6
H index
3
i10 index
113
Citations
Queen's University | 6 H index 3 i10 index 113 Citations RESEARCH PRODUCTION: 16 Articles 8 Papers 1 Chapters RESEARCH ACTIVITY: 9 years (2014 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pke316 |
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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International Review of Financial Analysis | 2 |
The European Journal of Finance | 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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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 |
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 |
2023 | Improving factor momentum: Statistical significance matters. (2023). Zhao, Senyang ; Luo, Ronghua ; Liu, Yangyi. In: Economics Letters. RePEc:eee:ecolet:v:233:y:2023:i:c:s0165176523004706. 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 |
2023 | Time-varying bond market integration and the impact of financial crises. (2023). Hyde, Stuart ; Cho, Sungjun ; Qin, Weiping. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004258. 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 | COVID?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. 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 |
2023 | Carr and Wu’s (2020) framework in the oil ETF option market. (2023). Zhang, Jin E ; Ruan, Xinfeng ; Jia, Xiaolan. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851323000247. Full description at Econpapers || Download paper |
2023 | The Fortune and crash of common risk factors in Chinese commodity markets. (2023). Zhao, Yuqian ; Liu, Zhenya. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:32:y:2023:i:c:s2405851323000521. 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 | Can natural resource rent, technological innovation, renewable energy, and financial development ease Chinas environmental pollution burden? New evidence from the nonlinear-autoregressive distributive. (2023). Yang, Hongmei ; Wei, Xiaoyu ; Chen, Yuling ; Tan, Rongyong ; Liao, Haojie. In: Resources Policy. RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723004713. 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 |
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 |
2023 | Competition and moral behavior: A meta-analysis of forty-five crowd-sourced experimental designs. (2023). Urbig, Diemo ; Spantig, Lisa ; Soraperra, Ivan ; Schmitz, Jan ; Schudy, Simeon ; Schram, Arthur ; Saral, Ali Seyhun ; Nieken, Petra ; Nesterov, Alexander ; Khadjavi, Menusch ; Johannesson, Magnus ; Huber, Christoph ; Holzmeister, Felix ; Glogowsky, Ulrich ; Freddi, Eleonora ; Fiala, Lenka ; Dreber, Anna ; Dold, Malte ; Demiral, Elif ; Bulutay, Muhammed ; Brütt, Katharina ; Barron, Kai ; Pirrone, Angelo ; Theodoropoulou, Andriana ; Cornelissen, Gert ; Mak, Vincent ; Weitzel, Utz ; Htter, Mandy ; Gasiorowska, Agata ; Peters, Kim ; Suetens, Sigrid ; Claassen, Maria Almudena ; Lucas, Brian ; Kirchler, Michael ; Hudja, Stanton ; Schneider, Florian ; Fries, Tilman ; Palumbo, Helena ; Steinme |
2023 | Reproducibility in Management Science. (2023). Ozkes, Ali ; Huber, Christoph ; Greiner, Ben ; Fišar, Miloš ; Reproducibility, Management Science ; Katok, Elena ; Fiar, Milo. In: OSF Preprints. RePEc:osf:osfxxx:mydzv. Full description at Econpapers || Download paper |
2023 | Alternative risk premium: specification noise. (2023). Fabozzi, Frank J ; Gorman, Stephen A. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:6:d:10.1057_s41260-023-00327-y. Full description at Econpapers || Download paper |
2023 | Cryptocurrency factor momentum. (2023). Zaremba, Adam ; Metko, Daniel ; Liedtke, Gerrit ; Fieberg, Christian. In: Quantitative Finance. RePEc:taf:quantf:v:23:y:2023:i:12:p:1853-1869. Full description at Econpapers || Download paper |
2023 | Reproducibility in Management Science. (2023). Ozkes, Ali ; Huber, Christoph ; Reproducibility, Management Science ; Katok, Elena ; Greiner, Ben ; Fiar, Milo. In: Department for Strategy and Innovation Working Paper Series. RePEc:wiw:wus055:57814527. 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 |
2023 | Forecasting intraday financial time series with sieve bootstrapping and dynamic updating. (2023). Shang, Han Lin ; Ji, Kaiying. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:8:p:1973-1988. Full description at Econpapers || Download paper |
2023 | Harvesting the volatility smile in a large emerging market: A Dynamic Nelson–Siegel approach. (2023). Agarwalla, Sobhesh Kumar ; Kumar, Sudarshan ; Virmani, Vineet ; Varma, Jayanth R. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:11:p:1615-1644. Full description at Econpapers || Download paper |
2024 | . 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 | 4 |
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: 4 | article | |
2021 | Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces In: Papers. [Full Text][Citation analysis] | paper | 4 |
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: 4 | 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 | 2 |
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | 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 | 21 |
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | 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 | 9 |
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 | 7 |
2019 | Intraday forecasts of a volatility index: functional time series methods with dynamic updating In: Annals of Operations Research. [Full Text][Citation analysis] | article | 6 |
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 |
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