2022

McCullagh, Orla ORCID: 0000-0001-7710-8878, Cummins, Mark ORCID: 0000-0002-3539-8843 and Killian, Sheila ORCID: 0000-0001-5164-0436 (2022) Decoupling VaR and regulatory capital: an examination of practitioners’ experience of market risk regulation. Journal of Banking Regulation, 24 . pp. 321-336. ISSN 1745-6452

Atkins, Philip J. ORCID: 0000-0002-5182-7863 and Cummins, Mark ORCID: 0000-0002-3539-8843 (2022) Improved scalability and risk factor proxying with a two-step principal component analysis for multi-curve modelling. European Journal of Operational Research, 304 (3). pp. 1331-1348. ISSN 0377-2217

Rosati, Pierangelo ORCID: 0000-0002-6070-0426, Fox, Grace ORCID: 0000-0003-1392-6833, Cummins, Mark ORCID: 0000-0002-3539-8843 and Lynn, Theo ORCID: 0000-0001-9284-7580 (2022) Perceived risk as a determinant of propensity to adopt account information services under the EU payment services directive 2. Journal of Theoretical and Applied Electronic Commerce Research, 17 (2). ISSN 0718-1876

Cummins, Mark ORCID: 0000-0002-3539-8843, Gogolin, Fabian ORCID: 0000-0002-7192-8530, Kearney, Fearghal ORCID: 0000-0002-3251-8707, Kiely, Greg and Murphy, Bernard ORCID: 0000-0003-3423-3542 (2022) Practice-relevant model validation: distributional parameter risk analysis in financial model risk management. Annals of Operations Research, 330 . pp. 431-455. ISSN 0254-5330

2021

Bagnarosa, Guillaume ORCID: 0000-0002-3679-790X, Cummins, Mark ORCID: 0000-0002-3539-8843, Dowling, Michael ORCID: 0000-0002-8093-9039 and Kearney, Fearghal ORCID: 0000-0002-3251-8707 (2021) Commodity risk in European dairy firms. European Review of Agricultural Economics, 49 (1). pp. 151-181. ISSN 0165-1587

2020

Deeney, Peter ORCID: 0000-0002-8112-8692, Cummins, Mark ORCID: 0000-0002-3539-8843, Heintz, Katharina and Pryce, Mary ORCID: 0000-0003-2270-2452 (2020) A real options based decision support tool for R&D investment: application to CO2 recycling technology. European Journal of Operational Research, 289 (2). pp. 696-711. ISSN 0377-2217

Cummins, Mark ORCID: 0000-0002-3539-8843, Mac an Bhaird, Ciarán ORCID: 0000-0003-2863-3398, Rosati, Pierangelo ORCID: 0000-0002-6070-0426 and Lynn, Theo ORCID: 0000-0001-9284-7580 (2020) Institutional investment in online business lending markets. International Review of Financial Analysis, 71 . ISSN 1057-5219

2019

Kearney, Fearghal ORCID: 0000-0002-3251-8707, Cummins, Mark ORCID: 0000-0002-3539-8843 and Murphy, Finbarr ORCID: 0000-0002-7463-7923 (2019) Using extracted forward rate term structure information to forecast foreign exchange rates. Journal of Empirical Finance, 53 . pp. 1-14. ISSN 0927-5398

2018

Rosati, Pierangelo ORCID: 0000-0002-6070-0426, Deeney, Peter ORCID: 0000-0002-8112-8692, Cummins, Mark ORCID: 0000-0002-3539-8843, van der Werff, Lisa ORCID: 0000-0003-4529-4690 and Lynn, Theo ORCID: 0000-0001-9284-7580 (2018) Social media and stock price reaction to data breach announcements: evidence from US listed companies. Research in International Business and Finance, 47 . pp. 458-469. ISSN 0275-5319

Gogolin, Fabian, Cummins, Mark ORCID: 0000-0002-3539-8843 and Dowling, Michael ORCID: 0000-0002-8093-9039 (2018) The value of director reputation: evidence from outside director appointments. Finance Research Letters, 27 . pp. 266-272. ISSN 1544-6123

Cummins, Mark ORCID: 0000-0002-3539-8843, Kiely, Greg and Murphy, Bernard ORCID: 0000-0003-3423-3542 (2018) Gas storage valuation under multifactor Lévy processes. Journal of Banking & Finance, 95 . pp. 167-184. ISSN 0378-4266

Alexakis, Christos, Cummins, Mark ORCID: 0000-0002-3539-8843, Dowling, Michael ORCID: 0000-0002-8093-9039 and Pappas, Vasileios (2018) A high-frequency analysis of price resolution and pricing barriers in equities on the adoption of a new currency. Applied Economics, 50 (36). pp. 3949-3965. ISSN 0003-6846

2017

Kearney, Fearghal ORCID: 0000-0002-3251-8707, Cummins, Mark ORCID: 0000-0002-3539-8843 and Murphy, Finbarr ORCID: 0000-0002-7463-7923 (2017) Forecasting implied volatility in foreign exchange markets: a functional time series approach. European Journal of Finance, 24 (1). pp. 1-18. ISSN 0927-5398

Rosati, Pierangelo ORCID: 0000-0002-6070-0426, Cummins, Mark ORCID: 0000-0002-3539-8843, Deeney, Peter, Gogolin, Fabian, van der Werff, Lisa ORCID: 0000-0003-4529-4690 and Lynn, Theo ORCID: 0000-0001-9284-7580 (2017) The effect of data breach announcements beyond the stock price: empirical evidence on market activity. International Review of Financial Analysis, 49 . pp. 146-154. ISSN 1057-5219

2016

Deeney, Peter ORCID: 0000-0002-8112-8692, Cummins, Mark ORCID: 0000-0002-3539-8843, Dowling, Michael ORCID: 0000-0002-8093-9039 and Smeaton, Alan F. ORCID: 0000-0003-1028-8389 (2016) The influence of twitter sentiment in the EU emissions trading scheme. In: Energy and Commodity Finance Conference, 23-24 June 2016, Paris, France.

Deeney, Peter ORCID: 0000-0002-8112-8692, Cummins, Mark ORCID: 0000-0002-3539-8843, Dowling, Michael ORCID: 0000-0002-8093-9039 and Smeaton, Alan F. ORCID: 0000-0003-1028-8389 (2016) Influences from the European Parliament on EU emissions prices. Energy Policy, 88 (Januar). pp. 561-572. ISSN 0301-4215

2015

Deeney, Peter ORCID: 0000-0002-8112-8692, Cummins, Mark ORCID: 0000-0002-3539-8843, Dowling, Michael ORCID: 0000-0002-8093-9039 and Bermingham, Adam (2015) Sentiment in oil markets. International Review of Financial Analysis, 39 (2015). pp. 179-185. ISSN 1057-5219

2014

Cummins, Mark ORCID: 0000-0002-3539-8843, Garry, Oonagh and Kearney, Claire (2014) Price discovery analysis of green equity indices using robust asymmetric vector autoregression. International Review of Financial Analysis, 35 . pp. 261-267. ISSN 1057-5219

Kearney, Fearghal ORCID: 0000-0002-3251-8707, Murphy, Finbarr and Cummins, Mark ORCID: 0000-0002-3539-8843 (2014) Outperformance in exchange traded fund pricing deviations: generalised control of data snooping bias. Journal of Financial Markets, 19 . pp. 86-109. ISSN 1386-4181