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, financial technology, and nature finance. His specific interests include predictive analytics, cybersecurity, commodity markets, option volatility and functional data. His research is currently being funded by Horizon Europe, UKRI and NERC. His work has resulted in twenty 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
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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 AccessFile33 Citations (Scopus)611 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 AccessFile8 Citations (Scopus)326 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 AccessFile2 Citations (Scopus)176 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 AccessFile8 Citations (Scopus)290 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 AccessFile18 Citations (Scopus)486 Downloads (Pure)