6
H index
6
i10 index
139
Citations
Queen's University | 6 H index 6 i10 index 139 Citations RESEARCH PRODUCTION: 17 Articles 8 Papers 1 Chapters RESEARCH ACTIVITY:
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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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The European Journal of Finance | 2 |
International Review of Financial Analysis | 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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2024 | Functional Oil Price Expectations Shocks and Inflation. (2024). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10998. Full description at Econpapers || Download paper |
2024 | How 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. Full description at Econpapers || Download paper |
2024 | Non-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. Full description at Econpapers || Download paper |
2024 | Extreme 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. Full description at Econpapers || Download paper |
2024 | How 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. Full description at Econpapers || Download paper |
2024 | A 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. Full description at Econpapers || Download paper |
2024 | Volatility spillover between carbon market and related markets in time-frequency domain based on BEKK-GARCH and complex network analysis. (2024). Lan, Yuqiao ; Zhao, Yuanqi ; Huang, Zhehao ; Chen, Juntao. In: Energy. RePEc:eee:energy:v:311:y:2024:i:c:s0360544224031190. Full description at Econpapers || Download paper |
2024 | Non-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. Full description at Econpapers || Download paper |
2024 | Implied 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. Full description at Econpapers || Download paper |
2024 | Smirking in the energy market: Evidence from the Chinese crude oil options market. (2024). Zhang, Jin E ; Ruan, Xinfeng ; Li, Lu-Lu ; Yue, Tian. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005696. Full description at Econpapers || Download paper |
2024 | Robo-advisors: A systematic literature review. (2024). Chiappini, Helen ; Cardillo, Giovanni. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001491. Full description at Econpapers || Download paper |
2024 | Dynamic 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. Full description at Econpapers || Download paper |
2024 | Forecasting 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. Full description at Econpapers || Download paper |
2024 | Behavioral risk profiling: Measuring loss aversion of individual investors. (2024). Vandenbroucke, Jurgen ; van Dolder, Dennie. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624002073. Full description at Econpapers || Download paper |
2025 | . Full description at Econpapers || Download paper |
2025 | An 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. Full description at Econpapers || Download paper |
2024 | Experimenting with Financial Professionals. (2022). Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07. Full description at Econpapers || Download paper |
2024 | How 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. Full description at Econpapers || Download paper |
2025 | The Sources of Researcher Variation in Economics. (2025). Gallegos, Sebastian ; Huntington-Klein, Nick ; Portner, Claus C. In: IZA Discussion Papers. RePEc:iza:izadps:dp17744. Full description at Econpapers || Download paper |
2024 | Evaluating 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. Full description at Econpapers || Download paper |
2025 | Investor 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. Full description at Econpapers || Download paper |
2024 | Evaluating 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. Full description at Econpapers || Download paper |
2024 | Which 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. Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2025 | . Full description at Econpapers || Download paper |
2024 | 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 |
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 | 6 |
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: 6 | article | |
2021 | Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces In: Papers. [Full Text][Citation analysis] | paper | 6 |
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: 6 | article | |
2020 | Uncovering predictability in the evolution of the WTI oil futures curve In: European Financial Management. [Full Text][Citation analysis] | article | 5 |
2022 | Momentum and the Cross-section of Stock Volatility In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 3 |
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | 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 | 16 |
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 | 22 |
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | 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 | 6 |
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: 6 | paper | |
2018 | Future directions in international financial integration research - A crowdsourced perspective In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 21 |
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 | 5 |
2021 | Non-Standard Errors In: Working Papers. [Full Text][Citation analysis] | paper | 14 |
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 | 16 |
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: 16 | 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 | 11 |
2018 | Forecasting implied volatility in foreign exchange markets: a functional time series approach In: The European Journal of Finance. [Full Text][Citation analysis] | article | 3 |
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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