Hung Do
Names
Identifer
Contact
Affiliations
-
Massey University
/ Business School
/ School of Economics and Finance (weight: 85%)
-
Vietnam National University
/ International School
/ Department of Social Sciences, Economics and Management (weight: 15%)
Research profile
author of:
- Interconnectedness in the Australian National Electricity Market: A Higher‐Moment Analysis
The Economic Record, The Economic Society of Australia (2020)
by Hung Do & Rabindra Nepal & Russell Smyth
(ReDIF-article, bla:ecorec:v:96:y:2020:i:315:p:450-469) - Electricity Market Integration, Decarbonisation and Security of Supply: Dynamic Volatility Connectedness in the Irish and Great Britain Markets
Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2020)
by Do, H. & Nepal, R. & Jamasb, T.
(ReDIF-paper, cam:camdae:2007) - ESG and firm performance: The role of size and media channels
Economic Modelling, Elsevier (2023)
by Bissoondoyal-Bheenick, Emawtee & Brooks, Robert & Do, Hung Xuan
(ReDIF-article, eee:ecmode:v:121:y:2023:i:c:s0264999323000159) - Generalized impulse response analysis in a fractionally integrated vector autoregressive model
Economics Letters, Elsevier (2013)
by Do, Hung Xuan & Brooks, Robert Darren & Treepongkaruna, Sirimon
(ReDIF-article, eee:ecolet:v:118:y:2013:i:3:p:462-465) - Predicting loss severities for residential mortgage loans: A three-step selection approach
European Journal of Operational Research, Elsevier (2018)
by Do, Hung Xuan & Rösch, Daniel & Scheule, Harald
(ReDIF-article, eee:ejores:v:270:y:2018:i:1:p:246-259) - When Pep comes calling, the oil market answers: The effect of football player transfer movements on abnormal fluctuations in oil price futures
Energy Economics, Elsevier (2021)
by Do, Hung Xuan & Nguyen, Quan M.P. & Nepal, Rabindra & Smyth, Russell
(ReDIF-article, eee:eneeco:v:100:y:2021:i:c:s0140988321002310) - Does oil impact gold during COVID-19 and three other recent crises?
Energy Economics, Elsevier (2022)
by Tanin, Tauhidul Islam & Sarker, Ashutosh & Brooks, Robert & Do, Hung Xuan
(ReDIF-article, eee:eneeco:v:108:y:2022:i:c:s0140988322001165) - Green bonds and implied volatilities: Dynamic causality, spillovers, and implications for portfolio management
Energy Economics, Elsevier (2022)
by Pham, Linh & Do, Hung Xuan
(ReDIF-article, eee:eneeco:v:112:y:2022:i:c:s0140988322002651) - Dynamic volatility connectedness between thermal coal futures and major cryptocurrencies: Evidence from China
Energy Economics, Elsevier (2022)
by Pham, Son Duy & Nguyen, Thao Thac Thanh & Do, Hung Xuan
(ReDIF-article, eee:eneeco:v:112:y:2022:i:c:s0140988322002730) - The nexus between oil and airline stock returns: Does time frequency matter?
Energy Economics, Elsevier (2023)
by Asadi, Mehrad & Pham, Son D. & Nguyen, Thao T.T. & Do, Hung Xuan & Brooks, Robert
(ReDIF-article, eee:eneeco:v:117:y:2023:i:c:s0140988322005734) - Natural gas and the utility sector nexus in the U.S.: Quantile connectedness and portfolio implications
Energy Economics, Elsevier (2023)
by Pham, Son Duy & Nguyen, Thao Thac Thanh & Do, Hung Xuan
(ReDIF-article, eee:eneeco:v:120:y:2023:i:c:s0140988323001305) - Fossil fuel price uncertainty and feedstock edible oil prices: Evidence from MGARCH-M and VIRF analysis
Energy Economics, Elsevier (2016)
by Hasanov, Akram Shavkatovich & Do, Hung Xuan & Shaiban, Mohammed Sharaf
(ReDIF-article, eee:eneeco:v:57:y:2016:i:c:p:16-27) - Dynamic spillover between commodities and commodity currencies during United States Q.E
Energy Economics, Elsevier (2017)
by Yip, Pick Schen & Brooks, Robert & Do, Hung Xuan
(ReDIF-article, eee:eneeco:v:66:y:2017:i:c:p:399-410) - Exploiting the heteroskedasticity in measurement error to improve volatility predictions in oil and biofuel feedstock markets
Energy Economics, Elsevier (2020)
by Bissoondoyal-Bheenick, Emawtee & Brooks, Robert & Do, Hung Xuan & Smyth, Russell
(ReDIF-article, eee:eneeco:v:86:y:2020:i:c:s0140988320300281) - Electricity market integration, decarbonisation and security of supply: Dynamic volatility connectedness in the Irish and Great Britain markets
Energy Economics, Elsevier (2020)
by Do, Hung Xuan & Nepal, Rabindra & Jamasb, Tooraj
(ReDIF-article, eee:eneeco:v:92:y:2020:i:c:s0140988320302875) - The effects of sovereign rating drifts on financial return distributions: Evidence from the European Union
International Review of Financial Analysis, Elsevier (2014)
by Do, Hung Xuan & Brooks, Robert & Treepongkaruna, Sirimon & Wu, Eliza
(ReDIF-article, eee:finana:v:34:y:2014:i:c:p:5-20) - How does trading volume affect financial return distributions?
International Review of Financial Analysis, Elsevier (2014)
by Do, Hung Xuan & Brooks, Robert & Treepongkaruna, Sirimon & Wu, Eliza
(ReDIF-article, eee:finana:v:35:y:2014:i:c:p:190-206) - Dynamic volatility spillover effects between oil and agricultural products
International Review of Financial Analysis, Elsevier (2020)
by Yip, Pick Schen & Brooks, Robert & Do, Hung Xuan & Nguyen, Duc Khuong
(ReDIF-article, eee:finana:v:69:y:2020:i:c:s1057521920301095) - Sentiment and stock market connectedness: Evidence from the U.S. – China trade war
International Review of Financial Analysis, Elsevier (2022)
by Bissoondoyal-Bheenick, Emawtee & Do, Hung & Hu, Xiaolu & Zhong, Angel
(ReDIF-article, eee:finana:v:80:y:2022:i:c:s1057521922000114) - What drives cross-market correlations during the United States Q.E.?
International Review of Financial Analysis, Elsevier (2022)
by Yip, Pick Schen & Brooks, Robert & Do, Hung Xuan & Vo, Xuan Vinh
(ReDIF-article, eee:finana:v:83:y:2022:i:c:s1057521922002721) - Political similarities in credit ratings
International Review of Financial Analysis, Elsevier (2023)
by Nguyen, Quan M.P. & Do, Hung Xuan & Molchanov, Alexander & Nguyen, Lily & Nguyen, Nhut H.
(ReDIF-article, eee:finana:v:86:y:2023:i:c:s1057521923000315) - Covid-19 pandemic and tail-dependency networks of financial assets
Finance Research Letters, Elsevier (2021)
by Le, Trung Hai & Do, Hung Xuan & Nguyen, Duc Khuong & Sensoy, Ahmet
(ReDIF-article, eee:finlet:v:38:y:2021:i:c:s1544612320316147) - Learning from SARS: Return and volatility connectedness in COVID-19
Finance Research Letters, Elsevier (2021)
by Bissoondoyal-Bheenick, Emawtee & Do, Hung & Hu, Xiaolu & Zhong, Angel
(ReDIF-article, eee:finlet:v:41:y:2021:i:c:s154461232031610x) - Realized spill-over effects between stock and foreign exchange market: Evidence from regional analysis
Global Finance Journal, Elsevier (2015)
by Do, Hung Xuan & Brooks, Robert & Treepongkaruna, Sirimon
(ReDIF-article, eee:glofin:v:28:y:2015:i:c:p:24-37) - Effect of futures trading on the liquidity of underlying stocks: Evidence from Vietnam
Pacific-Basin Finance Journal, Elsevier (2022)
by Pham, Son Duy & Nguyen, Thao Thac Thanh & Do, Hung Xuan
(ReDIF-article, eee:pacfin:v:73:y:2022:i:c:s0927538x22000671) - Stock and currency market linkages: New evidence from realized spillovers in higher moments
International Review of Economics & Finance, Elsevier (2016)
by Do, Hung Xuan & Brooks, Robert & Treepongkaruna, Sirimon & Wu, Eliza
(ReDIF-article, eee:reveco:v:42:y:2016:i:c:p:167-185) - Asymmetric relationship between order imbalance and realized volatility: Evidence from the Australian market
International Review of Economics & Finance, Elsevier (2019)
by Bissoondoyal-Bheenick, Emawtee & Brooks, Robert & Do, Hung Xuan
(ReDIF-article, eee:reveco:v:62:y:2019:i:c:p:309-320) - Electricity market integration, decarbonisation and security of supply: Dynamic volatility connectedness in the Irish and Great Britain markets
CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2020)
by Hung Do & Rabindra Nepal & Tooraj Jamasb
(ReDIF-paper, een:camaaa:2020-42) - Interconnectedness in the Australian national electricity market: A higher moment analysis
CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2020)
by Hung Do & Rabindra Nepal & Russell Smyth
(ReDIF-paper, een:camaaa:2020-49) - Electricity Market Integration, Decarbonisation and Security of Supply: Dynamic Volatility Connectedness in the Irish and Great Britain Markets
Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge (2020)
by Hung Do & Rabindra Nepal & Tooraj Jamasb
(ReDIF-paper, enp:wpaper:eprg2003) - Electricity Market Integration, Decarbonisation and Security of Supply: Dynamic Volatility Connectedness in the Irish and Great Britain Markets
Working Papers, Copenhagen Business School, Department of Economics (2020)
by Do, Hung & Nepal, Rabindra & Jamasb, Tooraj
(ReDIF-paper, hhs:cbsnow:2020_003) - Electricity Market Crisis in Europe and Cross Border Price Effects: A Quantile Return Connectedness Analysis
Working Papers, Copenhagen Business School, Department of Economics (2023)
by Do, Hung Xuan & Nepal, Rabindra & Pham, Son Duy & Jamasb, Tooraj
(ReDIF-paper, hhs:cbsnow:2023_008) - Liquidity Constraints, Home Equity and Residential Mortgage Losses
The Journal of Real Estate Finance and Economics, Springer (2020)
by Hung Xuan Do & Daniel Rösch & Harald Scheule
(ReDIF-article, kap:jrefec:v:61:y:2020:i:2:d:10.1007_s11146-019-09709-9)