Duc Khuong Nguyen : Citation Profile

Are you Duc Khuong Nguyen?

Institut de Préparation à l'Administration et à la Gestion (IPAG)

29

H index

60

i10 index

2710

Citations

RESEARCH PRODUCTION:

97

Articles

86

Papers

1

Chapters

EDITOR:

3

Books edited

RESEARCH ACTIVITY:

   17 years (2002 - 2019). See details.
   Cites by year: 159
   Journals where Duc Khuong Nguyen has often published
   Relations with other researchers
   Recent citing documents: 590.    Total self citations: 83 (2.97 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/png97
   Updated: 2019-10-15    RAS profile: 2019-08-09    
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Relations with other researchers

Works with:

Hammoudeh, Shawkat (26)

Sousa, Ricardo (13)

Bekiros, Stelios (10)

Uddin, Gazi (10)

Lahiani, Amine (10)

Mensi, walid (10)

Reboredo, Juan (7)

AROURI, Mohamed (7)

Ajmi, Ahdi Noomen (6)

Chkili, Walid (6)

GUPTA, RANGAN (5)

Aloui, Chaker (5)

El Montasser, Ghassen (4)

Balcilar, Mehmet (4)

BEN AISSA, Mohamed (3)

Guesmi, Khaled (3)

Yoon, Seong-Min (3)

Sévi, Benoît (3)

Lean, Hooi Hooi (2)

GUESMI, Khaled (2)

BenSaïda, Ahmed (2)

Walther, Thomas (2)

Wohar, Mark (2)

Sensoy, Ahmet (2)

Demirer, Riza (2)

OMRI, Anis (2)

Teulon, Frédéric (2)

Goutte, Stéphane (2)

Aloui, Riadh (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Duc Khuong Nguyen.

Is cited by:

GUPTA, RANGAN (116)

GUESMI, Khaled (59)

Shahbaz, Muhammad (52)

Shahzad, Syed Jawad Hussain (49)

Yoon, Seong-Min (48)

Filis, George (47)

Tiwari, Aviral (45)

Guesmi, Khaled (43)

Ratti, Ronald (43)

Bouri, Elie (42)

Mensi, walid (35)

Cites to:

Hammoudeh, Shawkat (131)

McAleer, Michael (85)

AROURI, Mohamed (84)

Engle, Robert (61)

Bekaert, Geert (53)

Harvey, Campbell (51)

Bollerslev, Tim (49)

Hamilton, James (42)

Ratti, Ronald (36)

Baur, Dirk (33)

Kilian, Lutz (33)

Main data

Where Duc Khuong Nguyen has published?

Journals with more than one article published# docs
Energy Economics11
Journal of International Financial Markets, Institutions and Money9
Economic Modelling9
Applied Economics8
Economics Bulletin6
Energy Policy5
Journal of Banking & Finance4
Journal of International Money and Finance4
Applied Financial Economics3
Emerging Markets Review3
Journal of Economic Dynamics and Control2
European Journal of Operational Research2
Resources Policy2
European Journal of Comparative Economics2
Applied Economics Letters2

Working Papers Series with more than one paper published# docs
Working Papers / Department of Research, Ipag Business School34
MPRA Paper / University Library of Munich, Germany12
Working Papers / HAL12
Post-Print / HAL10
Working Papers / Development and Policies Research Center (DEPOCEN), Vietnam7
Working Papers / University of Pretoria, Department of Economics3

Recent works citing Duc Khuong Nguyen (2019 and 2018)

YearTitle of citing document
2018Volatility Spillover among Equity Indices and Crude Oil Prices: Evidence from Islamic Markets امتداد التقلب بين مؤشرات الأسهم وأسعار النفط الخام: شواهد . (2018). Arrak, Islem ; Mansour, Walid ; Majdoub, Jihed. In: Articles published in the Journal of King Abdulaziz University: Islamic Economics.. RePEc:abd:kauiea:v:31:y:2018:i:1:no:2:p:27-45.

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2018Volatility Spillover among Equity Indices and Crude Oil Prices: Evidence from Islamic Markets امتداد التقلب بين مؤشرات الأسهم وأسعار النفط الخام: شواهد . (2018). Arrak, Islem ; Mansour, Walid ; Majdoub, Jihed. In: Articles published in the Journal of King Abdulaziz University: Islamic Economics.. RePEc:abd:kauiea:v:31:y:2018:i:1:p:27-45.

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2018Linkages Between Oil Price Shocks and Stock Returns Revisited. (2018). Masson, Virginie ; Doko Tchatoka, Firmin ; Parry, Sean. In: School of Economics Working Papers. RePEc:adl:wpaper:2018-01.

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2018Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence. (2018). Filis, George ; Degiannakis, Stavros ; Arora, Vipin. In: The Energy Journal. RePEc:aen:journl:ej39-5-filis.

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2018The role of economic growth and energy consumption on CO2 emissions in E7 countries. (2018). doğan, buhari ; Deer, Osman ; Doan, Buhari. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(615):y:2018:i:2(615):p:231-246.

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2019Exchange rate regimes and its impact on growth: An empirical analysis of BRICS countries. (2019). Rao, Babu. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxvi:y:2019:i:2(619):p:157-172.

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2018Is the Halloween Effect Present on the Markets for Agricultural Commodities?. (2018). Burakov, Dmitry ; Freidin, M. In: AGRIS on-line Papers in Economics and Informatics. RePEc:ags:aolpei:276110.

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2018International interdependence between cash crop and staple food futures price indices: A wavelet-BEKK-GARCH assessment. (2018). Heckelei, T ; Grosche, S ; Amrouk, E M. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277376.

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2018Asymmetric Price Volatility Transmission between U.S. Biofuel, Corn, and Oil Markets. (2018). Saghaian, Sayed ; Chen, BO ; Walters, Cory ; Nemati, Mehdi . In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:267609.

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2018Time-Varying Copula Modelling Between Malaysia and Major Stock Markets. (2018). Ismail, Noriszura ; Ab, Ruzanna ; Aminuddin, Nurul Hanis. In: The Journal of Social Sciences Research. RePEc:arp:tjssrr:2018:p:646-652.

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2017Biased Risk Parity with Fractal Model of Risk. (2017). Kamenshchikov, Sergey ; Drozdov, Ilia . In: Papers. RePEc:arx:papers:1703.09667.

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2018Investor Reaction to Financial Disclosures Across Topics: An Application of Latent Dirichlet Allocation. (2018). Feuerriegel, Stefan ; Prollochs, Nicolas. In: Papers. RePEc:arx:papers:1805.03308.

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2019Total, asymmetric and frequency connectedness between oil and forex markets. (2018). Kočenda, Evžen ; Baruník, Jozef ; Kovcenda, Evvzen. In: Papers. RePEc:arx:papers:1805.03980.

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2018Panel quantile regressions for estimating and predicting the Value--at--Risk of commodities. (2018). Baruník, Jozef ; Vcech, Frantivsek. In: Papers. RePEc:arx:papers:1807.11823.

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2018Randomization Tests for Equality in Dependence Structure. (2018). Seo, Juwon. In: Papers. RePEc:arx:papers:1811.02105.

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2018Diversifying portfolios of U.S. stocks with crude oil and natural gas: A regime-dependent optimization with several risk measures. (2018). Gatfaoui, Hayette. In: Papers. RePEc:arx:papers:1811.02382.

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2018The transmission of liquidity shocks via Chinas segmented money market: evidence from recent market events. (2018). Lu, Ruoxi ; Leatham, David J ; Bessler, David A. In: Papers. RePEc:arx:papers:1811.08949.

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2019Regime-Dependent Effects on Stock Market Return Dynamics: Evidence from SAARC Countries. (2019). Mustafa, Khalid ; Ahmed, Zobia Israr. In: Asian Development Policy Review. RePEc:asi:adprev:2019:p:111-132.

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2019The Effect of Oil Price on Stock Market Returns with Moderating Effect of Foreign Direct Investment & Foreign Portfolio Investment: Evidence from Pakistan Stock Market. (2019). Usman, Muhammad ; Siddiqui, Danish Ahmed. In: Asian Journal of Economic Modelling. RePEc:asi:ajemod:2019:p:45-61.

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2017Stock Market Integration and Financial Crises: Evidence from Chinese Sectoral Portfolios. (2017). Daly, Vincent ; Li, Hong. In: Review of Economics & Finance. RePEc:bap:journl:170403.

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2018Interdependence and asymmetries: Latin American ADRs and developed markets. (2018). Costa, Ana Carolina ; Gaio, Luiz Eduardo ; Junior, Tabajara Pimenta . In: Brazilian Business Review. RePEc:bbz:fcpbbr:v:15:y:2018:i:4:p391-409.

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2017Earnings Quality: A Missing Link between Corporate Governance and Firm Value. (2017). Bhatti, Arshad ; Raheman, Abdul ; Latif, Khalid . In: Business & Economic Review. RePEc:bec:imsber:v:9:y:2017:i:2:p:255-280.

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2017CONDITIONAL CO-MOVEMENT AND DYNAMIC INTERACTIONS: US AND BRIC EQUITY MARKETS. (2017). Singh, Amanjot. In: Economic Annals. RePEc:beo:journl:v:62:y:2017:i:212:p:85-112.

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2018Predictive Power of us Monetary Policy Uncertainty Shock on Stock Returns in Australia and New Zealand. (2018). Cai, Yifei. In: Australian Economic Papers. RePEc:bla:ausecp:v:57:y:2018:i:4:p:470-488.

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2017How Has the Behavior of Cross-Market Correlations Altered During Financial and Debt Crises?. (2017). demiralay, sercan ; Ulusoy, Veysel. In: Manchester School. RePEc:bla:manchs:v:85:y:2017:i:6:p:765-794.

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2018Structural breaks, dynamic correlations, and hedge and safe havens for stock and foreign exchange markets in Greater China. (2018). Dong, Xiyong ; Yoon, Seongmin. In: The World Economy. RePEc:bla:worlde:v:41:y:2018:i:10:p:2783-2803.

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2018The equity risk premium and the low frequency of the term spread. (2018). Verona, Fabio ; Faria, Gonalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_007.

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2019The Impact of US Economic Policy Uncertainty Shock on GCC Stock Market Performance. (2019). Michael, Taillard ; Abdullah, Alqahtani. In: Asian Journal of Law and Economics. RePEc:bpj:ajlecn:v:10:y:2019:i:2:p:13:n:1.

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2018Equities and Commodities Comovements: Evidence from Emerging Markets. (2018). Ivelina, Pavlova ; Boyrie, DE. In: Global Economy Journal. RePEc:bpj:glecon:v:18:y:2018:i:3:p:14:n:1.

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2018What is the Spillover Effect of the U.S. Equity and Money Market on the Key Latin American Agricultural Exports?. (2018). Andres, Giron ; Victor, Giron ; Eduardo, Giron Luis ; Paola, Sierra Lya. In: Global Economy Journal. RePEc:bpj:glecon:v:18:y:2018:i:4:p:9:n:4.

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2018Joint and conditional dependence modeling of peak district heating demand and outdoor temperature: a copula-based approach. (2018). Marta, F ; Righetti, Maurizio ; Menapace, Andrea. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps53.

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2017THE EFFECTS OF THE ECONOMIC CRISIS ON EUROPEAN FINANCIAL INTEGRATION AND ECONOMIC GROWTH. (2017). Otilia-Roxana, Oprea. In: Annals - Economy Series. RePEc:cbu:jrnlec:y:2017:v:4:p:256-264.

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2018Oil Prices and GCC Stock Markets: New Evidence from Smooth Transition Models. (2018). Rault, Christophe ; Ben Cheikh, Nidhaleddine ; Ben Naceur, Sami ; Kanaan, Oussama ; Bennaceur, Sami . In: CESifo Working Paper Series. RePEc:ces:ceswps:_7072.

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2018Energy Contagion Analysis: A New Perspective with Application to a Small Petroleum Economy. (2018). Mahadeo, Scott ; Legrenzi, Gabriella ; Heinlein, Reinhold. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7279.

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2018Exchange Rate Movements on Sectoral Stock Prices of Nigerian Firms: Is there Evidence of Asymmetry?. (2018). Isah, Kazeem ; Akanni, Lateef. In: Working Papers. RePEc:cui:wpaper:0046.

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2018US shale oil and the behaviour of commodity prices. (2018). Salisu, Afees ; Adediran, Idris. In: Working Papers. RePEc:cui:wpaper:0047.

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2018United we stand, divided we fall: A PANICCA test evidence for stock exchanges in OECD. (2018). Salisu, Afees. In: Working Papers. RePEc:cui:wpaper:0049.

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2018Predicting exchange rate with commodity prices: The role of structural breaks and asymmetries. (2018). Salisu, Afees ; Emmanuel, Zachariah ; Alimi, Wasiu A ; Adekunle, Wasiu. In: Working Papers. RePEc:cui:wpaper:0055.

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2018Testing the predictability of commodity prices in stock returns: A new perspective. (2018). Salisu, Afees ; Raheem, Ibrahim D ; Isah, Kazeem. In: Working Papers. RePEc:cui:wpaper:0061.

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2018Crude oil and equity markets in major European countries: New evidence. (2018). miloudi, anthony ; Benkraiem, Ramzi ; Lahiani, Amine ; van Hoang, Thi Hong. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00237.

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2018Asymmetric responses of CO2 emissions to oil price shocks in China: a non-linear ARDL approach. (2018). Zaghdoudi, Taha. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00274.

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2018Time-Frequency varying beta estimation -a continuous wavelets approach-. (2018). Mestre, Roman ; Terraza, Michel. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00401.

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2019Disentangling the role of the exchange rate in oil-related scenarios for the European stock market. (2019). Ferreiro, Javier Ojea. In: Working Paper Series. RePEc:ecb:ecbwps:20192296.

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2018Examining the Value-at-risk Performance of Fractionally Integrated GARCH Models: Evidence from Energy Commodities. (2018). Buberkoku, Onder. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-03-6.

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2019Stock Market Reaction to Terrorist Attacks and Political Uncertainty: Empirical Evidence from the Tunisian Stock Exchange. (2019). Talbi, Mariem ; ben Moussa, Fatma. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2019-03-4.

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2018The Impact of Oil Price Volatility to Oil and Gas Company Stock Returns and Emerging Economies. (2018). Ulusoy, Veysel ; Ozdurak, Caner . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-01-18.

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2018International and Macroeconomic Determinants of Oil Price: Evidence from Gulf Cooperation Council Countries. (2018). Albaity, Mohamed ; Mustafa, Hasan. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-01-9.

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2018The Impact of Oil Revenue Shocks on the Volatility of Iran’s Stock Market Return. (2018). Fallahi, Firouz ; Asgharpour, Hossein ; Fazlzadeh, Alireza ; Davoudi, Sina. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-02-13.

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2018Do the Global Oil Price Shocks Affect Somalia’s Unregulated Exchange Rate Volatility?. (2018). Nor, Mohamed Ibrahim ; Masron, Tajul Ariffin. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-02-20.

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2018Dynamics of Canadian Oil Price and its Impact on Exchange Rate and Stock Market.. (2018). Alzyoud, Hussein ; Basso, Michael Glenn ; Wang, Eric Zengxiang . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-03-16.

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2018Forecasting Natural Gas: A Literature Survey. (2018). Tamba, Jean Gaston ; Njomo, Donatien ; Soldo, Bozidar ; Nsouandele, Jean Luc ; Koffi, Francis Djanna ; Sapnken, Emmanuel Flavian ; Essiane, Salome Ndjakomo. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-03-28.

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2018The Relationship between Foreign Direct Investment, Electricity Consumption and Economic Growth in Vietnam. (2018). Long, Pham Dinh ; Ha, Duong Tien ; Ngoc, Bui Hoang. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-03-31.

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2018Oil Prices and Stock Market Returns in Oil Exporting Countries: Evidence from Saudi Arabia. (2018). Khamis, Reem ; Hamdan, Allam ; Anasweh, Mohammad. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-03-36.

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2018Volatility Spillover Effect between Stock and Exchange Rate in Oil Exporting Countries. (2018). Mikhaylov, Alexey Yurievich. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-03-39.

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2018Relationship between Crude Oil Prices and Stock Market: Evidence from India. (2018). Sharma, Ankit ; Shetty, Vishwaroop ; Surange, Sujeet ; Vardhan, Harsh ; Giri, Sasmita. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-04-41.

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2018Investigating Volatility in Saudi Arabia Crude Oil Prices and its impact on oil Stock Market. (2018). Tong, Shu ; Zaid, Hussain ; Majdy, Mohammed. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-04-42.

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2018Technological Innovation, Trade Openness, CO2 Emission and Economic Growth: Comparative Analysis between China and India. (2018). Fan, Hongzhong ; Hossain, Md Ismail. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-06-30.

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2019Do Long-memory GARCH-type-Value-at-Risk Models Outperform None-and Semi-parametric Value-at-Risk Models?. (2019). Buberkoku, Onder. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2019-02-23.

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2019Testing the Environmental Kuznets Curve in Egypt: Role of Foreign Investment and Trade. (2019). Fawaz, Mahmoud Mohamad ; Yousef, Tarek Tawfik ; Furqan, Maham ; Mahmood, Haider. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2019-02-25.

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2019Portfolio Diversification and Oil Price Shocks: A Sector Wide Analysis. (2019). Khan, Aftab Parvez ; Azmi, Wajahat ; Ali, Mohsin. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2019-03-28.

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2019Global Emissions: A New Contribution from the Shadow Economy. (2019). Canh, Nguyen ; Thanh, Lai Trung ; Bensemann, JO ; Schinckus, Christophe ; Dinhthanh, SU. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2019-03-36.

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2019The Impact of Oil Prices on Stocks Markets: New Evidence During and After the Arab Spring in Gulf Cooperation Council Economies. (2019). El-Chaarani, Hani. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2019-04-27.

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2019The Causality Relationship between Economic Growth and Energy Consumption in The World’s top Energy Consumers. (2019). Almozaini, Majed S. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2019-04-6.

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2017The effect of the US subprime crisis on Canadian banks. (2017). Bandyopadhyay, Satiprasad ; Kennedy, Duane ; Jha, Ranjini. In: Advances in accounting. RePEc:eee:advacc:v:36:y:2017:i:c:p:58-74.

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2017Detecting method for crude oil price fluctuation mechanism under different periodic time series. (2017). Gao, Xiangyun ; Wang, Yue ; Fang, Wei. In: Applied Energy. RePEc:eee:appene:v:192:y:2017:i:c:p:201-212.

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2018Financial risk network architecture of energy firms. (2018). Uribe, Jorge ; Manotas, Diego ; Restrepo, Natalia . In: Applied Energy. RePEc:eee:appene:v:215:y:2018:i:c:p:630-642.

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2018Usefulness of economic and energy data at different frequencies for carbon price forecasting in the EU ETS. (2018). Zhao, Xin ; Kang, Wanglin ; Ding, Lili ; Han, Meng. In: Applied Energy. RePEc:eee:appene:v:216:y:2018:i:c:p:132-141.

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2018Do all sectors respond to oil price shocks simultaneously?. (2018). Huang, Shupei ; Wang, Yue. In: Applied Energy. RePEc:eee:appene:v:227:y:2018:i:c:p:393-402.

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2018A multi-resolution and multivariate analysis of the dynamic relationships between crude oil and petroleum-product prices. (2018). Polanco, Josue M ; Fernandez-Macho, J ; Abadie, Luis M. In: Applied Energy. RePEc:eee:appene:v:228:y:2018:i:c:p:1550-1560.

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2018New DCC analyses of return transmission, volatility spillovers, and optimal hedging among oil futures and oil equities in oil-producing countries. (2018). Tsuji, Chikashi. In: Applied Energy. RePEc:eee:appene:v:229:y:2018:i:c:p:1202-1217.

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2019Examining the spatial variations of determinants of energy-related CO2 emissions in China at the city level using Geographically Weighted Regression Model. (2019). Feng, Kuishuang ; Fang, Chuanglin ; Shi, Chenyi ; Wang, Shaojian. In: Applied Energy. RePEc:eee:appene:v:235:y:2019:i:c:p:95-105.

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2019Impact of oil price fluctuations on tanker maritime network structure and traffic flow changes. (2019). Murray, Alan T ; Lu, Feng ; Fang, Zhixiang ; Yu, Hongchu ; Chen, Jinhai ; Mei, Qiang ; Peng, Peng ; Zhang, Hengcai. In: Applied Energy. RePEc:eee:appene:v:237:y:2019:i:c:p:390-403.

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2019Harmful diversification: Evidence from alternative investments. (2019). Sutcliffe, Charles ; Sakkas, Athanasios ; Platanakis, Emmanouil. In: The British Accounting Review. RePEc:eee:bracre:v:51:y:2019:i:1:p:1-23.

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2019The impact of religious certification on market segmentation and investor recognition. (2019). Mamun, Abdullah ; Hippler, William J ; Hassan, Kabir M ; Alhomaidi, Asem. In: Journal of Corporate Finance. RePEc:eee:corfin:v:55:y:2019:i:c:p:28-48.

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2018Improving daily Value-at-Risk forecasts: The relevance of short-run volatility for regulatory quality assessment. (2018). Berger, Theo ; Genay, Ramazan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:92:y:2018:i:c:p:30-46.

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2019Value-at-risk methodologies for effective energy portfolio risk management. (2019). HALKOS, GEORGE ; Tsirivis, Apostolos S. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:62:y:2019:i:c:p:197-212.

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2017US economic policy uncertainty and co-movements between Chinese and US stock markets. (2017). Li, Xiao-Ming ; Peng, LU. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:27-39.

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2017Parameter instability, stochastic volatility and estimation based on simulated likelihood: Evidence from the crude oil market. (2017). Nonejad, Nima. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:388-408.

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2017Dealing with small sample bias in post-crisis samples. (2017). El-Shagi, Makram. In: Economic Modelling. RePEc:eee:ecmode:v:65:y:2017:i:c:p:1-8.

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2017Financial contagion and volatility spillover: An exploration into Indian commodity derivative market. (2017). Sinha Roy, Saikat ; Sinharoy, Saikat. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:368-380.

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2018Herding behavior among wine investors. (2018). Ayta, Beysul ; Mandou, Cyrille ; Coqueret, Guillaume. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:318-328.

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2018The beta heuristic from a time/frequency perspective: A wavelet analysis of the market risk of sectors. (2018). McNevin, Bruce D ; Nix, Joan. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:570-585.

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2018International risk transmission of stock market movements. (2018). Shen, Yifan. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:220-236.

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2018Multi-scale causality and extreme tail inter-dependence among housing prices. (2018). Uddin, Gazi ; Yoon, Seong-Min ; Ahmed, Ali ; Kang, Sang Hoon. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:301-309.

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2018The macroeconomic determinants of commodity futures volatility: Evidence from Chinese and Indian markets. (2018). Gupta, Rakesh ; Singh, Tarlok ; Li, Bin ; Mo, DI. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:543-560.

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2018Time-varying efficiency in food and energy markets: Evidence and implications. (2018). Roubaud, David ; Jebabli, Ikram . In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:97-114.

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2018Optimal hedge ratios for clean energy equities. (2018). Ahmad, Wasim ; Sharma, Amit ; Sadorsky, Perry. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:278-295.

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2018International stock market contagion: A CEEMDAN wavelet analysis. (2018). Zhou, Zhongbao ; Li, Shuxian ; Lin, Ling. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:333-352.

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2018Volatility spillover shifts in global financial markets. (2018). Bensaida, Ahmed ; Abdallah, Oussama ; Litimi, Houda. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:343-353.

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2018Modelling stock price–exchange rate nexus in OECD countries: A new perspective. (2018). Salisu, Afees ; Ndako, Umar. In: Economic Modelling. RePEc:eee:ecmode:v:74:y:2018:i:c:p:105-123.

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2018Are business and credit cycles synchronised internally or externally?. (2018). Kurowski, Ukasz ; Rogowicz, Karol. In: Economic Modelling. RePEc:eee:ecmode:v:74:y:2018:i:c:p:124-141.

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2018Return transmission and asymmetric volatility spillovers between oil futures and oil equities: New DCC-MEGARCH analyses. (2018). Tsuji, Chikashi. In: Economic Modelling. RePEc:eee:ecmode:v:74:y:2018:i:c:p:167-185.

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2018Measuring the response of gold prices to uncertainty: An analysis beyond the mean. (2018). Wohar, Mark ; Selmi, Refk ; bouoiyour, jamal. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:105-116.

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2018Asymmetric import cost pass-through in GCC countries: Evidence from nonlinear panel analysis. (2018). Al Samara, Mouyad ; Dombrecht, Michel ; Mrabet, Zouhair ; Alsamara, Mouyad. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:432-440.

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2019Improving the predictability of the oil–US stock nexus: The role of macroeconomic variables. (2019). Salisu, Afees ; Oloko, Tirimisiyu F ; Swaray, Raymond. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:153-171.

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2019Oil price and automobile stock return co-movement: A wavelet coherence analysis. (2019). Pal, Debdatta ; Mitra, Subrata K. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:172-181.

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2019Return spillovers around the globe: A network approach. (2019). Baumohl, Eduard ; Vrost, Toma ; Lyocsa, Tefan. In: Economic Modelling. RePEc:eee:ecmode:v:77:y:2019:i:c:p:133-146.

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2019What global economic factors drive emerging Asian stock market returns? Evidence from a dynamic model averaging approach. (2019). Yoon, Seong-Min ; Dong, Xiyong. In: Economic Modelling. RePEc:eee:ecmode:v:77:y:2019:i:c:p:204-215.

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More than 100 citations found, this list is not complete...

Duc Khuong Nguyen has edited the books:

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YearTitleTypeCited
2016Asymmetric Linkages between BRICS Stock Returns and Country Risk Ratings: Evidence from Dynamic Panel Threshold Models In: Review of International Economics.
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2016Dynamic Global Linkages of the BRICS Stock Markets with the United States and Europe Under External Crisis Shocks: Implications for Portfolio Risk Forecasting In: The World Economy.
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2015Business cycle (de)synchronization in the aftermath of the global financial crisis: implications for the Euro area In: Studies in Nonlinear Dynamics & Econometrics.
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2014Business Cycle (De)Synchronization in the Aftermath of the Global Financial Crisis: Implications for the Euro Area.(2014) In: Working Papers.
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2012MODELING NONLINEAR AND HETEROGENEOUS DYNAMIC LINKS IN INTERNATIONAL MONETARY MARKETS In: Macroeconomic Dynamics.
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2007Testing for Structural Breaks and Dynamic Changes in Emerging Market Volatility In: Working Papers.
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2007Does Macroeconomic Transparency Help Governments Be Solvent? Evidence from Recent Data In: Working Papers.
[Full Text][Citation analysis]		paper0
2008DOES MACROECONOMIC TRANSPARENCY HELP GOVERNMENTS BE SOLVENT?: EVIDENCE FROM RECENT DATA.(2008) In: World Scientific Book Chapters.
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2013A wavelet-based copula approach for modeling market risk in agricultural commodity markets In: Working Papers.
[Full Text][Citation analysis]		paper13
2007The Comovements in International Stock Markets: New Evidence from Latin American Emerging Countries In: Working Papers.
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2008THE COMOVEMENTS IN INTERNATIONAL STOCK MARKETS: NEW EVIDENCE FROM LATIN AMERICAN EMERGING COUNTRIES.(2008) In: Working Papers.
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2010The comovements in international stock markets: new evidence from Latin American emerging countries.(2010) In: Applied Economics Letters.
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2010Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models In: Working Papers.
[Full Text][Citation analysis]		paper73
2012Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models.(2012) In: Energy Economics.
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2012Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models.(2012) In: Post-Print.
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2010Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models.(2010) In: Working Papers.
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2010Modeling nonlinear and heterogeneous dynamic linkages in international monetary markets In: Working Papers.
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2010Global Financial Crisis, Extreme Interdependences, and Contagion E§ects: The Role of Economic Structure In: Working Papers.
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2011Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure?.(2011) In: Journal of Banking & Finance.
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2011How strong is the global integration of emerging market regions? An empirical assessment In: EconomiX Working Papers.
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2011How strong is the global integration of emerging market regions? An empirical assessment.(2011) In: Economic Modelling.
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2008More on corporate diversification, firm size and value creation In: Economics Bulletin.
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2008An empirical analysis of structural changes in emerging market volatility In: Economics Bulletin.
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2009Does financing behavior of Tunisian firms follow the predictions of the market timing theory of capital structure? In: Economics Bulletin.
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2011Modeling the volatility of Mediterranean stock markets: a regime-switching approach In: Economics Bulletin.
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2012Nonlinear modeling of oil and stock price dynamics: segmentation or time-varying integration? In: Economics Bulletin.
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2012Oil-stock volatility transmission, portfolio selection and hedging In: Economics Bulletin.
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2018Fiscal policy interventions at the zero lower bound In: Journal of Economic Dynamics and Control.
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2017Fiscal Policy Interventions at the Zero Lower Bound.(2017) In: MPRA Paper.
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2019Cojumps and asset allocation in international equity markets In: Journal of Economic Dynamics and Control.
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2019Cojumps and asset allocation in international equity markets.(2019) In: Post-Print.
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2018Cojumps and Asset Allocation in International Equity Markets.(2018) In: MPRA Paper.
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2011Return and volatility transmission between world oil prices and stock markets of the GCC countries.(2011) In: EcoMod2011.
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2014Testing the relationships between energy consumption and income in G7 countries with nonlinear causality tests.(2014) In: Working Papers.
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2014Causal interactions between CO2 emissions, FDI, and economic growth: Evidence from dynamic simultaneous-equation models In: Economic Modelling.
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2014Causal interactions between CO2 emissions, FDI, and economic growth: Evidence from dynamic simultaneous-equation models.(2014) In: MPRA Paper.
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2015World gold prices and stock returns in China: Insights for hedging and diversification strategies In: Economic Modelling.
[Full Text][Citation analysis]		article63
2013World gold prices and stock returns in China: insights for hedging and diversification strategies.(2013) In: Working Papers.
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2014World gold prices and stock returns in China: insights for hedging and diversification strategies.(2014) In: Working Papers.
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2016Real growth co-movements and business cycle synchronization in the GCC countries: Evidence from time-frequency analysis In: Economic Modelling.
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2017Can investors of Chinese energy stocks benefit from diversification into commodity futures? In: Economic Modelling.
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2018A tale of two risks in the EMU sovereign debt markets In: Economics Letters.
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2015Are stock prices related to the political uncertainty index in OECD countries? Evidence from the bootstrap panel causality test In: Economic Systems.
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2017Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets In: European Journal of Operational Research.
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2016Information Diffusion, Cluster formation and Entropy-based Network Dynamics in Equity and Commodity Markets.(2016) In: MPRA Paper.
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2017Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios In: European Journal of Operational Research.
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2016Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios.(2016) In: MPRA Paper.
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2014Do global factors impact BRICS stock markets? A quantile regression approach In: Emerging Markets Review.
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2014Do global factors impact BRICS stock markets? A quantile regression approach.(2014) In: Working Papers.
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2014Dependence of stock and commodity futures markets in China: Implications for portfolio investment In: Emerging Markets Review.
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2015Are Sharia stocks, gold and U.S. Treasury hedges and/or safe havens for the oil-based GCC markets? In: Emerging Markets Review.
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2018Market integration and financial linkages among stock markets in Pacific Basin countries In: Journal of Empirical Finance.
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2012On the impacts of oil price fluctuations on European equity markets: Volatility spillover and hedging effectiveness In: Energy Economics.
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2013A time-varying copula approach to oil and stock market dependence: The case of transition economies In: Energy Economics.
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2013On the short- and long-run efficiency of energy and precious metal markets In: Energy Economics.
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2013On the short- and long-run efficiency of energy and precious metal markets.(2013) In: Working Papers.
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2014Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory In: Energy Economics.
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2014Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory.(2014) In: Working Papers.
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2014Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory.(2014) In: Working Papers.
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2014Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management In: Energy Economics.
[Full Text][Citation analysis]		article12
2014Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management.(2014) In: Working Papers.
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2014Dynamic spillovers among major energy and cereal commodity prices In: Energy Economics.
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2014Dynamic spillovers among major energy and cereal commodity prices.(2014) In: Working Papers.
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2014What explain the short-term dynamics of the prices of CO2 emissions? In: Energy Economics.
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2014What explains the short-term dynamics of the prices of CO2 emissions?.(2014) In: NIPE Working Papers.
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2015An empirical analysis of energy cost pass-through to CO2 emission prices In: Energy Economics.
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2015On the relationships between CO2 emissions, energy consumption and income: The importance of time variation In: Energy Economics.
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2016Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk In: Energy Economics.
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2014Risk Spillovers across the Energy and Carbon Markets and Hedging Strategies for Carbon Risk.(2014) In: Working Papers.
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2010Time-varying predictability in crude-oil markets: the case of GCC countries In: Energy Policy.
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2010Time-varying Predictability in Crude Oil Markets: The Case of GCC Countries.(2010) In: Working Papers.
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2010Oil prices, stock markets and portfolio investment: Evidence from sector analysis in Europe over the last decade In: Energy Policy.
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2010Oil Prices, Stock Markets and Portfolio Investment: Evidence from Sector Analysis in Europe over the Last Decade.(2010) In: Working Papers.
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2014Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices In: Energy Policy.
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2014Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices.(2014) In: Post-Print.
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2014Energy prices and CO2 emission allowance prices: A quantile regression approach In: Energy Policy.
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2014Energy prices and CO2 emission allowance prices: A quantile regression approach.(2014) In: Working Papers.
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2014Energy prices and CO2 emission allowance prices: A quantile regression approach.(2014) In: NIPE Working Papers.
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2015Energy conservation policies, growth and trade performance: Evidence of feedback hypothesis in Pakistan In: Energy Policy.
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2016Impact of speculation and economic uncertainty on commodity markets In: International Review of Financial Analysis.
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2015Testing for asymmetric causality between U.S. equity returns and commodity futures returns In: Finance Research Letters.
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2012Asymmetric effects and long memory in dynamic volatility relationships between stock returns and exchange rates In: Journal of International Financial Markets, Institutions and Money.
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2014How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests In: Journal of International Financial Markets, Institutions and Money.
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2013How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests.(2013) In: Working Papers.
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2014Financial linkages between US sector credit default swaps markets In: Journal of International Financial Markets, Institutions and Money.
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2014Instabilities in the relationships and hedging strategies between crude oil and US stock markets: Do long memory and asymmetry matter? In: Journal of International Financial Markets, Institutions and Money.
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2014Can economic uncertainty, financial stress and consumer sentiments predict U.S. equity premium? In: Journal of International Financial Markets, Institutions and Money.
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2013Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium?.(2013) In: Working Papers.
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2015A wavelet-based nonlinear ARDL model for assessing the exchange rate pass-through to crude oil prices In: Journal of International Financial Markets, Institutions and Money.
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2016On the time scale behavior of equity-commodity links: Implications for portfolio management In: Journal of International Financial Markets, Institutions and Money.
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2017On the robustness of week-day effect to error distributional assumption: International evidence In: Journal of International Financial Markets, Institutions and Money.
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2019Financial development, government bond returns, and stability: International evidence In: Journal of International Financial Markets, Institutions and Money.
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2012An international CAPM for partially integrated markets: Theory and empirical evidence In: Journal of Banking & Finance.
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2017Assessing the effects of unconventional monetary policy and low interest rates on pension fund risk incentives In: Journal of Banking & Finance.
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2018Reprint of: Assessing the effects of unconventional monetary policy and low interest rates on pension fund risk incentives In: Journal of Banking & Finance.
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2011Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management In: Journal of International Money and Finance.
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2015US monetary policy and sectoral commodity prices In: Journal of International Money and Finance.
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2002Forecasting the Conditional Volatility of Spot and Futures Oil Prices with Structural Breaks and Long Memory Models In: EcoMod2010.
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2009Time-varying characteristics of cross-market linkages with empirical application to Gulf stock markets In: Managerial Finance.
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2008Stock market liberalization, structural breaks and dynamic changes in emerging market volatility In: Review of Accounting and Finance.
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2010Global financial crisis, liquidity pressure in stock markets and efficiency of central bank interventions.(2010) In: Applied Financial Economics.
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2018Dynamic connectedness of global currencies: a conditional Granger-causality approach In: Working Papers.
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2008The global and regional factors in the volatility of emerging sovereign bond markets In: American Journal of Finance and Accounting.
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2014Oil prices and MENA stock markets: new evidence from nonlinear and asymmetric causalities during and after the crisis period.(2014) In: Applied Economics.
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2014Asymmetric and nonlinear passthrough of energy prices to CO2 emission allowance prices In: Working Papers.
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2014Asymmetric and nonlinear pass-through of energy prices to CO2 emission allowance prices.(2014) In: NIPE Working Papers.
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2013Further evidence on the determinants of regional stock market integration in Latin America In: European Journal of Comparative Economics.
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2016Symposium Editorial: Recent issues in the analysis of energy prices In: European Journal of Comparative Economics.
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2017Estimating and forecasting portfolio’s Value-at-Risk with wavelet-based extreme value theory: Evidence from crude oil prices and US exchange rates In: Journal of the Operational Research Society.
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2016Assessing the effects of unconventional monetary policy on pension funds risk incentives In: MPRA Paper.
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2016Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach In: MPRA Paper.
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2017Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach.(2017) In: Applied Economics.
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2016The role of trade openness and investment in examining the energy-growth-pollution nexus: Empirical evidence for China and India In: MPRA Paper.
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2017The role of trade openness and investment in examining the energy-growth-pollution nexus: empirical evidence for China and India.(2017) In: Applied Economics.
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2018Modeling and Forecasting Commodity Market Volatility with Long-term Economic and Financial Variables.(2018) In: Working Papers on Finance.
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2015Causal Effects of the United States and Japan on Pacific-Rim Stock Markets: Nonparametric Quantile Causality Approach In: Working Papers.
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2018Causal effects of the United States and Japan on Pacific-Rim stock markets: nonparametric quantile causality approach.(2018) In: Applied Economics.
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