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 7 0 2 4 12
Electricity Market Integration, Decarbonisation and Security of Supply: Dynamic Volatility Connectedness in the Irish and Great Britain Markets 0 0 0 7 0 0 0 16
Electricity Market Integration, Decarbonisation and Security of Supply: Dynamic Volatility Connectedness in the Irish and Great Britain Markets 0 0 0 7 1 1 3 43
Electricity Market Integration, Decarbonisation and Security of Supply: Dynamic Volatility Connectedness in the Irish and Great Britain Markets 0 0 0 11 0 0 2 37
Electricity market integration, decarbonisation and security of supply: Dynamic volatility connectedness in the Irish and Great Britain markets 0 0 0 10 1 1 1 38
Interconnectedness in the Australian national electricity market: A higher moment analysis 0 0 0 15 1 1 1 33
Total Working Papers 0 0 1 57 3 5 11 179


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 0 0 1 6
Covid-19 pandemic and tail-dependency networks of financial assets 0 1 1 3 0 1 2 22
Does oil impact gold during COVID-19 and three other recent crises? 0 0 2 2 0 0 5 19
Dynamic spillover between commodities and commodity currencies during United States Q.E 0 0 0 11 0 0 2 64
Dynamic volatility connectedness between thermal coal futures and major cryptocurrencies: Evidence from China 0 0 0 0 1 2 2 8
Dynamic volatility spillover effects between oil and agricultural products 0 0 1 9 0 0 9 62
ESG and firm performance: The role of size and media channels 0 3 26 46 7 16 99 180
Effect of futures trading on the liquidity of underlying stocks: Evidence from Vietnam 0 0 0 7 0 0 6 34
Electricity market integration, decarbonisation and security of supply: Dynamic volatility connectedness in the Irish and Great Britain markets 0 0 0 2 1 1 2 34
Exploiting the heteroskedasticity in measurement error to improve volatility predictions in oil and biofuel feedstock markets 0 0 0 1 0 0 4 34
Fossil fuel price uncertainty and feedstock edible oil prices: Evidence from MGARCH-M and VIRF analysis 0 0 0 13 1 2 2 78
Generalized impulse response analysis in a fractionally integrated vector autoregressive model 0 0 1 12 0 0 3 74
Green bonds and implied volatilities: Dynamic causality, spillovers, and implications for portfolio management 0 1 3 8 1 3 14 29
How does trading volume affect financial return distributions? 0 0 0 9 0 0 0 73
Interconnectedness in the Australian National Electricity Market: A Higher‐Moment Analysis 0 0 0 0 0 0 0 9
Learning from SARS: Return and volatility connectedness in COVID-19 0 0 1 5 0 1 3 22
Liquidity Constraints, Home Equity and Residential Mortgage Losses 0 0 0 4 0 0 2 33
Natural gas and the utility sector nexus in the U.S.: Quantile connectedness and portfolio implications 0 0 0 0 0 1 2 3
Political similarities in credit ratings 0 0 0 2 0 0 1 5
Predicting loss severities for residential mortgage loans: A three-step selection approach 0 0 1 38 1 2 4 131
Realized spill-over effects between stock and foreign exchange market: Evidence from regional analysis 0 0 1 13 0 0 4 64
Sentiment and stock market connectedness: Evidence from the U.S. – China trade war 2 2 8 22 4 5 14 40
Stock and currency market linkages: New evidence from realized spillovers in higher moments 0 0 0 13 0 0 1 130
The effects of sovereign rating drifts on financial return distributions: Evidence from the European Union 0 0 0 4 0 0 0 47
The nexus between oil and airline stock returns: Does time frequency matter? 0 1 3 6 0 1 4 18
What drives cross-market correlations during the United States Q.E.? 0 0 1 5 0 0 3 14
When Pep comes calling, the oil market answers: The effect of football player transfer movements on abnormal fluctuations in oil price futures 0 0 3 8 2 4 12 56
Total Journal Articles 2 8 52 243 18 39 201 1,289


Statistics updated 2025-03-03