Duc Khuong Nguyen : Citation Profile


École de Management Léonard de Vinci (95% share)
Vietnam National University (5% share)

45

H index

101

i10 index

7317

Citations

RESEARCH PRODUCTION:

161

Articles

152

Papers

1

Books

3

Chapters

EDITOR:

11

Books edited

RESEARCH ACTIVITY:

   20 years (2005 - 2025). See details.
   Cites by year: 365
   Journals where Duc Khuong Nguyen has often published
   Relations with other researchers
   Recent citing documents: 603.    Total self citations: 113 (1.52 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/png97
   Updated: 2025-04-12    RAS profile: 2025-03-14    
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Relations with other researchers


Works with:

Sensoy, Ahmet (19)

Hussain, Nazim (8)

Walther, Thomas (8)

Boubaker, Sabri (6)

Goutte, Stéphane (5)

Aziz, Saqib (4)

Bekiros, Stelios (3)

Akhtaruzzaman, Md (2)

Philippas, Dionisis (2)

Dragomirescu-Gaina, Catalin (2)

Awijen, Haithem (2)

GULL, Ammar (2)

Do, Hung (2)

Hoang, Viet-Ngu (2)

Sinha, Avik (2)

Sousa, Ricardo (2)

Corbet, Shaen (2)

Ji, Qiang (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Duc Khuong Nguyen.

Is cited by:

GUPTA, RANGAN (195)

Tiwari, Aviral (145)

Shahzad, Syed Jawad Hussain (114)

Yoon, Seong-Min (96)

Shahbaz, Muhammad (92)

Filis, George (81)

Uddin, Gazi (77)

Bouri, Elie (71)

Guesmi, Khaled (65)

GUESMI, Khaled (63)

Degiannakis, Stavros (61)

Cites to:

Hammoudeh, Shawkat (148)

AROURI, Mohamed (104)

Engle, Robert (85)

Bollerslev, Tim (67)

Bekaert, Geert (60)

Harvey, Campbell (60)

Baur, Dirk (58)

Sousa, Ricardo (47)

Hamilton, James (47)

lucey, brian (46)

Kilian, Lutz (44)

Main data


Production by document typechapterpaperbookarticle2005200620072008200920102011201220132014201520162017201820192020202120222023202420250255075Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published2005200620072008200920102011201220132014201520162017201820192020202120222023202420250100200300400Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received20082009201020112012201320142015201620172018201920202021202220232024202505001,000Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year2008200920102011201220132014201520162017201820192020202120222023202420250k1k2k3kCitations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 45Most cited documents12345678910111213141516171819202122232425262728293031323334353637383940414243444546470200400Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2013082013092013102013112013122014012014022014032014042014052014062014072014082014092014102014112014122015012015022015032015042015052015062015072015082015092015102015112015122016012016022016032016042016052016062016072016082016092016102016112016122017012017022017032017042017052017062017072017082017092017102017112017122018012018022018032018042018052018062018072018082018092018102018112018122019012019022019032019042019052019062019072019082019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025012025022025032025040204060h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Duc Khuong Nguyen has published?


Journals with more than one article published# docs
Energy Economics17
Journal of International Financial Markets, Institutions and Money11
Applied Economics10
Economic Modelling9
Finance Research Letters8
Economics Bulletin7
Annals of Operations Research6
Journal of International Money and Finance6
Energy Policy6
International Review of Financial Analysis4
Journal of Banking & Finance4
Applied Financial Economics3
Journal of Forecasting3
Journal of Economic Surveys3
Technological Forecasting and Social Change3
Journal of Economic Behavior & Organization3
Emerging Markets Review3
International Journal of Finance & Economics2
Research in International Business and Finance2
Applied Economics Letters2
The Quarterly Review of Economics and Finance2
Journal of Economic Dynamics and Control2
The World Economy2
European Journal of Comparative Economics2
Resources Policy2
European Journal of Operational Research2

Working Papers Series with more than one paper published# docs
Working Papers / Department of Research, Ipag Business School53
Post-Print / HAL34
MPRA Paper / University Library of Munich, Germany22
Working Papers / HAL15
Working Papers / Development and Policies Research Center (DEPOCEN), Vietnam7
Working Papers / University of Pretoria, Department of Economics3
LEO Working Papers / DR LEO / Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans2
Working Papers on Finance / University of St. Gallen, School of Finance2
Working Papers / Utrecht School of Economics2

Recent works citing Duc Khuong Nguyen (2025 and 2024)


Year  ↓Title of citing document  ↓
2024Market power in the liquid fuels wholesale chain in Argentina: an empirical analysis. (2024). Herrera-Gómez, Marcos ; Culós, María ; Manuel, Willington ; Vernica, Culs ; Florencia, Gabrielli. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4732.

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2024Green finance and innovation input: the promoters of carbon neutrality in China. (2024). Peculea, Adelina Dumitrescu ; Zhu, Yating ; Gao, Song. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxxi:y:2024:i:4(641):p:31-52.

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2025Forecasting the Volatility of Energy Transition Metals. (2025). Bastianin, Andrea ; Shamsudin, Luqman ; Li, Xiao. In: FEEM Working Papers. RePEc:ags:feemwp:349169.

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2024Environmental Effects of Green Bonds and Other Forms of Financing in the European Union. (2024). Kirova, Silvia ; Aleksansrova, Svetlana ; Petrov, Stefan. In: International Journal of Economic Sciences. RePEc:aop:jijoes:v:13:y:2024:i:1:p:81-105.

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2024On the Time-Varying Structure of the Arbitrage Pricing Theory using the Japanese Sector Indices. (2023). Noda, Akihiko ; Moriya, Koichiro. In: Papers. RePEc:arx:papers:2305.05998.

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2024Uncovering the Sino-US dynamic risk spillovers effects: Evidence from agricultural futures markets. (2024). Zhou, Wei-Xing ; Dai, Peng-Fei ; Zhu, Han-Yu. In: Papers. RePEc:arx:papers:2403.01745.

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2025Forecasting the Volatility of Energy Transition Metals. (2025). Bastianin, Andrea ; Li, Xiao ; Shamsudin, Luqman. In: Papers. RePEc:arx:papers:2501.16069.

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2025Pricing Carbon Allowance Options on Futures: Insights from High-Frequency Data. (2025). Bormetti, Giacomo ; Serafini, Simone. In: Papers. RePEc:arx:papers:2501.17490.

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2024.

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2024.

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2024Risk contagion in financial markets: A systematic review using bibliometric methods. (2024). Zhou, Yunyan ; Zhai, Lili ; Su, Fei ; Wang, Feifan ; Zhuang, Zixi. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:1:p:163-199.

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2024Does environmental commitment improve access to finance? Evidence from small firms in Mauritius. (2024). Kasseeah, Harshana ; Pillay, Mahdevi Tiagarassa. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:8:p:7729-7749.

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2024Stock market reaction to mandatory sustainability reporting: Does carbon‐intensity and environmental, social, and governance reputation matter?. (2024). Pandey, Dharen ; Alahdal, Waleed M ; Hashim, Hafiza Aishah. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:8:p:9116-9140.

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2024Collateral Monetary Policy, Regional Financial Development, and Nonfi nancial Firms Shadow Banking Activities. (2024). Ren, Jiawen ; Jiang, Hai ; Yuan, Chao ; Kapitsinis, Nikos. In: China & World Economy. RePEc:bla:chinae:v:32:y:2024:i:5:p:166-196.

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2024New evidence on crude oil market efficiency. (2024). Lee, Yoonjin ; Hu, Liang. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:2:p:892-916.

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2024Sustainability risk in insurance companies: A machine learning analysis. (2024). Segoviavargas, Marajess ; Oquendotorres, Freddy Alejandro. In: Global Policy. RePEc:bla:glopol:v:15:y:2024:i:s7:p:47-64.

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2024Return and volatility connectedness and net directional patterns in spillover transmissions: East and Southeast Asian equity markets. (2024). Mateus, Irina ; Bagirov, Miramir. In: International Review of Finance. RePEc:bla:irvfin:v:24:y:2024:i:1:p:83-103.

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2024On the connectedness of commodity markets: A critical and selective survey of empirical studies and bibliometric analysis. (2024). USMAN, OJONUGWA ; Ağan, Büşra ; Agan, Busra ; Balcilar, Mehmet. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:1:p:97-136.

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2024.

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2024DO ECONOMIC POLICY UNCERTAINTY HAVE RAMIFICATIONS ON INFLATION AND STOCK MARKET PERFORMANCE? EVIDENCE FROM GLOBAL FRAMEWORK. (2024). Mishra, Amritkant. In: Studies in Business and Economics. RePEc:blg:journl:v:19:y:2024:i:3:p:172-190.

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2025Liquidity, monetary policy and the commodity futures market. (2025). Kellard, Neil ; Ivan, Miruna-Daniela ; Banti, Chiara. In: Bank of England working papers. RePEc:boe:boeewp:1114.

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2024Extended multivariate EGARCH model: A model for zero€ return and negative spillovers. (2024). Xu, Yongdeng. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2024/24.

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2024Volatility Spillover between Oil Prices and Main Exchange Rates: Evidence from a DCC-GARCH-Connectedness Approach. (2024). Rault, Christophe ; Nouira, Ridha ; Zayati, Montassar ; ben Salem, Leila. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10989.

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2024Global Food Prices and Inflation. (2024). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10992.

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2025Monetary Policy and Life Insurance Profitability: Bancassurances Edge in a Low-Yield World. (2025). Aguilar Perez, Pablo. In: EconomiX Working Papers. RePEc:drm:wpaper:2025-8.

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2024Revisiting the Effect of FDI and Trade Openness on Carbon Dioxide in Indonesia: Modelling the Environmental Kuznets Curve. (2024). Samsudin, Hazman ; Aliasuddin, Aliasuddin ; Effendi, Rustam ; Fachrurrozi, Kamal ; Rahmi, Nanda. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-06-43.

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2024Impact of Oil Price, CO2 Emissons, Inflation and Economic Growth on FDI Inflow: Case of Kazakhstan. (2024). Andabayeva, Gulmira ; Amirova, Ainur ; Baitanayeva, Bakhyt ; Askarova, Zhanar ; Kakizhanova, Tolkyn. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-06-47.

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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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2024Leveraging machine learning to forecast carbon returns: Factors from energy markets. (2024). Guo, Lingling ; Dai, Yifan ; Xu, Yingying ; Chen, Jingjing. In: Applied Energy. RePEc:eee:appene:v:357:y:2024:i:c:s0306261923018792.

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2024Does green finance agglomeration improve carbon emission performance in China? A perspective of spatial spillover. (2024). Zhao, Shikuan ; Liu, Xuemeng ; Zhang, Wei ; Tang, Tian. In: Applied Energy. RePEc:eee:appene:v:358:y:2024:i:c:s0306261923019256.

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2025The role of economic policies in achieving sustainable development goal 7: Insights from OECD and European countries. (2025). Zarghami, Seyed Ashkan. In: Applied Energy. RePEc:eee:appene:v:377:y:2025:i:pb:s030626192401941x.

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2025Balancing acts: Assessing the roles of renewable energy, economic complexity, Fintech, green finance, green growth, and economic performance in G-20 countries amidst sustainability efforts. (2025). Mehmood, Usman ; Li, Tonxin ; Sun, Yunpeng. In: Applied Energy. RePEc:eee:appene:v:378:y:2025:i:pa:s0306261924022293.

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2024Emotional spillovers in the cryptocurrency market. (2024). Tang, Yayan ; Bouri, Elie ; Hasan, Mudassar. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635023000928.

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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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2024From the pandemic to the Russia–Ukraine crisis: Dynamic behavior of connectedness between financial markets and implications for portfolio management. (2024). Bouzgarrou, Houssam ; Farhani, Ramzi ; Yousfi, Mohamed. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1178-1197.

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2024Risk spillover within the carbon-energy system – New evidence considering Chinas national carbon market. (2024). Liu, Xiaoxing ; Yang, Guangyi ; Tang, Chun. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1227-1240.

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2024Understanding the role of Chinas factors in international commodity price fluctuations: A perspective of monetary-fiscal policy interaction. (2024). Miao, Xinru ; Chen, Peng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1464-1483.

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2024Does digital inclusive finance increase land rent? Evidence from rural China. (2024). Zhao, Zengli ; Wang, Yuyu ; Lu, Chen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:1025-1043.

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2024Can digital financial inclusion promote the coupling coordination between pollution reduction and low-carbon development? Evidence from China. (2024). Cheung, Adrian (Wai-Kong) ; Zhang, Yuxi ; Qu, Xiaodong. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:1113-1130.

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2024The impact of green finance on renewable energy development efficiency in the context of energy security: Evidence from China. (2024). Pan, Yinghao ; Li, Xingchen ; Wu, Jie ; Zhou, Fangkezi ; Xu, Chengzhen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:803-816.

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2024Mystery of special government subsidies: How does digital transformation promote enterprise innovation and development?. (2024). Yang, Yuhan ; Tai, Yafei ; Zhang, Chong ; Liu, Baoliu ; Huang, Yujie. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:83:y:2024:i:c:p:1-16.

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2024Information matters: The effectiveness of mixed-ownership reform in mitigating financial constraints. (2024). Zhou, Zhou ; Qiu, Yitian ; Dang, Jingqi ; Tu, Bingqian. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:83:y:2024:i:c:p:1115-1132.

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2024Green Credit Policy and asset-debt maturity mismatch in highly polluting enterprises: Evidence from China. (2024). Liu, Taixing ; Yue, Pengpeng ; Fan, Miaomiao ; Korkmaz, Aslihan Gizem ; Yin, Zhichao. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:83:y:2024:i:c:p:946-965.

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2024Dynamic dependence of futures basis between the Chinese and international grains markets. (2024). Sun, Mingli ; Dong, Yizhe ; Wang, Hao ; Ji, Hao ; Shi, Baofeng. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s0264999323003966.

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2024Option listing and underlying commodity futures volatility in China. (2024). Guo, Jin ; Wen, Xiaoqian. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002839.

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2024Copper-to-gold ratio as a leading indicator for the 10-Year Treasury yield. (2024). Parnes, Dror. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001390.

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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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2024Unveiling hidden connections: Spillover among BRICS cryptocurrency-implied exchange rate discounts and US financial markets. (2024). Xiao, Zumian ; Ma, Shiqun ; Xiang, Lijin ; Wang, Shuhan ; Liu, Jianjian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000147.

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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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2024Dynamic volatility spillover and market emergency: Matching and forecasting. (2024). Chen, Jin ; Zhou, Wei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000354.

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2024Financial connectedness in BRICS: Quantile effects and BRICS SUMMIT impacts. (2024). Chen, Meixia ; Su, Xianfang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000792.

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2024A comparison of bitcoin futures return and return volatility based on news sentiment contemporaneously or lead-lag. (2024). Chou, Ke-Hsin ; Day, Min-Yuh ; Kao, Yu-Sheng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000846.

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2024Impact of green finance on low-carbon transformation: Spatial spillover effects in China. (2024). Zhao, Jing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s106294082400127x.

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2024Risk spillover mechanism among commercial banks and FinTech institutions throughout public health emergencies. (2024). Zhu, Jing ; Zhao, Jingsong ; Sun, Jiaojiao ; Zhang, Chen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001402.

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2024Dynamic linkages and contagion effects: Analyzing the linkages between crude oil prices, US market sector indices and energy markets. (2024). Koczar, Monika W ; Jareo, Francisco ; Escribano, Ana. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001724.

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2024Dynamic credit risk transmissions among global major industries: Evidence from the TVP-VAR spillover approach. (2024). Choi, Sun-Yong ; Lim, Seo-Yeon. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001761.

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2024The economic value of Bitcoin: A volatility timing perspective with portfolio rebalancing. (2024). Hung, Jui-Cheng ; Yang, Jimmy J ; Liu, Hung-Chun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001852.

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2024Natural habitat vs human in competition for breathing space: Need for restructuring clean energy infrastructure. (2024). Mughal, Waheed ; Abbas, Manzir ; Anwar, Aftab ; Arshed, Noman. In: Ecological Economics. RePEc:eee:ecolec:v:220:y:2024:i:c:s0921800924000740.

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2024Digital finance and stock market participation: The case of internet wealth management products in China. (2024). Galloway, Brian ; Li, Hongyu ; Wu, Junjie ; Lu, Zhiqiang. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:1:s0939362523000870.

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2024How effective is the cash conversion cycle in improving firm performance? Evidence from BRICS. (2024). Naeem, Muhammad Abubakr ; Kayani, Umar Nawaz ; Johan, Sofia ; Karim, Sitara. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000098.

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2024Government venture capital and innovation performance in alternative energy production: The moderating role of environmental regulation and capital market activity. (2024). Du, Min ; Li, Zhongyuan ; Yang, Tianle. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323006941.

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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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2024Connectivity and spillover during crises: Highlighting the prominent and growing role of green energy. (2024). Sensoy, Ahmet ; Goodell, John W ; Banerjee, Ameet Kumar. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007223.

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2024Risk spillover between carbon markets and stock markets from a progressive perspective: Measurements, spillover networks, and driving factors. (2024). Ma, Xiaojun ; Zhao, Yanzhi ; Dong, Qingli ; Zhou, Yanan. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007260.

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2024The impact of green finance on energy transition: Does climate risk matter?. (2024). Lee, Chi-Chuan ; Song, Hepeng ; An, Jiafu. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007569.

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2024Tail risk spillovers between Shanghai oil and other markets. (2024). Shafiullah, Muhammad ; Gul, Raazia ; Naeem, Muhammad Abubakr ; Lucey, Brian M ; Karim, Sitara. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323006801.

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2024Modeling the behavior of renewable energy market: Understanding the moderation of climate risk factors. (2024). Sinha, Avik ; Saha, Tanaya ; Tiwari, Sunil. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007880.

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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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2024Spillover effects between fossil energy and green markets: Evidence from informational inefficiency. (2024). Urquhart, Andrew ; Duan, Kun ; Xiao, YA ; Ren, Xiaohang. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000252.

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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  ↓
2025Multiscale risk spillovers and external driving factors: Evidence from the global futures and spot markets of staple foods In: Papers.
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2024Estimating the productivity of US agriculture: The Fisher total factor productivity index for time series data with unknown prices In: Australian Journal of Agricultural and Resource Economics.
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2021ENVIRONMENTAL HAZARDS AND RISK MANAGEMENT IN THE FINANCIAL SECTOR: A SYSTEMATIC LITERATURE REVIEW In: Journal of Economic Surveys.
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article20
2019Environmental Hazards and Risk Management in the Financial Sector: A Systematic Literature Review.(2019) In: Working Papers on Finance.
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2024Determinants and consequences of corporate social responsibility disclosure: A survey of extant literature In: Journal of Economic Surveys.
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2023Determinants and consequences of corporate social responsibility disclosure: a survey of extant literature.(2023) In: LSE Research Online Documents on Economics.
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2025Board‐level governance and corporate social responsibility: A meta‐analytic review In: Journal of Economic Surveys.
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2016Asymmetric Linkages between BRICS Stock Returns and Country Risk Ratings: Evidence from Dynamic Panel Threshold Models In: Review of International Economics.
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article40
2016Dynamic Global Linkages of the BRICS Stock Markets with the United States and Europe Under External Crisis Shocks: Implications for Portfolio Risk Forecasting In: The World Economy.
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article5
2021On the effects of monetary policy in Vietnam: Evidence from a Trilemma analysis In: The World Economy.
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article1
2020On the Effects of Monetary Policy in Vietnam: Evidence from a Trilemma Analysis.(2020) In: MPRA Paper.
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2015Business cycle (de)synchronization in the aftermath of the global financial crisis: implications for the Euro area In: Studies in Nonlinear Dynamics & Econometrics.
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article24
2014Business Cycle (De)Synchronization in the Aftermath of the Global Financial Crisis: Implications for the Euro Area.(2014) In: Working Papers.
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2012MODELING NONLINEAR AND HETEROGENEOUS DYNAMIC LINKS IN INTERNATIONAL MONETARY MARKETS In: Macroeconomic Dynamics.
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article3
2007Testing for Structural Breaks and Dynamic Changes in Emerging Market Volatility In: Working Papers.
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2007Does Macroeconomic Transparency Help Governments Be Solvent? Evidence from Recent Data In: Working Papers.
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2008DOES MACROECONOMIC TRANSPARENCY HELP GOVERNMENTS BE SOLVENT?: EVIDENCE FROM RECENT DATA.(2008) In: World Scientific Book Chapters.
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chapter
2013A wavelet-based copula approach for modeling market risk in agricultural commodity markets In: Working Papers.
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2007The Comovements in International Stock Markets: New Evidence from Latin American Emerging Countries In: Working Papers.
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2008THE COMOVEMENTS IN INTERNATIONAL STOCK MARKETS: NEW EVIDENCE FROM LATIN AMERICAN EMERGING COUNTRIES.(2008) In: Working Papers.
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2008The Commovements in International Stock Markets : New Evidence from Lating American Emerging Countries.(2008) In: LEO Working Papers / DR LEO.
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2010The comovements in international stock markets: new evidence from Latin American emerging countries.(2010) In: Applied Economics Letters.
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article
2010Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models In: Working Papers.
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2012Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models.(2012) In: Energy Economics.
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2012Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models.(2012) In: Post-Print.
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2010Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models.(2010) In: Working Papers.
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2010Forecasting the Conditional Volatility of Oil Spot andFutures Prices with Structural Breaksand Long Memory Models.(2010) In: LEO Working Papers / DR LEO.
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2010Modeling nonlinear and heterogeneous dynamic linkages in international monetary markets In: Working Papers.
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2010Global Financial Crisis, Extreme Interdependences, and Contagion E§ects: The Role of Economic Structure In: Working Papers.
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paper289
2011Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure?.(2011) In: Journal of Banking & Finance.
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2011How strong is the global integration of emerging market regions? An empirical assessment In: EconomiX Working Papers.
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2011How strong is the global integration of emerging market regions? An empirical assessment.(2011) In: Economic Modelling.
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2011How strong is the global integration of emerging market regions? An empirical assessment.(2011) In: Working Papers.
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2008More on corporate diversification, firm size and value creation In: Economics Bulletin.
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article3
2008An empirical analysis of structural changes in emerging market volatility In: Economics Bulletin.
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article5
2009Does financing behavior of Tunisian firms follow the predictions of the market timing theory of capital structure? In: Economics Bulletin.
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article2
2011Modeling the volatility of Mediterranean stock markets: a regime-switching approach In: Economics Bulletin.
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article5
2012Nonlinear modeling of oil and stock price dynamics: segmentation or time-varying integration? In: Economics Bulletin.
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article0
2012Euro-Mediterranean Economics and Finance Review In: Economics Bulletin.
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article0
2012Oil-stock volatility transmission, portfolio selection and hedging In: Economics Bulletin.
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article0
2018Fiscal policy interventions at the zero lower bound In: Journal of Economic Dynamics and Control.
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article12
2016Fiscal Policy Interventions at the Zero Lower Bound.(2016) In: Working Papers.
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2017Fiscal Policy Interventions at the Zero Lower Bound.(2017) In: MPRA Paper.
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2019Cojumps and asset allocation in international equity markets In: Journal of Economic Dynamics and Control.
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article9
2018Cojumps and Asset Allocation in International Equity Markets.(2018) In: MPRA Paper.
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2011Return and volatility transmission between world oil prices and stock markets of the GCC countries In: Economic Modelling.
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article228
2011Return and volatility transmission between world oil prices and stock markets of the GCC countries.(2011) In: EcoMod2011.
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paper
2012Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS In: Economic Modelling.
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article30
2012Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS.(2012) In: Post-Print.
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paper
2012Assessing the impacts of oil price fluctuations on stock returns in emerging markets In: Economic Modelling.
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article105
2013Testing the relationships between energy consumption and income in G7 countries with nonlinear causality tests In: Economic Modelling.
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article46
2014Testing the relationships between energy consumption and income in G7 countries with nonlinear causality tests.(2014) In: Working Papers.
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2014Causal interactions between CO2 emissions, FDI, and economic growth: Evidence from dynamic simultaneous-equation models In: Economic Modelling.
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article206
2014Causal interactions between CO2 emissions, FDI, and economic growth: Evidence from dynamic simultaneous-equation models.(2014) In: MPRA Paper.
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2015World gold prices and stock returns in China: Insights for hedging and diversification strategies In: Economic Modelling.
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article171
2013World gold prices and stock returns in China: insights for hedging and diversification strategies.(2013) In: Working Papers.
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2014World gold prices and stock returns in China: insights for hedging and diversification strategies.(2014) In: Working Papers.
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2016Real growth co-movements and business cycle synchronization in the GCC countries: Evidence from time-frequency analysis In: Economic Modelling.
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article17
2017Can investors of Chinese energy stocks benefit from diversification into commodity futures? In: Economic Modelling.
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2017Can Investors of Chinese Energy Stocks Benefit from Diversification into Commodity Futures?.(2017) In: Working Papers.
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2018A tale of two risks in the EMU sovereign debt markets In: Economics Letters.
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article1
2018A Tale of Two Risks in the EMU Sovereign Debt Markets.(2018) In: Working Papers.
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2015Are stock prices related to the political uncertainty index in OECD countries? Evidence from the bootstrap panel causality test In: Economic Systems.
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article68
2013Are Stock Prices Related to Political Uncertainty Index in OECD Countries? Evidence from Bootstrap Panel Causality Test.(2013) In: Working Papers.
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2013Are Stock Prices Related to Political Uncertainty Index in OECD Countries? Evidence from Bootstrap Panel Causality Test.(2013) In: Working Papers.
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2017Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets In: European Journal of Operational Research.
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article64
2016Information Diffusion, Cluster formation and Entropy-based Network Dynamics in Equity and Commodity Markets.(2016) In: MPRA Paper.
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2017Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios In: European Journal of Operational Research.
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article23
2016Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios.(2016) In: MPRA Paper.
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2014Do global factors impact BRICS stock markets? A quantile regression approach In: Emerging Markets Review.
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article255
2014Do global factors impact BRICS stock markets? A quantile regression approach.(2014) In: Working Papers.
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2014Dependence of stock and commodity futures markets in China: Implications for portfolio investment In: Emerging Markets Review.
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article57
2015Are Sharia stocks, gold and U.S. Treasury hedges and/or safe havens for the oil-based GCC markets? In: Emerging Markets Review.
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article74
2018Market integration and financial linkages among stock markets in Pacific Basin countries In: Journal of Empirical Finance.
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article28
2017Market Integration and Financial Linkages among Stock Markets in Pacific Basin Countries.(2017) In: Working Papers.
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2023How social imbalance and governance quality shape policy directives for energy transition in the OECD countries? In: Energy Economics.
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article43
2023Green financing of renewable energy generation: Capturing the role of exogenous moderation for ensuring sustainable development In: Energy Economics.
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2024Assessing the vulnerability of oil-dependent countries in Europe In: Energy Economics.
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article1
2024Chinas monetary policy framework and global commodity prices In: Energy Economics.
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article0
2012On the impacts of oil price fluctuations on European equity markets: Volatility spillover and hedging effectiveness In: Energy Economics.
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article298
2013A time-varying copula approach to oil and stock market dependence: The case of transition economies In: Energy Economics.
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article147
2013On the short- and long-run efficiency of energy and precious metal markets In: Energy Economics.
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article29
2013On the short- and long-run efficiency of energy and precious metal markets.(2013) In: Working Papers.
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2014Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory In: Energy Economics.
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article192
2014Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory.(2014) In: Working Papers.
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2014Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory.(2014) In: Working Papers.
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2014Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management In: Energy Economics.
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article34
2014Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management.(2014) In: Working Papers.
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2014Dynamic spillovers among major energy and cereal commodity prices In: Energy Economics.
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article175
2014Dynamic spillovers among major energy and cereal commodity prices.(2014) In: Working Papers.
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2014What explain the short-term dynamics of the prices of CO2 emissions? In: Energy Economics.
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article84
2014What explains the short-term dynamics of the prices of CO2 emissions?.(2014) In: NIPE Working Papers.
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2015An empirical analysis of energy cost pass-through to CO2 emission prices In: Energy Economics.
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article58
2015On the relationships between CO2 emissions, energy consumption and income: The importance of time variation In: Energy Economics.
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article129
2016Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk In: Energy Economics.
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article106
2014Risk Spillovers across the Energy and Carbon Markets and Hedging Strategies for Carbon Risk.(2014) In: Working Papers.
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2019A conditional dependence approach to CO2-energy price relationships In: Energy Economics.
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article35
2020U.S. equity and commodity futures markets: Hedging or financialization? In: Energy Economics.
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article30
2023Understanding energy poverty drivers in Europe In: Energy Policy.
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article7
2010Time-varying predictability in crude-oil markets: the case of GCC countries In: Energy Policy.
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article34
2010Time-varying Predictability in Crude Oil Markets: The Case of GCC Countries.(2010) In: Working Papers.
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2010Oil prices, stock markets and portfolio investment: Evidence from sector analysis in Europe over the last decade In: Energy Policy.
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article301
2010Oil Prices, Stock Markets and Portfolio Investment: Evidence from Sector Analysis in Europe over the Last Decade.(2010) In: Working Papers.
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2014Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices In: Energy Policy.
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article144
2014Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices.(2014) In: Post-Print.
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2014Energy prices and CO2 emission allowance prices: A quantile regression approach In: Energy Policy.
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article100
2014Energy prices and CO2 emission allowance prices: A quantile regression approach.(2014) In: Working Papers.
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2014Energy prices and CO2 emission allowance prices: A quantile regression approach.(2014) In: NIPE Working Papers.
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2015Energy conservation policies, growth and trade performance: Evidence of feedback hypothesis in Pakistan In: Energy Policy.
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article73
2014On the determinants of renewable energy consumption: International evidence In: Energy.
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article154
2016Impact of speculation and economic uncertainty on commodity markets In: International Review of Financial Analysis.
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article93
2020Dynamic volatility spillover effects between oil and agricultural products In: International Review of Financial Analysis.
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article45
2019Dynamic Volatility Spillover Effect between Oil and Agricultural Products.(2019) In: Working Papers.
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2022Corporate immunity, national culture and stock returns: Startups amid the COVID-19 pandemic In: International Review of Financial Analysis.
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article10
2024How do depositors respond to banks discretionary behaviors? Evidence from market discipline, deposit insurance, and scale effects In: International Review of Financial Analysis.
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article0
2015Testing for asymmetric causality between U.S. equity returns and commodity futures returns In: Finance Research Letters.
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article28
2021Covid-19 pandemic and tail-dependency networks of financial assets In: Finance Research Letters.
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article50
2021Is corporate social responsibility an agency problem? An empirical note from takeovers In: Finance Research Letters.
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article6
2021Is Corporate Social Responsibility an Agency Problem? An Empirical Note from Takeovers.(2021) In: Working Papers.
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2022Green finance and decarbonization: Evidence from around the world In: Finance Research Letters.
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article53
2022Green Finance and Decarbonization: Evidence from around the World.(2022) In: Post-Print.
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2022Systemic risk-sharing framework of cryptocurrencies in the COVID–19 crisis In: Finance Research Letters.
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article35
2023Modeling dynamic VaR and CVaR of cryptocurrency returns with alpha-stable innovations In: Finance Research Letters.
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article6
2023Strong financial regulation and corporate bankruptcy risk in China In: Finance Research Letters.
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article3
2024Portfolios weighted political risk and mutual fund performance: A text-based approach In: Finance Research Letters.
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article0
2012Asymmetric effects and long memory in dynamic volatility relationships between stock returns and exchange rates In: Journal of International Financial Markets, Institutions and Money.
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article44
2014How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests In: Journal of International Financial Markets, Institutions and Money.
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article104
2013How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests.(2013) In: Working Papers.
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2014Financial linkages between US sector credit default swaps markets In: Journal of International Financial Markets, Institutions and Money.
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article17
2014Instabilities in the relationships and hedging strategies between crude oil and US stock markets: Do long memory and asymmetry matter? In: Journal of International Financial Markets, Institutions and Money.
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article45
2014Can economic uncertainty, financial stress and consumer sentiments predict U.S. equity premium? In: Journal of International Financial Markets, Institutions and Money.
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article58
2013Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium?.(2013) In: Working Papers.
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2014Can Economic Uncertainty, Financial Stress and Consumer Senti-ments Predict U.S. Equity Premium?.(2014) In: Working Papers.
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2013Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium?.(2013) In: Working Papers.
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2015A wavelet-based nonlinear ARDL model for assessing the exchange rate pass-through to crude oil prices In: Journal of International Financial Markets, Institutions and Money.
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article40
2016On the time scale behavior of equity-commodity links: Implications for portfolio management In: Journal of International Financial Markets, Institutions and Money.
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article35
2017On the robustness of week-day effect to error distributional assumption: International evidence In: Journal of International Financial Markets, Institutions and Money.
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2019Financial development, government bond returns, and stability: International evidence In: Journal of International Financial Markets, Institutions and Money.
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article6
2018Financial Development, Government Bond Returns, and Stability: International Evidence.(2018) In: Working Papers.
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2021Dynamics of return and liquidity (co) jumps in emerging foreign exchange markets In: Journal of International Financial Markets, Institutions and Money.
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2020Dynamics of Return and Liquidity (Co)Jumps in Emerging Foreign Exchange Markets.(2020) In: Working Papers.
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2021Dynamics of Return and Liquidity (Co)Jumps in Emerging Foreign Exchange Markets.(2021) In: MPRA Paper.
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2021Risk governance and bank risk-taking behavior: Evidence from Asian banks In: Journal of International Financial Markets, Institutions and Money.
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article14
2020Regulatory changes and long-run relationships of the EMU sovereign debt markets: Implications for future policy framework In: International Review of Law and Economics.
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article1
2012An international CAPM for partially integrated markets: Theory and empirical evidence In: Journal of Banking & Finance.
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article41
2017Assessing the effects of unconventional monetary policy and low interest rates on pension fund risk incentives In: Journal of Banking & Finance.
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article13
2018Reprint of: Assessing the effects of unconventional monetary policy and low interest rates on pension fund risk incentives In: Journal of Banking & Finance.
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article8
2020Enterprise risk management and solvency: The case of the listed EU insurers In: Journal of Business Research.
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article9
2021Enterprise Risk Management and Solvency: The Case of the Listed EU Insurers.(2021) In: Working Papers.
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2021Investors’ attention and information losses under market stress In: Journal of Economic Behavior & Organization.
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2021Investors’ attention and information losses under market stress.(2021) In: Post-Print.
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2022Positive information shocks, investor behavior and stock price crash risk In: Journal of Economic Behavior & Organization.
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article9
2024Firm carbon risk exposure, stock returns, and dividend payment In: Journal of Economic Behavior & Organization.
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2024Firm carbon risk exposure, stock returns, and dividend payment.(2024) In: Post-Print.
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2020Reaching for yield and the diabolic loop in a monetary union In: Journal of International Money and Finance.
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article2
2024Stress testing climate risk: A network-based analysis of the Chinese banking system In: Journal of International Money and Finance.
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article1
2011Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management In: Journal of International Money and Finance.
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article373
2013Conditional dependence structure between oil prices and exchange rates: A copula-GARCH approach In: Journal of International Money and Finance.
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article166
2015US monetary policy and sectoral commodity prices In: Journal of International Money and Finance.
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article65
2017Black swan events and safe havens: The role of gold in globally integrated emerging markets In: Journal of International Money and Finance.
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article104
2016Black Swan Events and Safe Havens: The role of Gold in Globally Integrated Emerging Markets.(2016) In: MPRA Paper.
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2013What can we tell about monetary policy synchronization and interdependence over the 2007–2009 global financial crisis? In: Journal of Macroeconomics.
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article11
2013What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis?.(2013) In: Grenoble Ecole de Management (Post-Print).
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2013What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis?.(2013) In: Post-Print.
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2010What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis?.(2010) In: Working Papers.
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2022Economic drivers of volatility and correlation in precious metal markets In: Journal of Commodity Markets.
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article17
2022Economic drivers of volatility and correlation in precious metal markets.(2022) In: Working Papers.
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2024Asymmetries during pandemics and wartime In: The Journal of Economic Asymmetries.
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article0
2015Dynamic convergence of commodity futures: Not all types of commodities are alike In: Resources Policy.
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article52
2015Multivariate dependence risk and portfolio optimization: An application to mining stock portfolios In: Resources Policy.
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article26
2014Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors In: Pacific-Basin Finance Journal.
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article97
2012Long memory and structural breaks in modeling the return and volatility dynamics of precious metals In: The Quarterly Review of Economics and Finance.
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article108
2013Long memory and structural breaks in modeling the return and volatility dynamics of precious metals.(2013) In: Working Papers.
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2023Spillovers and connectedness in foreign exchange markets: The role of trade policy uncertainty In: The Quarterly Review of Economics and Finance.
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article3
2016Global financial crisis and spillover effects among the U.S. and BRICS stock markets In: International Review of Economics & Finance.
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article92
2014Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries In: Research in International Business and Finance.
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article118
2014Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries.(2014) In: Working Papers.
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This paper has nother version. Agregated cites: 118
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2015Short-term overreaction to specific events: Evidence from an emerging market In: Research in International Business and Finance.
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article31
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2016Analyst Earnings Forecasts, Individual Investors’Expectations and Trading Volume: An Experimental Approach.(2016) In: Bankers, Markets & Investors.
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