Access Statistics for Hung Do

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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 1 1 2 9 3 4 8 18
Electricity Market Integration, Decarbonisation and Security of Supply: Dynamic Volatility Connectedness in the Irish and Great Britain Markets 0 0 0 7 2 3 4 20
Electricity Market Integration, Decarbonisation and Security of Supply: Dynamic Volatility Connectedness in the Irish and Great Britain Markets 0 0 0 7 3 6 8 50
Electricity Market Integration, Decarbonisation and Security of Supply: Dynamic Volatility Connectedness in the Irish and Great Britain Markets 0 0 1 11 1 1 6 43
Electricity Market Integration, Decarbonisation and Security of Supply: Dynamic Volatility Connectedness in the Irish and Great Britain Markets 0 0 0 11 3 4 4 41
Interconnectedness in the Australian National Electricity Market: A Higher Moment Analysis 0 0 0 15 0 2 5 37
Total Working Papers 1 1 3 60 12 20 35 209


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 0 6
Covid-19 pandemic and tail-dependency networks of financial assets 0 0 2 4 1 1 3 24
Does oil impact gold during COVID-19 and three other recent crises? 0 1 1 3 2 3 7 26
Dynamic spillover between commodities and commodity currencies during United States Q.E 0 0 0 11 3 4 5 69
Dynamic volatility connectedness between thermal coal futures and major cryptocurrencies: Evidence from China 0 0 0 0 0 0 4 10
Dynamic volatility spillover effects between oil and agricultural products 0 0 0 9 2 4 9 71
ESG and firm performance: The role of size and media channels 1 4 18 61 2 14 87 251
Effect of futures trading on the liquidity of underlying stocks: Evidence from Vietnam 3 4 5 12 10 13 16 50
Electricity market integration, decarbonisation and security of supply: Dynamic volatility connectedness in the Irish and Great Britain markets 0 0 0 2 2 4 5 38
Exploiting the heteroskedasticity in measurement error to improve volatility predictions in oil and biofuel feedstock markets 0 0 0 1 2 2 2 36
Fossil fuel price uncertainty and feedstock edible oil prices: Evidence from MGARCH-M and VIRF analysis 0 0 0 13 3 3 6 82
Generalized impulse response analysis in a fractionally integrated vector autoregressive model 0 0 0 12 1 1 2 76
Green bonds and implied volatilities: Dynamic causality, spillovers, and implications for portfolio management 0 1 4 11 1 5 15 41
How does trading volume affect financial return distributions? 0 0 0 9 0 2 3 76
Interconnectedness in the Australian National Electricity Market: A Higher‐Moment Analysis 0 0 0 0 1 1 4 13
Learning from SARS: Return and volatility connectedness in COVID-19 0 0 1 6 2 2 4 25
Liquidity Constraints, Home Equity and Residential Mortgage Losses 0 0 0 4 0 3 7 40
Natural gas and the utility sector nexus in the U.S.: Quantile connectedness and portfolio implications 0 0 0 0 0 1 2 4
Political similarities in credit ratings 0 1 1 3 0 1 4 9
Predicting loss severities for residential mortgage loans: A three-step selection approach 0 0 0 38 1 3 5 134
Realized spill-over effects between stock and foreign exchange market: Evidence from regional analysis 0 0 0 13 0 1 2 66
Sentiment and stock market connectedness: Evidence from the U.S. – China trade war 0 3 8 28 4 8 30 65
Stock and currency market linkages: New evidence from realized spillovers in higher moments 0 0 0 13 1 1 1 131
The effects of sovereign rating drifts on financial return distributions: Evidence from the European Union 0 1 1 5 0 1 2 49
The nexus between oil and airline stock returns: Does time frequency matter? 0 0 2 7 2 2 5 22
What drives cross-market correlations during the United States Q.E.? 0 0 0 5 0 1 2 16
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 2 4 10 62
Total Journal Articles 4 15 43 278 42 85 242 1,492


Statistics updated 2025-12-06