Access Statistics for Fearghal Kearney

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces 0 0 0 27 0 1 2 27
Implied volatility surface predictability: the case of commodity markets 0 0 0 9 0 0 1 24
Intraday Time-series Momentum: Evidence from China 0 1 3 40 0 2 10 151
Momentum and the Cross-Section of Stock Volatility 0 0 0 2 0 1 2 6
Non-Standard Errors 2 2 3 44 5 12 52 438
Oil market modelling: A comparative analysis of fundamental and latent factor approaches 0 0 0 23 0 0 1 38
Uncovering Long Term Relationships between Oil Prices and the Economy: A Time-Varying Cointegration Analysis 0 0 0 0 0 0 0 1
Total Working Papers 2 3 6 145 5 16 68 685
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An analysis of implied volatility jump dynamics: Novel functional data representation in crude oil markets 0 0 1 11 1 1 2 46
Commodity risk in European dairy firms 0 0 0 1 0 1 1 5
Does speculation impact what factors determine oil futures prices? 0 0 0 6 0 1 3 43
Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces 0 0 0 1 0 0 1 10
Forecasting implied volatility in foreign exchange markets: a functional time series approach 0 1 1 5 0 1 3 16
Future directions in international financial integration research - A crowdsourced perspective 0 0 1 30 1 3 7 172
Implied volatility surface predictability: The case of commodity markets 0 0 1 6 2 4 9 53
Intraday forecasts of a volatility index: functional time series methods with dynamic updating 0 0 0 6 0 0 2 28
Intraday time‐series momentum: Evidence from China 0 0 2 14 0 0 4 38
Modelling gold futures: should the level of speculation inform our choice of variables? 0 1 1 4 0 1 1 16
Momentum and the Cross-section of Stock Volatility 0 0 0 3 1 3 5 23
Oil market modelling: A comparative analysis of fundamental and latent factor approaches 0 0 0 8 0 1 2 51
Order book price impact in the Chinese soybean futures market 0 0 0 1 0 0 1 5
Outperformance in exchange-traded fund pricing deviations: Generalized control of data snooping bias 0 0 1 9 0 0 1 51
Uncovering long term relationships between oil prices and the economy: A time-varying cointegration analysis 0 0 1 12 0 0 3 46
Uncovering predictability in the evolution of the WTI oil futures curve 0 0 0 6 0 1 2 19
Using extracted forward rate term structure information to forecast foreign exchange rates 0 0 0 12 0 1 3 47
Total Journal Articles 0 2 9 135 5 18 50 669

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Distilling a Disruptive Disintermediary’s Data: Interpretable Machine-Learning Explanations for LendingClub Customers 0 0 4 5 0 1 6 11
Total Chapters 0 0 4 5 0 1 6 11

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Statistics updated 2025-05-12