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 2 4 29
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 0 3 40 2 3 12 154
Momentum and the Cross-Section of Stock Volatility 0 0 0 2 0 1 3 7
Non-Standard Errors 0 0 3 44 0 2 37 440
Oil market modelling: A comparative analysis of fundamental and latent factor approaches 0 0 0 23 0 1 2 39
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 0 0 6 145 2 9 59 694
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 0 0 2 46
Commodity risk in European dairy firms 0 0 0 1 0 0 1 5
Does speculation impact what factors determine oil futures prices? 0 0 0 6 2 2 5 45
Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces 0 1 1 2 0 1 2 11
Forecasting implied volatility in foreign exchange markets: a functional time series approach 0 0 1 5 1 1 4 17
Future directions in international financial integration research - A crowdsourced perspective 0 1 2 31 0 2 9 174
Implied volatility surface predictability: The case of commodity markets 0 0 1 6 1 4 11 57
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 1 2 6 40
Modelling gold futures: should the level of speculation inform our choice of variables? 0 0 1 4 0 0 1 16
Momentum and the Cross-section of Stock Volatility 1 1 1 4 1 2 7 25
Oil market modelling: A comparative analysis of fundamental and latent factor approaches 0 0 0 8 0 0 2 51
Order book price impact in the Chinese soybean futures market 0 1 1 2 1 2 3 7
Outperformance in exchange-traded fund pricing deviations: Generalized control of data snooping bias 0 0 1 9 1 1 2 52
Uncovering long term relationships between oil prices and the economy: A time-varying cointegration analysis 0 0 0 12 1 2 4 48
Uncovering predictability in the evolution of the WTI oil futures curve 0 0 0 6 0 0 2 19
Using extracted forward rate term structure information to forecast foreign exchange rates 0 0 0 12 0 0 3 47
Total Journal Articles 1 4 12 139 9 19 66 688

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 3 5 2 3 8 14
Total Chapters 0 0 3 5 2 3 8 14

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Statistics updated 2025-08-05