Research output per year
Research output per year
Personal profile
Particulars
Office location: 02.003, Riddel Hall Block 3
Research Interests
Fearghal is a senior lecturer in finance at Queen’s Management School, Queen’s University Belfast. His 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/forthcoming 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
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Collaborations and top research areas from the last five years
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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 AccessFile6 Citations (Scopus)154 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 AccessFile1 Citation (Scopus)171 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 AccessFile120 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 AccessFile4 Citations (Scopus)104 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 AccessFile2 Citations (Scopus)243 Downloads (Pure)