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
Implied volatility surface predictability: the case of commodity markets 0 0 0 8 0 1 5 16
Intraday Time-series Momentum: Evidence from China 1 2 12 31 9 23 68 90
Oil market modelling: A comparative analysis of fundamental and latent factor approaches 0 0 1 23 0 1 8 30
Total Working Papers 1 2 13 62 9 25 81 136


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 1 1 3 10 1 2 6 38
Does speculation impact what factors determine oil futures prices? 0 0 0 5 0 2 5 36
Forecasting implied volatility in foreign exchange markets: a functional time series approach 1 1 2 3 1 1 3 9
Future directions in international financial integration research - A crowdsourced perspective 0 0 5 19 1 5 31 118
Intraday forecasts of a volatility index: functional time series methods with dynamic updating 0 1 1 1 1 3 8 9
Modelling gold futures: should the level of speculation inform our choice of variables? 0 0 1 3 0 1 6 10
Oil market modelling: A comparative analysis of fundamental and latent factor approaches 0 0 1 8 0 1 6 45
Outperformance in exchange-traded fund pricing deviations: Generalized control of data snooping bias 0 0 0 8 0 0 2 47
Uncovering long term relationships between oil prices and the economy: A time-varying cointegration analysis 0 1 2 7 0 2 11 31
Uncovering predictability in the evolution of the WTI oil futures curve 0 0 2 2 1 2 7 7
Using extracted forward rate term structure information to forecast foreign exchange rates 1 1 6 9 2 3 20 29
Total Journal Articles 3 5 23 75 7 22 105 379


Statistics updated 2021-01-03