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Hung Do
Hung Do
School of Economics and Finance - Massey University
Verified email at massey.ac.nz
Title
Cited by
Cited by
Year
Covid-19 pandemic and tail-dependency networks of financial assets
TH Le, HX Do, DK Nguyen, A Sensoy
Finance research letters 38, 101800, 2021
1222021
Dynamic volatility spillover effects between oil and agricultural products
PS Yip, R Brooks, HX Do, DK Nguyen
International Review of Financial Analysis 69, 101465, 2020
872020
Learning from SARS: Return and volatility connectedness in COVID-19
E Bissoondoyal-Bheenick, H Do, X Hu, A Zhong
Finance research letters 41, 101796, 2021
742021
ESG and firm performance: The role of size and media channels
E Bissoondoyal-Bheenick, R Brooks, HX Do
Economic Modelling 121, 106203, 2023
712023
Stock and currency market linkages: New evidence from realized spillovers in higher moments
HX Do, R Brooks, S Treepongkaruna, E Wu
International Review of Economics & Finance 42, 167-185, 2016
492016
Green bonds and implied volatilities: Dynamic causality, spillovers, and implications for portfolio management
L Pham, HX Do
Energy Economics 112, 106106, 2022
442022
Fossil fuel price uncertainty and feedstock edible oil prices: Evidence from MGARCH-M and VIRF analysis
AS Hasanov, HX Do, MS Shaiban
Energy Economics 57, 16-27, 2016
372016
How does trading volume affect financial return distributions?
HX Do, R Brooks, S Treepongkaruna, E Wu
International Review of Financial Analysis 35, 190-206, 2014
372014
Realized spill-over effects between stock and foreign exchange market: Evidence from regional analysis
HX Do, R Brooks, S Treepongkaruna
Global Finance Journal 28, 24-37, 2015
302015
Electricity market integration, decarbonisation and security of supply: Dynamic volatility connectedness in the Irish and Great Britain markets
HX Do, R Nepal, T Jamasb
Energy Economics 92, 104947, 2020
272020
Sentiment and stock market connectedness: Evidence from the US–China trade war
E Bissoondoyal-Bheenick, H Do, X Hu, A Zhong
International Review of Financial Analysis 80, 102031, 2022
262022
Volatility spillover between the US, Chinese and Australian stock markets
E Bissoondoyal-Bheenick, R Brooks, W Chi, HX Do
Australian Journal of Management 43 (2), 263-285, 2018
242018
Dynamic spillover between commodities and commodity currencies during United States QE
PS Yip, R Brooks, HX Do
Energy Economics 66, 399-410, 2017
242017
Predicting loss severities for residential mortgage loans: A three-step selection approach
HX Do, D Rösch, H Scheule
European Journal of Operational Research 270 (1), 246-259, 2018
232018
Does oil impact gold during COVID-19 and three other recent crises?
TI Tanin, A Sarker, R Brooks, HX Do
Energy economics 108, 105938, 2022
192022
Exploiting the heteroskedasticity in measurement error to improve volatility predictions in oil and biofuel feedstock markets
E Bissoondoyal-Bheenick, R Brooks, HX Do, R Smyth
Energy Economics 86, 104689, 2020
182020
Dynamic volatility connectedness between thermal coal futures and major cryptocurrencies: evidence from China
SD Pham, TTT Nguyen, HX Do
Energy Economics 112, 106114, 2022
142022
Asymmetric relationship between order imbalance and realized volatility: Evidence from the Australian market
E Bissoondoyal-Bheenick, R Brooks, HX Do
International Review of Economics & Finance 62, 309-320, 2019
142019
Generalized impulse response analysis in a fractionally integrated vector autoregressive model
HX Do, RD Brooks, S Treepongkaruna
Economics letters 118 (3), 462-465, 2013
142013
Natural gas and the utility sector nexus in the US: Quantile connectedness and portfolio implications
SD Pham, TTT Nguyen, HX Do
Energy Economics 120, 106632, 2023
122023
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