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 1 19 48
Implied volatility surface predictability: the case of commodity markets 0 0 0 9 0 3 11 35
Intraday Time-series Momentum: Evidence from China 0 0 7 47 6 21 83 237
Momentum and the Cross-Section of Stock Volatility 0 0 1 3 2 10 27 34
Non-Standard Errors 0 0 0 44 1 8 44 484
Oil market modelling: A comparative analysis of fundamental and latent factor approaches 0 0 0 23 0 1 7 46
Uncovering Long Term Relationships between Oil Prices and the Economy: A Time-Varying Cointegration Analysis 0 0 1 1 0 1 14 15
Total Working Papers 0 0 9 154 9 45 205 899
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 2 3 15 61
Commodity risk in European dairy firms 0 1 1 2 0 1 6 11
Does speculation impact what factors determine oil futures prices? 0 0 0 6 1 2 10 55
Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces 0 0 2 4 2 5 23 34
Forecasting implied volatility in foreign exchange markets: a functional time series approach 0 0 0 5 0 0 6 23
Future directions in international financial integration research - A crowdsourced perspective 0 0 0 31 0 2 13 187
Implied volatility surface predictability: The case of commodity markets 0 0 0 6 2 15 30 87
Intraday forecasts of a volatility index: functional time series methods with dynamic updating 0 0 0 6 1 2 23 51
Intraday time‐series momentum: Evidence from China 0 0 3 17 12 17 33 73
Modelling gold futures: should the level of speculation inform our choice of variables? 0 0 0 4 0 0 6 22
Momentum and the Cross-section of Stock Volatility 0 0 2 6 0 7 48 73
Oil market modelling: A comparative analysis of fundamental and latent factor approaches 1 1 1 9 1 1 7 58
Order book price impact in the Chinese soybean futures market 0 0 0 2 1 4 21 28
Outperformance in exchange-traded fund pricing deviations: Generalized control of data snooping bias 0 0 0 9 0 0 7 59
Uncovering long term relationships between oil prices and the economy: A time-varying cointegration analysis 0 0 0 12 0 0 22 70
Uncovering predictability in the evolution of the WTI oil futures curve 0 0 0 6 2 6 13 32
Using extracted forward rate term structure information to forecast foreign exchange rates 0 0 0 12 0 0 11 58
Total Journal Articles 1 2 9 148 24 65 294 982


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 6 30 44
Total Chapters 0 0 0 5 0 6 30 44


Statistics updated 2026-08-07