Fearghal Kearney

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Phone+44 (0)28 9097 4795
EmailF.Kearney@qub.ac.uk

Room 02.003 - Riddel Hall Block 3
United Kingdom

Accepting PhD Students

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16 Article

16 results

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2021
Commodity Risk in European Dairy Firms
Bagnarosa, G., Cummins, M., Dowling, M. & Kearney, F., 13 Oct 2021, (Accepted) In: European Review of Agricultural Economics.
Research output: Contribution to journal › Article › peer-review
Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces
Shang, H. L. & Kearney, F., 03 Sep 2021, (Early online date) In: International Journal of Forecasting.
Research output: Contribution to journal › Article › peer-review
Order book price impact in the Chinese soybean futures market
Jin, M., Kearney, F., Li, Y. & Yang, Y. C., 03 Jan 2021, (Early online date) In: International Journal of Finance & Economics.
Research output: Contribution to journal › Article › peer-review
2020
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 Access
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4 Citations (Scopus)

44 Downloads (Pure)
2019
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 Access
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1 Citation (Scopus)

46 Downloads (Pure)
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. 632
Research output: Contribution to journal › Article › peer-review
6 Citations (Scopus)
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. 1-14
Research output: Contribution to journal › Article › peer-review

Open Access
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71 Downloads (Pure)
2018
Future directions in International Financial Integration Research - A Crowdsourced Perspective
Lucey, B. M., Vigne, S., Ballester, L., Barbopoulos, L., Brzeszczynski, J., Carchano, O., Dimic, N., Fernandez, V., Gogolin, F., González-Urteaga, A., Goodell, J. W., Helbing, P., Ichev, R., Kearney, F., Laing, E., Larkin, C. J., Lindblad, A., Loncarski, I., Ly, K. C., Marinc, M. & 14 others, McGee, R. J., McGroarty, F., Neville, C., O’Hagan-Luff, M., Piljak, V., Sevic, A., Sheng, X., Stafylas, D., Urquhart, A., Versteeg, R., Vu, A. N., Wolfe, S., Yarovaya, L. & Zaghini, A., 01 Jan 2018, In: International Review of Financial Analysis. 55, p. 35-49
Research output: Contribution to journal › Article › peer-review

Open Access
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27 Citations (Scopus)

239 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 Access
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2 Citations (Scopus)

126 Downloads (Pure)
Modelling gold futures: should the level of speculation inform our choice of variables?
Coyle, C., Gogolin, F. & Kearney, F., 17 Dec 2018, (Early online date) In: European Journal of Finance. 25, 10, p. 966-977 12 p.
Research output: Contribution to journal › Article › peer-review

Open Access
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65 Downloads (Pure)
Uncovering long term relationships between oil prices and the economy: A time-varying cointegration analysis
Gogolin, F., Kearney, F., Lucey, B. M., Peat, M. & Vigne, S. A., 28 Oct 2018, In: Energy Economics. 76, p. 584-593 10 p.
Research output: Contribution to journal › Article › peer-review

Open Access
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11 Citations (Scopus)

108 Downloads (Pure)
2017
Forecasting Implied Volatility in Foreign Exchange Markets: A Functional Time Series Approach
Kearney, F., Cummins, M. & Murphy, F., 26 Jan 2017, (Early online date) In: European Journal of Finance. 24, 1, p. 1-18
Research output: Contribution to journal › Article › peer-review

Open Access
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7 Citations (Scopus)

371 Downloads (Pure)
2016
Does Speculation Impact What Factors Determine Oil Futures Prices?
Gogolin, F. & Kearney, F., Jul 2016, In: Economics Letters. 144, p. 119-122 4 p.
Research output: Contribution to journal › Article › peer-review

Open Access
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18 Citations (Scopus)

248 Downloads (Pure)
Oil Market Modelling: A Comparative Analysis of Fundamental and Latent Factor Approaches
Cummins, M., Dowling, M. & Kearney, F., Jul 2016, In: International Review of Financial Analysis. 46, p. 211-218
Research output: Contribution to journal › Article › peer-review

Open Access
File
5 Citations (Scopus)

320 Downloads (Pure)
2015
An analysis of implied volatility jump dynamics: Novel functional data representation in crude oil markets
Kearney, F., Murphy, F. & Cummins, M., Jul 2015, In: The North American Journal of Economics and Finance. 33, p. 199-216 18 p.
Research output: Contribution to journal › Article › peer-review
6 Citations (Scopus)
2014
Outperformance in exchange-traded fund pricing deviations: Generalized control of data snooping bias
Kearney, F., Cummins, M. & Murphy, F., Jun 2014, In: Journal of Financial Markets. 19, p. 86-109 24 p.
Research output: Contribution to journal › Article › peer-review
8 Citations (Scopus)

Fearghal Kearney

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