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researcher

Fearghal Kearney

5 papers hereh-index 12369 citations30 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author3
  • last author2

Across the 5 of 5 papers where every author was matched, so the position is known.

fields
  • q-fin.ST2
  • stat.AP2
  • stat.ME1

identity via Semantic Scholar / OpenAlex

activity
20182023
most citedImplied volatility surface predictability: the case of commodity markets

8 citations · 8 across the 5 of their papers we have counts for

collaborators
Showing 2019 · stat.APShow all

1 paper · 2 filters

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…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.