, Robert I ; Ryu, Doojin ; Ham, Hyuna. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922001892.

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2021COVID?19 and oil price risk exposure. (2021). Zhong, Angel ; Chiah, Mardy ; Boubaker, Sabri ; Akhtaruzzaman, MD. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612320316962.

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2022Multi-population modelling and forecasting life-table death counts. (2022). Xu, Ruofan ; Haberman, Steven ; Shang, Han Lin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:106:y:2022:i:c:p:239-253.

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2022The connectedness in the world petroleum futures markets using a Quantile VAR approach. (2022). Hammoudeh, Shawkat ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar ; Jena, Sangram Keshari. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:27:y:2022:i:c:s2405851321000556.

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2021Stock market volatility on shipping stock prices: GARCH models approach. (2021). Mokhtar, Kasypi ; Mhd, Siti Marsila. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:24:y:2021:i:c:s1703494921000372.

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2021What do we know about the inflation-hedging property of precious metals in Africa? The case of leading producers of the commodities. (2021). Oliyide, Johnson A ; Adekoya, Oluwasegun B ; Tahir, Hammad. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721001343.

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2021Common factors and the dynamics of industrial metal prices. A forecasting perspective. (2021). Rubaszek, Michał ; Paccagnini, Alessia ; Kwas, Marek. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003299.

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2021Acceptance of digital investment solutions: The case of robo advisory in Germany. (2021). Seiler, Volker ; Fanenbruck, Katharina Maria. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921001112.

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2022Intraday Patterns of Liquidity on the Warsaw Stock Exchange before and after the Outbreak of the COVID-19 Pandemic. (2022). Tuszkiewicz, Marcin ; Kubiczek, Jakub. In: IJFS. RePEc:gam:jijfss:v:10:y:2022:i:1:p:13-:d:750789.

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2021Forecasting High-Dimensional Financial Functional Time Series: An Application to Constituent Stocks in Dow Jones Index. (2021). Shi, Yanlin ; Tang, Chen. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:8:p:343-:d:599818.

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2022.

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2021An Open Innovation Intraday Implied Volatility for Pricing Australian Dollar Options. (2021). Hassan, Kamrul ; Hoque, Ariful ; Le, Thi. In: JOItmC. RePEc:gam:joitmc:v:7:y:2021:i:1:p:23-:d:477544.

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

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2022Predicting Business Risks of Commercial Banks Based on BP-GA Optimized Model. (2022). Zhong, Jiacheng ; Shen, Xiaoqin ; Xu, Zhaoyi ; Li, Qilun. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:4:d:10.1007_s10614-020-10088-0.

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2021Exploring volatility of crude oil intra-day return curves: a functional GARCH-X Model. (2021). Zhao, Yuqian ; Wirjanto, Tony ; Rice, Gregory. In: MPRA Paper. RePEc:pra:mprapa:109231.

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2022Intra-day co-movements of crude oil futures: China and the international benchmarks. (2022). Zhang, Dayong ; Zhao, Yuqian ; Ji, Qiang. In: Annals of Operations Research. RePEc:spr:annopr:v:313:y:2022:i:1:d:10.1007_s10479-021-04097-x.

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2022Forecasting high-frequency stock returns: a comparison of alternative methods. (2022). Sensoy, Ahmet ; Nguyen, Duc Khuong ; Fernandez Bariviera, Aurelio ; Akyildirim, Erdinc. In: Annals of Operations Research. RePEc:spr:annopr:v:313:y:2022:i:2:d:10.1007_s10479-021-04464-8.

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2022Does crude oil futures price really help to predict spot oil price? New evidence from density forecasting. (2022). Wei, Guiwu ; Li, Xiafei ; Bai, Lan. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:3:p:3694-3712.

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2021Granger causality of bivariate stationary curve time series. (2021). Beyaztas, Ufuk ; Ji, Kaiying ; Shang, Han Lin. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:4:p:626-635.

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2021The implied volatility smirk of commodity options. (2021). Ruan, Xinfeng ; Jia, Xiaolan ; Zhang, Jin E. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:1:p:72-104.

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2022A 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]		paper1
2019Implied volatility surface predictability: The case of commodity markets.(2019) In: Journal of Banking & Finance.
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This paper has another version. Agregated cites: 1		article
2021Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces In: Papers.
[Full Text][Citation analysis]		paper1
2022Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces.(2022) In: International Journal of Forecasting.
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This paper has another version. Agregated cites: 1		article
2020Uncovering predictability in the evolution of the WTI oil futures curve In: European Financial Management.
[Full Text][Citation analysis]		article4
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]		article15
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]		article13
2016Oil market modelling: A comparative analysis of fundamental and latent factor approaches In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article3
2016Oil market modelling: A comparative analysis of fundamental and latent factor approaches.(2016) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2018Future directions in international financial integration research - A crowdsourced perspective In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article17
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]		paper2
2021Non-Standard Errors.(2021) In: Working Papers.
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This paper has another version. Agregated cites: 2		paper
2019Intraday Time-series Momentum: Evidence from China In: MPRA Paper.
[Full Text][Citation analysis]		paper10
2020Intraday time?series momentum: Evidence from China.(2020) In: Journal of Futures Markets.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		article
2019Intraday forecasts of a volatility index: functional time series methods with dynamic updating In: Annals of Operations Research.
[Full Text][Citation analysis]		article5
2018Forecasting implied volatility in foreign exchange markets: a functional time series approach In: The European Journal of Finance.
[Full Text][Citation analysis]		article3
2019Modelling gold futures: should the level of speculation inform our choice of variables? In: The European Journal of Finance.
[Full Text][Citation analysis]		article0

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