Fearghal Kearney : Citation Profile

Queen's University

7

H index

6

i10 index

146

Citations

RESEARCH PRODUCTION:

17

Articles

8

Papers

1

Chapters

RESEARCH ACTIVITY:

   9 years (2014 - 2023). See details.
   Cites by year: 16
   Journals where Fearghal Kearney has often published
   Relations with other researchers
   Recent citing documents: 39.    Total self citations: 8 (5.19 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pke316
   Updated: 2025-12-20    RAS profile: 2023-10-10    
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Relations with other researchers

Works with:

Li, Youwei (4)

Shang, Han Lin (3)

Nielsson, Ulf (2)

Talavera, Oleksandr (2)

Stefanova, Denitsa (2)

LINTON, OLIVER (2)

Pasquariello, Paolo (2)

Roy, Saurabh (2)

FERROUHI, EL MEHDI (2)

Zhou, Chen (2)

Smales, Lee (2)

Kassner, Bernhard (2)

Xia, Shuo (2)

Shachar, Or (2)

Horenstein, Alex (2)

Regis, Luca (2)

Frömmel, Michael (2)

Holzmeister, Felix (2)

Zhang, S. Sarah (2)

Vilkov, Grigory (2)

Dreber, Anna (2)

CAPELLE-BLANCARD, Gunther (2)

Schuerhoff, Norman (2)

Colliard, Jean-Edouard (2)

Park, Andreas (2)

Vogel, Sebastian (2)

Lopez-Lira, Alejandro (2)

Jalkh, Naji (2)

Verousis, Thanos (2)

He, Xuezhong (Tony) (2)

Deku, Solomon (2)

Gorbenko, Arseny (2)

Wolff, Christian (2)

Hautsch, Nikolaus (2)

Bohorquez Correa, Santiago (2)

Pastor, Lubos (2)

Scaillet, Olivier (2)

Korajczyk, Robert (2)

Voigt, Stefan (2)

Walther, Thomas (2)

Roy, Saurabh (2)

Chernov, Mikhail (2)

Tonks, Ian (2)

Rinne, Kalle (2)

Moinas, Sophie (2)

Brownlees, Christian (2)

Bouri, Elie (2)

Bjønnes, Geir (2)

Palan, Stefan (2)

Dimpfl, Thomas (2)

Schwarz, Marco (2)

Patel, Vinay (2)

Wong, Wing-Keung (2)

Füllbrunn, Sascha (2)

Johannesson, Magnus (2)

Reitz, Stefan (2)

Harris, Jeffrey (2)

Gerritsen, Dirk (2)

Deev, Oleg (2)

Ferrara, Gerardo (2)

Jurkatis, Simon (2)

Hjalmarsson, Erik (2)

Sarno, Lucio (2)

Patton, Andrew (2)

Sojli, Elvira (2)

Schenk-Hoppé, Klaus (2)

Alexeev, Vitali (2)

Hurlin, Christophe (2)

van Kervel, Vincent (2)

Ranaldo, Angelo (2)

Gehrig, Thomas (2)

Theissen, Erik (2)

Söderlind, Paul (2)

Rakowski, David (2)

Menkveld, Albert (2)

Adrian, Tobias (2)

Ait-Sahalia, Yacine (2)

Prokopczuk, Marcel (2)

Pelizzon, Loriana (2)

Dumitrescu, Ariadna (2)

Putnins, Talis (2)

Ødegaard, Bernt (2)

Bos, Charles (2)

Taylor, Nick (2)

Foucault, Thierry (2)

Heath, Davidson (2)

Davies, Ryan (2)

Liew, Chee (2)

Abudy, Menachem (2)

Wilhelmsson, Anders (2)

Degryse, Hans (2)

Lajaunie, Quentin (2)

Renault, Thomas (2)

Xiu, Dacheng (2)

Frijns, Bart (2)

Caporin, Massimiliano (2)

Huang, Wenqian (2)

Mihet, Roxana (2)

Lof, Matthijs (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 (9)

Huber, Christoph (6)

Greiner, Ben (4)

Lin, Boqiang (4)

Dreber, Anna (4)

Holzmeister, Felix (4)

Lau, Chi Keung (4)

Ozkes, Ali (4)

Wang, Shixuan (4)

Johannesson, Magnus (3)

Bouri, Elie (3)

Cites to:

lucey, brian (13)

Guidolin, Massimo (11)

Irwin, Scott (10)

Sarno, Lucio (10)

Kilian, Lutz (9)

Shang, Han Lin (9)

Dreber, Anna (8)

Skiadopoulos, George (8)

Johannesson, Magnus (8)

Ho, Teck (8)

Bernales, Alejandro (7)

Main data

Where Fearghal Kearney has published?

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

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 (2025 and 2024)

YearTitle of citing document
2025Intraday Functional PCA Forecasting of Cryptocurrency Returns. (2025). Zhong, Cheng ; Jasiak, Joann. In: Papers. RePEc:arx:papers:2505.20508.

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2025Sentiment and Volatility in Financial Markets: A Review of BERT and GARCH Applications during Geopolitical Crises. (2025). Williamson, Cillian ; Mino, Domenica. In: Papers. RePEc:arx:papers:2510.16503.

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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). Rault, Christophe ; Ben Salem, Leila ; Saafi, Sami ; Nouira, Ridha. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11107.

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2024Non-standard errors in asset pricing: Mind your sorts. (2024). Verwijmeren, Patrick ; van Vliet, Bart ; Soebhag, Amar. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000525.

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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 ; Ben Salem, Leila ; Saafi, Sami ; Nouira, Ridha. 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). Zhao, Zhengling ; Wang, Shouyang ; Sun, Shaolong. In: Energy. RePEc:eee:energy:v:288:y:2024:i:c:s0360544223031341.

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2024Volatility spillover between carbon market and related markets in time-frequency domain based on BEKK-GARCH and complex network analysis. (2024). Huang, Zhehao ; Chen, Juntao ; Lan, Yuqiao ; Zhao, Yuanqi. In: Energy. RePEc:eee:energy:v:311:y:2024:i:c:s0360544224031190.

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2025Commodity futures option valuation – An ensemble model. (2025). Yang, AO ; Zong, LU ; Wen, Conghua ; Zhai, Jia ; Cao, YI. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004594.

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

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2024Implied volatility is (almost) past-dependent: Linear vs non-linear models. (2024). Wang, Yinuo ; Cao, YI ; Zhai, Jia ; Wen, Conghua. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003387.

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2024Smirking in the energy market: Evidence from the Chinese crude oil options market. (2024). Zhang, Jine ; Ruan, Xinfeng ; Li, Lu-Lu ; Yue, Tian. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005696.

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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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2025The “night effect” of intraday trading: Evidence from Chinese gold and silver futures markets. (2025). Zhou, Ivy Z ; Xu, Yahua ; Bouri, Elie ; Ma, Gaoping. In: Global Finance Journal. RePEc:eee:glofin:v:64:y:2025:i:c:s1044028325000110.

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2024Dynamic spillovers among global oil shocks, economic policy uncertainty, and inflation expectation uncertainty under extreme shocks. (2024). Jiang, Yong ; Ren, Yi-Shuai ; Yang, Xiao-Guang ; Klein, Tony ; Ma, Chao-Qun. 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). Shang, Han Lin ; Yang, Yang ; Raymer, James. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:532-548.

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2024Behavioral risk profiling: Measuring loss aversion of individual investors. (2024). van Dolder, Dennie ; Vandenbroucke, Jurgen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624002073.

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2024Different PCA approaches for vector functional time series with applications to resistive switching processes. (2024). Ruiz-Castro, J E ; Roldan, J B ; Alonso, F J ; Acal, C ; Aguilera, A M. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:223:y:2024:i:c:p:288-298.

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2024Is there an intraday reversal effect in commodity futures and options? Evidence from the Chinese market. (2024). Zheng, Luyuan ; Luo, Xingguo. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:88:y:2024:i:c:s0927538x24002865.

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2025A Study of the Colombian Stock Market with Multivariate Functional Data Analysis (FDA). (2025). Cuadro, Deivis Rodrguez ; Prez-Plaza, Sonia ; Castao-Martnez, Antonia ; Fernndez-Palacn, Fernando. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:5:p:858-:d:1605632.

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2024Forecasting Age- and Sex-Specific Survival Functions: Application to Annuity Pricing. (2024). Shang, Han Lin ; Wang, Shaokang ; Tickle, Leonie. In: Risks. RePEc:gam:jrisks:v:12:y:2024:i:7:p:117-:d:1440233.

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2025An IID Test for Functional Time Series with Applications to High-Frequency VIX Index Data. (2025). Siu, Tak Kuen ; Shang, Han Lin ; Huang, Xin. In: Risks. RePEc:gam:jrisks:v:13:y:2025:i:2:p:25-:d:1580573.

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2024Reproducibility in Management Science. (2024). Ozkes, Ali ; Merkle, Christoph ; Huber, Christoph ; Greiner, Ben ; Fišar, Miloš ; Fiar, Milo ; Katok, Elena. In: Post-Print. RePEc:hal:journl:hal-04370984.

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2024Experimenting with Financial Professionals. (2024). Marini, Matteo M. ; 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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2025The Sources of Researcher Variation in Economics. (2025). Huntington-Klein, Nick ; Gallegos, Sebastian ; Portner, Claus C. In: IZA Discussion Papers. RePEc:iza:izadps:dp17744.

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2024Evaluating Density Forecasts Using Weighted Multivariate Scores in a Risk Management Context. (2024). Cheng, Jie. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:6:d:10.1007_s10614-024-10571-y.

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2025Investor clientele and intraday patterns in the cross section of stock returns. (2025). Mahmud, Syed ; Khan, Ali ; Haboub, Ahmad ; Chen, Jian. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:64:y:2025:i:2:d:10.1007_s11156-024-01319-8.

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2024Evaluating the discrimination ability of proper multi-variate scoring rules. (2024). Alexander, Carol ; Meng, X ; Han, Y ; Coulon, M. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-022-04611-9.

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2024Post-Earnings Announcement Drift, Momentum, and Contrarian Strategies in the Saudi Stock Market: Risk Explanation vs. Behavioral Explanation. (2024). Boussaidi, Ramzi ; Alsaggaf, Majed Ibrahim. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:3:d:10.1007_s13132-023-01648-4.

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2025Is the age pension in Australia sustainable and fair? Evidence from forecasting the old-age dependency ratio using the Hamilton-Perry model. (2025). Shang, Han Lin ; Yang, Yang ; Chen, Sizhe. In: Journal of Population Research. RePEc:spr:joprea:v:42:y:2025:i:1:d:10.1007_s12546-024-09352-z.

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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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2025Japanese stock market sectoral dynamics: A time and frequency analysis. (2025). el Khoury, Rim ; Polat, Onur ; Alshater, Muneer M. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:2:p:1249-1274.

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2025Stock Return Prediction Based on a Functional Capital Asset Pricing Model. (2025). Shang, Han Lin ; Beyaztas, Ufuk ; Ji, Kaiying ; Wu, Eliza. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:6:p:2017-2036.

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2024The time‐varying volatility spillover effects between Chinas coal and metal market. (2024). Lin, Boqiang ; Lan, Tianxu. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:5:p:699-719.

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2024Heterogeneity in Effect Size Estimates: Empirical Evidence and Practical Implications. (2024). Johannesson, Magnus ; Holzmeister, Felix ; Dreber, Anna ; Böhm, Robert ; Bohm, Robert ; Kirchler, Michael ; Huber, Jurgen. In: I4R Discussion Paper Series. RePEc:zbw:i4rdps:102.

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2025The Sources of Researcher Variation in Economics. (2025). Williams, Kevin ; Ward, Zachary ; Tagat, Anirudh ; Szczygielski, Krzysztof ; Spantig, Lisa ; Salamanca, Nicolas ; Samahita, Margaret ; Roy, Jayjit ; Reuter, Anna ; Reimão, Maira ; Rayamajhee, Veeshan ; Pugatch, Todd ; Putman, Daniel ; Pörtner, Claus ; Porcher, Simon ; McCarthy, Ian ; Marcus, Jan ; Long, Dede ; LaFave, Daniel ; Klotzbücher, Valentin ; Kim, Sie Won ; Huntington-Klein, Nick ; Holzmeister, Felix ; Henningsen, Arne ; Henderson, Daniel ; Gay, Victor ; Gallegos, Sebastian ; Gamino, Aaron ; Fumarco, Luca ; Fitzpatrick, Anne ; Feld, Jan ; de Gendre, Alexandra ; Crawfurd, Lee ; Buisson, Florent ; Brehm, Margaret ; Bhai, Moiz ; Bech-Wysocka, Katarzyna ; Berniell, Inés ; Avdeev, Stanislav ; Angenendt, David ; Antón, José Ignacio ; Akbulut-Yuksel, Mevlude ; Deer, Lachlan ; Najam, Rafiuddin ; Wang, Yue ; Prtner, Claus C ; Ropovik, Ivan ; Baker, Bradley J ; Fradkin, Andrey ; Andresen, Martin Eckhoff ; Pitknen, Visa ; Smith, Brock ; Cullinan, John ; Ozer, Gorkem Turgut ; Hill, Andrew J ; Waters, Tom ; Adamkovic, Matus ; Gazeaud, Jules ; Mogge, Lukas ; Bandara, Imesh Nuwan ; Kronenberg, Christoph ; Naumann, Elias ; Sorensen, Lucy C ; Petroulakis, Filippos ; Herns, Ystein ; Weber, Ellerie ; Acharya, Yubraj ; Gayaker, Savas ; Merkus, Erik ; Bansal, Avijit ; Fiala, Nathan ; Klotzbcher, Valentin ; Miller, Klaus M ; Brun, Martn ; Paudel, Jayash ; Herman, Clment ; Weinberg, Stephen E ; Collins, Matthew ; Ahmad, Imtiaz ; Meinzen-Dick, Laura ; Bartram, David ; Feyman, Yevgeniy ; Huysmans, Martijn ; Burli, Pralhad ; Peukert, Christian ; Henry, Junita ; Weissmller, Kristina S ; Clement, Jeffrey ; Adema, Joop ; Gauriot, Romain ; Samudra, Aparna ; Karney, Daniel H ; Camp, Andrew M ; Prakash, Manab ; Westheide, Christian ; Reimao, Maira Emy ; Chen, Weiwei ; Mari, Gabriele ; Sanogo, Vassiki ; Bennett, Christopher Troy ; Farquharson, Christine ; Kameshwara, Kalyan Kumar ; Berha, Andu ; Tastan, Huseyin ; Cerutti, Nicola ; Heller, Blake H ; Arenas, Andreu ; Galrraga, Julio ; Sariyev, Orkhan ; Falken, Grace ; Kaire, Jos ; Agasa, Lameck Ondieki ; Trombetta, Martin ; Harris, Mark N ; Ricks, Michael David ; Antn, Jos-Ignacio ; Schaak, Henning ; Bhattacharya, Shreya ; Fages, Diego Marino ; Jakobsson, Niklas ; Venkatesan, Madhavi ; Goldhaber, Dan ; Rios-Avila, Fernando ; Aslim, Erkmen Giray ; Ligey, Maxime ; Segel, Joel E ; Duquette, Nicolas J ; Jain, Anil K ; Vernet, Antoine ; Girardi, Daniele ; Zahid, Muhammad Umer ; Rodriguez, Abel ; Lee, Ryan ; Wagner, Gary A ; Sievertsen, Hans Henrik ; Bjoerkheim, Markus ; Dorsey-Palmateer, Reid ; Nmadu, Job Nda ; Imtiaz, Saad M ; Volkov, Eden ; Woahid, S M ; Gilpin, Gregory ; Zanoli, Raffaele ; Roeckert, Julian ; Bacher-Hicks, Andrew ; French, Evaewero ; Lang, David ; Smet, Mike ; Bloem, Jeffrey R. In: I4R Discussion Paper Series. RePEc:zbw:i4rdps:209.

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2024A note on the use of syndicated loan data. (2024). Tonzer, Lena ; Muller, Isabella ; Noth, Felix. 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]		paper7
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: 7		article
2021Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces In: Papers.
[Full Text][Citation analysis]		paper7
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: 7		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
2020Momentum and the Cross-Section of Stock Volatility.(2020) In: QBS Working Paper Series.
[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]		article22
2018Uncovering Long Term Relationships between Oil Prices and the Economy: A Time-Varying Cointegration Analysis.(2018) In: QBS Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22		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]		article22
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]		paper14
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]		paper18
2020Intraday time‐series momentum: Evidence from China.(2020) In: Journal of Futures Markets.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		article
2019Intraday forecasts of a volatility index: functional time series methods with dynamic updating In: Annals of Operations Research.
[Full Text][Citation analysis]		article13
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
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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