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 7 14 18 44
Implied volatility surface predictability: the case of commodity markets 0 0 0 9 3 3 6 30
Intraday Time-series Momentum: Evidence from China 0 0 4 43 9 16 30 179
Momentum and the Cross-Section of Stock Volatility 0 1 1 3 2 6 9 14
Non-Standard Errors 0 0 2 44 8 20 40 466
Oil market modelling: A comparative analysis of fundamental and latent factor approaches 0 0 0 23 3 4 7 45
Uncovering Long Term Relationships between Oil Prices and the Economy: A Time-Varying Cointegration Analysis 0 0 0 0 4 8 9 10
Total Working Papers 0 1 7 149 36 71 119 788
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 4 7 8 53
Commodity risk in European dairy firms 0 0 0 1 1 1 3 7
Does speculation impact what factors determine oil futures prices? 0 0 0 6 4 6 9 51
Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces 1 1 3 4 9 10 16 26
Forecasting implied volatility in foreign exchange markets: a functional time series approach 0 0 1 5 0 4 6 21
Future directions in international financial integration research - A crowdsourced perspective 0 0 1 31 3 4 12 181
Implied volatility surface predictability: The case of commodity markets 0 0 0 6 4 7 18 67
Intraday forecasts of a volatility index: functional time series methods with dynamic updating 0 0 0 6 5 10 10 38
Intraday time‐series momentum: Evidence from China 1 1 3 17 2 4 12 50
Modelling gold futures: should the level of speculation inform our choice of variables? 0 0 1 4 2 2 4 19
Momentum and the Cross-section of Stock Volatility 0 1 3 6 4 10 19 39
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 10 12 17
Outperformance in exchange-traded fund pricing deviations: Generalized control of data snooping bias 0 0 0 9 2 3 4 55
Uncovering long term relationships between oil prices and the economy: A time-varying cointegration analysis 0 0 0 12 2 9 14 60
Uncovering predictability in the evolution of the WTI oil futures curve 0 0 0 6 3 6 7 25
Using extracted forward rate term structure information to forecast foreign exchange rates 0 0 0 12 2 5 8 54
Total Journal Articles 2 3 13 146 49 99 165 816


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 4 7 25 35
Total Chapters 0 0 0 5 4 7 25 35


Statistics updated 2026-02-12