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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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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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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