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 10 20 47
Implied volatility surface predictability: the case of commodity markets 0 0 0 9 0 4 7 31
Intraday Time-series Momentum: Evidence from China 2 3 6 46 23 37 56 207
Momentum and the Cross-Section of Stock Volatility 0 0 1 3 4 11 17 23
Non-Standard Errors 0 0 2 44 1 13 38 471
Oil market modelling: A comparative analysis of fundamental and latent factor approaches 0 0 0 23 0 3 7 45
Uncovering Long Term Relationships between Oil Prices and the Economy: A Time-Varying Cointegration Analysis 1 1 1 1 2 7 12 13
Total Working Papers 3 4 10 153 30 85 157 837
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 4 8 53
Commodity risk in European dairy firms 0 0 0 1 0 2 3 8
Does speculation impact what factors determine oil futures prices? 0 0 0 6 0 5 9 52
Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces 0 1 3 4 1 11 18 28
Forecasting implied volatility in foreign exchange markets: a functional time series approach 0 0 0 5 0 0 5 21
Future directions in international financial integration research - A crowdsourced perspective 0 0 1 31 1 4 11 182
Implied volatility surface predictability: The case of commodity markets 0 0 0 6 2 6 18 69
Intraday forecasts of a volatility index: functional time series methods with dynamic updating 0 0 0 6 0 8 13 41
Intraday time‐series momentum: Evidence from China 0 1 3 17 3 5 15 53
Modelling gold futures: should the level of speculation inform our choice of variables? 0 0 0 4 0 2 3 19
Momentum and the Cross-section of Stock Volatility 0 0 3 6 12 26 39 61
Oil market modelling: A comparative analysis of fundamental and latent factor approaches 0 0 0 8 1 1 3 54
Order book price impact in the Chinese soybean futures market 0 0 1 2 2 9 19 24
Outperformance in exchange-traded fund pricing deviations: Generalized control of data snooping bias 0 0 0 9 0 2 4 55
Uncovering long term relationships between oil prices and the economy: A time-varying cointegration analysis 0 0 0 12 2 4 16 62
Uncovering predictability in the evolution of the WTI oil futures curve 0 0 0 6 0 4 7 26
Using extracted forward rate term structure information to forecast foreign exchange rates 0 0 0 12 0 2 7 54
Total Journal Articles 0 2 11 146 24 95 198 862


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 4 24 35
Total Chapters 0 0 0 5 0 4 24 35


Statistics updated 2026-04-09