31
H index
62
i10 index
3215
Citations
Duc Khuong Nguyen : Citation Profile
Institut de Préparation à l'Administration et à la Gestion (IPAG) | RESEARCH PRODUCTION: 104 Articles 91 Papers 1 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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18 years (2002 - 2020). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Duc Khuong Nguyen. | Is cited by:
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Main data
Where Duc Khuong Nguyen has published?
Recent works citing Duc Khuong Nguyen (2020 and 2019)
| Year | Title of citing document | |
|---|---|---|
| 2018 | Volatility 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. Full description at Econpapers || Download paper | |
| 2018 | Volatility 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. Full description at Econpapers || Download paper | |
| 2019 | Foreign Direct Investment, Domestic Investment and Green Growth in Nigeria: Any Spillovers?. (2019). Asongu, Simplice ; Adejumo, Akintoye V. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/078. Full description at Econpapers || Download paper | |
| 2019 | Dependence risk analysis in energy, agricultural and precious metals commodities: A pair vine copula approach. (2019). Tiwari, Aviral ; Ji, Qiang ; Raheem, Ibrahim D. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/092. Full description at Econpapers || Download paper | |
| 2018 | Linkages 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. Full description at Econpapers || Download paper | |
| 2018 | Oil 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. Full description at Econpapers || Download paper | |
| 2019 | Foreign Direct Investment, Domestic Investment and Green Growth in Nigeria: Any Spillovers?. (2019). Asongu, Simplice ; Adejumo, Akintoye V. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/078. Full description at Econpapers || Download paper | |
| 2019 | Dependence risk analysis in energy, agricultural and precious metals commodities: A pair vine copula approach. (2019). Tiwari, Aviral ; Raheem, Ibrahim ; Ji, Qiang. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/092. Full description at Econpapers || Download paper | |
| 2020 | New Insight into the Causal Linkage between Economic Expansion, FDI, Coal consumption, Pollutant emissions and Urbanization in South Africa. (2020). Bekun, Festus V ; Joshua, Udi ; Sarkodie, Samuel A. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:20/011. Full description at Econpapers || Download paper | |
| 2020 | Analyzing the robustness of ARIMA and neural networks as a predictive model of crude oil prices. (2020). Yadav, Miklesh ; Sharma, Sudhi. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(623):y:2020:i:2(623):p:289-300. Full description at Econpapers || Download paper | |
| 2019 | Exchange 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. Full description at Econpapers || Download paper | |
| 2018 | Is 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. Full description at Econpapers || Download paper | |
| 2018 | Asymmetric 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. Full description at Econpapers || Download paper | |
| 2017 | Biased Risk Parity with Fractal Model of Risk. (2017). Drozdov, Ilia ; Kamenshchikov, Sergey . In: Papers. RePEc:arx:papers:1703.09667. Full description at Econpapers || Download paper | |
| 2019 | Total, asymmetric and frequency connectedness between oil and forex markets. (2019). Kocenda, Evzen ; BarunÃk, Jozef ; Kovcenda, Evvzen. In: Papers. RePEc:arx:papers:1805.03980. Full description at Econpapers || Download paper | |
| 2018 | Panel quantile regressions for estimating and predicting the Value--at--Risk of commodities. (2018). BarunÃk, Jozef ; Vcech, Frantivsek. In: Papers. RePEc:arx:papers:1807.11823. Full description at Econpapers || Download paper | |
| 2018 | Randomization Tests for Equality in Dependence Structure. (2018). Seo, Juwon. In: Papers. RePEc:arx:papers:1811.02105. Full description at Econpapers || Download paper | |
| 2018 | Diversifying 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. Full description at Econpapers || Download paper | |
| 2019 | A Regulated Market Under Sanctions: On Tail Dependence Between Oil, Gold, and Tehran Stock Exchange Index. (2019). Volchenkov, Dimitri ; Shirvani, Abootaleb. In: Papers. RePEc:arx:papers:1911.01826. Full description at Econpapers || Download paper | |
| 2019 | Change-point Analysis in Financial Networks. (2019). Guhathakurta, Kousik ; Banerjee, Sayantan. In: Papers. RePEc:arx:papers:1911.05952. Full description at Econpapers || Download paper | |
| 2019 | Sanction or Financial Crisis? An Artificial Neural Network-Based Approach to model the impact of oil price volatility on Stock and industry indices. (2019). Yaghoubi, Nourmohammad ; Tehrani, Reza ; Ezazi, Mohammadesmaeil ; Kokabisaghi, Somayeh. In: Papers. RePEc:arx:papers:1912.04015. Full description at Econpapers || Download paper | |
| 2019 | Portfolio optimization based on forecasting models using vine copulas: An empirical assessment for the financial crisis. (2019). Stephan, Andreas ; Sahamkhadam, Maziar. In: Papers. RePEc:arx:papers:1912.10328. Full description at Econpapers || Download paper | |
| 2020 | The Impact of Oil and Gold Prices Shock on Tehran Stock Exchange: A Copula Approach. (2020). Payandeh, Amir ; Ofoghi, Reza ; Qazvini, Marjan. In: Papers. RePEc:arx:papers:2001.11275. Full description at Econpapers || Download paper | |
| 2020 | Sector connectedness in the Chinese stock markets. (2020). Zhou, Wei-Xing ; Wang, Gang-Jin ; Ma, Jun-Chao ; Jiang, Zhi-Qiang ; Shen, Ying-Ying. In: Papers. RePEc:arx:papers:2002.09097. Full description at Econpapers || Download paper | |
| 2020 | Copula-based local dependence between energy, agriculture and metal commodity markets. (2020). Tiwari, Aviral ; Albulescu, Claudiu ; Ji, Qiang. In: Papers. RePEc:arx:papers:2003.04007. Full description at Econpapers || Download paper | |
| 2020 | Turn-of-the Year Affect in Gold Prices: Decomposition Analysis. (2020). Gulseven, Osman. In: Papers. RePEc:arx:papers:2003.11027. Full description at Econpapers || Download paper | |
| 2020 | Mapping Coupled Time-series Onto Complex Network. (2020). Jafari, Reza G ; Haven, Emmanuel ; Sheykhali, Somaye ; Askari, Jafar ; Ardalankia, Jamshid. In: Papers. RePEc:arx:papers:2004.13536. Full description at Econpapers || Download paper | |
| 2020 | Can Volatility Solve the Na\ive Diversification Puzzle?. (2020). Zalla, Ryan ; Curran, Michael . In: Papers. RePEc:arx:papers:2005.03204. Full description at Econpapers || Download paper | |
| 2020 | iConVis: Interactive Visual Exploration of the Default Contagion Risk of Networked-Guarantee Loans. (2020). Zhang, Jiawan ; Cheng, Dawei ; Wu, Junqi ; LI, Runlin ; Niu, Zhibin . In: Papers. RePEc:arx:papers:2006.09542. Full description at Econpapers || Download paper | |
| 2019 | Regime-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. Full description at Econpapers || Download paper | |
| 2020 | Stock Market Sensitivity to Macroeconomic Factors: Evidence from China and India. (2020). Faniband, Muhammadriyaj ; Chellaswamy, Karthigai Prakasam. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:146-159. Full description at Econpapers || Download paper | |
| 2020 | The Dynamic Relationships between the Baltic Dry Index and the BRICS Stock Markets: A Wavelet Analysis. (2020). Wang, Mei-Chih ; Chen, Chan-Sheng ; Chiu, Chien-Liang ; Kuo, Pao-Lan. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:340-351. Full description at Econpapers || Download paper | |
| 2019 | The 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. Full description at Econpapers || Download paper | |
| 2020 | Do macroeconomic factors impact corporate debt? Evidence from India. (2020). Marulkar, Kedar ; Faniband, Muhammadriyaj. In: Asian Journal of Empirical Research. RePEc:asi:ajoerj:2020:p:16-23. Full description at Econpapers || Download paper | |
| 2017 | Stock Market Integration and Financial Crises: Evidence from Chinese Sectoral Portfolios. (2017). Daly, Vincent ; Li, Hong. In: Review of Economics & Finance. RePEc:bap:journl:170403. Full description at Econpapers || Download paper | |
| 2018 | Interdependence 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. Full description at Econpapers || Download paper | |
| 2019 | The Distributional Effects of Conventional Monetary Policy and Quantitative Easing: Evidence from an Estimated DSGE Model. (2019). Vogel, Lukas ; Priftis, Romanos ; Hohberger, Stefan. In: Staff Working Papers. RePEc:bca:bocawp:19-6. Full description at Econpapers || Download paper | |
| 2017 | Earnings 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. Full description at Econpapers || Download paper | |
| 2017 | CONDITIONAL 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. Full description at Econpapers || Download paper | |
| 2020 | Food–oil volatility spillovers and the impact of distinct biofuel policies on price uncertainties on feedstock markets. (2020). Saucedo, Alberto ; Herwartz, Helmut. In: Agricultural Economics. RePEc:bla:agecon:v:51:y:2020:i:3:p:387-402. Full description at Econpapers || Download paper | |
| 2018 | Predictive 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. Full description at Econpapers || Download paper | |
| 2019 | The Core, Periphery, and Beyond: Stock Market Comovements among EU and Non‐EU Countries. (2019). McCarthy, Joseph ; Goldstein, Michael A ; Orlov, Alexei G. In: The Financial Review. RePEc:bla:finrev:v:54:y:2019:i:1:p:5-56. Full description at Econpapers || Download paper | |
| 2017 | How 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. Full description at Econpapers || Download paper | |
| 2018 | Structural 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. Full description at Econpapers || Download paper | |
| 2019 | The 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. Full description at Econpapers || Download paper | |
| 2018 | What 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. Full description at Econpapers || Download paper | |
| 2018 | Joint and conditional dependence modeling of peak district heating demand and outdoor temperature: a copula-based approach. (2018). Di Lascio, F. Marta L. ; Righetti, Maurizio ; Menapace, Andrea ; Marta, F. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps53. Full description at Econpapers || Download paper | |
| 2017 | THE 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. Full description at Econpapers || Download paper | |
| 2018 | Oil 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. Full description at Econpapers || Download paper | |
| 2018 | Energy 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. Full description at Econpapers || Download paper | |
| 2019 | CO2 Emissions and GDP: Evidence from China. (2019). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Claudio-Quiroga, Gloria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7881. Full description at Econpapers || Download paper | |
| 2019 | Tracing the Genesis of Contagion in the Oil-Finance Nexus. (2019). Mahadeo, Scott ; Legrenzi, Gabriella ; Heinlein, Reinhold. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7925. Full description at Econpapers || Download paper | |
| 2019 | Macro-Financial Linkages in the High-Frequency Domain: The Effects of Uncertainty on Realized Volatility. (2019). Caporale, Guglielmo Maria ; Yfanti, Stavroula ; Karanasos, Menelaos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8000. Full description at Econpapers || Download paper | |
| 2020 | On the Exchange Rate and Economic Policy Uncertainty Nexus: A Panel VAR Approach for Emerging Markets. (2020). Rault, Christophe ; Abid, Abir. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8189. Full description at Econpapers || Download paper | |
| 2019 | Wholesale fuel price adjustment in Poland: examination of competi-tive performance. (2019). Bejger, Sylwester. In: Ekonomia i Prawo. RePEc:cpn:umkeip:v:18:y:2019:i:4:p:385-412. Full description at Econpapers || Download paper | |
| 2018 | Exchange 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. Full description at Econpapers || Download paper | |
| 2018 | US shale oil and the behaviour of commodity prices. (2018). Salisu, Afees ; Adediran, Idris. In: Working Papers. RePEc:cui:wpaper:0047. Full description at Econpapers || Download paper | |
| 2018 | United we stand, divided we fall: A PANICCA test evidence for stock exchanges in OECD. (2018). Salisu, Afees. In: Working Papers. RePEc:cui:wpaper:0049. Full description at Econpapers || Download paper | |
| 2018 | Predicting 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. Full description at Econpapers || Download paper | |
| 2018 | Testing the predictability of commodity prices in stock returns: A new perspective. (2018). Isah, Kazeem ; Raheem, Ibrahim D. In: Working Papers. RePEc:cui:wpaper:0061. Full description at Econpapers || Download paper | |
| 2019 | Volatility transmission between oil prices and banks stock prices as a new source of instability: Lessons from the US Experience. (2019). Ehouman, Yao Axel. In: EconomiX Working Papers. RePEc:drm:wpaper:2019-19. Full description at Econpapers || Download paper | |
| 2019 | Does U.S. Equity market uncertainty and implied stock market volatility affect the GCC stock markets?. (2019). Alqahtani, Abdullah. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00909. Full description at Econpapers || Download paper | |
| 2019 | Disentangling 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. Full description at Econpapers || Download paper | |
| 2018 | Examining 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. Full description at Econpapers || Download paper | |
| 2019 | Stock 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. Full description at Econpapers || Download paper | |
| 2018 | International 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. Full description at Econpapers || Download paper | |
| 2018 | The 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. Full description at Econpapers || Download paper | |
| 2018 | Forecasting 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. Full description at Econpapers || Download paper | |
| 2018 | The 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. Full description at Econpapers || Download paper | |
| 2018 | Relationship 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. Full description at Econpapers || Download paper | |
| 2019 | Do 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. Full description at Econpapers || Download paper | |
| 2019 | Testing 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. Full description at Econpapers || Download paper | |
| 2019 | Portfolio 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. Full description at Econpapers || Download paper | |
| 2019 | Global 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. Full description at Econpapers || Download paper | |
| 2019 | The 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. Full description at Econpapers || Download paper | |
| 2019 | The 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. Full description at Econpapers || Download paper | |
| 2019 | The Impact of Oil Price Uncertainty on Stock Returns in Gulf Countries. (2019). Ahmad, Shabbir. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2019-06-54. Full description at Econpapers || Download paper | |
| 2020 | Crude Oil Option Market Parameters and Their Impact on the Cost of Hedging by Long Strap Strategy. (2020). Iwaszczuk, Natalia ; Lamasz, Bartosz. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-01-58. Full description at Econpapers || Download paper | |
| 2020 | Long run Association of Stock Prices and Crude Oil Prices: Evidence from Saudi Arabia. (2020). , Abdulrahman ; Rahman, Abdul. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-02-16. Full description at Econpapers || Download paper | |
| 2020 | Wavelet Analysis of Renewable, Non-renewable Energy Consumption and Environmental Degradation as a Precursor to Economic Growth: Evidence from Malaysia. (2020). Kamarulzaman, Rashidah ; Ali, Azlan ; Ahmad, Mohd Shahril ; Soetrisno, Fathan K. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-03-22. Full description at Econpapers || Download paper | |
| 2020 | Price Discovery in Crude Oil Markets: Intraday Volatility Interactions between Crude Oil Futures and Energy Exchange Traded Funds. (2020). Ulusoy, Veysel ; Ozdurak, Caner. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-03-51. Full description at Econpapers || Download paper | |
| 2017 | The 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. Full description at Econpapers || Download paper | |
| 2017 | Detecting 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. Full description at Econpapers || Download paper | |
| 2018 | Usefulness 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. Full description at Econpapers || Download paper | |
| 2018 | New 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. Full description at Econpapers || Download paper | |
| 2019 | Examining 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. Full description at Econpapers || Download paper | |
| 2019 | Impact 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. Full description at Econpapers || Download paper | |
| 2019 | A novel GDP prediction technique based on transfer learning using CO2 emission dataset. (2019). Muhuri, Pranab K ; Kumar, Sandeep. In: Applied Energy. RePEc:eee:appene:v:253:y:2019:i:c:65. Full description at Econpapers || Download paper | |
| 2020 | Probabilistic forecasts of time and energy flexibility in battery electric vehicle charging. (2020). Weinhardt, Christof ; Dann, David ; Huber, Julian. In: Applied Energy. RePEc:eee:appene:v:262:y:2020:i:c:s0306261920300374. Full description at Econpapers || Download paper | |
| 2020 | Complexities and contradictions in the global energy transition: A re-evaluation of country-level factors and dependencies. (2020). Worden, S ; Harris, J ; Owen, J R ; Svobodova, K. In: Applied Energy. RePEc:eee:appene:v:265:y:2020:i:c:s0306261920302907. Full description at Econpapers || Download paper | |
| 2019 | Harmful 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. Full description at Econpapers || Download paper | |
| 2019 | The 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. Full description at Econpapers || Download paper | |
| 2018 | Improving 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. Full description at Econpapers || Download paper | |
| 2019 | Value-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. Full description at Econpapers || Download paper | |
| 2019 | Effective energy commodity risk management: Econometric modeling of price volatility. (2019). HALKOS, GEORGE ; Tsirivis, Apostolos S. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:63:y:2019:i:c:p:234-250. Full description at Econpapers || Download paper | |
| 2019 | US monetary policy, oil and gold prices: Which has a greater impact on BRICS stock markets?. (2019). Sensarma, Rudra ; Ansari, Md Gyasuddin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:64:y:2019:i:c:p:130-151. Full description at Econpapers || Download paper | |
| 2020 | An assessment of contagion risks in the banking system using non-parametric and Copula approaches. (2020). Duong, Duy ; Nguyen, Sang Phu ; Nasir, Muhammad Ali ; Duc, Toan Luu. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:65:y:2020:i:c:p:105-116. Full description at Econpapers || Download paper | |
| 2017 | US 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. Full description at Econpapers || Download paper | |
| 2017 | Parameter 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. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
Duc Khuong Nguyen has edited the books:
| Year | Title | Type | Cited |
|---|
Works by Duc Khuong Nguyen:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2016 | Asymmetric Linkages between BRICS Stock Returns and Country Risk Ratings: Evidence from Dynamic Panel Threshold Models In: Review of International Economics. [Full Text][Citation analysis] | article | 17 |
| 2016 | Dynamic 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. [Full Text][Citation analysis] | article | 2 |
| 2015 | Business cycle (de)synchronization in the aftermath of the global financial crisis: implications for the Euro area In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 16 |
| 2014 | Business Cycle (De)Synchronization in the Aftermath of the Global Financial Crisis: Implications for the Euro Area.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
| 2012 | MODELING NONLINEAR AND HETEROGENEOUS DYNAMIC LINKS IN INTERNATIONAL MONETARY MARKETS In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 1 |
| 2007 | Testing for Structural Breaks and Dynamic Changes in Emerging Market Volatility In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Does Macroeconomic Transparency Help Governments Be Solvent? Evidence from Recent Data In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | DOES MACROECONOMIC TRANSPARENCY HELP GOVERNMENTS BE SOLVENT?: EVIDENCE FROM RECENT DATA.(2008) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | chapter | |
| 2013 | A wavelet-based copula approach for modeling market risk in agricultural commodity markets In: Working Papers. [Full Text][Citation analysis] | paper | 13 |
| 2007 | The Comovements in International Stock Markets: New Evidence from Latin American Emerging Countries In: Working Papers. [Full Text][Citation analysis] | paper | 15 |
| 2008 | THE COMOVEMENTS IN INTERNATIONAL STOCK MARKETS: NEW EVIDENCE FROM LATIN AMERICAN EMERGING COUNTRIES.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
| 2010 | The comovements in international stock markets: new evidence from Latin American emerging countries.(2010) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | article | |
| 2010 | Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models In: Working Papers. [Full Text][Citation analysis] | paper | 88 |
| 2012 | Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models.(2012) In: Energy Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 88 | article | |
| 2012 | Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models.(2012) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 88 | paper | |
| 2010 | Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 88 | paper | |
| 2010 | Modeling nonlinear and heterogeneous dynamic linkages in international monetary markets In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2010 | Global Financial Crisis, Extreme Interdependences, and Contagion E§ects: The Role of Economic Structure In: Working Papers. [Full Text][Citation analysis] | paper | 184 |
| 2011 | Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure?.(2011) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 184 | article | |
| 2011 | How strong is the global integration of emerging market regions? An empirical assessment In: EconomiX Working Papers. [Full Text][Citation analysis] | paper | 40 |
| 2011 | How strong is the global integration of emerging market regions? An empirical assessment.(2011) In: Economic Modelling. [Full Text][Citation analysis] This paper has another version. Agregated cites: 40 | article | |
| 2008 | More on corporate diversification, firm size and value creation In: Economics Bulletin. [Full Text][Citation analysis] | article | 2 |
| 2008 | An empirical analysis of structural changes in emerging market volatility In: Economics Bulletin. [Full Text][Citation analysis] | article | 4 |
| 2009 | Does financing behavior of Tunisian firms follow the predictions of the market timing theory of capital structure? In: Economics Bulletin. [Full Text][Citation analysis] | article | 1 |
| 2011 | Modeling the volatility of Mediterranean stock markets: a regime-switching approach In: Economics Bulletin. [Full Text][Citation analysis] | article | 5 |
| 2012 | Nonlinear modeling of oil and stock price dynamics: segmentation or time-varying integration? In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2012 | Oil-stock volatility transmission, portfolio selection and hedging In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2018 | Fiscal policy interventions at the zero lower bound In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 0 |
| 2017 | Fiscal Policy Interventions at the Zero Lower Bound.(2017) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2019 | Cojumps and asset allocation in international equity markets In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 0 |
| 2019 | Cojumps and asset allocation in international equity markets.(2019) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Cojumps and Asset Allocation in International Equity Markets.(2018) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2011 | Return and volatility transmission between world oil prices and stock markets of the GCC countries In: Economic Modelling. [Full Text][Citation analysis] | article | 118 |
| 2011 | Return and volatility transmission between world oil prices and stock markets of the GCC countries.(2011) In: EcoMod2011. [Full Text][Citation analysis] This paper has another version. Agregated cites: 118 | paper | |
| 2012 | Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS In: Economic Modelling. [Full Text][Citation analysis] | article | 15 |
| 2012 | Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS.(2012) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
| 2012 | Assessing the impacts of oil price fluctuations on stock returns in emerging markets In: Economic Modelling. [Full Text][Citation analysis] | article | 62 |
| 2013 | Testing the relationships between energy consumption and income in G7 countries with nonlinear causality tests In: Economic Modelling. [Full Text][Citation analysis] | article | 35 |
| 2014 | Testing the relationships between energy consumption and income in G7 countries with nonlinear causality tests.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 35 | paper | |
| 2014 | Causal interactions between CO2 emissions, FDI, and economic growth: Evidence from dynamic simultaneous-equation models In: Economic Modelling. [Full Text][Citation analysis] | article | 83 |
| 2014 | Causal interactions between CO2 emissions, FDI, and economic growth: Evidence from dynamic simultaneous-equation models.(2014) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 83 | paper | |
| 2015 | World gold prices and stock returns in China: Insights for hedging and diversification strategies In: Economic Modelling. [Full Text][Citation analysis] | article | 83 |
| 2013 | World gold prices and stock returns in China: insights for hedging and diversification strategies.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 83 | paper | |
| 2014 | World gold prices and stock returns in China: insights for hedging and diversification strategies.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 83 | paper | |
| 2016 | Real growth co-movements and business cycle synchronization in the GCC countries: Evidence from time-frequency analysis In: Economic Modelling. [Full Text][Citation analysis] | article | 10 |
| 2017 | Can investors of Chinese energy stocks benefit from diversification into commodity futures? In: Economic Modelling. [Full Text][Citation analysis] | article | 4 |
| 2018 | A tale of two risks in the EMU sovereign debt markets In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2015 | Are stock prices related to the political uncertainty index in OECD countries? Evidence from the bootstrap panel causality test In: Economic Systems. [Full Text][Citation analysis] | article | 29 |
| 2013 | Are Stock Prices Related to Political Uncertainty Index in OECD Countries? Evidence from Bootstrap Panel Causality Test.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
| 2013 | Are Stock Prices Related to Political Uncertainty Index in OECD Countries? Evidence from Bootstrap Panel Causality Test.(2013) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
| 2017 | Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 24 |
| 2016 | Information Diffusion, Cluster formation and Entropy-based Network Dynamics in Equity and Commodity Markets.(2016) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
| 2017 | Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 7 |
| 2016 | Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios.(2016) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2014 | Do global factors impact BRICS stock markets? A quantile regression approach In: Emerging Markets Review. [Full Text][Citation analysis] | article | 117 |
| 2014 | Do global factors impact BRICS stock markets? A quantile regression approach.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 117 | paper | |
| 2014 | Dependence of stock and commodity futures markets in China: Implications for portfolio investment In: Emerging Markets Review. [Full Text][Citation analysis] | article | 23 |
| 2015 | Are Sharia stocks, gold and U.S. Treasury hedges and/or safe havens for the oil-based GCC markets? In: Emerging Markets Review. [Full Text][Citation analysis] | article | 29 |
| 2018 | Market integration and financial linkages among stock markets in Pacific Basin countries In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 4 |
| 2012 | On the impacts of oil price fluctuations on European equity markets: Volatility spillover and hedging effectiveness In: Energy Economics. [Full Text][Citation analysis] | article | 157 |
| 2013 | A time-varying copula approach to oil and stock market dependence: The case of transition economies In: Energy Economics. [Full Text][Citation analysis] | article | 73 |
| 2013 | On the short- and long-run efficiency of energy and precious metal markets In: Energy Economics. [Full Text][Citation analysis] | article | 19 |
| 2013 | On the short- and long-run efficiency of energy and precious metal markets.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
| 2014 | Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory In: Energy Economics. [Full Text][Citation analysis] | article | 132 |
| 2014 | Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 132 | paper | |
| 2014 | Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 132 | paper | |
| 2014 | Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management In: Energy Economics. [Full Text][Citation analysis] | article | 18 |
| 2014 | Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
| 2014 | Dynamic spillovers among major energy and cereal commodity prices In: Energy Economics. [Full Text][Citation analysis] | article | 95 |
| 2014 | Dynamic spillovers among major energy and cereal commodity prices.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 95 | paper | |
| 2014 | What explain the short-term dynamics of the prices of CO2 emissions? In: Energy Economics. [Full Text][Citation analysis] | article | 44 |
| 2014 | What explains the short-term dynamics of the prices of CO2 emissions?.(2014) In: NIPE Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 44 | paper | |
| 2015 | An empirical analysis of energy cost pass-through to CO2 emission prices In: Energy Economics. [Full Text][Citation analysis] | article | 14 |
| 2015 | On the relationships between CO2 emissions, energy consumption and income: The importance of time variation In: Energy Economics. [Full Text][Citation analysis] | article | 47 |
| 2016 | Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk In: Energy Economics. [Full Text][Citation analysis] | article | 26 |
| 2014 | Risk Spillovers across the Energy and Carbon Markets and Hedging Strategies for Carbon Risk.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
| 2019 | A conditional dependence approach to CO2-energy price relationships In: Energy Economics. [Full Text][Citation analysis] | article | 0 |
| 2020 | U.S. equity and commodity futures markets: Hedging or financialization? In: Energy Economics. [Full Text][Citation analysis] | article | 0 |
| 2010 | Time-varying predictability in crude-oil markets: the case of GCC countries In: Energy Policy. [Full Text][Citation analysis] | article | 25 |
| 2010 | Time-varying Predictability in Crude Oil Markets: The Case of GCC Countries.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | paper | |
| 2010 | Oil prices, stock markets and portfolio investment: Evidence from sector analysis in Europe over the last decade In: Energy Policy. [Full Text][Citation analysis] | article | 175 |
| 2010 | Oil Prices, Stock Markets and Portfolio Investment: Evidence from Sector Analysis in Europe over the Last Decade.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 175 | paper | |
| 2014 | Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices In: Energy Policy. [Full Text][Citation analysis] | article | 66 |
| 2014 | Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices.(2014) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 66 | paper | |
| 2014 | Energy prices and CO2 emission allowance prices: A quantile regression approach In: Energy Policy. [Full Text][Citation analysis] | article | 46 |
| 2014 | Energy prices and CO2 emission allowance prices: A quantile regression approach.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 46 | paper | |
| 2014 | Energy prices and CO2 emission allowance prices: A quantile regression approach.(2014) In: NIPE Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 46 | paper | |
| 2015 | Energy conservation policies, growth and trade performance: Evidence of feedback hypothesis in Pakistan In: Energy Policy. [Full Text][Citation analysis] | article | 44 |
| 2016 | Impact of speculation and economic uncertainty on commodity markets In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 36 |
| 2020 | Dynamic volatility spillover effects between oil and agricultural products In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 0 |
| 2015 | Testing for asymmetric causality between U.S. equity returns and commodity futures returns In: Finance Research Letters. [Full Text][Citation analysis] | article | 12 |
| 2012 | Asymmetric 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] | article | 29 |
| 2014 | How 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. [Full Text][Citation analysis] | article | 49 |
| 2013 | How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 49 | paper | |
| 2014 | Financial linkages between US sector credit default swaps markets In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 12 |
| 2014 | Instabilities 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. [Full Text][Citation analysis] | article | 21 |
| 2014 | Can economic uncertainty, financial stress and consumer sentiments predict U.S. equity premium? In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 25 |
| 2013 | Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium?.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | paper | |
| 2014 | Can Economic Uncertainty, Financial Stress and Consumer Senti-ments Predict U.S. Equity Premium?.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | paper | |
| 2013 | Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium?.(2013) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 25 | paper | |
| 2015 | A 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] | article | 22 |
| 2016 | On the time scale behavior of equity-commodity links: Implications for portfolio management In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 17 |
| 2017 | On the robustness of week-day effect to error distributional assumption: International evidence In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 3 |
| 2019 | Financial development, government bond returns, and stability: International evidence In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 0 |
| 2012 | An international CAPM for partially integrated markets: Theory and empirical evidence In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 33 |
| 2017 | Assessing the effects of unconventional monetary policy and low interest rates on pension fund risk incentives In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 6 |
| 2018 | Reprint of: Assessing the effects of unconventional monetary policy and low interest rates on pension fund risk incentives In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 3 |
| 2020 | Enterprise risk management and solvency: The case of the listed EU insurers In: Journal of Business Research. [Full Text][Citation analysis] | article | 0 |
| 2011 | Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 205 |
| 2013 | Conditional dependence structure between oil prices and exchange rates: A copula-GARCH approach In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 91 |
| 2015 | US monetary policy and sectoral commodity prices In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 23 |
| 2017 | Black swan events and safe havens: The role of gold in globally integrated emerging markets In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 22 |
| 2016 | Black Swan Events and Safe Havens: The role of Gold in Globally Integrated Emerging Markets.(2016) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
| 2013 | What can we tell about monetary policy synchronization and interdependence over the 2007–2009 global financial crisis? In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 3 |
| 2013 | What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis?.(2013) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2010 | What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis?.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2015 | Dynamic convergence of commodity futures: Not all types of commodities are alike In: Resources Policy. [Full Text][Citation analysis] | article | 25 |
| 2015 | Multivariate dependence risk and portfolio optimization: An application to mining stock portfolios In: Resources Policy. [Full Text][Citation analysis] | article | 13 |
| 2014 | Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 47 |
| 2012 | Long memory and structural breaks in modeling the return and volatility dynamics of precious metals In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 82 |
| 2013 | Long memory and structural breaks in modeling the return and volatility dynamics of precious metals.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 82 | paper | |
| 2016 | Global financial crisis and spillover effects among the U.S. and BRICS stock markets In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 31 |
| 2014 | Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 51 |
| 2014 | Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 51 | paper | |
| 2002 | Forecasting the Conditional Volatility of Spot and Futures Oil Prices with Structural Breaks and Long Memory Models In: EcoMod2010. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Time-varying characteristics of cross-market linkages with empirical application to Gulf stock markets In: Managerial Finance. [Full Text][Citation analysis] | article | 13 |
| 2008 | Stock market liberalization, structural breaks and dynamic changes in emerging market volatility In: Review of Accounting and Finance. [Full Text][Citation analysis] | article | 2 |
| 2016 | Does Board Gender Diversity Make a Difference - New Evidence from Quantile Regression Analysis In: Post-Print. [Citation analysis] | paper | 6 |
| 2014 | Does Board Gender Diversity Make a Difference? New Evidence from Quantile Regression Analysis.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2015 | Energy markets׳ financialization, risk spillovers, and pricing models In: Post-Print. [Citation analysis] | paper | 4 |
| 2016 | Analyst Earnings Forecasts, Individual Investors’Expectations and Trading Volume: An Experimental Approach In: Post-Print. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Analyst Earnings Forecasts, Individual Investors’Expectations and Trading Volume: An Experimental Approach.(2016) In: Bankers, Markets & Investors. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2019 | Handbook of Energy Finance In: Post-Print. [Citation analysis] | paper | 0 |
| 2019 | Handbook of Energy Finance.(2019) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Energy and environment: Transition models and new policy challenges in the post Paris Agreement In: Post-Print. [Citation analysis] | paper | 1 |
| 2018 | Energy Challenges in an Uncertain World In: Post-Print. [Citation analysis] | paper | 0 |
| 2010 | Synchronization and nonlinear interdependence of short-term interest rates: In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Global financial crisis, liquidity pressure in stock markets and efficiency of central bank interventions In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2010 | Global financial crisis, liquidity pressure in stock markets and efficiency of central bank interventions.(2010) In: Applied Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | article | |
| 2013 | On the relationship between world oil prices and GCC stock markets In: Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 2012 | On the Relationship between World Oil Prices and GCC Stock Markets.(2012) In: Journal of Quantitative Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | article | |
| 2018 | Dynamic connectedness of global currencies: a conditional Granger-causality approach In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | The global and regional factors in the volatility of emerging sovereign bond markets In: American Journal of Finance and Accounting. [Full Text][Citation analysis] | article | 0 |
| 2010 | Stock returns and oil price fluctuations: short and long-run analysis in the GCC context In: International Journal of Global Energy Issues. [Full Text][Citation analysis] | article | 2 |
| 2013 | Regional integration of stock markets in Southeast Europe In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2013 | Long memory and asymmetry in the volatility of commodity markets and Basel Accord: choosing between models In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Modelling Inflation Shifts and Persistence in Tunisia: Perspective from an Evolutionary spectral approach In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2015 | Modeling inflation shifts and persistence in Tunisia: Perspectives from an evolutionary spectral approach.(2015) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2014 | On the detection of extreme movements and persistent behavior in Mediterranean stock markets: a wavelet-based approach In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2014 | On the detection of extreme movements and persistent behaviour in Mediterranean stock markets: a wavelet-based approach.(2014) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
| 2014 | Does the Glass Ceiling Exist? A Longitudinal Study of Women’s Progress on French Corporate Boards In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2014 | Corporate performance of privatized firms in Vietnam In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2014 | The short- and long-term performance of privatization initial public offerings in Europe In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Time-scale comovement between the Indian and world stock markets In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Understanding return and volatility spillovers among major agricultural commodities In: Working Papers. [Full Text][Citation analysis] | paper | 21 |
| 2014 | Diversification benefits and strategic portfolio allocation across asset classes: The case of the US markets In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2014 | Policy uncertainty and performance characteristics of sustainable investments across regions around the global financial crisis In: Working Papers. [Full Text][Citation analysis] | paper | 45 |
| 2014 | Policy uncertainty and performance characteristics of sustainable investments across regions around the global financial crisis.(2014) In: Applied Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 45 | article | |
| 2014 | Carbon emissions - income relationships with structural breaks: the case of the Middle East and North African countries In: Working Papers. [Full Text][Citation analysis] | paper | 35 |
| 2014 | China’s Monetary Policy and Commodity Prices In: Working Papers. [Full Text][Citation analysis] | paper | 13 |
| 2014 | US Monetary Policy and Commodity Sector Prices In: Working Papers. [Full Text][Citation analysis] | paper | 18 |
| 2014 | Assessing the efficiency of the MENA emerging stock markets: A sectoral perspective In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2014 | Oil prices and MENA stock markets:New evidence from nonlinear and asymmetric causalities during and after the crisis period In: Working Papers. [Full Text][Citation analysis] | paper | 56 |
| 2014 | Oil prices and MENA stock markets: new evidence from nonlinear and asymmetric causalities during and after the crisis period.(2014) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 56 | article | |
| 2014 | Responses of international stock markets to oil price surges: a regimeswitching perspective In: Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 2015 | Responses of international stock markets to oil price surges: a regime-switching perspective.(2015) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | article | |
| 2014 | What explains the short In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2014 | Asymmetric and nonlinear passthrough of energy prices to CO2 emission allowance prices In: Working Papers. [Full Text][Citation analysis] | paper | 21 |
| 2014 | Asymmetric and nonlinear pass-through of energy prices to CO2 emission allowance prices.(2014) In: NIPE Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
| 2018 | Governance issues in business and finance in the wake of the global financial crisis In: Journal of Management & Governance. [Full Text][Citation analysis] | article | 0 |
| 2016 | Do liquidity and idiosyncratic risk matter? Evidence from the European mutual fund market In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 5 |
| 2013 | Further evidence on the determinants of regional stock market integration in Latin America In: European Journal of Comparative Economics. [Full Text][Citation analysis] | article | 3 |
| 2016 | Symposium Editorial: Recent issues in the analysis of energy prices In: European Journal of Comparative Economics. [Full Text][Citation analysis] | article | 0 |
| 2017 | Estimating 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. [Full Text][Citation analysis] | article | 0 |
| 2020 | Endogenous Financial Uncertainty and Macroeconomic Volatility: Evidence from the United States In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Dynamic dependence and extreme risk comovement: The case of oil prices and exchange rates In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Assessing the effects of unconventional monetary policy on pension funds risk incentives In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach In: MPRA Paper. [Full Text][Citation analysis] | paper | 6 |
| 2017 | Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach.(2017) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
| 2016 | Dynamic 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. [Full Text][Citation analysis] | paper | 1 |
| 2016 | The 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] | paper | 3 |
| 2017 | The role of trade openness and investment in examining the energy-growth-pollution nexus: empirical evidence for China and India.(2017) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2018 | Modeling and forecasting commodity market volatility with long-term economic and financial variables In: MPRA Paper. [Full Text][Citation analysis] | paper | 5 |
| 2018 | Modeling and Forecasting Commodity Market Volatility with Long-term Economic and Financial Variables.(2018) In: Working Papers on Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2020 | Modeling and forecasting commodity market volatility with long‐term economic and financial variables.(2020) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
| 2015 | Causal Effects of the United States and Japan on Pacific-Rim Stock Markets: Nonparametric Quantile Causality Approach In: Working Papers. [Citation analysis] | paper | 7 |
| 2018 | Causal effects of the United States and Japan on Pacific-Rim stock markets: nonparametric quantile causality approach.(2018) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | article | |
| 2019 | Dynamic integration and network structure of the EMU sovereign bond markets In: Annals of Operations Research. [Full Text][Citation analysis] | article | 0 |
| 2019 | Liquidity risk and the covered bond market in times of crisis: empirical evidence from Germany In: Annals of Operations Research. [Full Text][Citation analysis] | article | 0 |
| 2010 | Stock market integration in Mexico and Argentina: are short- and long-term considerations different? In: Applied Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 2013 | Information technology sector and equity markets: an empirical investigation In: Applied Financial Economics. [Full Text][Citation analysis] | article | 0 |
| 2014 | Time-varying regional integration of stock markets in Southeast Europe In: Applied Economics. [Full Text][Citation analysis] | article | 9 |
| 2018 | Sovereign bond market dependencies and crisis transmission around the eurozone debt crisis: a dynamic copula approach In: Applied Economics. [Full Text][Citation analysis] | article | 2 |
| 2018 | The shifting dependence dynamics between the G7 stock markets In: Quantitative Finance. [Full Text][Citation analysis] | article | 2 |
| 2019 | Environmental Hazards and Risk Management in the Financial Sector: A Systematic Literature Review In: Working Papers on Finance. [Full Text][Citation analysis] | paper | 1 |
| 2018 | Value‐at‐risk under market shifts through highly flexible models In: Journal of Forecasting. [Full Text][Citation analysis] | article | 2 |
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