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Natural gas and the utility sector nexus in the U.S. : quantile connectedness and portfolio implications

Pham, Son Duy; Nguyen, Thao Thac Thanh; Do, Hung Xuan - In: Energy economics 120 (2023), pp. 1-19

Persistent link: https://www.econbiz.de/10014285867

Does the U.S. export inflation? : evidence from the dynamic inflation spillover between the U.S. and EAGLEs

Nguyen, Thao Thac Thanh; Pham, Son Duy; Li, Xiao-Ming; … - In: International review of economics & finance : IREF 94 (2024), pp. 1-19

Persistent link: https://www.econbiz.de/10014583705

Portfolio's weighted political risk and mutual fund performance : a text-based approach

Huong Giang Nguyen; Hoang, Khanh; Nguyen, Quan M. P.; … - In: Finance research letters 66 (2024), pp. 1-11

Persistent link: https://www.econbiz.de/10015061194

Electricity market crisis in Europe and cross border price effects : a quantile return connectedness analysis

Do, Hung Xuan; Nepal, Rabindra; Pham, Son Duy; Jamasb, … - In: Energy economics 135 (2024), pp. 1-31

Persistent link: https://www.econbiz.de/10015046972

Volatility spillovers and carbon price in the Nordic wholesale electricity markets

Lyu, Chenyan; Do, Hung Xuan; Nepal, Rabindra; Jamasb, Tooraj - In: Energy economics 134 (2024), pp. 1-21

Persistent link: https://www.econbiz.de/10015047008

Impact of climate policy uncertainty on return spillover among green assets and portfolio implications

Pham, Son Duy; Nguyen, Thao T. T.; Do, Hung Xuan - In: Energy economics 134 (2024), pp. 1-21

Persistent link: https://www.econbiz.de/10015047152

Financial leverage and stock return comovement

Do, Hung Xuan; Nguyen, Nhut; Quan, Nguyen M. P. - In: Journal of financial markets 60 (2022), pp. 1-27

Persistent link: https://www.econbiz.de/10013397935

Asymmetric trading responses to credit rating announcements from issuer- versus investor-paid rating agencies

Nguyen, Quan M. P.; Do, Hung Xuan; Molchanov, Alexander; … - In: Journal of business finance & accounting : JBFA 51 (2024) 1/2, pp. 84-112

Persistent link: https://www.econbiz.de/10014481138

Price risk transmissions in the water-energy-food nexus : impacts of climate risks and portfolio implications

Trung Hai Le; Pham, Linh; Do, Hung Xuan - In: Energy economics 124 (2023), pp. 1-20

Persistent link: https://www.econbiz.de/10014483064

Interconnectedness in the Australian National Electricity Market : A Higher Moment Analysis

Do, Hung Xuan; Nepal, Rabindra; Smyth, Russell - 2020

We examine the risk transmission mechanisms in the interconnected Australian National Electricity Market (NEM). We illustrate that the transmission of extreme events in terms of their magnitude (via skewness) and the likelihood of their occurrence (via kurtosis) should be considered when...

Persistent link: https://www.econbiz.de/10014098107