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 2 2 6 32
Implied volatility surface predictability: the case of commodity markets 0 0 0 9 0 2 3 27
Intraday Time-series Momentum: Evidence from China 0 3 6 43 1 8 18 164
Momentum and the Cross-Section of Stock Volatility 1 1 1 3 1 2 5 9
Non-Standard Errors 0 0 2 44 6 8 32 452
Oil market modelling: A comparative analysis of fundamental and latent factor approaches 0 0 0 23 0 2 3 41
Uncovering Long Term Relationships between Oil Prices and the Economy: A Time-Varying Cointegration Analysis 0 0 0 0 1 2 2 3
Total Working Papers 1 4 9 149 11 26 69 728
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 0 0 1 46
Commodity risk in European dairy firms 0 0 0 1 0 1 2 6
Does speculation impact what factors determine oil futures prices? 0 0 0 6 1 1 4 46
Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces 0 1 2 3 1 4 7 17
Forecasting implied volatility in foreign exchange markets: a functional time series approach 0 0 1 5 1 1 3 18
Future directions in international financial integration research - A crowdsourced perspective 0 0 1 31 1 4 9 178
Implied volatility surface predictability: The case of commodity markets 0 0 0 6 2 4 13 62
Intraday forecasts of a volatility index: functional time series methods with dynamic updating 0 0 0 6 3 3 3 31
Intraday time‐series momentum: Evidence from China 0 2 3 16 2 8 11 48
Modelling gold futures: should the level of speculation inform our choice of variables? 0 0 1 4 0 1 2 17
Momentum and the Cross-section of Stock Volatility 0 1 2 5 2 5 11 31
Oil market modelling: A comparative analysis of fundamental and latent factor approaches 0 0 0 8 1 2 3 53
Order book price impact in the Chinese soybean futures market 0 0 1 2 6 6 8 13
Outperformance in exchange-traded fund pricing deviations: Generalized control of data snooping bias 0 0 1 9 1 1 3 53
Uncovering long term relationships between oil prices and the economy: A time-varying cointegration analysis 0 0 0 12 0 3 6 51
Uncovering predictability in the evolution of the WTI oil futures curve 0 0 0 6 2 2 3 21
Using extracted forward rate term structure information to forecast foreign exchange rates 0 0 0 12 1 3 4 50
Total Journal Articles 0 4 12 143 24 49 93 741


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 2 5 1 6 21 29
Total Chapters 0 0 2 5 1 6 21 29


Statistics updated 2025-12-06