Duc Khuong Nguyen : Citation Profile

Are you Duc Khuong Nguyen?

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

28

H index

52

i10 index

2162

Citations

RESEARCH PRODUCTION:

90

Articles

80

Papers

1

Chapters

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   16 years (2002 - 2018). See details.
   Cites by year: 135
   Journals where Duc Khuong Nguyen has often published
   Relations with other researchers
   Recent citing documents: 495.    Total self citations: 81 (3.61 %)

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   Permalink: http://citec.repec.org/png97
   Updated: 2018-10-13    RAS profile: 2018-10-08    
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Relations with other researchers

Works with:

Hammoudeh, Shawkat (28)

Lahiani, Amine (12)

AROURI, Mohamed (11)

Sousa, Ricardo (10)

Uddin, Gazi (10)

Mensi, walid (10)

Bekiros, Stelios (9)

GUPTA, RANGAN (8)

Ajmi, Ahdi Noomen (8)

Chkili, Walid (7)

Reboredo, Juan (6)

Aloui, Chaker (5)

Guesmi, Khaled (5)

El Montasser, Ghassen (5)

BEN AISSA, Mohamed (4)

Aloui, Riadh (4)

JAWADI, Fredj (4)

Yoon, Seong-Min (3)

Teulon, Frédéric (3)

Balcilar, Mehmet (3)

Sévi, Benoît (3)

GUESMI, Khaled (3)

Chang, Tsangyao (3)

Demirer, Riza (2)

OMRI, Anis (2)

Lean, Hooi Hooi (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 (95)

GUESMI, Khaled (59)

Guesmi, Khaled (43)

Ratti, Ronald (38)

Shahbaz, Muhammad (36)

Filis, George (36)

Mensi, walid (35)

Shahzad, Syed Jawad Hussain (35)

Bouri, Elie (32)

Teulon, Frédéric (28)

Tiwari, Aviral (25)

Cites to:

Hammoudeh, Shawkat (127)

AROURI, Mohamed (84)

McAleer, Michael (81)

Engle, Robert (58)

Bekaert, Geert (52)

Harvey, Campbell (51)

Bollerslev, Tim (43)

Hamilton, James (42)

Ratti, Ronald (36)

Baur, Dirk (34)

Kilian, Lutz (33)

Main data

Where Duc Khuong Nguyen has published?

Journals with more than one article published# docs
Energy Economics11
Economic Modelling9
Journal of International Financial Markets, Institutions and Money8
Applied Economics6
Economics Bulletin6
Energy Policy5
Journal of Banking & Finance4
Journal of International Money and Finance4
Emerging Markets Review3
Applied Financial Economics3
European Journal of Operational Research2
Applied Economics Letters2
European Journal of Comparative Economics2
Resources Policy2

Working Papers Series with more than one paper published# docs
Working Papers / Department of Research, Ipag Business School34
Working Papers / HAL12
MPRA Paper / University Library of Munich, Germany11
Working Papers / Development and Policies Research Center (DEPOCEN), Vietnam7
Post-Print / HAL6
Working Papers / University of Pretoria, Department of Economics3

Recent works citing Duc Khuong Nguyen (2018 and 2017)

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). Majdoub, Jihed ; Arrak, Islem ; Mansour, Walid. 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). Majdoub, Jihed ; Arrak, Islem ; Mansour, Walid. 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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2017Managing Energy Price Risk using Futures Contracts: A Comparative Analysis. (2017). Hanly, Jim. In: The Energy Journal. RePEc:aen:journl:ej38-3-hanly.

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2017The relationship between oil and stock prices: The case of developing and developed countries. (2017). Tuna, Gulfen ; Gole, Nazire. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(613):y:2017:i:4(613):p:97-108.

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2017Price Volatility Modelling – Wheat: GARCH Model Application. (2017). Ermak, M ; Maitah, M ; Malec, K. In: AGRIS on-line Papers in Economics and Informatics. RePEc:ags:aolpei:276061.

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

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2017DOES FEAR (VIX INDEX) INCITE VOLATILITY IN FOOD PRICES?. (2017). Inar, Gokhan ; Uzmay, Ayse. In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:266472.

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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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2017Long memory features and relationship stability of Asia-Pacific currencies against USD. (2017). Sankarkumar, Amirdha Vasani ; Sigo, Marxia Oli ; Maniam, Balasundram ; Selvam, Murugesan. In: Business and Economic Horizons (BEH). RePEc:ags:pdcbeh:264628.

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2017Burst and inter-burst duration statistics as empirical test of long-range memory in the financial markets. (2017). Gontis, V ; Kononovicius, A. In: Papers. RePEc:arx:papers:1701.01255.

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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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2017Computational Analysis of the structural properties of Economic and Financial Networks. (2017). Emmert-Streib, Frank ; Dehmer, Matthias ; Jodlbauer, Herbert ; Yli-Harja, Olli ; Tripathi, Shailesh ; Kanniainen, Juho ; Baltakys, Kestutis ; Musa, Aliyu. In: Papers. RePEc:arx:papers:1710.04455.

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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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2018Total, 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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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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2017I know what you did during the last bubble: Determinants of housing bubbles duration in OECD countries. (2017). Sanin Restrepo, Sebastian ; Gomez-Gonzalez, Jose ; Amador Torres, Juan ; Sanin-Restrepo, Sebastian ; Amador-Torres, Sebastian J. In: Borradores de Economia. RePEc:bdr:borrec:1005.

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2017Uncovering the time-varying nature of causality between oil prices and stock market returns: A multi-country study. (2017). Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose. In: Borradores de Economia. RePEc:bdr:borrec:1009.

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2017Dynamic Connectedness and Causality between Oil prices and Exchange Rates. (2017). Uribe, Jorge ; Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose. In: Borradores de Economia. RePEc:bdr:borrec:1025.

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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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2017Impact of the global financial crisis on Islamic and conventional stocks and bonds. (2017). Akhtar, Shumi ; Smith, Tom ; Jahromi, Maria. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:3:p:623-655.

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2017Time-Varying Linkage of Possible Safe Haven Assets: A Cross-Market and Cross-asset Analysis. (2017). Nguyen, Phong ; Liu, Wei-Han. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:1:p:43-76.

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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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2017The feasibility of currency union in Gulf Cooperation Council countries: A business cycle synchronisation view. (2017). Essaadi, Essahbi. In: The World Economy. RePEc:bla:worlde:v:40:y:2017:i:10:p:2153-2171.

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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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2017Money supply and inflation dynamics in the Asia-Pacific economies: a time-frequency approach. (2017). Bekiros, Stelios ; Javier, Vidal-Garcia ; Gazi, Uddin ; Ahmed, Muzaffar ; Stelios, Bekiros . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:21:y:2017:i:3:p:12:n:3.

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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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2017Modeling the spillovers between stock market and money market in Nigeria. (2017). Salisu, Afees ; Isah, Kazeem. In: Working Papers. RePEc:cui:wpaper:0023.

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2017Modelling Return and Volatility Spillovers in Global Foreign Exchange Markets. (2017). Salisu, Afees ; Oyewole, Oluwatomisin ; fasanya, Ismail. In: Working Papers. RePEc:cui:wpaper:0030.

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2017A new look at the stock price-exchange rate nexus. (2017). Salisu, Afees ; Ndako, Umar. In: Working Papers. RePEc:cui:wpaper:0031.

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2017US stocks in the presence of oil price risk: Large cap vs. Small cap. (2017). Salisu, Afees ; Oloko, Tirimisiyu ; Swaray, Raymond. In: Working Papers. RePEc:cui:wpaper:0037.

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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 ; Alimi, Wasiu A ; Emmanuel, Zachariah ; 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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2017Diminishing Inter-Linkages of the South East European Stock Markets. (2017). Naumoski, Aleksandar ; Gaber-Naumoska, Vasilka ; Arsov, Sasho . In: ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH. RePEc:cys:ecocyb:v:50:y:2017:i:3:p:91-108.

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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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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). Roubaud, David ; Bouri, Elie ; Lien, Donald ; Kachacha, Imad . In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00098.

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2017Oil prices, renewable energy, CO2 emissions and economic growth in OECD countries. (2017). Zaghdoudi, Taha. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00582.

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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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2017An Analysis of Determinants Affecting the Returns of Dow Jones Sustainability Index United States. (2017). Pitoska, Electra ; Tsilikas, Charalampos ; Giannarakis, Grigoris ; KATARACHIA, Androniki . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-03-16.

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2017Dynamic Relations between Stock Price and Exchange Rate: Evidence from South Asia. (2017). Ali, Mostafa ; Sun, Gang. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-03-44.

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2017The Effect of Baltic Dry Index, Gold, Oil and USA Trade Balance on Dow Jones Sustainability Index World. (2017). Giannarakis, Grigoris ; Georganakis, Christos ; Sormas, Asterios ; Lemonakis, Christos. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-05-18.

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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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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, Hussain Ali ; Harun, Nor Hamisham . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-02-26.

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2017The Dynamics of Financial and Macroeconomic Determinants in Natural Gas and Crude Oil Markets: Evidence from Organization for Economic Cooperation and Development/Gulf Cooperation Council/Organization. (2017). Karacaer-Ulusoy, Merve ; Kapusuzoglu, Ayhan . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-03-21.

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2017Does Oil Prices Uncertainty Affect Stock Returns in Russia: A Bivariate Generalized Autoregressive Conditional Heteroskedasticity-in-Mean Approach. (2017). Bass, Alexander. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-04-27.

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2017Crude Oil Price Volatility and its Impact on Nigerian Stock Market Performance (1985-2014). (2017). Ojikutu, Olamide T ; Isehunwa, Sunday O ; Onolemhemhen, Rita U. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-05-34.

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2017Examining Energy Futures Market Efficiency Under Multiple Regime Shifts. (2017). Buberkoku, Onder. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-06-8.

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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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2017Oil and stock markets before and after financial crises : a local Gaussian correlation approach. (2017). Panagiotidis, Theodore ; Bampinas, Georgios. In: Bank of Estonia Working Papers. RePEc:eea:boewps:wp2016-11.

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2017.

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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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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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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 ; 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 ; Kutan, Ali ; Balcilar, Mehmet. 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). Roubaud, David ; Bouri, Elie ; Wen, Xiaoqian. In: Economic Modelling. RePEc:eee:ecmode:v:62:y:2017:i:c:p:194-206.

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2017Can asymmetric conditional volatility imply asymmetric tail dependence?. (2017). Kim, Jong-Min ; Jung, Hojin. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:409-418.

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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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2017Revisiting the oil price and stock market nexus: A nonlinear Panel ARDL approach. (2017). Salisu, Afees ; Isah, Kazeem. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:258-271.

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2017Calculating Value-at-Risk for high-dimensional time series using a nonlinear random mapping model. (2017). Zhang, Heng-Guo ; Su, Fei ; Xiao, Ran ; Qiu, Shuqi ; Song, Yan. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:355-367.

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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). Jebabli, Ikram ; Roubaud, David. 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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2018What determines the long-term correlation between oil prices and exchange rates?. (2018). Yang, Lu ; Hamori, Shigeyuki ; Cai, Xiaojing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:140-152.

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2018International economic policy uncertainty and stock prices revisited: Multiple and Partial wavelet approach. (2018). Das, Debojyoti ; Kumar, Surya Bhushan . In: Economics Letters. RePEc:eee:ecolet:v:164:y:2018:i:c:p:100-108.

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2017Revisiting the relationship between suicide and unemployment: Evidence from linear and nonlinear cointegration. (2017). Chang, Tsangyao ; Chen, Wen-Yi. In: Economic Systems. RePEc:eee:ecosys:v:41:y:2017:i:2:p:266-278.

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2018Geopolitical risks and stock market dynamics of the BRICS. (2018). GUPTA, RANGAN ; Demirer, Riza ; Balcilar, Mehmet ; Bonato, Matteo. In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:2:p:295-306.

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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.
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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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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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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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2017Can investors of Chinese energy stocks benefit from diversification into commodity futures? In: Economic Modelling.
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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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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.(2014) In: Working Papers.
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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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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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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]		article25
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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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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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.
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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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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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2013Conditional dependence structure between oil prices and exchange rates: A copula-GARCH approach 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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2016Analyst Earnings Forecasts, Individual Investors’Expectations and Trading Volume: An Experimental Approach In: Post-Print.
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2016Analyst Earnings Forecasts, Individual Investors’Expectations and Trading Volume: An Experimental Approach.(2016) In: Bankers, Markets & Investors.
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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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Asymmetric and nonlinear pass-through of energy prices to CO2 emission allowance prices.() In: NIPE Working Papers.
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2018Governance issues in business and finance in the wake of the global financial crisis In: Journal of Management & Governance.
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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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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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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.
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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 In: MPRA Paper.
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2017Fiscal Policy Interventions at the Zero Lower Bound In: MPRA Paper.
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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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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.
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2018The shifting dependence dynamics between the G7 stock markets In: Quantitative Finance.
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