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 5 7 11 37
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 1 5 43 6 10 22 170
Momentum and the Cross-Section of Stock Volatility 0 1 1 3 3 5 7 12
Non-Standard Errors 0 0 2 44 6 12 35 458
Oil market modelling: A comparative analysis of fundamental and latent factor approaches 0 0 0 23 1 2 4 42
Uncovering Long Term Relationships between Oil Prices and the Economy: A Time-Varying Cointegration Analysis 0 0 0 0 3 4 5 6
Total Working Papers 0 2 8 149 24 42 87 752
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 3 3 4 49
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 2 5 47
Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces 0 1 2 3 0 4 7 17
Forecasting implied volatility in foreign exchange markets: a functional time series approach 0 0 1 5 3 4 6 21
Future directions in international financial integration research - A crowdsourced perspective 0 0 1 31 0 2 9 178
Implied volatility surface predictability: The case of commodity markets 0 0 0 6 1 5 14 63
Intraday forecasts of a volatility index: functional time series methods with dynamic updating 0 0 0 6 2 5 5 33
Intraday time‐series momentum: Evidence from China 0 0 3 16 0 5 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 1 2 3 6 4 9 15 35
Oil market modelling: A comparative analysis of fundamental and latent factor approaches 0 0 0 8 0 1 3 53
Order book price impact in the Chinese soybean futures market 0 0 1 2 2 8 10 15
Outperformance in exchange-traded fund pricing deviations: Generalized control of data snooping bias 0 0 1 9 0 1 3 53
Uncovering long term relationships between oil prices and the economy: A time-varying cointegration analysis 0 0 0 12 7 9 13 58
Uncovering predictability in the evolution of the WTI oil futures curve 0 0 0 6 1 3 4 22
Using extracted forward rate term structure information to forecast foreign exchange rates 0 0 0 12 2 4 6 52
Total Journal Articles 1 3 13 144 26 67 119 767


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 1 5 2 3 22 31
Total Chapters 0 0 1 5 2 3 22 31


Statistics updated 2026-01-09