Fearghal Kearney

Queen's Management School

Lecturer in Finance

Riddel Hall

Belfast, Northern Ireland BT9 5EE

Northern Ireland

SCHOLARLY PAPERS

7

DOWNLOADS

644

CITATIONS

0

Scholarly Papers (7)

1.

Forecasting Implied Volatility in Foreign Exchange Markets: A Functional Times Series Approach

The European Journal of Finance, Forthcoming
Number of pages: 31 Posted: 02 Apr 2015 Last Revised: 21 Dec 2016
Fearghal Kearney, Mark Cummins and Finbarr Murphy
Queen's Management School, Dublin City University Business School and University of Limerick - Kemmy Business School
Downloads 173 (170,006)

Abstract:

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2.

Outperformance in Exchange Traded Fund Pricing Deviations: Generalised Control of Data Snooping Bias

Journal of Financial Markets, Forthcoming
Number of pages: 27 Posted: 21 Dec 2012 Last Revised: 18 Apr 2015
Fearghal Kearney, Finbarr Murphy and Mark Cummins
Queen's Management School, University of Limerick - Kemmy Business School and Dublin City University Business School
Downloads 148 (194,087)

Abstract:

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Exchange Traded Funds, ETF Performance, Multiple Hypothesis Testing, Data Snooping Bias

3.

Oil Market Modelling: A Comparative Analysis of Fundamental and Latent Factor Approaches

International Review of Financial Analysis, Forthcoming
Number of pages: 34 Posted: 31 May 2016
Mark Cummins, Michael M. Dowling and Fearghal Kearney
Dublin City University Business School, ESC Rennes School of Business and Queen's Management School
Downloads 145 (197,321)

Abstract:

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oil futures, fundamental models, latent factors, Vuong model comparison

4.

Does Speculation Impact What Factors Determine Oil Futures Prices?

Economics Letters, Vol. 144, 2016
Number of pages: 6 Posted: 14 Jun 2016
Fabian Gogolin and Fearghal Kearney
Queen's Management School and Queen's Management School
Downloads 81 (297,348)

Abstract:

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Oil futures; Speculation; Fundamentals; Statistical factors

5.

Extracting Forward Rate Term Structure Information in Foreign Exchange

Number of pages: 17 Posted: 03 Apr 2015 Last Revised: 21 Dec 2016
Fearghal Kearney, Mark Cummins and Finbarr Murphy
Queen's Management School, Dublin City University Business School and University of Limerick - Kemmy Business School
Downloads 64 (338,987)

Abstract:

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6.

Uncovering Long Term Relationships between Oil Prices and the Economy: A Time-Varying Cointegration Analysis

Leeds University Business School Working Paper No. 18-14, QMS Research Paper 2018/04
Number of pages: 29 Posted: 21 Sep 2018
University of Leeds - Leeds University Business School (LUBS), Queen's Management School, Trinity Business School, Trinity College Dublin, The University of Sydney and Queen's University Belfast
Downloads 33 (444,890)

Abstract:

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Marcoeconomy, oil prices ,WTI Oil , Brent Oil, long-run

7.

An Analysis of Implied Volatility Jump Dynamics: Novel Functional Data Representation in Crude Oil Markets

North American Journal of Economics and Finance, Forthcoming
Posted: 19 Apr 2015
Fearghal Kearney, Finbarr Murphy and Mark Cummins
Queen's Management School, University of Limerick - Kemmy Business School and Dublin City University Business School

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Commodity options, Implied volatility, Jump diffusion models, Functional data analysis.