Hung Do : Citation Profile

Are you Hung Do?

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

11

H index

12

i10 index

312

Citations

RESEARCH PRODUCTION:

26

Articles

6

Papers

RESEARCH ACTIVITY:

   10 years (2013 - 2023). See details.
   Cites by year: 31
   Journals where Hung Do has often published
   Relations with other researchers
   Recent citing documents: 124.    Total self citations: 18 (5.45 %)

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   Permalink: http://citec.repec.org/pdo531
   Updated: 2024-11-08    RAS profile: 2023-05-10    
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Relations with other researchers

Works with:

Nepal, Rabindra (8)

Jamasb, Tooraj (6)

Smyth, Russell (3)

Brooks, Robert (3)

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:

lucey, brian (8)

Nepal, Rabindra (8)

Kočenda, Evžen (8)

Hasanov, Akram (6)

Baruník, Jozef (6)

Vacha, Lukas (6)

Billah, Syed (5)

Uddin, Gazi (5)

Brooks, Robert (5)

Yousaf, Imran (4)

Shahzad, Syed Jawad Hussain (4)

Cites to:

Diebold, Francis (47)

Bollerslev, Tim (43)

Andersen, Torben (32)

Brooks, Robert (27)

Bouri, Elie (27)

Nguyen, Duc Khuong (22)

Ji, Qiang (22)

Yilmaz, Kamil (21)

GUPTA, RANGAN (18)

Kočenda, Evžen (17)

Nepal, Rabindra (17)

Main data

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 (2024 and 2023)

YearTitle 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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2023Asymmetric 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.

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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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2023Return 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.

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2023Volatility 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.

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2023Climate 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.

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2023Currency 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.

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2023Risk 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.

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2023Are 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.

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2023Does 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.

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2023Corporate ESG rating and stock market liquidity: Evidence from China. (2023). Feng, Yaqian ; He, Feng ; Hao, Jing. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003231.

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2023Spillover 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.

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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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2023The 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.

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2023Global 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.

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2023Conditional 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.

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2023Co-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.

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2023Does 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.

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2023Interdependence 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.

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2023The 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.

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2023Modelling 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.

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2023Price 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.

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2023A 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.

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2023Global 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.

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2023Time-varying tail risk connectedness among sustainability-related products and fossil energy investments. (2023). Ren, Boru ; Lucey, Brian. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323003109.

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2023Decomposed oil price shocks and GCC stock market sector returns and volatility. (2023). Abuzayed, Bana ; Bouri, Elie ; Al-Fayoumi, Nedal. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004280.

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2023Dynamic volatility connectedness in the European electricity market. (2023). Papie, Monika ; Sikorska-Pastuszka, Magdalena. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323005431.

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2023Tail risk contagion across electricity markets in crisis periods. (2023). Tiwari, Aviral ; Abdullah, Mohammad ; Khan, Isma ; Wali, G M ; Aikins, Emmanuel Joel. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323005984.

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2023Biofuel policies and their ripple effects: An analysis of vegetable oil price dynamics and global consumer responses. (2023). Tchoffo, Guillaume ; Hikouatcha, Prince ; Declerck, Francis ; Tedongap, Romeo. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006254.

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2023Spillovers and connectedness among climate policy uncertainty, energy, green bond and carbon markets: A global perspective. (2023). Yunis, Manal ; Wang, Zu-Shan ; Kchouri, Bilal. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006680.

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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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2023Independent 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.

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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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2023Connectedness 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.

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2023The 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.

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2023Volatility 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.

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2023The 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.

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2023Asymmetric 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.

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2023Risk 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.

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2023Chinese 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.

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2023Understanding 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.

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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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2023Stock 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.

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2023Time-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.

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2023Asymmetric 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.

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2023Network 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.

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2023The effects of quantitative easing on Bitcoin prices. (2023). Zhang, Maojun ; Zhao, Yang ; Nan, Jiangxia ; Pei, Ziting. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323006049.

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2023The contagion of fake news concern and extreme stock market risks during the COVID-19 period. (2023). Yang, Zhuohang ; Qu, BO ; Hong, Yun ; Jiang, Yanhui. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s154461232300630x.

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2023Extreme downside risk transmission between green cryptocurrencies and energy markets: The diversification benefits. (2023). Karim, Sitara ; Ha, Thi Thu ; Naeem, Muhammad Abubakr ; Lucey, Brian M. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323006359.

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2023Can precious metals hedge the risks of Sino–US political relation?–Evidence from Toda–Yamamoto causality test in quantiles. (2023). Xiang, Feiyun ; Chang, Hao-Wen ; Cai, Yifei. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323006992.

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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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2023Portfolio 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.

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2023An examination of green bonds as a hedge and safe haven for international equity markets. (2023). Luo, Qirui ; Lucey, Brian ; Ren, Boru. In: Global Finance Journal. RePEc:eee:glofin:v:58:y:2023:i:c:s1044028323000893.

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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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2023Climate 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.

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2023Realized 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.

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2023Alarming contagion effects: The dangerous ripple effect of extreme price spillovers across crude oil, carbon emission allowance, and agriculture futures markets. (2023). Vigne, Samuel A ; Wang, Yizhi ; Wei, YU ; Ma, Zhenyu. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123000896.

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2023The 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.

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2023Gold 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.

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2023Time-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.

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2023Asymmetric 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.

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2023Unveiling 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.

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2023The 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.

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2023Gold vs bitcoin: Who can resist panic in the U.S.?. (2023). Lobon, Oana-Ramona ; Qin, Meng ; Yang, Shengjie ; Su, Chi-Wei. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723005913.

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2023Gold and crude oil: A time-varying causality across various market conditions. (2023). Bouri, Elie ; Raggad, Bechir. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723009844.

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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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2023The 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.

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2023Predicting 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.

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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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2023Connectedness 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.

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2023Risk 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.

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2023Heterogeneous 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.

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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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More than 100 citations found, this list is not complete...

Works by Hung Do:

YearTitleTypeCited
2020Electricity 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]		paper14
2020Electricity 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: 14		article
2020Electricity 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: 14		paper
2020Electricity 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: 14		paper
2020Electricity 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: 14		paper
2023ESG and firm performance: The role of size and media channels In: Economic Modelling.
[Full Text][Citation analysis]		article10
2013Generalized impulse response analysis in a fractionally integrated vector autoregressive model In: Economics Letters.
[Full Text][Citation analysis]		article11
2018Predicting loss severities for residential mortgage loans: A three-step selection approach In: European Journal of Operational Research.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		article2
2022Does oil impact gold during COVID-19 and three other recent crises? In: Energy Economics.
[Full Text][Citation analysis]		article9
2022Green bonds and implied volatilities: Dynamic causality, spillovers, and implications for portfolio management In: Energy Economics.
[Full Text][Citation analysis]		article21
2022Dynamic volatility connectedness between thermal coal futures and major cryptocurrencies: Evidence from China In: Energy Economics.
[Full Text][Citation analysis]		article7
2023The nexus between oil and airline stock returns: Does time frequency matter? In: Energy Economics.
[Full Text][Citation analysis]		article1
2023Natural gas and the utility sector nexus in the U.S.: Quantile connectedness and portfolio implications In: Energy Economics.
[Full Text][Citation analysis]		article9
2016Fossil fuel price uncertainty and feedstock edible oil prices: Evidence from MGARCH-M and VIRF analysis In: Energy Economics.
[Full Text][Citation analysis]		article23
2017Dynamic spillover between commodities and commodity currencies during United States Q.E. In: Energy Economics.
[Full Text][Citation analysis]		article13
2020Exploiting the heteroskedasticity in measurement error to improve volatility predictions in oil and biofuel feedstock markets In: Energy Economics.
[Full Text][Citation analysis]		article11
2014The effects of sovereign rating drifts on financial return distributions: Evidence from the European Union In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article4
2014How does trading volume affect financial return distributions? In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article8
2020Dynamic volatility spillover effects between oil and agricultural products In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article41
2022Sentiment and stock market connectedness: Evidence from the U.S. – China trade war In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article4
2022What drives cross-market correlations during the United States Q.E.? In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article1
2023Political similarities in credit ratings In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article1
2021Covid-19 pandemic and tail-dependency networks of financial assets In: Finance Research Letters.
[Full Text][Citation analysis]		article45
2021Learning from SARS: Return and volatility connectedness in COVID-19 In: Finance Research Letters.
[Full Text][Citation analysis]		article12
2015Realized spill-over effects between stock and foreign exchange market: Evidence from regional analysis In: Global Finance Journal.
[Full Text][Citation analysis]		article15
2022Effect of futures trading on the liquidity of underlying stocks: Evidence from Vietnam In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article0
2016Stock and currency market linkages: New evidence from realized spillovers in higher moments In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article25
2019Asymmetric relationship between order imbalance and realized volatility: Evidence from the Australian market In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article7
2020Interconnectedness in the Australian national electricity market: A higher moment analysis In: CAMA Working Papers.
[Full Text][Citation analysis]		paper7
2023Electricity Market Crisis in Europe and Cross Border Price Effects: A Quantile Return Connectedness Analysis In: Working Papers.
[Full Text][Citation analysis]		paper0
2020Liquidity Constraints, Home Equity and Residential Mortgage Losses In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article3

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team