Duc Khuong Nguyen : Citation Profile

Are you Duc Khuong Nguyen?

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

23

H index

40

i10 index

1481

Citations

RESEARCH PRODUCTION:

83

Articles

71

Papers

1

Chapters

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   15 years (2002 - 2017). See details.
   Cites by year: 98
   Journals where Duc Khuong Nguyen has often published
   Relations with other researchers
   Recent citing documents: 334.    Total self citations: 69 (4.45 %)

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   Permalink: http://citec.repec.org/png97
   Updated: 2017-06-24    RAS profile: 2017-05-31    
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Relations with other researchers

Works with:

Hammoudeh, Shawkat (29)

Lahiani, Amine (16)

Sousa, Ricardo (10)

Chkili, Walid (8)

Ajmi, Ahdi Noomen (8)

Uddin, Gazi (8)

Bekiros, Stelios (8)

GUPTA, RANGAN (8)

Aloui, Chaker (7)

Reboredo, Juan (6)

JAWADI, Fredj (6)

AROURI, Mohamed (6)

El Montasser, Ghassen (5)

BEN AISSA, Mohamed (4)

Aloui, Riadh (4)

Guesmi, Khaled (4)

Teulon, Frédéric (3)

Yoon, Seong-Min (3)

Balcilar, Mehmet (3)

GUESMI, Khaled (3)

Chang, Tsangyao (3)

Lean, Hooi Hooi (2)

Demirer, Riza (2)

OMRI, Anis (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:

GUESMI, Khaled (59)

GUPTA, RANGAN (58)

Guesmi, Khaled (39)

Ratti, Ronald (34)

Filis, George (28)

Teulon, Frédéric (26)

Bouri, Elie (25)

Shahbaz, Muhammad (19)

Chkili, Walid (18)

Degiannakis, Stavros (18)

Tiwari, Aviral (16)

Cites to:

Hammoudeh, Shawkat (116)

McAleer, Michael (81)

Engle, Robert (50)

Harvey, Campbell (43)

Hamilton, James (41)

Bollerslev, Tim (41)

Bekaert, Geert (41)

AROURI, Mohamed (40)

Ratti, Ronald (35)

Baur, Dirk (29)

Sousa, Ricardo (29)

Main data

Where Duc Khuong Nguyen has published?

Journals with more than one article published# docs
Energy Economics11
Economic Modelling8
Journal of International Financial Markets, Institutions and Money8
Economics Bulletin6
Energy Policy5
Applied Economics5
Journal of International Money and Finance4
Applied Financial Economics3
Emerging Markets Review3
Journal of Banking & Finance3
Applied Economics Letters2
European Journal of Operational Research2
Resources Policy2

Working Papers Series with more than one paper published# docs
Working Papers / Department of Research, Ipag Business School34
Working Papers / HAL11
MPRA Paper / University Library of Munich, Germany7
Working Papers / Development and Policies Research Center (DEPOCEN), Vietnam7
Working Papers / University of Pretoria, Department of Economics3
Post-Print / HAL2

Recent works citing Duc Khuong Nguyen (2017 and 2016)

YearTitle of citing document
2016The Informational Efficiency of European Natural Gas Hubs: Price Formation and Intertemporal Arbitrage. (2016). Nick, Sebastian. In: The Energy Journal. RePEc:aen:journl:ej37-2-nick.

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2016Shocks and Stocks: A Bottom-up Assessment of the Relationship Between Oil Prices, Gasoline Prices and the Returns of Chinese Firms. (2016). Zhang, Dayong ; Broadstock, David ; David, Ying Fan . In: The Energy Journal. RePEc:aen:journl:ej37-si1-broadstock.

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2016Understanding Dynamic Conditional Correlations between Commodities Futures Markets. (2016). Nicolini, Marcella ; Manera, Matteo ; Behmiri, Niaz Bashiri . In: ESP: Energy Scenarios and Policy. RePEc:ags:feemes:232223.

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2016Alternative Approaches for Rating INDCs: a Comparative Analysis. (2016). Davide, Marinella ; Vesco, Paola . In: MITP: Mitigation, Innovation,and Transformation Pathways. RePEc:ags:feemmi:232716.

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2016The Stability of Component Assets in Optimal Portfolios of Stock and Commodity Indexes. (2016). Gorska, Anna ; Krawiec, Monika . In: Problems of World Agriculture / Problemy Rolnictwa Åšwiatowego. RePEc:ags:polpwa:253038.

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2016Price asymmetries in the European gasoline market. (2016). Mongeau Ospina, Christian Alexander ; Bagnai, Alberto. In: a/ Working Papers Series. RePEc:ais:wpaper:1602.

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2016Time-scale analysis of co-movement in EU sovereign bond markets. (2016). Vacha, Lukas ; Smolik, Filip . In: Papers. RePEc:arx:papers:1506.03347.

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2016Contagion in the worlds stock exchanges seen as a set of coupled oscillators. (2016). Bellenzier, Lucia ; Rotundo, Giulia ; Andersen, Jorgen Vitting . In: Papers. RePEc:arx:papers:1602.07452.

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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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2016Has the pricing of stocks become more global?. (2016). Schrimpf, Andreas ; Petzev, Ivan ; Wagner, Alexander F. In: BIS Working Papers. RePEc:bis:biswps:560.

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2016Contagion in Experimental Financial Markets. (2016). Vardanyan, Suren . In: CERGE-EI Working Papers. RePEc:cer:papers:wp580.

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2016Traspaso de tipo de cambio nominal a inflación desagregada en Chile. (2016). Contreras, Gabriela ; Pinto, Francisco . In: Notas de Investigación Journal Economía Chilena (The Chilean Economy). RePEc:chb:bcchni:v:19:y:2016:i:2:p:154-170.

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2016Analysis of the Relationship between Market Volatility and Firms Volatility on the Polish Capital Market. (2016). Wodarczyk, Aneta ; Otola, Iwona . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:16:y:2016:p:87-116.

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2016In Search of Hedges and Safe Havens in Global Financial Markets. (2016). Wanat, Stanisław ; Papie, Monika ; Miech, Sawomir . In: Statistics in Transition new series. RePEc:csb:stintr:v:17:y:2016:i:3:p:557-574.

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2016COMPARING SPILLOVER EFFECTS AMONG EMERGING MARKETS WITH A HIGHER (LOWER) SHARE OF COMMODITY EXPORTS: EVIDENCE FROM THE TWO MAJOR CRISES. (2016). Bein, murad ; Tuna, Gulcay . In: ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH. RePEc:cys:ecocyb:v:50:y:2016:i:3:p:265-284.

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2017On Oil-US Exchange Rate Volatility Relationships: an Intradaily Analysis. (2017). JAWADI, Fredj ; ben ameur, hachmi ; Cheffou, Abdoulkarim Idi ; Louhichi, Wael . In: EconomiX Working Papers. RePEc:drm:wpaper:2017-11.

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2016THE MACROECONOMIC AND FINANCIAL IMPACTS OF EUROPEAN CRISIS ON SAUDI ARABIA. (2016). Mseddi, Slim ; Benlagha, Noureddine . In: Applied Econometrics and International Development. RePEc:eaa:aeinde:v:16:y:2016:i:1_12.

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2016Examination of the Relationship between Turkey’s Credit Default Swap (CDS) Points and Unemployment. (2016). Ahn, Cumhur ; Altay, Huseyin . In: Eurasian Business & Economics Journal. RePEc:eas:buseco:v:4:y:2016:i:4:p:52-67.

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2016On the determinants of stock market dynamics in emerging countries: the role of economic policy uncertainty in China and India. (2016). AROURI, Mohamed ; Roubaud, David . In: Economics Bulletin. RePEc:ebl:ecbull:eb-14-00543.

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2016Financial Integration and Japanese Stock market Performance. (2016). Kablan, Akassi ; Guesmi, Khaled . In: Economics Bulletin. RePEc:ebl:ecbull:eb-15-00434.

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2017Excess stock returns, oil shocks, and policy uncertainty in the U.S.. (2017). Gözgör, Giray ; Demir, Ender ; Gozgor, Giray . In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00090.

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2017Short- and long-run causality across the implied volatility of crude oil and agricultural commodities. (2017). Bouri, Elie ; Kachacha, Imad ; Roubaud, David ; Lien, Donald . In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00098.

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2016Do Structural Breaks Affect Portfolio Designs and Hedging Strategies? International Evidence from Stock-Commodity Markets Linkages. (2016). Mongi, Arfaoui ; Dhouha, Hajali . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2016-01-34.

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2016Pricing of Risk, Various Volatility Dynamics and Macroeconomic Exposure of Firm Returns: New Evidence on Age Effect. (2016). Khan, Faisal . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2016-02-27.

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2016Market Interactions in Gold and Stock Markets: Evidences from Saudi Arabia. (2016). Haque, Mohammad Imdadul ; Afsal, E M. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2016-03-27.

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2016The Impact of Gold, Bond, Currency, Metals and Oil Markets on the USA Stock Market. (2016). Partalidou, Xanthi ; Sariannidis, Nikolaos ; Giannarakis, Grigoris ; Kiohos, Apostolos . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2016-01-11.

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2016The Effect of Crude Oil Price Moments on Socially Responsible Firms in Eurozone. (2016). Sariannidis, Nikolaos ; Billias, Ioannis ; Zafeiriou, Eleni ; Giannarakis, Grigoris . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2016-02-23.

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2016Is the Best Generalized Autoregressive Conditional Heteroskedasticity(p,q) Value-at-risk Estimate also the Best in Reality? An Evidence from Australian Interconnected Power Markets. (2016). Triandaru, Sigit ; Handika, Rangga . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2016-04-19.

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2017Empirical Investigation of the Environmental Kuznets Curve Hypothesis for Nitrous Oxide Emissions for Mongolia. (2017). Och, Maralgua . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-01-13.

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2017Elasticity and Causality among Electricity Generation from Renewable Energy and Its Determinants in Malaysia. (2017). Bekhet, Hussainali ; Harun, Nor Hamisham . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-02-26.

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2016Fluctuation behavior analysis of international crude oil and gasoline price based on complex network perspective. (2016). Wang, Minggang ; Tian, Zihao ; Jiang, Shumin ; Du, Ruijin ; Chen, Ying . In: Applied Energy. RePEc:eee:appene:v:175:y:2016:i:c:p:109-127.

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2016Impact of fuel price fluctuations on airline stock returns. (2016). Concha, Diego ; Kristjanpoller, Werner D. In: Applied Energy. RePEc:eee:appene:v:178:y:2016:i:c:p:496-504.

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2016Impacts of energy consumption, energy structure, and treatment technology on SO2 emissions: A multi-scale LMDI decomposition analysis in China. (2016). Zhang, Wenzhong ; Wang, Shaojian ; Yang, Xue ; Zou, Yafeng ; Li, Jiaming . In: Applied Energy. RePEc:eee:appene:v:184:y:2016:i:c:p:714-726.

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2017Do oil price asymmetric effects on the stock market persist in multiple time horizons?. (2017). Sun, Xiaoqi ; Gao, Xiangyun ; An, Haizhong ; Huang, Shupei . In: Applied Energy. RePEc:eee:appene:v:185:y:2017:i:p2:p:1799-1808.

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2017Dependence changes between the carbon price and its fundamentals: A quantile regression approach. (2017). Tan, Xue-Ping ; Wang, Xin-Yu . In: Applied Energy. RePEc:eee:appene:v:190:y:2017:i:c:p:306-325.

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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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2017Study of the relationship between greenhouse gas emissions and the economic growth of Russia based on the Environmental Kuznets Curve. (2017). Yang, Xuechun ; Wang, Yutao ; Sun, Mingxing ; Lou, Feng . In: Applied Energy. RePEc:eee:appene:v:193:y:2017:i:c:p:162-173.

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2017The multiscale impact of exchange rates on the oil-stock nexus: Evidence from China and Russia. (2017). Huang, Shupei ; Hao, Xiaoqing ; Wen, Shaobo ; Gao, Xiangyun . In: Applied Energy. RePEc:eee:appene:v:194:y:2017:i:c:p:667-678.

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2017Forecasting the diffusion of renewable electricity considering the impact of policy and oil prices: The case of South Korea. (2017). Lee, Chul-Yong ; Huh, Sung-Yoon . In: Applied Energy. RePEc:eee:appene:v:197:y:2017:i:c:p:29-39.

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2016Central bank independence in a historical perspective. Myth, lessons and a new model. (2016). Blancheton, Bertrand. In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pa:p:101-107.

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2016On the risk comovements between the crude oil market and U.S. dollar exchange rates. (2016). Keddad, Benjamin ; DE TRUCHIS, Gilles. In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pa:p:206-215.

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2016Asymmetric evidence of gasoline price responses in France: A Markov-switching approach. (2016). PORCHER, Thomas ; Goutte, Stéphane ; Boroumand, Raphael Homayoun . In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:467-476.

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2016Vertical price transmission in the US beef sector: Evidence from the nonlinear ARDL model. (2016). Trachanas, Emmanouil ; Katrakilidis, Constantinos ; Fousekis, Panos. In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:499-506.

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2016Generalized cross-spectral test for nonlinear Granger causality with applications to money–output and price–volume relations. (2016). Park, Sung Y. ; Li, Haiqi ; Zhong, Wanling . In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:661-671.

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2016Competition and petrol pricing in the smartphone era: Evidence from Singapore. (2016). Liu, Ming-Hua ; Zhang, Yang ; Margaritis, Dimitris . In: Economic Modelling. RePEc:eee:ecmode:v:53:y:2016:i:c:p:144-155.

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2016A discussion on the innovation distribution of the Markov regime-switching GARCH model. (2016). Shi, Yanlin ; Feng, Lingbing . In: Economic Modelling. RePEc:eee:ecmode:v:53:y:2016:i:c:p:278-288.

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2016Breaks or long range dependence in the energy futures volatility: Out-of-sample forecasting and VaR analysis. (2016). Charfeddine, Lanouar. In: Economic Modelling. RePEc:eee:ecmode:v:53:y:2016:i:c:p:354-374.

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2016Predictability within the energy consumption–economic growth nexus: Some evidence from income and regional groups. (2016). Narayan, Seema . In: Economic Modelling. RePEc:eee:ecmode:v:54:y:2016:i:c:p:515-521.

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2016Is gold a hedge against inflation? New evidence from a nonlinear ARDL approach. (2016). Lahiani, Amine ; HOANG, Thi Hong Van ; van Hoang, Thi Hong ; Heller, David . In: Economic Modelling. RePEc:eee:ecmode:v:54:y:2016:i:c:p:54-66.

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2016Interdependence of foreign exchange markets: A wavelet coherence analysis. (2016). Yang, Lu ; Hamori, Shigeyuki ; Cai, Xiaojing ; Zhang, Huimin . In: Economic Modelling. RePEc:eee:ecmode:v:55:y:2016:i:c:p:6-14.

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2016Gold and silver manipulation: What can be empirically verified?. (2016). Batten, Jonathan ; Lucey, Brian M. In: Economic Modelling. RePEc:eee:ecmode:v:56:y:2016:i:c:p:168-176.

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2016Do oil producing countries offer international diversification benefits? Evidence from GCC countries. (2016). Charfeddine, Lanouar ; Mimouni, Karim . In: Economic Modelling. RePEc:eee:ecmode:v:57:y:2016:i:c:p:263-280.

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2016Islamic financial markets and global crises: Contagion or decoupling?. (2016). Naifar, Nader ; Kenourgios, Dimitris ; Dimitriou, Dimitrios. In: Economic Modelling. RePEc:eee:ecmode:v:57:y:2016:i:c:p:36-46.

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2016How is Chinas coke price related with the world oil price? The role of extreme movements. (2016). Wu, Yanrui ; Guo, Yanfeng ; Wen, Xiaoqian . In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:22-33.

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2016Gold price and stock markets nexus under mixed-copulas. (2016). Nguyen, Cuong ; Komornik, Jozef ; Komornikova, Magda ; Bhatti, Ishaq M. In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:283-292.

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2016On the isolated impact of copulas on risk measurement: Asimulation study. (2016). Berger, Theo . In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:475-481.

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2016The dark side of the black gold shock onto Europe: One stocks joy is another stocks sorrow. (2016). Kaabia, Olfa ; Mkaouar, Farid ; Abid, Ilyes . In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:642-654.

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2016International contagion through financial versus non-financial firms. (2016). Akhtaruzzaman, MD ; Shamsuddin, Abul . In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:143-163.

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2016Contagion in the worlds stock exchanges seen as a set of coupled oscillators. (2016). Rotundo, Giulia ; Bellenzier, Lucia ; Andersen, Jorgen Vitting . In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:224-236.

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2016Asymmetric oil product pricing in India: Evidence from a multiple threshold nonlinear ARDL model. (2016). Pal, Debdatta ; Mitra, Subrata K. In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:314-328.

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2016On oil-US exchange rate volatility relationships: An intraday analysis. (2016). JAWADI, Fredj ; Cheffou, Abdoulkarim Idi ; Louhichi, Wael ; ben Ameur, Hachmi . In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:329-334.

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2017Asymmetric determinants of CDS spreads: U.S. industry-level evidence through the NARDL approach. (2017). Shahzad, Syed Jawad Hussain ; Ferrer, Roman ; Nor, Safwan Mohd ; Hussain, Syed Jawad ; Hammoudeh, Shawkat . In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:211-230.

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2017Time-varying leads and lags across frequencies using a continuous wavelet transform approach. (2017). Funashima, Yoshito . In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:24-28.

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2017Is the price of gold to gold mining stocks asymmetric?. (2017). Batten, Jonathan A ; Lucey, Brian M ; Kosedag, Arman ; Ciner, Cetin . In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:402-407.

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2017Testing the dependency theory on small island economies: The case of Cyprus. (2017). YAYA, MEHMET ; Balcilar, Mehmet ; Kutan, Ali M. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:1-11.

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2017Stock price synchronicity to oil shocks across quantiles: Evidence from Chinese oil firms. (2017). Peng, Cheng ; You, Wanhai ; Jia, Xianghua ; Zhu, Huiming . In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:248-259.

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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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2017The demand of energy from an optimal portfolio choice perspective. (2017). Umar, Zaghum . In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:478-494.

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2017Can energy commodity futures add to the value of carbon assets?. (2017). Bouri, Elie ; Wen, Xiaoqian ; Roubaud, David . In: Economic Modelling. RePEc:eee:ecmode:v:62:y:2017:i:c:p:194-206.

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2016On economic uncertainty, stock market predictability and nonlinear spillover effects. (2016). GUPTA, RANGAN ; Bekiros, Stelios ; Kyei, Clement . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:36:y:2016:i:c:p:184-191.

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2016Fractional integration in daily stock market indices at Jordans Amman stock exchange. (2016). Al-Shboul, Mohammad ; Anwar, Sajid . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:37:y:2016:i:c:p:16-37.

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2016Evidence of information transmission across currency futures markets using frequency domain tests. (2016). Kumar, Satish . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:37:y:2016:i:c:p:319-327.

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2016Relationship between oil, stock prices and exchange rates: A vine copula based GARCH method. (2016). BEN AISSA, Mohamed ; Aloui, Riadh . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:37:y:2016:i:c:p:458-471.

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2016Time-varying price shock transmission and volatility spillover in foreign exchange, bond, equity, and commodity markets: Evidence from the United States. (2016). Hamori, Shigeyuki ; Tian, Shuairu . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:38:y:2016:i:c:p:163-171.

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2016Does speculation impact what factors determine oil futures prices?. (2016). Kearney, Fearghal ; Gogolin, Fabian . In: Economics Letters. RePEc:eee:ecolet:v:144:y:2016:i:c:p:119-122.

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2016Do different time-horizons in volatility have any significance for the emerging markets?. (2016). Gormus, Alper N. In: Economics Letters. RePEc:eee:ecolet:v:145:y:2016:i:c:p:29-32.

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2016Contagion in CDS, banking and equity markets. (2016). Tabak, Benjamin ; da Silva, Mauricio ; de Castro, Rodrigo . In: Economic Systems. RePEc:eee:ecosys:v:40:y:2016:i:1:p:120-134.

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2016Stock return predictability and determinants of predictability and profits. (2016). Narayan, Paresh ; Bannigidadmath, Deepa. In: Emerging Markets Review. RePEc:eee:ememar:v:26:y:2016:i:c:p:153-173.

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2016Intraday return predictability, portfolio maximisation, and hedging. (2016). Sharma, Susan ; Narayan, Paresh Kumar . In: Emerging Markets Review. RePEc:eee:ememar:v:28:y:2016:i:c:p:105-116.

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2016New evidence on hedges and safe havens for Gulf stock markets using the wavelet-based quantile. (2016). Tiwari, Aviral ; Mensi, Walid ; Hammoudeh, Shawkat . In: Emerging Markets Review. RePEc:eee:ememar:v:28:y:2016:i:c:p:155-183.

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2016Impact of terrorist attacks on stock market volatility in emerging markets. (2016). Nechi, Salem ; Mnasri, Ayman . In: Emerging Markets Review. RePEc:eee:ememar:v:28:y:2016:i:c:p:184-202.

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2017Commodity price cycles and financial pressures in African commodities exporters. (2017). Kablan, Sandrine ; Guesmi, Khaled ; Ftiti, Zied . In: Emerging Markets Review. RePEc:eee:ememar:v:30:y:2017:i:c:p:215-231.

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2016Recent hikes in oil-equity market correlations: Transitory or permanent?. (2016). Li, Xiao-Ming ; Zhang, Bing . In: Energy Economics. RePEc:eee:eneeco:v:53:y:2016:i:c:p:305-315.

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2016Exogenous shocks and the spillover effects between uncertainty and oil price. (2016). Li, Lei ; Zhou, Yimin ; Yin, Libo . In: Energy Economics. RePEc:eee:eneeco:v:54:y:2016:i:c:p:224-234.

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2016Hedging emerging market stock prices with oil, gold, VIX, and bonds: A comparison between DCC, ADCC and GO-GARCH. (2016). Basher, Syed ; Sadorsky, Perry . In: Energy Economics. RePEc:eee:eneeco:v:54:y:2016:i:c:p:235-247.

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2016The heterogeneity dependence between crude oil price changes and industry stock market returns in China: Evidence from a quantile regression approach. (2016). Xu, Yaqin ; Guo, Yawei ; Zhu, Huiming ; You, Wanhai . In: Energy Economics. RePEc:eee:eneeco:v:55:y:2016:i:c:p:30-41.

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2016Uncertainty and crude oil returns. (2016). Miller, Stephen ; GUPTA, RANGAN ; Aloui, Riadh. In: Energy Economics. RePEc:eee:eneeco:v:55:y:2016:i:c:p:92-100.

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2016Crude oil prices and sectoral stock returns in Jordan around the Arab uprisings of 2010. (2016). Bouri, Elie ; Maghyereh, Aktham ; Awartani, Basel . In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:205-214.

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2016Explaining credit default swap spreads by means of realized jumps and volatilities in the energy market. (2016). DA FONSECA, José ; Ziveyi, Jonathan ; Ignatieva, Katja . In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:215-228.

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2016On the dynamic dependence between equity markets, commodity futures and economic uncertainty indexes. (2016). Uddin, Gazi ; Berger, Theo . In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:374-383.

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2016The relationships between petroleum and stock returns: An asymmetric dynamic equi-correlation approach. (2016). Liu, LI ; Pan, Zhiyuan ; Wang, Yudong . In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:453-463.

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2016What the investors need to know about forecasting oil futures return volatility. (2016). Wang, Yudong ; Wu, Chongfeng ; Ma, Feng ; Liu, LI. In: Energy Economics. RePEc:eee:eneeco:v:57:y:2016:i:c:p:128-139.

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2016Fossil fuel price uncertainty and feedstock edible oil prices: Evidence from MGARCH-M and VIRF analysis. (2016). Hasanov, Akram Shavkatovich ; Shaiban, Mohammed Sharaf ; Do, Hung Xuan . In: Energy Economics. RePEc:eee:eneeco:v:57:y:2016:i:c:p:16-27.

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2016An event study analysis of oil and gas firm acreage and reserve acquisitions. (2016). Sabet, Amir H ; Heaney, Richard . In: Energy Economics. RePEc:eee:eneeco:v:57:y:2016:i:c:p:215-227.

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2016The directional volatility connectedness between crude oil and equity markets: New evidence from implied volatility indexes. (2016). Bouri, Elie ; Awartani, Basel ; Maghyereh, Aktham I. In: Energy Economics. RePEc:eee:eneeco:v:57:y:2016:i:c:p:78-93.

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2016On the dynamic links between commodities and Islamic equity. (2016). Ng, Adam ; Inghelbrecht, Koen ; Disli, Mustafa ; Nagayev, Ruslan . In: Energy Economics. RePEc:eee:eneeco:v:58:y:2016:i:c:p:125-140.

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2016Oil price volatility forecast with mixture memory GARCH. (2016). Walther, Thomas ; Klein, Tony . In: Energy Economics. RePEc:eee:eneeco:v:58:y:2016:i:c:p:46-58.

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2016How is volatility in commodity markets linked to oil price shocks?. (2016). Manera, Matteo ; Ahmadi, Maryam ; Behmiri, Niaz Bashiri . In: Energy Economics. RePEc:eee:eneeco:v:59:y:2016:i:c:p:11-23.

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2016Oil prices and global factor macroeconomic variables. (2016). Vespignani, Joaquin ; Ratti, Ronald. In: Energy Economics. RePEc:eee:eneeco:v:59:y:2016:i:c:p:198-212.

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2016Forecasting the volatility of crude oil futures using HAR-type models with structural breaks. (2016). Wen, Fenghua ; Cai, Shenghua ; Gong, XU. In: Energy Economics. RePEc:eee:eneeco:v:59:y:2016:i:c:p:400-413.

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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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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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2010La dynamique de la volatilité boursière autour de louverture des marchés de capitaux In: Economie & Prévision.
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2010La dynamique de la volatilité boursière autour de l’ouverture des marchés de capitaux.(2010) In: Économie et Prévision.
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2012Crude oil market efficiency: An empirical investigation via the Shannon entropy In: International Economics.
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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.
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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.
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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]		paper50
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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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.(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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2011Return and volatility transmission between world oil prices and stock markets of the GCC countries In: Economic Modelling.
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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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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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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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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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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.
[Full Text][Citation analysis]		article75
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]		article2
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.
[Full Text][Citation analysis]		article51
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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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.
[Full Text][Citation analysis]		article21
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.
[Full Text][Citation analysis]		article90
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.
[Full Text][Citation analysis]		article22
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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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.
[Full Text][Citation analysis]		article14
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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2014Can Economic Uncertainty, Financial Stress and Consumer Senti-ments Predict U.S. Equity Premium?.(2014) In: Working Papers.
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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.
[Full Text][Citation analysis]		article6
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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2012An international CAPM for partially integrated markets: Theory and empirical evidence In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article24
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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2011Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management In: Journal of International Money and Finance.
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2013Conditional dependence structure between oil prices and exchange rates: A copula-GARCH approach In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article42
2015US monetary policy and sectoral commodity prices In: Journal of International Money and Finance.
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2017Black swan events and safe havens: The role of gold in globally integrated emerging markets In: Journal of International Money and Finance.
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2016Black Swan Events and Safe Havens: The role of Gold in Globally Integrated Emerging Markets.(2016) In: MPRA Paper.
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2013What can we tell about monetary policy synchronization and interdependence over the 2007–2009 global financial crisis? In: Journal of Macroeconomics.
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2010What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis?.(2010) In: Working Papers.
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2015Dynamic convergence of commodity futures: Not all types of commodities are alike In: Resources Policy.
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2015Multivariate dependence risk and portfolio optimization: An application to mining stock portfolios In: Resources Policy.
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2014Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors In: Pacific-Basin Finance Journal.
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2012Long memory and structural breaks in modeling the return and volatility dynamics of precious metals In: The Quarterly Review of Economics and Finance.
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2013Long memory and structural breaks in modeling the return and volatility dynamics of precious metals.(2013) In: Working Papers.
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2016Global financial crisis and spillover effects among the U.S. and BRICS stock markets In: International Review of Economics & 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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2008Stock market liberalization, structural breaks and dynamic changes in emerging market volatility In: Review of Accounting and Finance.
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2010Synchronization and nonlinear interdependence of short-term interest rates: In: Working Papers.
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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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2013On the relationship between world oil prices and GCC stock markets In: Working Papers.
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2012On the Relationship between World Oil Prices and GCC Stock Markets.(2012) In: Journal of Quantitative Economics.
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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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2010Stock returns and oil price fluctuations: short and long-run analysis in the GCC context In: International Journal of Global Energy Issues.
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2013Regional integration of stock markets in Southeast Europe In: Working Papers.
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2013Are Stock Prices Related to Political Uncertainty Index in OECD Countries? Evidence from Bootstrap Panel Causality Test In: Working Papers.
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2013Are Stock Prices Related to Political Uncertainty Index in OECD Countries? Evidence from Bootstrap Panel Causality Test.(2013) In: Working Papers.
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2013Long memory and asymmetry in the volatility of commodity markets and Basel Accord: choosing between models In: Working Papers.
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2014Modelling Inflation Shifts and Persistence in Tunisia: Perspective from an Evolutionary spectral approach In: Working Papers.
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2015Modeling inflation shifts and persistence in Tunisia: Perspectives from an evolutionary spectral approach.(2015) In: MPRA Paper.
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2014The short- and long-term performance of privatization initial public offerings in Europe In: Working Papers.
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2014Time-scale comovement between the Indian and world stock markets In: Working Papers.
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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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2014Responses of international stock markets to oil price surges: a regimeswitching perspective In: Working Papers.
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2016Do liquidity and idiosyncratic risk matter? Evidence from the European mutual fund market In: Review of Quantitative Finance and Accounting.
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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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2016Assessing the effects of unconventional monetary policy on pension funds risk incentives In: MPRA Paper.
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2016Dynamic global linkages of the BRICS stock markets with the U.S. and Europe under external crisis shocks: Implications for portfolio risk forecasting In: MPRA Paper.
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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.
[Full Text][Citation analysis]		paper0
2015Causal Effects of the United States and Japan on Pacific-Rim Stock Markets: Nonparametric Quantile Causality Approach In: Working Papers.
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2016Analyst Earnings Forecasts, Individual Investors’Expectations and Trading Volume: An Experimental Approach In: Bankers, Markets & Investors.
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2010Stock market integration in Mexico and Argentina: are short- and long-term considerations different? In: Applied Economics Letters.
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2013Information technology sector and equity markets: an empirical investigation In: Applied Financial Economics.
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2014Time-varying regional integration of stock markets in Southeast Europe In: Applied Economics.
[Full Text][Citation analysis]		article6
2015A robust analysis of the relationship between renewable energy consumption and its main drivers In: Applied Economics.
[Full Text][Citation analysis]		article4

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