9
H index
9
i10 index
246
Citations
Massey University (85% share) | 9 H index 9 i10 index 246 Citations RESEARCH PRODUCTION: 27 Articles 6 Papers RESEARCH ACTIVITY: 10 years (2013 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pdo531 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Hung Do. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Energy Economics | 10 |
International Review of Financial Analysis | 6 |
International Review of Economics & Finance | 2 |
Finance Research Letters | 2 |
Working Papers Series with more than one paper published | # docs |
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Working Papers / Copenhagen Business School, Department of Economics | 2 |
Year | Title of citing document |
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2023 | Asymmetric volatility spillover between crude oil and other asset markets. (2023). Mazouz, Khelifa ; Guan, BO ; Xu, Yongdeng. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2023/27. Full description at Econpapers || Download paper |
2023 | Return and volatility connectedness between gold and energy markets: Evidence from the pre- and post-COVID vaccination phases. (2023). Jareo, Francisco ; Yousaf, Imran ; Arfaoui, Nadia. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:617-634. Full description at Econpapers || Download paper |
2023 | Volatility connectedness among the Indian equity and major commodity markets under the COVID-19 scenario. (2023). Zhou, Xiangjing ; Zeng, Hongjun ; Xu, Wen ; Lu, Ran. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1465-1481. Full description at Econpapers || Download paper |
2023 | Climate policy uncertainty, oil price and agricultural commodity: From quantile and time perspective. (2023). Xu, Shulin ; Qiu, Lianhong ; Kan, Jia-Min ; Wang, Kai-Hua. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:256-272. Full description at Econpapers || Download paper |
2023 | Currency portfolio behavior in seven major Asian markets. (2023). Lin, Chinho ; Chang, Hao-Wen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:540-559. Full description at Econpapers || Download paper |
2023 | Risk transmission of El Niño-induced climate change to regional Green Economy Index. (2023). Wang, LU ; Yu, Sixin ; Li, Yan ; Zhang, LI. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:860-872. Full description at Econpapers || Download paper |
2023 | Are sustainable investments interdependent? The international evidence. (2023). Arfaoui, Nadia ; Ha, Thi Thu ; Naeem, Muhammad Abubakr ; Mirza, Nawazish ; Oliyide, Johnson A. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003571. Full description at Econpapers || Download paper |
2023 | Does country sustainability improve firm ESG reporting transparency? The moderating role of firm industry and CSR engagement. (2023). Pham, Linh ; Phuong, Thanh Thi ; van Hoang, Thi Hong. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001633. Full description at Econpapers || Download paper |
2023 | Spillover and connectedness among G7 real estate investment trusts: The effects of investor sentiment and global factors. (2023). Kang, Sang Hoon ; Teplova, Tamara ; Gubareva, Mariya ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000426. Full description at Econpapers || Download paper |
2023 | The profitability of online loans: A competing risks analysis on default and prepayment. (2023). Yao, Xiao ; Bellotti, Anthony ; Li, Aimin. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:2:p:968-985. Full description at Econpapers || Download paper |
2023 | Global commodity and equity markets spillovers to Africa during the COVID-19 pandemic. (2023). Yuni, Denis ; del Lo, Gaye ; Ndubuisi, Gideon ; Urom, Christian. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000656. Full description at Econpapers || Download paper |
2023 | Conditional dependence structure and risk spillovers between Bitcoin and fiat currencies. (2023). Vo, Xuan Vinh ; Zeitun, Rami ; Katsiampa, Paraskevi ; Ur, Mobeen. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000838. Full description at Econpapers || Download paper |
2023 | Co-volatility and asymmetric transmission of risks between the global oil and Chinas futures markets. (2023). Klein, Tony ; Ji, Qiang ; Marfatia, Hardik A ; Luo, Jiawen. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005953. Full description at Econpapers || Download paper |
2023 | Does the substitution effect lead to feedback effect linkage between ethanol, crude oil, and soft agricultural commodities?. (2023). Rao, Sandeep ; Singh, Vipul Kumar ; Kumar, Pawan. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000725. Full description at Econpapers || Download paper |
2023 | Interdependence of clean energy and green markets with cryptocurrencies. (2023). Karim, Sitara ; Mirza, Nawazish ; Boubaker, Sabri ; Naeem, Muhammad Abubakr ; Arfaoui, Nadia. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000828. Full description at Econpapers || Download paper |
2023 | The US-China trade war and the volatility linkages between energy and agricultural commodities. (2023). Poon, Wai-Ching ; Bouri, Elie ; Hasanov, Akram Shavkatovich ; Ling, Natalie Fang. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001032. Full description at Econpapers || Download paper |
2023 | Modelling Australian electricity prices using indicator saturation. (2023). Apergis, Nicholas ; Wang, Shixuan ; Reade, James ; Pan, Wei-Fong. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001147. Full description at Econpapers || Download paper |
2023 | Price risk transmissions in the water-energy-food nexus: Impacts of climate risks and portfolio implications. (2023). Do, Hung X ; Pham, Linh ; Le, Trung H. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002852. Full description at Econpapers || Download paper |
2023 | A wavelet-based methodology to compare the impact of pandemic versus Russia–Ukraine conflict on crude oil sector and its interconnectedness with other energy and non-energy markets. (2023). Deb, Soudeep ; Soni, Anchal ; Roy, Archi. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003286. Full description at Econpapers || Download paper |
2023 | Global energy supply risk: Evidence from the reactions of European natural gas futures to Nord Stream announcements. (2023). Gurdgiev, Constantin ; Pisera, Stefano ; Paltrinieri, Andrea ; Goodell, John W. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003365. Full description at Econpapers || Download paper |
2023 | Independent power producers and deregulation in an island based small electricity system: The case of Papua New Guinea. (2023). Nepal, Rabindra ; Jamasb, Tooraj ; Ramiah, Vikash ; Sofe, Ronald. In: Energy Policy. RePEc:eee:enepol:v:172:y:2023:i:c:s0301421522005109. Full description at Econpapers || Download paper |
2023 | Connectedness in implied higher-order moments of precious metals and energy markets. (2023). Zhang, Hongwei ; Xu, Yahua ; Lei, Xiaojie ; Bouri, Elie. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pb:s0360544222024744. Full description at Econpapers || Download paper |
2023 | The equity-oil hedge: A comparison between volatility and alternative risk frameworks. (2023). Kuang, Wei. In: Energy. RePEc:eee:energy:v:271:y:2023:i:c:s0360544223004395. Full description at Econpapers || Download paper |
2023 | Volatility forecasting of crude oil futures market: Which structural change-based HAR models have better performance?. (2023). Zhang, Han. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004045. Full description at Econpapers || Download paper |
2023 | The impact of the Russian-Ukrainian war on global financial markets. (2023). Sivaprasad, Sheeja ; Petropoulou, Athina ; Pappas, Vasileios ; Muradolu, Yaz Gulnur ; Izzeldin, Marwan. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s105752192300114x. Full description at Econpapers || Download paper |
2023 | Asymmetric volatility in the cryptocurrency market: New evidence from models with structural breaks. (2023). Nichols, Brian ; Jaffri, Ali ; Butt, Hassan Anjum ; Aharon, David Y. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001679. Full description at Econpapers || Download paper |
2023 | Risk transmission from the energy markets to the carbon market: Evidence from the recursive window approach. (2023). Brooks, Robert ; Hasanov, Akram Shavkatovich ; Vellachami, Sanggetha. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002314. Full description at Econpapers || Download paper |
2023 | Chinese agricultural futures volatility: New insights from potential domestic and global predictors. (2023). Huang, Dengshi ; Su, Yuandong ; Lu, Xinjie. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003022. Full description at Econpapers || Download paper |
2023 | Understanding interconnections among steel, coal, iron ore, and financial assets in the US and China using an advanced methodology. (2023). Tiwari, Aviral ; Roubaud, David ; Ghasemi, Hamid Reza ; Gholami, Samad ; Asadi, Mehrad. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003058. Full description at Econpapers || Download paper |
2023 | Stock liquidity and firm-level political risk. (2023). Yaghoubi, Mona ; Das, Kuntal K. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005967. Full description at Econpapers || Download paper |
2023 | Time-frequency volatility transmission among energy commodities and financial markets during the COVID-19 pandemic: A Novel TVP-VAR frequency connectedness approach. (2023). Xia, Xiao-Hua ; Xu, Yushi ; Chen, Baifan ; Huang, Jionghao. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000089. Full description at Econpapers || Download paper |
2023 | Asymmetric and time-frequency based networks of currency markets. (2023). Caporin, Massimiliano ; Hasan, Mudassar ; Hussain, Syed Jawad. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003690. Full description at Econpapers || Download paper |
2023 | Network analysis of international financial markets contagion based on volatility indexes. (2023). Zhuang, Chengkai ; Zhang, Xuan ; Ouyang, Ruolan ; Lin, Weinan. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004117. Full description at Econpapers || Download paper |
2023 | Portfolio diversification during the COVID-19 pandemic: Do vaccinations matter?. (2023). Vo, Xuan Vinh ; Do, Hung Xuan ; Thanh, Thao Thac ; Pham, Son Duy. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000189. Full description at Econpapers || Download paper |
2023 | Climate uncertainty and information transmissions across the conventional and ESG assets. (2023). Demirer, Riza ; Rognone, Lavinia ; Pham, Linh ; Cepni, Oguzhan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:83:y:2023:i:c:s1042443122002025. Full description at Econpapers || Download paper |
2023 | Realized higher-order moments spillovers across cryptocurrencies. (2023). Apergis, Nicholas. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000318. Full description at Econpapers || Download paper |
2023 | The economic impact of daily volatility persistence on energy markets. (2023). Wang, Jianxin ; Thomas, Alice Carole ; Nikitopoulos, Christina Sklibosios. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000423. Full description at Econpapers || Download paper |
2023 | Gold risk premium estimation with machine learning methods. (2023). Cabrera, Gabriel ; Hansen, Erwin ; Diaz, Juan D. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851322000502. Full description at Econpapers || Download paper |
2023 | Time-frequency connectedness and cross-quantile dependence between carbon emission trading and commodity markets: Evidence from China. (2023). Wu, Tiantian ; Qi, Haozhi ; Lu, Xiuling ; Chen, Hao. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001265. Full description at Econpapers || Download paper |
2023 | Asymmetric volatility spillover among global oil, gold, and Chinese sectors in the presence of major emergencies. (2023). Deng, Mingjie ; Cheng, Sheng ; Cao, Yan ; Liang, Ruibin. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002908. Full description at Econpapers || Download paper |
2023 | Unveiling commodities-financial markets intersections from a bibliometric perspective. (2023). lucey, brian ; Paltrinieri, Andrea ; Karim, Sitara ; Khan, Muhammad Arif ; Mbarki, Imen. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s030142072300346x. Full description at Econpapers || Download paper |
2023 | The reaction of the metal and gold resource planning in the post-COVID-19 era and Russia-Ukrainian conflict: Role of fossil fuel markets for portfolio hedging strategies. (2023). Mentel, Urszula ; Sharma, Gagan Deep ; Doan, Buhari ; Khalfaoui, Rabeh ; Si, Kamel. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003653. Full description at Econpapers || Download paper |
2023 | The extreme return connectedness between Sukuk and green bonds and their determinants and consequences for investors. (2023). Ben Amar, Amine ; Balli, Faruk ; Billah, Mabruk. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x23000021. Full description at Econpapers || Download paper |
2023 | Predicting loss given default of unsecured consumer loans with time-varying survival scores. (2023). Bellotti, Anthony ; Li, Zhiyong. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:78:y:2023:i:c:s0927538x2300015x. Full description at Econpapers || Download paper |
2023 | Connectedness among El Niño-Southern Oscillation, carbon emission allowance, crude oil and renewable energy stock markets: Time- and frequency-domain evidence based on TVP-VAR model. (2023). Wang, Yizhi ; Bai, Lan ; Zhang, Jiahao ; Wei, YU. In: Renewable Energy. RePEc:eee:renene:v:202:y:2023:i:c:p:289-309. Full description at Econpapers || Download paper |
2023 | Risk spillover from international financial markets and Chinas macro-economy: A MIDAS-CoVaR-QR model. (2023). Yang, Lu ; Hamori, Shigeyuki ; Cui, Xue ; Cai, Xiaojing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:55-69. Full description at Econpapers || Download paper |
2023 | Heterogeneous dependence among cryptocurrency, green bonds, and sustainable equity: New insights from Granger-causality in quantiles analysis. (2023). Lee, Chi-Chuan ; Zhang, Jian ; Yu, Chin-Hsien. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:99-109. Full description at Econpapers || Download paper |
2023 | Long memory in the high frequency cryptocurrency markets using fractal connectivity analysis: The impact of COVID-19. (2023). Bhandari, Avishek ; Yousaf, Imran ; Mokni, Khaled ; Assaf, Ata. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002070. Full description at Econpapers || Download paper |
2023 | Analysing and forecasting co-movement between innovative and traditional financial assets based on complex network and machine learning. (2023). Uddin, Gazi Salah ; Zhu, You ; Wang, Gang-Jin ; Xie, Chi ; Zhou, Yang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s027553192200232x. Full description at Econpapers || Download paper |
2023 | ESG disclosure and technological innovation capabilities of the Chinese listed companies. (2023). Lucey, Brian ; Abedin, Mohammad Zoynul ; Gao, Yuying ; Khurram, Muhammad Usman ; Chen, Lifeng. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923001009. Full description at Econpapers || Download paper |
2023 | Forecasting aggregate stock market volatility with industry volatilities: The role of spillover index. (2023). Zhang, Yaojie ; Zeng, Qing ; Wang, Yudong ; He, Mengxi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923001095. Full description at Econpapers || Download paper |
2023 | Corporate Social Responsibility: A Business Strategy That Promotes Energy Environmental Transition and Combats Volatility in the Post-Pandemic World. (2023). Garefalakis, Alexandros ; Passas, Ioannis ; Ragazou, Konstantina ; Sariannidis, Nikolaos ; Karagiannopoulou, Sofia. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:3:p:1102-:d:1040911. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Are Bitcoin and Gold a Safe Haven during COVID-19 and the 2022 Russia–Ukraine War?. (2023). Loukil, Sahar ; Jeribi, Ahmed ; Kayral, Ihsan Erdem. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:4:p:222-:d:1114375. Full description at Econpapers || Download paper |
2023 | The Impact of Carbon Emission Trading Policy on Enterprise ESG Performance: Evidence from China. (2023). Sun, Zuoren ; Zhang, Yiteng. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:10:p:8279-:d:1150826. Full description at Econpapers || Download paper |
2023 | Multi-Layer Spillovers between Volatility and Skewness in International Stock Markets Over a Century of Data: The Role of Disaster Risks. (2023). Bouri, Elie ; Gupta, Rangan ; Plakandaras, Vasilios ; Foglia, Matteo. In: Working Papers. RePEc:pre:wpaper:202337. Full description at Econpapers || Download paper |
2023 | Investor Attention and Global Stock Market Volatility: Evidence from COVID-19. (2023). Treepongkaruna, Sirimon ; Padungsaksawasdi, Chaiyuth. In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:22:y:2023:i:1:p:85-104. Full description at Econpapers || Download paper |
2023 | Quantiles dependence and dynamic connectedness between distributed ledger technology and sectoral stocks: enhancing the supply chain and investment decisions with digital platforms. (2023). Rashidi, Muhammad Mahdi ; Adekoya, Oluwasegun B ; Asl, Mahdi Ghaemi. In: Annals of Operations Research. RePEc:spr:annopr:v:327:y:2023:i:1:d:10.1007_s10479-022-04882-2. Full description at Econpapers || Download paper |
2023 | Impact of crude oil volatility jumps on sustainable investments: Evidence from India. (2023). Uddin, Gazi Salah ; Park, Donghyun ; Ghosh, Sajal ; Kanjilal, Kakali ; Dutta, Anupam. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:10:p:1450-1468. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2020 | Interconnectedness in the Australian National Electricity Market: A Higher?Moment Analysis In: The Economic Record. [Full Text][Citation analysis] | article | 5 |
2020 | Interconnectedness in the Australian national electricity market: A higher moment analysis.(2020) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2020 | Electricity Market Integration, Decarbonisation and Security of Supply: Dynamic Volatility Connectedness in the Irish and Great Britain Markets In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 8 |
2020 | Electricity market integration, decarbonisation and security of supply: Dynamic volatility connectedness in the Irish and Great Britain markets.(2020) In: Energy Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
2020 | Electricity market integration, decarbonisation and security of supply: Dynamic volatility connectedness in the Irish and Great Britain markets.(2020) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2020 | Electricity Market Integration, Decarbonisation and Security of Supply: Dynamic Volatility Connectedness in the Irish and Great Britain Markets.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2020 | Electricity Market Integration, Decarbonisation and Security of Supply: Dynamic Volatility Connectedness in the Irish and Great Britain Markets.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2023 | ESG and firm performance: The role of size and media channels In: Economic Modelling. [Full Text][Citation analysis] | article | 3 |
2013 | Generalized impulse response analysis in a fractionally integrated vector autoregressive model In: Economics Letters. [Full Text][Citation analysis] | article | 11 |
2018 | Predicting loss severities for residential mortgage loans: A three-step selection approach In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 8 |
2021 | When Pep comes calling, the oil market answers: The effect of football player transfer movements on abnormal fluctuations in oil price futures In: Energy Economics. [Full Text][Citation analysis] | article | 2 |
2022 | Does oil impact gold during COVID-19 and three other recent crises? In: Energy Economics. [Full Text][Citation analysis] | article | 8 |
2022 | Green bonds and implied volatilities: Dynamic causality, spillovers, and implications for portfolio management In: Energy Economics. [Full Text][Citation analysis] | article | 11 |
2022 | Dynamic volatility connectedness between thermal coal futures and major cryptocurrencies: Evidence from China In: Energy Economics. [Full Text][Citation analysis] | article | 2 |
2023 | The nexus between oil and airline stock returns: Does time frequency matter? In: Energy Economics. [Full Text][Citation analysis] | article | 0 |
2023 | Natural gas and the utility sector nexus in the U.S.: Quantile connectedness and portfolio implications In: Energy Economics. [Full Text][Citation analysis] | article | 2 |
2016 | Fossil fuel price uncertainty and feedstock edible oil prices: Evidence from MGARCH-M and VIRF analysis In: Energy Economics. [Full Text][Citation analysis] | article | 19 |
2017 | Dynamic spillover between commodities and commodity currencies during United States Q.E. In: Energy Economics. [Full Text][Citation analysis] | article | 12 |
2020 | Exploiting the heteroskedasticity in measurement error to improve volatility predictions in oil and biofuel feedstock markets In: Energy Economics. [Full Text][Citation analysis] | article | 9 |
2014 | The effects of sovereign rating drifts on financial return distributions: Evidence from the European Union In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 4 |
2014 | How does trading volume affect financial return distributions? In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 8 |
2020 | Dynamic volatility spillover effects between oil and agricultural products In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 37 |
2022 | Sentiment and stock market connectedness: Evidence from the U.S. – China trade war In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 2 |
2022 | What drives cross-market correlations during the United States Q.E.? In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 0 |
2023 | Political similarities in credit ratings In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 0 |
2021 | Covid-19 pandemic and tail-dependency networks of financial assets In: Finance Research Letters. [Full Text][Citation analysis] | article | 37 |
2021 | Learning from SARS: Return and volatility connectedness in COVID-19 In: Finance Research Letters. [Full Text][Citation analysis] | article | 11 |
2015 | Realized spill-over effects between stock and foreign exchange market: Evidence from regional analysis In: Global Finance Journal. [Full Text][Citation analysis] | article | 14 |
2022 | Effect of futures trading on the liquidity of underlying stocks: Evidence from Vietnam In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 0 |
2016 | Stock and currency market linkages: New evidence from realized spillovers in higher moments In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 25 |
2019 | Asymmetric relationship between order imbalance and realized volatility: Evidence from the Australian market In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 6 |
2023 | Electricity Market Crisis in Europe and Cross Border Price Effects: A Quantile Return Connectedness Analysis In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Liquidity Constraints, Home Equity and Residential Mortgage Losses In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 2 |
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