Access Statistics for Hung Do

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Electricity Market Crisis in Europe and Cross Border Price Effects: A Quantile Return Connectedness Analysis 0 0 1 9 0 0 21 35
Electricity Market Integration, Decarbonisation and Security of Supply: Dynamic Volatility Connectedness in the Irish and Great Britain Markets 0 0 0 11 0 1 16 58
Electricity Market Integration, Decarbonisation and Security of Supply: Dynamic Volatility Connectedness in the Irish and Great Britain Markets 0 0 0 7 0 1 20 65
Electricity Market Integration, Decarbonisation and Security of Supply: Dynamic Volatility Connectedness in the Irish and Great Britain Markets 0 0 0 7 0 2 14 32
Electricity Market Integration, Decarbonisation and Security of Supply: Dynamic Volatility Connectedness in the Irish and Great Britain Markets 0 0 0 11 1 2 16 53
Interconnectedness in the Australian National Electricity Market: A Higher Moment Analysis 0 0 0 15 0 1 14 49
Total Working Papers 0 0 1 60 1 7 101 292

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asymmetric relationship between order imbalance and realized volatility: Evidence from the Australian market 0 0 0 0 1 1 5 11
Covid-19 pandemic and tail-dependency networks of financial assets 0 0 1 5 0 0 17 40
Does oil impact gold during COVID-19 and three other recent crises? 0 1 4 6 0 2 28 51
Dynamic spillover between commodities and commodity currencies during United States Q.E 0 0 0 11 0 0 11 77
Dynamic volatility connectedness between thermal coal futures and major cryptocurrencies: Evidence from China 0 0 0 0 0 0 15 25
Dynamic volatility spillover effects between oil and agricultural products 0 0 0 9 0 1 21 88
ESG and firm performance: The role of size and media channels 2 3 21 79 4 6 146 388
Effect of futures trading on the liquidity of underlying stocks: Evidence from Vietnam 0 0 4 13 1 4 37 76
Electricity market integration, decarbonisation and security of supply: Dynamic volatility connectedness in the Irish and Great Britain markets 0 1 1 3 3 5 19 53
Exploiting the heteroskedasticity in measurement error to improve volatility predictions in oil and biofuel feedstock markets 0 0 0 1 0 0 16 50
Fossil fuel price uncertainty and feedstock edible oil prices: Evidence from MGARCH-M and VIRF analysis 0 0 0 13 2 3 16 95
Generalized impulse response analysis in a fractionally integrated vector autoregressive model 0 0 0 12 0 0 5 80
Green bonds and implied volatilities: Dynamic causality, spillovers, and implications for portfolio management 0 1 1 12 0 2 16 53
How does trading volume affect financial return distributions? 0 0 0 9 0 1 12 86
Interconnectedness in the Australian National Electricity Market: A Higher‐Moment Analysis 0 0 0 0 0 1 14 26
Learning from SARS: Return and volatility connectedness in COVID-19 0 0 0 6 0 0 17 40
Liquidity Constraints, Home Equity and Residential Mortgage Losses 0 1 1 5 0 2 32 71
Natural gas and the utility sector nexus in the U.S.: Quantile connectedness and portfolio implications 0 0 1 1 1 1 18 21
Political similarities in credit ratings 0 0 1 3 0 0 20 28
Predicting loss severities for residential mortgage loans: A three-step selection approach 0 0 1 39 1 2 16 148
Realized spill-over effects between stock and foreign exchange market: Evidence from regional analysis 0 0 0 13 0 1 6 71
Sentiment and stock market connectedness: Evidence from the U.S. – China trade war 0 0 5 31 0 1 25 83
Stock and currency market linkages: New evidence from realized spillovers in higher moments 0 0 0 13 0 2 14 144
The effects of sovereign rating drifts on financial return distributions: Evidence from the European Union 0 0 0 5 1 2 14 63
The nexus between oil and airline stock returns: Does time frequency matter? 0 1 4 11 3 7 27 47
What drives cross-market correlations during the United States Q.E.? 1 1 1 6 2 4 16 31
When Pep comes calling, the oil market answers: The effect of football player transfer movements on abnormal fluctuations in oil price futures 0 0 0 8 1 1 17 76
Total Journal Articles 3 9 46 314 20 49 600 2,022

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-10-11