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 2 9 3 10 19 31
Electricity Market Integration, Decarbonisation and Security of Supply: Dynamic Volatility Connectedness in the Irish and Great Britain Markets 0 0 0 7 0 4 9 25
Electricity Market Integration, Decarbonisation and Security of Supply: Dynamic Volatility Connectedness in the Irish and Great Britain Markets 0 0 0 7 0 7 15 58
Electricity Market Integration, Decarbonisation and Security of Supply: Dynamic Volatility Connectedness in the Irish and Great Britain Markets 0 0 1 11 0 10 15 53
Electricity Market Integration, Decarbonisation and Security of Supply: Dynamic Volatility Connectedness in the Irish and Great Britain Markets 0 0 0 11 2 4 13 50
Interconnectedness in the Australian National Electricity Market: A Higher Moment Analysis 0 0 0 15 2 9 13 46
Total Working Papers 0 0 3 60 7 44 84 263


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 2 2 3 9
Covid-19 pandemic and tail-dependency networks of financial assets 0 1 1 5 0 9 13 36
Does oil impact gold during COVID-19 and three other recent crises? 1 1 3 5 4 7 23 42
Dynamic spillover between commodities and commodity currencies during United States Q.E 0 0 0 11 0 4 9 73
Dynamic volatility connectedness between thermal coal futures and major cryptocurrencies: Evidence from China 0 0 0 0 1 10 13 21
Dynamic volatility spillover effects between oil and agricultural products 0 0 0 9 2 7 18 80
ESG and firm performance: The role of size and media channels 2 9 24 71 11 31 115 299
Effect of futures trading on the liquidity of underlying stocks: Evidence from Vietnam 0 0 5 12 2 7 25 59
Electricity market integration, decarbonisation and security of supply: Dynamic volatility connectedness in the Irish and Great Britain markets 0 0 0 2 0 4 10 44
Exploiting the heteroskedasticity in measurement error to improve volatility predictions in oil and biofuel feedstock markets 0 0 0 1 0 7 12 46
Fossil fuel price uncertainty and feedstock edible oil prices: Evidence from MGARCH-M and VIRF analysis 0 0 0 13 0 2 7 85
Generalized impulse response analysis in a fractionally integrated vector autoregressive model 0 0 0 12 0 2 4 78
Green bonds and implied volatilities: Dynamic causality, spillovers, and implications for portfolio management 0 0 1 11 0 3 12 44
How does trading volume affect financial return distributions? 0 0 0 9 2 7 10 83
Interconnectedness in the Australian National Electricity Market: A Higher‐Moment Analysis 0 0 0 0 2 9 15 24
Learning from SARS: Return and volatility connectedness in COVID-19 0 0 1 6 2 10 13 35
Liquidity Constraints, Home Equity and Residential Mortgage Losses 0 0 0 4 1 16 24 57
Natural gas and the utility sector nexus in the U.S.: Quantile connectedness and portfolio implications 0 1 1 1 2 9 11 14
Political similarities in credit ratings 0 0 1 3 0 11 16 21
Predicting loss severities for residential mortgage loans: A three-step selection approach 0 1 1 39 0 8 11 142
Realized spill-over effects between stock and foreign exchange market: Evidence from regional analysis 0 0 0 13 0 3 5 69
Sentiment and stock market connectedness: Evidence from the U.S. – China trade war 0 0 6 28 0 7 29 72
Stock and currency market linkages: New evidence from realized spillovers in higher moments 0 0 0 13 2 7 9 139
The effects of sovereign rating drifts on financial return distributions: Evidence from the European Union 0 0 1 5 0 5 8 55
The nexus between oil and airline stock returns: Does time frequency matter? 0 1 2 8 0 8 15 33
What drives cross-market correlations during the United States Q.E.? 0 0 0 5 0 2 7 21
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 6 15 71
Total Journal Articles 3 14 47 294 35 203 452 1,752


Statistics updated 2026-04-09