Fearghal Kearney : Citation Profile


Queen's University

6

H index

6

i10 index

139

Citations

RESEARCH PRODUCTION:

17

Articles

8

Papers

1

Chapters

RESEARCH ACTIVITY:

   9 years (2014 - 2023). See details.
   Cites by year: 15
   Journals where Fearghal Kearney has often published
   Relations with other researchers
   Recent citing documents: 32.    Total self citations: 8 (5.44 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pke316
   Updated: 2025-04-19    RAS profile: 2023-10-10    
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Relations with other researchers


Works with:

Li, Youwei (3)

Shang, Han Lin (3)

Bjønnes, Geir (2)

Bohorquez Correa, Santiago (2)

Jurkatis, Simon (2)

Liew, Chee (2)

Vogel, Sebastian (2)

Ranaldo, Angelo (2)

Pelizzon, Loriana (2)

Schenk-Hoppé, Klaus (2)

Shachar, Or (2)

Holzmeister, Felix (2)

Walther, Thomas (2)

PASCUAL, ROBERTO (2)

Schuerhoff, Norman (2)

Degryse, Hans (2)

Foucault, Thierry (2)

Korajczyk, Robert (2)

Kassner, Bernhard (2)

Regis, Luca (2)

Füllbrunn, Sascha (2)

Wilhelmsson, Anders (2)

Hurlin, Christophe (2)

Voigt, Stefan (2)

Xiu, Dacheng (2)

Scaillet, Olivier (2)

Deku, Solomon (2)

Abudy, Menachem (2)

Renault, Thomas (2)

Söderlind, Paul (2)

Bos, Charles (2)

Vilkov, Grigory (2)

Heath, Davidson (2)

Palan, Stefan (2)

Dumitrescu, Ariadna (2)

Verousis, Thanos (2)

Hautsch, Nikolaus (2)

Zhang, S. Sarah (2)

Wolff, Christian (2)

Horenstein, Alex (2)

Gehrig, Thomas (2)

Deev, Oleg (2)

Reitz, Stefan (2)

Smales, Lee (2)

Gorbenko, Arseny (2)

Lajaunie, Quentin (2)

Frömmel, Michael (2)

Ait-Sahalia, Yacine (2)

Patel, Vinay (2)

Ferrara, Gerardo (2)

Tonks, Ian (2)

Johannesson, Magnus (2)

Menkveld, Albert (2)

Mihet, Roxana (2)

Harris, Jeffrey (2)

Park, Andreas (2)

Patton, Andrew (2)

Frijns, Bart (2)

He, Xuezhong (Tony) (2)

Huang, Wenqian (2)

Moinas, Sophie (2)

van Kervel, Vincent (2)

Pasquariello, Paolo (2)

Caporin, Massimiliano (2)

Putnins, Talis (2)

FERROUHI, EL MEHDI (2)

Colliard, Jean-Edouard (2)

Wong, Wing-Keung (2)

Sarno, Lucio (2)

Rinne, Kalle (2)

Ødegaard, Bernt (2)

Theissen, Erik (2)

Brownlees, Christian (2)

Roy, Saurabh (2)

Roy, Saurabh (2)

Hjalmarsson, Erik (2)

Chernov, Mikhail (2)

Jalkh, Naji (2)

Adrian, Tobias (2)

CAPELLE-BLANCARD, Gunther (2)

Zhou, Chen (2)

Davies, Ryan (2)

Alexeev, Vitali (2)

Stefanova, Denitsa (2)

Dimpfl, Thomas (2)

Talavera, Oleksandr (2)

Nielsson, Ulf (2)

Pastor, Lubos (2)

Prokopczuk, Marcel (2)

Lof, Matthijs (2)

Xia, Shuo (2)

Rakowski, David (2)

Dreber, Anna (2)

Gerritsen, Dirk (2)

Lopez-Lira, Alejandro (2)

Sojli, Elvira (2)

Schwarz, Marco (2)

Taylor, Nick (2)

LINTON, OLIVER (2)

Bouri, Elie (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 (8)

Huber, Christoph (5)

Lau, Chi Keung (4)

Greiner, Ben (4)

Wang, Shixuan (4)

Holzmeister, Felix (4)

Ozkes, Ali (4)

Dreber, Anna (4)

Lin, Boqiang (4)

Rault, Christophe (3)

Fišar, Miloš (3)

Cites to:

lucey, brian (13)

Guidolin, Massimo (11)

Sarno, Lucio (10)

Irwin, Scott (10)

Shang, Han Lin (9)

Kilian, Lutz (9)

Skiadopoulos, George (8)

Ho, Teck (8)

Dreber, Anna (8)

Johannesson, Magnus (8)

Bernales, Alejandro (7)

Main data


Production by document typechapterpaperarticle201420152016201720182019202020212022202302.557.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published20142015201620172018201920202021202220230102030Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received201720182019202020212022202320242025010203040Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year20142015201620172018201920202021202220230204060Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 6Most cited documents123456780102030Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250320250402.557.5h-index Highcharts.comExport to raster or vector imagePrint the chart

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
Papers / arXiv.org2
QBS Working Paper Series / Queen's University Belfast, Queen's Business School2

Recent works citing Fearghal Kearney (2025 and 2024)


Year  ↓Title of citing document  ↓
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). Nouira, Ridha ; ben Salem, Leila ; Rault, Christophe ; Saafi, Sami. 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 ; Saafi, Sami ; Nouira, Ridha ; ben Salem, Leila. 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). Sun, Jingyun ; Zhao, Zhengling ; Wang, Shouyang. 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). Lan, Yuqiao ; Zhao, Yuanqi ; Huang, Zhehao ; Chen, Juntao. In: Energy. RePEc:eee:energy:v:311:y:2024:i:c:s0360544224031190.

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2024Non-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.

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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, 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.

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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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2024Dynamic 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.

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2024Forecasting 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.

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2024Behavioral 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.

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2025.

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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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2024Experimenting with Financial Professionals. (2022). 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). Gallegos, Sebastian ; Huntington-Klein, Nick ; 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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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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2024.

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2024.

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2025.

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2024A 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:


Year  ↓Title  ↓Type  ↓Cited  ↓
2019Implied volatility surface predictability: the case of commodity markets In: Papers.
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paper6
2019Implied volatility surface predictability: The case of commodity markets.(2019) In: Journal of Banking & Finance.
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This paper has nother version. Agregated cites: 6
article
2021Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces In: Papers.
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paper6
2022Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces.(2022) In: International Journal of Forecasting.
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This paper has nother version. Agregated cites: 6
article
2020Uncovering predictability in the evolution of the WTI oil futures curve In: European Financial Management.
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article5
2022Momentum and the Cross-section of Stock Volatility In: Journal of Economic Dynamics and Control.
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article3
.() In: .
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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.
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article1
2016Does speculation impact what factors determine oil futures prices? In: Economics Letters.
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article16
2019Using extracted forward rate term structure information to forecast foreign exchange rates In: Journal of Empirical Finance.
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article0
2018Uncovering long term relationships between oil prices and the economy: A time-varying cointegration analysis In: Energy Economics.
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article22
.() In: .
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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.
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article6
2016Oil market modelling: A comparative analysis of fundamental and latent factor approaches.(2016) In: Post-Print.
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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.
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article21
2014Outperformance in exchange-traded fund pricing deviations: Generalized control of data snooping bias In: Journal of Financial Markets.
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article4
2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
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paper5
2021Non-Standard Errors In: Working Papers.
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paper14
2022Commodity risk in European dairy firms In: European Review of Agricultural Economics.
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article0
2019Intraday Time-series Momentum: Evidence from China In: MPRA Paper.
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paper16
2020Intraday time‐series momentum: Evidence from China.(2020) In: Journal of Futures Markets.
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This paper has nother version. Agregated cites: 16
article
2019Intraday forecasts of a volatility index: functional time series methods with dynamic updating In: Annals of Operations Research.
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article11
2018Forecasting implied volatility in foreign exchange markets: a functional time series approach In: The European Journal of Finance.
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article3
2019Modelling gold futures: should the level of speculation inform our choice of variables? In: The European Journal of Finance.
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article0
2023Order book price impact in the Chinese soybean futures market In: International Journal of Finance & Economics.
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article0
2023Distilling a Disruptive Disintermediary’s Data: Interpretable Machine-Learning Explanations for LendingClub Customers In: World Scientific Book Chapters.
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chapter0

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