• Room 02.003 - Riddel Hall Block 3

    United Kingdom

Accepting PhD Students

20142019
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Personal profile

Particulars

Office location: 02.003, Riddel Hall Block 3

Research Interests

Fearghal is a lecturer in finance at Queen's Management School and research fellow at the Centre for Data Science and Scalable Computing. Fearghal's research is primarily focused in the area of financial market analysis. His specific interests include commodity finance, option volatility, forecasting, cybersecurity and functional data. His work has resulted in a dozen ABS3 REF2021 eligible papers, with articles appearing in leading international outlets including the Journal of Banking and Finance, Journal of Financial Markets, Journal of Empirical Finance and European Financial Management.

 

For further details and working papers visit www.fkearney.ie

Fingerprint Dive into the research topics where Fearghal Kearney is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

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Research Output 2014 2019

Intraday Time-series Momentum: Evidence from China

Jin, M., Kearney, F., Li, Y. & Yang, Y. C., 05 Dec 2019, In : Journal of Futures Markets.

Research output: Contribution to journalArticle

China
Momentum
Soybean
Benchmark
Metals

Implied volatility surface predictability: The case of commodity markets

Kearney, F., Shang, H. L. & Sheenan, L., 01 Nov 2019, In : Journal of Banking & Finance.

Research output: Contribution to journalArticle

Implied volatility
Implied volatility surface
Commodity markets
Predictability
Interest rate options

Using Extracted Forward Rate Term Structure Information to Forecast Foreign Exchange Rates

Kearney, F., Cummins, M. & Murphy, F., 11 May 2019, In : Journal of Empirical Finance. 53, p. 1-14

Research output: Contribution to journalArticle

Forward rates
Foreign exchange rates
Term structure
Random walk
Benchmark

Uncovering Predictability in the Evolution of the WTI Oil Futures Curve

Kearney, F. & Shang, H. L., 14 Jan 2019, In : European Financial Management.

Research output: Contribution to journalArticle

Oil
Predictability
Benchmark
Dynamic process
Commodities
1 Citation (Scopus)

Intraday Forecasts of a Volatility Index: Functional Time Series Methods with Dynamic Updating

Shang, H. L., Yang, Y. & Kearney, F., 07 Dec 2018, In : Annals of Operations Research. 24 p.

Research output: Contribution to journalArticle

Open Access
File
Time series methods
Volatility index
Time series models
Grid
Equity markets