5
H index
4
i10 index
86
Citations
Fearghal Kearney : Citation Profile
Queen's University | RESEARCH PRODUCTION: 17 Articles 8 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
9 years (2014 - 2023). Relations with other researchers
Main data
Where Fearghal Kearney has published?
| Journals with more than one article published | # docs |
|---|---|
| International Review of Financial Analysis | 2 |
| The European Journal of Finance | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| QBS Working Paper Series / Queen's University Belfast, Queen's Business School | 2 |
| Papers / arXiv.org | 2 |
Recent works citing Fearghal Kearney (2023 and 2022)
| Year | Title of citing document |
|---|---|
| 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 |
| 2022 | Intraday 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. 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 |
| 2022 | The 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. Full description at Econpapers || Download paper |
| 2022 | Multi-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. 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 |
| 2022 | The 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. Full description at Econpapers || Download paper |
| 2022 | Common factors and the dynamics of cereal prices. A forecasting perspective. (2022). Rubaszek, Michał ; Paccagnini, Alessia ; Kwas, Marek. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:28:y:2022:i:c:s2405851321000738. 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 | 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 |
| 2022 | Intraday 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. Full description at Econpapers || Download paper |
| 2022 | . Full description at Econpapers || Download paper |
| 2022 | Experimenting with Financial Professionals. (2022). Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07. Full description at Econpapers || Download paper |
| 2022 | Predicting 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. Full description at Econpapers || Download paper |
| 2022 | Intra-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. Full description at Econpapers || Download paper |
| 2022 | Forecasting 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. Full description at Econpapers || Download paper |
| 2022 | Does 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. 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 |
| 2022 | A note on the use of syndicated loan data. (2022). Tonzer, Lena ; Noth, Felix ; Muller, Isabella. In: IWH Discussion Papers. RePEc:zbw:iwhdps:172022. Full description at Econpapers || Download paper |
Works by Fearghal Kearney:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2019 | Implied volatility surface predictability: the case of commodity markets In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2019 | Implied volatility surface predictability: The case of commodity markets.(2019) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | 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 another 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 another 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 another 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 another 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 | 18 |
| 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 | 2 |
| 2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | 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 another 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 | 5 |
| 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 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2023. Contact: CitEc Team