Green bonds and implied volatilities : dynamic causality, spillovers, and implications for portfolio management

von Pham, Linh
Veröffentlicht in Energy economics (2022)

Realized spill-over effects between stock and foreign exchange market : evidence from regional analysis

von Do, Hung Xuan
Veröffentlicht in Global finance journal (2015)

Electricity market integration, decarbonisation and security of supply : dynamic volatility connectedness in the Irish and Great Britain markets

von Do, Hung Xuan
Veröffentlicht in Energy economics (2020)

Predicting loss severities for residential mortgage loans : a three-step selection approach

von Do, Hung Xuan
Veröffentlicht in European journal of operational research (12018)

Asymmetric relationship between order imbalance and realized volatility : evidence from the Australian market

von Bissoondoyal-Bheenick, Emawtee
Veröffentlicht in International review of economics & finance (2019)

Dynamic spillover between commodities and commodity currencies during United States Q.E.

von Pick Schen Yip
Veröffentlicht in Energy economics (2017)

Generalized impulse response analysis in a fractionally integrated vector autoregressive model

von Do, Hung Xuan
Veröffentlicht in Economics letters (2013)

ESG and firm performance : the role of size and media channels

von Bissoondoyal-Bheenick, Emawtee
Veröffentlicht in Economic modelling (2023)

Price risk transmissions in the water-energy-food nexus : impacts of climate risks and portfolio implications

von Trung Hai Le
Veröffentlicht in Energy economics (2023)

Financial leverage and stock return comovement

von Do, Hung Xuan
Veröffentlicht in Journal of financial markets (2022)

Stock and currency market linkages : new evidence from realized spillovers in higher moments

von Do, Hung Xuan
Veröffentlicht in International review of economics & finance (2016)

Fossil fuel price uncertainty and feedstock edible oil prices : evidence from MGARCH-M and VIRF analysis

von Hasanov, Akram Shavkatovich
Veröffentlicht in Energy economics (2016)

How does trading volume affect financial return distributions?

Veröffentlicht in International review of financial analysis (2014)

Multinationals and stock return comovement

von Do, Hung Xuan
Veröffentlicht in Global finance journal (2022)

The effects of sovereign rating drifts on financial return distributions : evidence from the European Union

Veröffentlicht in International review of financial analysis (2014)

Effect of futures trading on the liquidity of underlying stocks : evidence from Vietnam

von Pham, Son Duy
Veröffentlicht in Pacific-Basin finance journal (2022)

Dynamic volatility connectedness between thermal coal futures and major cryptocurrencies : evidence from China

von Pham, Son Duy
Veröffentlicht in Energy economics (2022)

Exploiting the heteroskedasticity in measurement error to improve volatility predictions in oil and biofuel feedstock markets

von Bissoondoyal-Bheenick, Emawtee
Veröffentlicht in Energy economics (2020)

Natural gas and the utility sector nexus in the U.S. : quantile connectedness and portfolio implications

von Pham, Son Duy
Veröffentlicht in Energy economics (2023)

Volatility spillover between the US, Chinese and Australian stock markets

von Bissoondoyal-Bheenick, Emawtee
Veröffentlicht in Australian journal of management (2018)