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 1 1 27 0 1 2 23
Implied volatility surface predictability: the case of commodity markets 0 0 1 9 0 0 2 22
Intraday Time-series Momentum: Evidence from China 0 1 2 35 1 4 8 132
Non-Standard Errors 0 0 14 40 7 44 181 307
Non-Standard Errors 2 4 13 32 10 58 131 246
Oil market modelling: A comparative analysis of fundamental and latent factor approaches 0 0 0 23 0 1 1 37
Total Working Papers 2 6 31 166 18 108 325 767


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 10 0 0 1 44
Does speculation impact what factors determine oil futures prices? 0 0 1 6 0 0 2 40
Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces 0 0 0 0 0 0 5 5
Forecasting implied volatility in foreign exchange markets: a functional time series approach 0 0 1 4 0 0 2 13
Future directions in international financial integration research - A crowdsourced perspective 0 1 4 27 0 2 10 154
Implied volatility surface predictability: The case of commodity markets 0 0 0 4 0 0 0 37
Intraday forecasts of a volatility index: functional time series methods with dynamic updating 0 0 2 4 0 2 8 22
Intraday time‐series momentum: Evidence from China 0 0 3 8 0 0 6 29
Modelling gold futures: should the level of speculation inform our choice of variables? 0 0 0 3 0 0 1 14
Oil market modelling: A comparative analysis of fundamental and latent factor approaches 0 0 0 8 0 0 1 48
Outperformance in exchange-traded fund pricing deviations: Generalized control of data snooping bias 0 0 0 8 0 0 1 50
Uncovering long term relationships between oil prices and the economy: A time-varying cointegration analysis 0 1 3 11 0 1 7 42
Uncovering predictability in the evolution of the WTI oil futures curve 0 0 0 5 0 1 3 16
Using extracted forward rate term structure information to forecast foreign exchange rates 0 0 0 10 0 0 2 41
Total Journal Articles 0 2 14 108 0 6 49 555


Statistics updated 2023-05-07