Research output per year
Research output per year
Personal profile
Particulars
Office location: 02.003, Riddel Hall Block 3
Research Interests
Fearghal's research primarily focuses on financial markets. His specific interests include commodity finance, option volatility, predictive analytics and functional data. His research has resulted in 19+ 3/4* papers, with articles appearing in leading outlets including the Journal of Finance, Journal of Financial Markets, Journal of Banking and Finance, Journal of Empirical Finance, Risk Analysis, and the Journal of Economic Dynamics and Control.
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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Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
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Intraday Time-series Momentum: Evidence from China
Jin, M., Kearney, F., Li, Y. & Yang, Y. C., 05 Dec 2019, (Early online date) In: Journal of Futures Markets. 40, 4, p. 632Research output: Contribution to journal › Article › peer-review
Open AccessFile26 Citations (Scopus)291 Downloads (Pure) -
Implied volatility surface predictability: The case of commodity markets
Kearney, F., Shang, H. L. & Sheenan, L., 01 Nov 2019, In: Journal of Banking & Finance. 108, 105657.Research output: Contribution to journal › Article › peer-review
Open AccessFile5 Citations (Scopus)250 Downloads (Pure) -
Using Extracted Forward Rate Term Structure Information to Forecast Foreign Exchange Rates
Kearney, F., Cummins, M. & Murphy, F., 11 May 2019, (Early online date) In: Journal of Empirical Finance. 53, p. 1-14Research output: Contribution to journal › Article › peer-review
Open AccessFile1 Citation (Scopus)168 Downloads (Pure) -
Uncovering Predictability in the Evolution of the WTI Oil Futures Curve
Kearney, F. & Shang, H. L., Jan 2020, In: European Financial Management. 26, 1, p. 238-257 20 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile7 Citations (Scopus)180 Downloads (Pure) -
Intraday Forecasts of a Volatility Index: Functional Time Series Methods with Dynamic Updating
Shang, H. L., Yang, Y. & Kearney, F., 07 Dec 2018, (Early online date) In: Annals of Operations Research. 24 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile15 Citations (Scopus)317 Downloads (Pure)
Activities
- 1 Membership of public/government advisory/policy group or panel
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AI and the future of financial regulation (Event)
Quinn, B. (Advisor), Kearney, F. (Chair) & Kearney, F. (Advisor)
23 Nov 2023Activity: Membership types › Membership of public/government advisory/policy group or panel
Press/Media
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AI and the future of financial regulation
Quinn, B., Kearney, F. & Pramanick, A.
01/11/2023
1 Media contribution
Press/Media: Expert Comment