Hung Do : Citation Profile


Massey University (85% share)
Vietnam National University (15% share)

11

H index

16

i10 index

357

Citations

RESEARCH PRODUCTION:

27

Articles

6

Papers

RESEARCH ACTIVITY:

   10 years (2013 - 2023). See details.
   Cites by year: 35
   Journals where Hung Do has often published
   Relations with other researchers
   Recent citing documents: 86.    Total self citations: 18 (4.8 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pdo531
   Updated: 2025-04-12    RAS profile: 2023-05-10    
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Relations with other researchers


Works with:

Nepal, Rabindra (9)

Brooks, Robert (6)

Jamasb, Tooraj (6)

Smyth, Russell (4)

Nguyen, Duc Khuong (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Hung Do.

Is cited by:

Brooks, Robert (13)

Kočenda, Evžen (10)

lucey, brian (9)

Nepal, Rabindra (8)

Billah, Syed (6)

Vacha, Lukas (6)

Baruník, Jozef (6)

Hasanov, Akram (6)

Uddin, Gazi (5)

Zhang, Yaojie (4)

Balli, Faruk (4)

Cites to:

Diebold, Francis (51)

Bollerslev, Tim (44)

Andersen, Torben (33)

Brooks, Robert (31)

Bouri, Elie (27)

Yilmaz, Kamil (24)

Ji, Qiang (22)

Nguyen, Duc Khuong (22)

Kočenda, Evžen (19)

GUPTA, RANGAN (18)

Nepal, Rabindra (18)

Main data


Production by document typepaperarticle20132014201520162017201820192020202120222023051015Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published20132014201520162017201820192020202120222023010203040Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received2013201420152016201720182019202020212022202320242025050100Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year20132014201520162017201820192020202120222023050100Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 11Most cited documents123456789101112130255075Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution202007202008202009202010202011202012202101202102202103202104202105202106202107202108202109202110202111202112202201202202202203202204202205202206202207202208202209202210202211202212202301202302202303202304202305202306202307202308202309202310202311202312202401202402202403202404202405202406202407202408202409202410202411202412202501202502202503202504051015h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Hung Do has published?


Journals with more than one article published# docs
Energy Economics10
International Review of Financial Analysis6
Finance Research Letters2
International Review of Economics & Finance2

Working Papers Series with more than one paper published# docs
Working Papers / Copenhagen Business School, Department of Economics2

Recent works citing Hung Do (2025 and 2024)


Year  ↓Title of citing document  ↓
2024A machine learning workflow to address credit default prediction. (2024). , Mario ; Parola, Marco ; Rahmani, Rambod. In: Papers. RePEc:arx:papers:2403.03785.

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2024.

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2024TVP-VAR based time and frequency domain food & energy commodities connectedness an analysis for financial/geopolitical turmoil episodes. (2024). Sakarya, Burhan ; Erturul, Hasan Murat ; Polat, Onur ; Akgul, Ali. In: Applied Energy. RePEc:eee:appene:v:357:y:2024:i:c:s0306261923018512.

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2024Tail risk connectedness in G7 stock markets: Understanding the impact of COVID-19 and related variants. (2024). Corbet, Shaen ; Hou, Yang ; Hu, Yang ; Lang, Chunlin. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000042.

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2024The connectedness and structural changes among green and conventional energy markets with CO2 emissions in the United States. (2024). Si, Kamel ; Cifuentes-Faura, Javier ; Alofaysan, Hind. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:83:y:2024:i:c:p:80-94.

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2024Detecting statistically significant changes in connectedness: A bootstrap-based technique. (2024). Nguyen, Viet Hoang ; Kočenda, Evžen ; Greenwood-Nimmo, Matthew ; Koenda, Even. In: Economic Modelling. RePEc:eee:ecmode:v:140:y:2024:i:c:s0264999324002001.

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2024Dynamic volatility spillover among cryptocurrencies and energy markets: An empirical analysis based on a multilevel complex network. (2024). Ma, Shiqun ; Fang, Fang ; Wang, Xuetong ; Xiao, Zumian ; Xiang, Lijin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001584.

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2024Dependence structure between NFT, DeFi and cryptocurrencies in turbulent times: An Archimax copula approach. (2024). Fernandez Bariviera, Aurelio ; Jeribi, Ahmed ; Bejaoui, Azza ; Fakhfekh, Mohamed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940824000032.

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2024Crypto havens during war times? Evidence from the Russian invasion of Ukraine. (2024). Horvath, Matu ; Linnertova, Dagmar Vagnerova ; Hampl, Filip. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000172.

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2024Green bonds and traditional and emerging investments: Understanding connectedness during crises. (2024). Corbet, Shaen ; Hu, Yang ; Xu, Danyang ; Oxley, Les ; Hou, Yang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000676.

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2024Portfolio balance effect of the U.S. QE between commodities and financial assets in commodity-exporting countries. (2024). Lau, Wee Yeap ; Brooks, Robert ; Yip, Pick Schen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001505.

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2024Volatility spillovers across Russian oil and gas sector. Evidence of the impact of global markets and extraordinary events. (2024). Faizliev, Alexey ; Balash, Vladimir. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007004.

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2024Assessing the linkage of energy cryptocurrency with clean and dirty energy markets. (2024). Bossman, Ahmed ; Husain, Afzol ; Naeem, Muhammad Abubakr ; Karim, Sitara. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007776.

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2024Asymmetric volatility spillover between crude oil and other asset markets. (2024). Xu, Yongdeng ; Mazouz, Khelifa ; Guan, BO. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988324000136.

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2024Unveiling the enigma: Exploring how uncertain crude oil prices shape investment expenditure and efficiency in Chinese enterprises. (2024). Alofaysan, Hind ; Bhatia, Meena ; Ma, Xiaowei ; Shang, Yuping ; Walsh, Steven T. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001312.

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2024The propagation effect of climate risks on global stock markets: Evidence from the time and space domains. (2024). Cao, Hong ; Yin, Libo. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001531.

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2024The nexus between ReFi, carbon, fossil energy, and clean energy assets: Quantile time–frequency connectedness and portfolio implications. (2024). Ye, Jing ; Xue, Minggao ; Lei, Heng. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001646.

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2024Attention to climate change and eco-friendly financial-asset prices: A quantile ARDL approach. (2024). , Walid. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004043.

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2024Proof-of-work versus proof-of-stake coins as possible hedges against green and dirty energy. (2024). Bdowska-Sojka, Barbara ; Kliber, Agata. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005280.

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2024Vulnerability of European electricity markets: A quantile connectedness approach. (2024). Uribe, Jorge ; Chuliá, Helena ; Chulia, Helena ; Muoz, Jorge A ; Klein, Tony. In: Energy Policy. RePEc:eee:enepol:v:184:y:2024:i:c:s0301421523004470.

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2024Exploring the complex interplay of green finance, business cycles, and energy development. (2024). Sultanuzzaman, Md Reza ; Yahya, Farzan ; Lee, Chien-Chiang. In: Energy. RePEc:eee:energy:v:306:y:2024:i:c:s0360544224022539.

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2024Towards sustainable development: How does ESG performance promotes corporate green transformation. (2024). Hao, Yukai ; Chu, Erming ; Wang, Zhen. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004982.

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2024Have shifts in investor tastes led the market portfolio to capture ESG preferences?. (2024). Alonso-Conde, Ana B ; Rojo-Suarez, Javier. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005355.

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2024Donald Trumps tweets, political value judgment, and the Renminbi exchange rate. (2024). Frömmel, Michael ; Baidoo, Edwin ; Frommel, Michael ; Zhang, Qisi. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000917.

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2024Examining the quantile cross-coherence between fossil energy and clean energy: Is the dependence structure changing with the COVID-19 outbreak?. (2024). Zhang, Yifeng ; Zhou, Chunyan ; Chen, Xiaodan ; Wang, Zhuo ; Wei, YU. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001984.

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2024Asymmetric post earnings announcement drift and order flow imbalance: The impact on stock market returns. (2024). Wu, HE ; Gregoriou, Andros ; Zhang, Sijia. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002485.

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2024State-dependent intra-day volatility pattern and its impact on price jump detection - Evidence from international equity indices. (2024). Tsai, Ping Chen ; Wang, Chou Wen ; Eom, Cheoljun. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003442.

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2024How does entrepreneurship promote corporate ESG performance?. (2024). Chen, Ning ; Tian, Tian. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924004897.

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2024The impact of the percentage of female directors on corporate ESG score. (2024). Yang, Wenqi ; Li, Shanshan ; Fan, Yiyi. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324004069.

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2024Financing constraints, major business performance, and return on financial assets. (2024). Zhang, Ming ; Jia, Haibo. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324006834.

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2024Measuring dynamic spillovers between crude oil and grain commodity markets: A comparative analysis of demand and supply shocks. (2024). Chen, Zhenling ; Cherif, Houda Hadj ; Ni, Guohua. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324007785.

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2024Commodity connectedness of the petrochemical industrial chain: A novel perspective of “good” and “bad” volatility surprises. (2024). Feng, Yun ; Yang, Jie. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009243.

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2024Risk management and corporate ESG performance: The mediating effect of financial performance. (2024). Li, Jiali ; Cui, Zixuan ; Ding, Liuqi. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324013035.

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2024The connectedness features of German electricity futures over short and long maturities. (2024). Gianfreda, Angelica ; Scandolo, Giacomo ; Bunn, Derek. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324013448.

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2024Stabilizing global foreign exchange markets in the time of COVID-19: The role of vaccinations. (2024). Li, Xiao-Ming ; Thanh, Thao Thac ; Pham, Son Duy. In: Global Finance Journal. RePEc:eee:glofin:v:59:y:2024:i:c:s1044028323001187.

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2024Outward foreign investment performance, digital transformation, and ESG performance: Evidence from China. (2024). Chen, Yifan ; Abbassi, Wajih ; Khurram, Muhammad Usman. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s1044028324000358.

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2024A more sustainable future: Can politically connected CEOs spur the nexus between ESG performance and firm financial performance?. (2024). Qi, Baolei ; Marie, Mohamed ; Elnahass, Marwa ; Elgammal, Mohammed. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:96:y:2024:i:c:s1042443124001227.

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2024FinTech-powered integration: Navigating the static and dynamic connectedness between GCC equity markets and renewable energy cryptocurrencies. (2024). Yousaf, Imran ; Youssef, Manel ; Naveed, Muhammad ; Ali, Shoaib. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420723013028.

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2024The nexus between mineral, renewable commodities, and regional stock sectors during health and military crises. (2024). Assaf, Rima ; Al-Nassar, Nassar S ; Makram, Beljid ; Chaibi, Anis. In: Resources Policy. RePEc:eee:jrpoli:v:96:y:2024:i:c:s0301420724005701.

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2024Sectoral responses to economic policy uncertainty and geopolitical risk in the US stock market. (2024). Choi, Sun-Yong. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:76:y:2024:i:c:s1042444x24000392.

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2024Governments manipulate official Statistics: Institutions matter. (2024). Moser, Louis ; Frey, Bruno ; Briviba, Andre ; Bieri, Sandro. In: European Journal of Political Economy. RePEc:eee:poleco:v:82:y:2024:i:c:s0176268024000259.

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2024Dynamic spillovers in higher moments and jumps across ETFs and economic and financial uncertainty factors in the context of successive shocks. (2024). Selmi, Refk ; Mensi, Walid ; Alomari, Mohammed ; Kang, Sang Hoon ; Ko, Hee-Un. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:210-228.

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2024Integration of the international carbon market: A time-varying analysis. (2024). Scholtens, Bert ; Lyu, Chenyan. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:191:y:2024:i:c:s1364032123009607.

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2024Green finance and environmental, social, and governance performance. (2024). Yu, Wenzhe ; Qian, Shuitu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1185-1202.

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2024Global uncertainty and the spillover of tail risk between green and Islamic markets: A time-frequency domain approach with portfolio implications. (2024). Hoque, Mohammad Enamul ; Alam, Md Rafayet ; Billah, Mabruk. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:1416-1433.

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2024Asymmetric effect of trading volume on realized volatility. (2024). Maki, Daiki. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024003800.

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2024Does the U.S. export inflation? Evidence from the dynamic inflation spillover between the U.S. and EAGLEs. (2024). Li, Xiao-Ming ; Thanh, Thao Thac ; Pham, Son Duy ; Do, Hung Xuan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024004192.

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2024Navigating median and extreme volatility in stock markets: Implications for portfolio strategies. (2024). Naeem, Muhammad Abubakr. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004994.

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2024Hedging gas in a multi-frequency semiparametric CVaR portfolio. (2024). Simi, Milica ; Balaban, Suzana ; Ivkov, Dejan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002751.

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2024Frequency volatility connectedness and portfolio hedging of U.S. energy commodities. (2024). Moravcova, Michala ; Koenda, Even. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000679.

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2024Cryptocurrency volatility: A review, synthesis, and research agenda. (2024). Kumar, Satish ; Ahmed, Mohamed Shaker ; Al-Maghyereh, Aktham I ; El-Masry, Ahmed A. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002654.

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2024ESG rating, board faultlines, and corporate performance. (2024). Ao, Zhiming ; Ji, Xinru ; Chen, Xiaoxu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:72:y:2024:i:pb:s0275531924003234.

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2025Connectedness and frequency connection among green bond, cryptocurrency and green energy-related metals around the COVID-19 outbreak. (2025). Lucey, Brian ; Ahmed, Abdullahi D ; Abedin, Mohammad Zoynul ; Huang, Qingcheng ; Zeng, Hongjun. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003404.

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2025Risk spillovers and diversification benefits between crude oil and agricultural commodity futures markets. (2025). Mensi, Walid ; Vo, Xuan Vinh ; Gemici, Eray ; Gk, Remzi ; Ur, Mobeen. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003726.

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2024Airline stock market performance and political relations: A cross-quantilogram analysis of Chinese and US carriers. (2024). Cai, Yifei ; Wu, Yanrui ; Zhang, Yahua ; Chang, Tsangyao. In: Transport Policy. RePEc:eee:trapol:v:155:y:2024:i:c:p:124-149.

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2025Price Behavior and Market Integration in European Union Electricity Markets: A VECM Analysis. (2025). Mitu, Narcis ; Stanciu, Cristian Valeriu. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:4:p:770-:d:1585778.

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2024On the dependence structure of European vegetable oil markets. (2023). Gohin, Alexandre ; Bagnarosa, Guillaume ; Menier, Romain. In: Post-Print. RePEc:hal:journl:hal-04523660.

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2025The Price of Trust: Greenium and Greenwashing in Asia€™s Green Bond Markets. (2025). Pulieri, Enrico ; Dryden, Alexander. In: Working Papers. RePEc:soa:wpaper:266.

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2024Dynamic connectedness and hedging opportunities of the commodity and stock markets in China: evidence from the TVP-VAR and cDCC-FIAPARCH. (2024). Rahman, Mohammad Mafizur ; Haneklaus, Nils ; Li, Binlin. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00607-x.

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2024Time-varying spillovers in high-order moments among cryptocurrencies. (2024). Azimli, Asil. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00612-8.

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2024Modeling the link between environmental, social, and governance disclosures and scores: the case of publicly traded companies in the Borsa Istanbul Sustainability Index. (2024). PATA, Uğur ; Avli, Tuba ; Takin, Dilvin ; Depren, Serpil Kili ; Kartal, Mustafa Tevfik. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00619-1.

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2024Volatility spillovers among leading cryptocurrencies and US energy and technology companies. (2024). Alamaren, Amro Saleem ; Gokmenoglu, Korhan K ; Taspinar, Nigar. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00626-2.

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2025Comparison of the asymmetric multifractal behavior of green and U.S. bonds against benchmark financial assets. (2025). Kristjanpoller, Werner ; Tabak, Benjamin Miranda. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00698-0.

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Works by Hung Do:


Year  ↓Title  ↓Type  ↓Cited  ↓
2020Interconnectedness in the Australian National Electricity Market: A Higher‐Moment Analysis In: The Economic Record.
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article7
2020Interconnectedness in the Australian national electricity market: A higher moment analysis.(2020) In: CAMA Working Papers.
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2020Electricity Market Integration, Decarbonisation and Security of Supply: Dynamic Volatility Connectedness in the Irish and Great Britain Markets In: Cambridge Working Papers in Economics.
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paper18
2020Electricity market integration, decarbonisation and security of supply: Dynamic volatility connectedness in the Irish and Great Britain markets.(2020) In: Energy Economics.
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This paper has nother version. Agregated cites: 18
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2020Electricity market integration, decarbonisation and security of supply: Dynamic volatility connectedness in the Irish and Great Britain markets.(2020) In: CAMA Working Papers.
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This paper has nother version. Agregated cites: 18
paper
2020Electricity Market Integration, Decarbonisation and Security of Supply: Dynamic Volatility Connectedness in the Irish and Great Britain Markets.(2020) In: Working Papers.
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This paper has nother version. Agregated cites: 18
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2020Electricity Market Integration, Decarbonisation and Security of Supply: Dynamic Volatility Connectedness in the Irish and Great Britain Markets.(2020) In: Working Papers.
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This paper has nother version. Agregated cites: 18
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2023ESG and firm performance: The role of size and media channels In: Economic Modelling.
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article16
2013Generalized impulse response analysis in a fractionally integrated vector autoregressive model In: Economics Letters.
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article11
2018Predicting loss severities for residential mortgage loans: A three-step selection approach In: European Journal of Operational Research.
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article8
2021When Pep comes calling, the oil market answers: The effect of football player transfer movements on abnormal fluctuations in oil price futures In: Energy Economics.
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article2
2022Does oil impact gold during COVID-19 and three other recent crises? In: Energy Economics.
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article10
2022Green bonds and implied volatilities: Dynamic causality, spillovers, and implications for portfolio management In: Energy Economics.
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article29
2022Dynamic volatility connectedness between thermal coal futures and major cryptocurrencies: Evidence from China In: Energy Economics.
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article12
2023The nexus between oil and airline stock returns: Does time frequency matter? In: Energy Economics.
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article2
2023Natural gas and the utility sector nexus in the U.S.: Quantile connectedness and portfolio implications In: Energy Economics.
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article10
2016Fossil fuel price uncertainty and feedstock edible oil prices: Evidence from MGARCH-M and VIRF analysis In: Energy Economics.
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article24
2017Dynamic spillover between commodities and commodity currencies during United States Q.E. In: Energy Economics.
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article17
2020Exploiting the heteroskedasticity in measurement error to improve volatility predictions in oil and biofuel feedstock markets In: Energy Economics.
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article11
2014The effects of sovereign rating drifts on financial return distributions: Evidence from the European Union In: International Review of Financial Analysis.
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article4
2014How does trading volume affect financial return distributions? In: International Review of Financial Analysis.
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2020Dynamic volatility spillover effects between oil and agricultural products In: International Review of Financial Analysis.
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article44
2022Sentiment and stock market connectedness: Evidence from the U.S. – China trade war In: International Review of Financial Analysis.
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article4
2022What drives cross-market correlations during the United States Q.E.? In: International Review of Financial Analysis.
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2019Asymmetric relationship between order imbalance and realized volatility: Evidence from the Australian market In: International Review of Economics & Finance.
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2023Electricity Market Crisis in Europe and Cross Border Price Effects: A Quantile Return Connectedness Analysis In: Working Papers.
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