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

Pham, Son Duy; Nguyen, Thao Thac Thanh; Do, Hung Xuan - In: Energy economics 112 (2022), pp. 1-24

Persistent link: https://www.econbiz.de/10013350765

Dynamic Volatility Connectedness between Thermal Coal Futures and Major Cryptocurrencies : Evidence from China

Pham, Son Duy; Do, Hung Xuan; Nguyen, Thao T.T - 2021

Despite the crucial role of thermal coal in generating the electricity used for cryptocurrency mining, the volatility linkage between the cryptocurrency and thermal coal markets is yet to be studied. We investigate the time-varying volatility connectedness between the two markets using their...

Persistent link: https://www.econbiz.de/10013322024

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

Do, Hung Xuan; Brooks, Robert; Sirimon Treepongkaruna - In: Global finance journal 28 (2015), pp. 24-37

Persistent link: https://www.econbiz.de/10011478085

How does trading volume affect financial return distributions?

Do, Hung Xuan; Brooks, Robert; Sirimon Treepongkaruna; … - In: International review of financial analysis 35 (2014), pp. 190-206

Persistent link: https://www.econbiz.de/10010530243

Volatility spillover between the US, Chinese and Australian stock markets

Bissoondoyal-Bheenick, Emawtee; Brooks, Robert; Chi, Wei; … - In: Australian journal of management 43 (2018) 2, pp. 263-285

Persistent link: https://www.econbiz.de/10011890710

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

Hasanov, Akram Shavkatovich; Do, Hung Xuan; Shaiban, … - In: Energy economics 57 (2016), pp. 16-27

Persistent link: https://www.econbiz.de/10011698255

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

Do, Hung Xuan; Brooks, Robert; Sirimon Treepongkaruna; … - In: International review of economics & finance : IREF 42 (2016), pp. 167-185

Persistent link: https://www.econbiz.de/10011625106

Dynamic volatility spillover effects between oil and agricultural products

Pick Schen Yip; Brooks, Robert; Do, Hung Xuan; Nguyen, … - In: International review of financial analysis 69 (2020), pp. 1-9

Persistent link: https://www.econbiz.de/10012316894

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

Bissoondoyal-Bheenick, Emawtee; Brooks, Robert; Do, … - In: Energy economics 86 (2020), pp. 1-18

Persistent link: https://www.econbiz.de/10012511747