Hung Do : Citation Profile


Are you Hung Do?

Massey University

4

H index

0

i10 index

35

Citations

RESEARCH PRODUCTION:

13

Articles

5

Papers

RESEARCH ACTIVITY:

   7 years (2013 - 2020). See details.
   Cites by year: 5
   Journals where Hung Do has often published
   Relations with other researchers
   Recent citing documents: 8.    Total self citations: 7 (16.67 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pdo531
   Updated: 2020-08-09    RAS profile: 2020-07-13    
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Relations with other researchers


Works with:

Jamasb, Tooraj (4)

Nepal, Rabindra (2)

Smyth, Russell (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Hung Do.

Is cited by:

Vacha, Lukas (6)

Baruník, Jozef (6)

Kočenda, Evžen (6)

cipollini, andrea (4)

Weber, Enzo (3)

Weigand, Roland (3)

Tschernig, Rolf (3)

ap Gwilym, Owain (2)

Alsakka, Rasha (2)

Muzzioli, Silvia (2)

Poon, Wai-Ching (1)

Cites to:

Bollerslev, Tim (27)

Diebold, Francis (23)

Andersen, Torben (23)

Kočenda, Evžen (12)

Brooks, Robert (12)

Mignon, Valérie (8)

Nguyen, Duc Khuong (8)

Corsi, Fulvio (8)

Pesaran, M (7)

Nielsen, Morten (6)

Bubak, Vit (6)

Main data


Where Hung Do has published?


Journals with more than one article published# docs
Energy Economics3
International Review of Financial Analysis3
International Review of Economics & Finance2
The Journal of Real Estate Finance and Economics2

Recent works citing Hung Do (2020 and 2019)


YearTitle of citing document
2019High-frequency asymmetric volatility connectedness between Bitcoin and major precious metals markets. (2019). Sensoy, Ahmet ; Kang, Sanghoon ; Aslan, Aylin ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819301093.

Full description at Econpapers || Download paper

2020Period specific volatility spillover based connectedness between oil and other commodity prices and their portfolio implications. (2020). Dash, Saumya Ranjan ; Guhathakurta, Kousik ; Maitra, Debasish. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303615.

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2019Dynamic spillovers and connectedness between stock, commodities, bonds, and VIX markets. (2019). Brooks, Robert ; Dash, Saumya Ranjan ; Maitra, Debasish ; Kang, Sang Hoon. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:58:y:2019:i:c:s0927538x18305912.

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2019Stock market interactions among Iran, USA, Turkey, and UAE. (2019). Tour, Mansour ; Abounoori, Esmaiel. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:524:y:2019:i:c:p:297-305.

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2020Volatility and skewness spillover between stock index and stock index futures markets during a crash period: New evidence from China. (2020). Li, Steven ; Hou, Yang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:66:y:2020:i:c:p:166-188.

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2020Impact of stock market trading on currency market volatility spillovers. (2020). Yelkenci, Tezer ; AYDOAN, Berna ; Baklaci, Hasan Fehmi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919307287.

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2019The relationship between fuel and food prices: Methods, outcomes, and lessons for commodity price risk management. (2019). Krištoufek, Ladislav ; Janda, Karel ; Kristoufek, Ladislav. In: CAMA Working Papers. RePEc:een:camaaa:2019-20.

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2019Investor Attention and Stock Market Activities: New Evidence from Panel Data. (2019). Brooks, Robert ; Treepongkaruna, Sirimon ; Padungsaksawasdi, Chaiyuth. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:7:y:2019:i:2:p:30-:d:239245.

Full description at Econpapers || Download paper

Works by Hung Do:


YearTitleTypeCited
2020Electricity Market Integration, Decarbonisation and Security of Supply: Dynamic Volatility Connectedness in the Irish and Great Britain Markets In: Cambridge Working Papers in Economics.
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paper0
2013Generalized impulse response analysis in a fractionally integrated vector autoregressive model In: Economics Letters.
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article9
2018Predicting loss severities for residential mortgage loans: A three-step selection approach In: European Journal of Operational Research.
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article0
2016Fossil fuel price uncertainty and feedstock edible oil prices: Evidence from MGARCH-M and VIRF analysis In: Energy Economics.
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article4
2017Dynamic spillover between commodities and commodity currencies during United States Q.E. In: Energy Economics.
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article2
2020Exploiting the heteroskedasticity in measurement error to improve volatility predictions in oil and biofuel feedstock markets In: Energy Economics.
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article0
2014The effects of sovereign rating drifts on financial return distributions: Evidence from the European Union In: International Review of Financial Analysis.
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article3
2014How does trading volume affect financial return distributions? In: International Review of Financial Analysis.
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article2
2020Dynamic volatility spillover effects between oil and agricultural products In: International Review of Financial Analysis.
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article0
2015Realized spill-over effects between stock and foreign exchange market: Evidence from regional analysis In: Global Finance Journal.
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article6
2016Stock and currency market linkages: New evidence from realized spillovers in higher moments In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article8
2019Asymmetric relationship between order imbalance and realized volatility: Evidence from the Australian market In: International Review of Economics & Finance.
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article1
2020Electricity market integration, decarbonisation and security of supply: Dynamic volatility connectedness in the Irish and Great Britain markets In: CAMA Working Papers.
[Full Text][Citation analysis]
paper0
2020Interconnectedness in the Australian national electricity market: A higher moment analysis In: CAMA Working Papers.
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paper0
2020Electricity Market Integration, Decarbonisation and Security of Supply: Dynamic Volatility Connectedness in the Irish and Great Britain Markets In: Working Papers.
[Full Text][Citation analysis]
paper0
2020Electricity Market Integration, Decarbonisation and Security of Supply: Dynamic Volatility Connectedness in the Irish and Great Britain Markets In: Working Papers.
[Full Text][Citation analysis]
paper0
2020Liquidity Constraints, Home Equity and Residential Mortgage Losses In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]
article0
Liquidity Constraints, Home Equity and Residential Mortgage Losses In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]
article0

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