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 2 2 25
Implied volatility surface predictability: the case of commodity markets 0 0 0 9 0 0 1 23
Intraday Time-series Momentum: Evidence from China 0 0 2 37 0 2 9 141
Momentum and the Cross-Section of Stock Volatility 0 0 2 2 0 0 4 4
Non-Standard Errors 0 1 8 40 3 12 71 317
Non-Standard Errors 0 0 1 41 5 14 79 386
Oil market modelling: A comparative analysis of fundamental and latent factor approaches 0 0 0 23 0 0 0 37
Uncovering Long Term Relationships between Oil Prices and the Economy: A Time-Varying Cointegration Analysis 0 0 0 0 0 0 1 1
Total Working Papers 0 1 13 179 8 30 167 934


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 10 0 0 0 44
Commodity risk in European dairy firms 0 0 0 1 0 1 2 4
Does speculation impact what factors determine oil futures prices? 0 0 0 6 0 0 0 40
Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces 0 1 1 1 0 2 4 9
Forecasting implied volatility in foreign exchange markets: a functional time series approach 0 0 0 4 0 0 0 13
Future directions in international financial integration research - A crowdsourced perspective 0 0 2 29 2 5 11 165
Implied volatility surface predictability: The case of commodity markets 0 1 1 5 0 1 7 44
Intraday forecasts of a volatility index: functional time series methods with dynamic updating 0 1 2 6 1 2 4 26
Intraday time‐series momentum: Evidence from China 0 1 4 12 0 1 5 34
Modelling gold futures: should the level of speculation inform our choice of variables? 0 0 0 3 0 0 1 15
Momentum and the Cross-section of Stock Volatility 0 0 2 3 0 2 11 18
Oil market modelling: A comparative analysis of fundamental and latent factor approaches 0 0 0 8 0 0 1 49
Order book price impact in the Chinese soybean futures market 0 0 1 1 1 1 3 4
Outperformance in exchange-traded fund pricing deviations: Generalized control of data snooping bias 0 0 0 8 0 0 0 50
Uncovering long term relationships between oil prices and the economy: A time-varying cointegration analysis 0 0 0 11 0 0 1 43
Uncovering predictability in the evolution of the WTI oil futures curve 0 0 1 6 0 0 1 17
Using extracted forward rate term structure information to forecast foreign exchange rates 0 0 2 12 0 1 3 44
Total Journal Articles 0 4 16 126 4 16 54 619


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 1 0 0 5 5
Total Chapters 0 0 1 1 0 0 5 5


Statistics updated 2024-05-04