8 citations · 8 across the 5 of their papers we have counts for
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stat.AP2019
Uncovering predictability in the evolution of the WTI oil futures curve
Fearghal Kearney, Han Lin Shang
Accurately forecasting the price of oil, the world's most actively traded commodity, is of great importance to both academics and practitioners. We contribute by proposing a functi…
stat.AP2018
Intraday forecasts of a volatility index: Functional time series methods with dynamic updating
Han Lin Shang, Yang Yang, Fearghal Kearney
As a forward-looking measure of future equity market volatility, the VIX index has gained immense popularity in recent years to become a key measure of risk for market analysts and…