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 0 19 47
Implied volatility surface predictability: the case of commodity markets 0 0 0 9 2 3 10 34
Intraday Time-series Momentum: Evidence from China 0 3 7 47 4 36 68 220
Momentum and the Cross-Section of Stock Volatility 0 0 1 3 5 10 23 29
Non-Standard Errors 0 0 0 44 5 11 43 481
Oil market modelling: A comparative analysis of fundamental and latent factor approaches 0 0 0 23 1 1 8 46
Uncovering Long Term Relationships between Oil Prices and the Economy: A Time-Varying Cointegration Analysis 0 1 1 1 1 4 14 15
Total Working Papers 0 4 9 154 18 65 185 872
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 0 11 1 6 13 59
Commodity risk in European dairy firms 1 1 1 2 1 3 6 11
Does speculation impact what factors determine oil futures prices? 0 0 0 6 1 2 11 54
Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces 0 0 3 4 3 5 22 32
Forecasting implied volatility in foreign exchange markets: a functional time series approach 0 0 0 5 0 2 7 23
Future directions in international financial integration research - A crowdsourced perspective 0 0 1 31 1 5 13 186
Implied volatility surface predictability: The case of commodity markets 0 0 0 6 12 17 29 84
Intraday forecasts of a volatility index: functional time series methods with dynamic updating 0 0 0 6 1 9 22 50
Intraday time‐series momentum: Evidence from China 0 0 3 17 4 10 21 60
Modelling gold futures: should the level of speculation inform our choice of variables? 0 0 0 4 0 3 6 22
Momentum and the Cross-section of Stock Volatility 0 0 3 6 5 22 47 71
Oil market modelling: A comparative analysis of fundamental and latent factor approaches 0 0 0 8 0 4 6 57
Order book price impact in the Chinese soybean futures market 0 0 1 2 3 5 22 27
Outperformance in exchange-traded fund pricing deviations: Generalized control of data snooping bias 0 0 0 9 0 4 8 59
Uncovering long term relationships between oil prices and the economy: A time-varying cointegration analysis 0 0 0 12 0 10 24 70
Uncovering predictability in the evolution of the WTI oil futures curve 0 0 0 6 0 0 7 26
Using extracted forward rate term structure information to forecast foreign exchange rates 0 0 0 12 0 4 11 58
Total Journal Articles 1 1 12 147 32 111 275 949

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 0 5 0 3 27 38
Total Chapters 0 0 0 5 0 3 27 38

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Statistics updated 2026-06-04