Details about Duc Khuong Nguyen

Homepage:	https://www.nguyenduckhuong.org/
Workplace:	École de Management Léonard de Vinci (EMLV Business School), (more information at EDIRC) Department of Social Sciences, Economics and Management, International School, Vietnam National University, (more information at EDIRC)

Access statistics for papers by Duc Khuong Nguyen.

Last updated 2025-03-14. Update your information in the RePEc Author Service.

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Working Papers

2025

1. Multiscale risk spillovers and external driving factors: Evidence from the global futures and spot markets of staple foods
   Papers, arXiv.org

2024

2. Firm carbon risk exposure, stock returns, and dividend payment
   Post-Print, HAL
   See also Journal Article Firm carbon risk exposure, stock returns, and dividend payment, Journal of Economic Behavior & Organization, Elsevier (2024) (2024)

2023

3. Determinants and consequences of corporate social responsibility disclosure: a survey of extant literature
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (5)
   See also Journal Article Determinants and consequences of corporate social responsibility disclosure: A survey of extant literature, Journal of Economic Surveys, Wiley Blackwell (2024) (2024)
4. Diversification benefits of precious metal markets
   Working Papers, HAL

2022

5. Common Drivers of Commodity Futures?
   QBS Working Paper Series, Queen's University Belfast, Queen's Business School
   Also in Working Papers, Utrecht School of Economics (2022)
6. Economic drivers of volatility and correlation in precious metal markets
   Working Papers, HAL View citations (19)
   See also Journal Article Economic drivers of volatility and correlation in precious metal markets, Journal of Commodity Markets, Elsevier (2022) View citations (18) (2022)
7. Financial Transformations Beyond the COVID-19 Health Crisis
   Post-Print, HAL
8. Green Finance and Decarbonization: Evidence from around the World
   Post-Print, HAL View citations (26)
   See also Journal Article Green finance and decarbonization: Evidence from around the world, Finance Research Letters, Elsevier (2022) View citations (46) (2022)
9. Systemic Risk-Sharing Framework of Cryptocurrencies in the COVID-9 Crisis
   Post-Print, HAL View citations (1)

2021

10. Broker Network Connectivity and the Cross-Section of Expected Stock Returns
    Working Papers, Department of Research, Ipag Business School
    Also in MPRA Paper, University Library of Munich, Germany (2020)
11. Does corporate environmentalism affect corporate insolvency risk? The role of market power and competitive intensity
    Post-Print, HAL View citations (6)
12. Dynamics of Return and Liquidity (Co)Jumps in Emerging Foreign Exchange Markets
    MPRA Paper, University Library of Munich, Germany View citations (6)
    Also in Working Papers, Department of Research, Ipag Business School (2020)
    See also Journal Article Dynamics of return and liquidity (co) jumps in emerging foreign exchange markets, Journal of International Financial Markets, Institutions and Money, Elsevier (2021) View citations (6) (2021)
13. Enterprise Risk Management and Solvency: The Case of the Listed EU Insurers
    Working Papers, Department of Research, Ipag Business School View citations (1)
    See also Journal Article Enterprise risk management and solvency: The case of the listed EU insurers, Journal of Business Research, Elsevier (2020) View citations (9) (2020)
14. Investors’ attention and information losses under market stress
    Post-Print, HAL View citations (7)
    See also Journal Article Investors’ attention and information losses under market stress, Journal of Economic Behavior & Organization, Elsevier (2021) View citations (7) (2021)
15. Is Corporate Social Responsibility an Agency Problem? An Empirical Note from Takeovers
    Working Papers, Department of Research, Ipag Business School View citations (7)
    See also Journal Article Is corporate social responsibility an agency problem? An empirical note from takeovers, Finance Research Letters, Elsevier (2021) View citations (7) (2021)
16. Local Bank, Digital Financial Inclusion and SME Financing Constraints: Empirical Evidence from China
    Working Papers, Department of Research, Ipag Business School View citations (20)
    See also Journal Article Local Bank, Digital Financial Inclusion and SME Financing Constraints: Empirical Evidence from China, Emerging Markets Finance and Trade, Taylor & Francis Journals (2022) View citations (37) (2022)
17. Statistical Arbitrage: Factor Investing Approach
    Working Papers, Department of Research, Ipag Business School
    Also in MPRA Paper, University Library of Munich, Germany (2021)
    See also Journal Article Statistical arbitrage: factor investing approach, OR Spectrum: Quantitative Approaches in Management, Springer (2023) (2023)

2020

18. Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach
    Working Papers, Department of Research, Ipag Business School View citations (1)
    Also in MPRA Paper, University Library of Munich, Germany (2020) View citations (1)
19. Dynamic dependence and extreme risk comovement: The case of oil prices and exchange rates
    MPRA Paper, University Library of Munich, Germany View citations (1)
    See also Journal Article Dynamic dependence and extreme risk comovement: The case of oil prices and exchange rates, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2021) View citations (11) (2021)
20. Endogenous Financial Uncertainty and Macroeconomic Volatility: Evidence from the United States
    MPRA Paper, University Library of Munich, Germany
21. Energy, climate and environment: policies and international coordination
    Post-Print, HAL View citations (2)
22. On the Effects of Monetary Policy in Vietnam: Evidence from a Trilemma Analysis
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article On the effects of monetary policy in Vietnam: Evidence from a Trilemma analysis, The World Economy, Wiley Blackwell (2021) View citations (1) (2021)
23. On the Efficiency of Foreign Exchange Markets in Times of the COVID-19 Pandemic
    Working Papers, Department of Research, Ipag Business School View citations (59)
    Also in MPRA Paper, University Library of Munich, Germany (2020) View citations (70)
    Post-Print, HAL (2020) View citations (41)
    See also Journal Article On the efficiency of foreign exchange markets in times of the COVID-19 pandemic, Technological Forecasting and Social Change, Elsevier (2020) View citations (50) (2020)
24. Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-out on the German Coal Industry
    Working Papers, Utrecht School of Economics View citations (3)
    Also in MPRA Paper, University Library of Munich, Germany (2019)
    See also Journal Article Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-Out on the German Coal Industry, The Energy Journal (2022) View citations (1) (2022)

2019

25. Dynamic Volatility Spillover Effect between Oil and Agricultural Products
    Working Papers, Department of Research, Ipag Business School
    See also Journal Article Dynamic volatility spillover effects between oil and agricultural products, International Review of Financial Analysis, Elsevier (2020) View citations (44) (2020)
26. Environmental Hazards and Risk Management in the Financial Sector: A Systematic Literature Review
    Working Papers on Finance, University of St. Gallen, School of Finance View citations (3)
    See also Journal Article ENVIRONMENTAL HAZARDS AND RISK MANAGEMENT IN THE FINANCIAL SECTOR: A SYSTEMATIC LITERATURE REVIEW, Journal of Economic Surveys, Wiley Blackwell (2021) View citations (17) (2021)
27. Handbook Of Global Financial Markets: Transformations, Dependence, and Risk Spillovers
    Post-Print, HAL
28. Handbook of Energy Finance
    Post-Print, HAL View citations (4)
    Also in Post-Print, HAL (2019) View citations (4)
29. Order Flow Persistence in Equity Spot and Futures Markets: Evidence from a Dynamic Emerging Market
    Working Papers, Department of Research, Ipag Business School

2018

30. A Tale of Two Risks in the EMU Sovereign Debt Markets
    Working Papers, Department of Research, Ipag Business School View citations (1)
    See also Journal Article A tale of two risks in the EMU sovereign debt markets, Economics Letters, Elsevier (2018) View citations (1) (2018)
31. Cojumps and Asset Allocation in International Equity Markets
    MPRA Paper, University Library of Munich, Germany View citations (1)
    See also Journal Article Cojumps and asset allocation in international equity markets, Journal of Economic Dynamics and Control, Elsevier (2019) View citations (11) (2019)
32. Discretionary Idiosyncratic Risk, Firm Cash Holdings and Investment
    Working Papers, Department of Research, Ipag Business School View citations (1)
33. Dynamic Integration and Network Structure of the EMU Sovereign Bond Markets
    Working Papers, Department of Research, Ipag Business School View citations (4)
    See also Journal Article Dynamic integration and network structure of the EMU sovereign bond markets, Annals of Operations Research, Springer (2019) View citations (19) (2019)
34. Dynamic connectedness of global currencies: a conditional Granger-causality approach
    Economics Working Paper Archive (University of Rennes & University of Caen), Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS View citations (1)
    Also in Working Papers, HAL (2018)
35. Energy Challenges in an Uncertain World
    Post-Print, HAL
36. Energy and environment: Transition models and new policy challenges in the post Paris Agreement
    Post-Print, HAL View citations (5)
37. Financial Development, Government Bond Returns, and Stability: International Evidence
    Working Papers, Department of Research, Ipag Business School
    See also Journal Article Financial development, government bond returns, and stability: International evidence, Journal of International Financial Markets, Institutions and Money, Elsevier (2019) View citations (6) (2019)
38. Modeling and Forecasting Commodity Market Volatility with Long-term Economic and Financial Variables
    Working Papers on Finance, University of St. Gallen, School of Finance View citations (7)
    Also in MPRA Paper, University Library of Munich, Germany (2018) View citations (10)
    See also Journal Article Modeling and forecasting commodity market volatility with long‐term economic and financial variables, Journal of Forecasting, John Wiley & Sons, Ltd. (2020) View citations (34) (2020)
39. Research Handbook of Finance and Sustainability
    Post-Print, HAL View citations (5)
40. Research Handbook of Investing in the Triple Bottom Line
    Post-Print, HAL

2017

41. Can Investors of Chinese Energy Stocks Benefit from Diversification into Commodity Futures?
    Working Papers, Department of Research, Ipag Business School View citations (10)
    See also Journal Article Can investors of Chinese energy stocks benefit from diversification into commodity futures?, Economic Modelling, Elsevier (2017) View citations (13) (2017)
42. Fiscal Policy Interventions at the Zero Lower Bound
    MPRA Paper, University Library of Munich, Germany
    Also in Working Papers, Department of Research, Ipag Business School (2016) View citations (1)
    See also Journal Article Fiscal policy interventions at the zero lower bound, Journal of Economic Dynamics and Control, Elsevier (2018) View citations (12) (2018)
43. Market Integration and Financial Linkages among Stock Markets in Pacific Basin Countries
    Working Papers, Department of Research, Ipag Business School
    See also Journal Article Market integration and financial linkages among stock markets in Pacific Basin countries, Journal of Empirical Finance, Elsevier (2018) View citations (29) (2018)
44. Sovereign Bond Market Dependencies and Crisis Transmission around the Eurozone Debt Crisis: A Dynamic Copula Approach
    Working Papers, Department of Research, Ipag Business School
    See also Journal Article Sovereign bond market dependencies and crisis transmission around the eurozone debt crisis: a dynamic copula approach, Applied Economics, Taylor & Francis Journals (2018) View citations (8) (2018)
45. The Drivers of Economic Growth in China and India: Globalization or Financial Development?
    MPRA Paper, University Library of Munich, Germany View citations (19)
    See also Journal Article The drivers of economic growth in China and India: globalization or financial development?, International Journal of Development Issues, Emerald Group Publishing Limited (2017) View citations (16) (2017)

2016

46. Analyst Earnings Forecasts, Individual Investors’Expectations and Trading Volume: An Experimental Approach
    Post-Print, HAL
    Also in Post-Print, HAL (2016)
    See also Journal Article Analyst Earnings Forecasts, Individual Investors’Expectations and Trading Volume: An Experimental Approach, Bankers, Markets & Investors, ESKA Publishing (2016) (2016)
47. Assessing the Effects of Unconventional Monetary Policy on Pension Funds Risk Incentives
    Working Papers, Department of Research, Ipag Business School
    Also in MPRA Paper, University Library of Munich, Germany (2016)
48. Black Swan Events and Safe Havens: The role of Gold in Globally Integrated Emerging Markets
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article Black swan events and safe havens: The role of gold in globally integrated emerging markets, Journal of International Money and Finance, Elsevier (2017) View citations (105) (2017)
49. Does Board Gender Diversity Make a Difference - New Evidence from Quantile Regression Analysis
    Post-Print, HAL View citations (7)
    Also in Working Papers, Department of Research, Ipag Business School (2014) View citations (13)
50. Dynamic global linkages of the BRICS stock markets with the U.S. and Europe under external crisis shocks: Implications for portfolio risk forecasting
    MPRA Paper, University Library of Munich, Germany View citations (1)
51. Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach
    MPRA Paper, University Library of Munich, Germany View citations (2)
    See also Journal Article Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach, Applied Economics, Taylor & Francis Journals (2017) View citations (13) (2017)
52. Information Diffusion, Cluster formation and Entropy-based Network Dynamics in Equity and Commodity Markets
    MPRA Paper, University Library of Munich, Germany View citations (2)
    See also Journal Article Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets, European Journal of Operational Research, Elsevier (2017) View citations (68) (2017)
53. Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios, European Journal of Operational Research, Elsevier (2017) View citations (25) (2017)
54. The role of trade openness and investment in examining the energy-growth-pollution nexus: Empirical evidence for China and India
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article The role of trade openness and investment in examining the energy-growth-pollution nexus: empirical evidence for China and India, Applied Economics, Taylor & Francis Journals (2017) View citations (9) (2017)

2015

55. Causal Effects of the United States and Japan on Pacific-Rim Stock Markets: Nonparametric Quantile Causality Approach
    Working Papers, University of Pretoria, Department of Economics View citations (7)
    See also Journal Article Causal effects of the United States and Japan on Pacific-Rim stock markets: nonparametric quantile causality approach, Applied Economics, Taylor & Francis Journals (2018) View citations (37) (2018)
56. Energy markets׳ financialization, risk spillovers, and pricing models
    Post-Print, HAL View citations (16)
57. Modeling inflation shifts and persistence in Tunisia: Perspectives from an evolutionary spectral approach
    MPRA Paper, University Library of Munich, Germany View citations (2)
    Also in Working Papers, Department of Research, Ipag Business School (2014) View citations (12)
58. Short-Term Overreaction to Specific Events: Evidence from an Emerging Market
    Post-Print, HAL View citations (28)
    See also Journal Article Short-term overreaction to specific events: Evidence from an emerging market, Research in International Business and Finance, Elsevier (2015) View citations (31) (2015)

2014

59. Assessing the efficiency of the MENA emerging stock markets: A sectoral perspective
    Working Papers, Department of Research, Ipag Business School View citations (7)
60. Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices
    Post-Print, HAL View citations (143)
    See also Journal Article Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices, Energy Policy, Elsevier (2014) View citations (140) (2014)
61. Asymmetric and nonlinear pass-through of energy prices to CO2 emission allowance prices
    NIPE Working Papers, NIPE - Universidade do Minho View citations (34)
    Also in Working Papers, Department of Research, Ipag Business School (2014) View citations (32)
62. Business Cycle (De)Synchronization in the Aftermath of the Global Financial Crisis: Implications for the Euro Area
    Working Papers, Department of Research, Ipag Business School View citations (4)
    See also Journal Article Business cycle (de)synchronization in the aftermath of the global financial crisis: implications for the Euro area, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2015) View citations (23) (2015)
63. Can Economic Uncertainty, Financial Stress and Consumer Senti-ments Predict U.S. Equity Premium?
    Working Papers, Department of Research, Ipag Business School View citations (53)
    Also in Working Papers, University of Pretoria, Department of Economics (2013) View citations (1)
    Working Papers, Department of Research, Ipag Business School (2013) View citations (1)
    See also Journal Article Can economic uncertainty, financial stress and consumer sentiments predict U.S. equity premium?, Journal of International Financial Markets, Institutions and Money, Elsevier (2014) View citations (57) (2014)
64. Carbon emissions - income relationships with structural breaks: the case of the Middle East and North African countries
    Working Papers, Department of Research, Ipag Business School View citations (36)
65. Causal interactions between CO2 emissions, FDI, and economic growth: Evidence from dynamic simultaneous-equation models
    MPRA Paper, University Library of Munich, Germany View citations (194)
    See also Journal Article Causal interactions between CO2 emissions, FDI, and economic growth: Evidence from dynamic simultaneous-equation models, Economic Modelling, Elsevier (2014) View citations (201) (2014)
66. China’s Monetary Policy and Commodity Prices
    Working Papers, Department of Research, Ipag Business School View citations (16)
67. Corporate Governance and Corporate Social Responsibility: Emerging Markets Focus
    Post-Print, HAL View citations (1)
68. Corporate performance of privatized firms in Vietnam
    Working Papers, Department of Research, Ipag Business School View citations (4)
69. Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management
    Working Papers, Department of Research, Ipag Business School View citations (37)
    See also Journal Article Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management, Energy Economics, Elsevier (2014) View citations (36) (2014)
70. Diversification benefits and strategic portfolio allocation across asset classes: The case of the US markets
    Working Papers, Department of Research, Ipag Business School View citations (14)
71. Do global factors impact BRICS stock markets? A quantile regression approach
    Working Papers, Department of Research, Ipag Business School View citations (249)
    See also Journal Article Do global factors impact BRICS stock markets? A quantile regression approach, Emerging Markets Review, Elsevier (2014) View citations (235) (2014)
72. Does Board Gender Diversity Improve the Performance of French Listed Firms?
    Post-Print, HAL View citations (4)
73. Does the Glass Ceiling Exist? A Longitudinal Study of Women’s Progress on French Corporate Boards
    Working Papers, Department of Research, Ipag Business School View citations (5)
74. Dynamic spillovers among major energy and cereal commodity prices
    Working Papers, Department of Research, Ipag Business School View citations (170)
    See also Journal Article Dynamic spillovers among major energy and cereal commodity prices, Energy Economics, Elsevier (2014) View citations (158) (2014)
75. Energy prices and CO2 emission allowance prices: A quantile regression approach
    Working Papers, Department of Research, Ipag Business School View citations (100)
    Also in NIPE Working Papers, NIPE - Universidade do Minho (2014) View citations (92)
    See also Journal Article Energy prices and CO2 emission allowance prices: A quantile regression approach, Energy Policy, Elsevier (2014) View citations (90) (2014)
76. Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries
    Working Papers, Department of Research, Ipag Business School View citations (111)
    See also Journal Article Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries, Research in International Business and Finance, Elsevier (2014) View citations (108) (2014)
77. Is gold a hedge or an indicator of inflation? New evidence from a nonlinear ARDL approach
    Post-Print, HAL
    Also in Post-Print, HAL (2014)
78. Oil prices and MENA stock markets:New evidence from nonlinear and asymmetric causalities during and after the crisis period
    Working Papers, Department of Research, Ipag Business School View citations (24)
    See also Journal Article Oil prices and MENA stock markets: new evidence from nonlinear and asymmetric causalities during and after the crisis period, Applied Economics, Taylor & Francis Journals (2014) View citations (78) (2014)
79. On the detection of extreme movements and persistent behavior in Mediterranean stock markets: a wavelet-based approach
    Working Papers, Department of Research, Ipag Business School View citations (9)
    See also Journal Article On the detection of extreme movements and persistent behaviour in Mediterranean stock markets: a wavelet-based approach, Applied Economics, Taylor & Francis Journals (2014) View citations (9) (2014)
80. Policy uncertainty and performance characteristics of sustainable investments across regions around the global financial crisis
    Working Papers, Department of Research, Ipag Business School View citations (62)
    See also Journal Article Policy uncertainty and performance characteristics of sustainable investments across regions around the global financial crisis, Applied Financial Economics, Taylor & Francis Journals (2014) View citations (61) (2014)
81. Responses of international stock markets to oil price surges: a regimeswitching perspective
    Working Papers, Department of Research, Ipag Business School View citations (2)
    See also Journal Article Responses of international stock markets to oil price surges: a regime-switching perspective, Applied Economics, Taylor & Francis Journals (2015) View citations (17) (2015)
82. Risk Spillovers across the Energy and Carbon Markets and Hedging Strategies for Carbon Risk
    Working Papers, Eastern Mediterranean University, Department of Economics View citations (5)
    See also Journal Article Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk, Energy Economics, Elsevier (2016) View citations (99) (2016)
83. Testing the relationships between energy consumption and income in G7 countries with nonlinear causality tests
    Working Papers, Department of Research, Ipag Business School View citations (9)
    See also Journal Article Testing the relationships between energy consumption and income in G7 countries with nonlinear causality tests, Economic Modelling, Elsevier (2013) View citations (37) (2013)
84. The short- and long-term performance of privatization initial public offerings in Europe
    Working Papers, Department of Research, Ipag Business School
85. Time-scale comovement between the Indian and world stock markets
    Working Papers, Department of Research, Ipag Business School View citations (6)
86. US Monetary Policy and Commodity Sector Prices
    Working Papers, Department of Research, Ipag Business School View citations (18)
87. Understanding return and volatility spillovers among major agricultural commodities
    Working Papers, Department of Research, Ipag Business School View citations (29)
88. Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory
    Working Papers, Department of Research, Ipag Business School View citations (192)
    Also in Working Papers, Department of Research, Ipag Business School (2014) View citations (193)
    See also Journal Article Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory, Energy Economics, Elsevier (2014) View citations (181) (2014)
89. What explains the short
    Working Papers, Department of Research, Ipag Business School View citations (7)
90. What explains the short-term dynamics of the prices of CO2 emissions?
    NIPE Working Papers, NIPE - Universidade do Minho View citations (38)
    See also Journal Article What explain the short-term dynamics of the prices of CO2 emissions?, Energy Economics, Elsevier (2014) View citations (82) (2014)
91. World gold prices and stock returns in China: insights for hedging and diversification strategies
    Working Papers, Department of Research, Ipag Business School View citations (17)
    Also in Working Papers, HAL (2013) View citations (10)
    See also Journal Article World gold prices and stock returns in China: Insights for hedging and diversification strategies, Economic Modelling, Elsevier (2015) View citations (155) (2015)

2013

92. A wavelet-based copula approach for modeling market risk in agricultural commodity markets
    Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam View citations (12)
93. Are Stock Prices Related to Political Uncertainty Index in OECD Countries? Evidence from Bootstrap Panel Causality Test
    Working Papers, Department of Research, Ipag Business School View citations (6)
    Also in Working Papers, University of Pretoria, Department of Economics (2013) View citations (4)
    See also Journal Article Are stock prices related to the political uncertainty index in OECD countries? Evidence from the bootstrap panel causality test, Economic Systems, Elsevier (2015) View citations (61) (2015)
94. Corporate Governance: Recent Developments and New Trends
    Post-Print, HAL
95. Does the board of directors affect cash holdings? A study of French listed firms
    Post-Print, HAL View citations (3)
96. Emerging Markets and the Global Economy: A Handbook
    Post-Print, HAL
97. How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests
    Working Papers, Department of Research, Ipag Business School View citations (12)
    See also Journal Article How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests, Journal of International Financial Markets, Institutions and Money, Elsevier (2014) View citations (94) (2014)
98. Long memory and asymmetry in the volatility of commodity markets and Basel Accord: choosing between models
    Working Papers, Department of Research, Ipag Business School View citations (8)
99. Long memory and structural breaks in modeling the return and volatility dynamics of precious metals
    Working Papers, HAL View citations (5)
    See also Journal Article Long memory and structural breaks in modeling the return and volatility dynamics of precious metals, The Quarterly Review of Economics and Finance, Elsevier (2012) View citations (115) (2012)
100. On the relationship between world oil prices and GCC stock markets
     Working Papers, HAL View citations (7)
     See also Journal Article On the Relationship between World Oil Prices and GCC Stock Markets, Journal of Quantitative Economics, The Indian Econometric Society (2012) View citations (10) (2012)
101. On the short- and long-run efficiency of energy and precious metal markets
     Working Papers, HAL View citations (29)
     See also Journal Article On the short- and long-run efficiency of energy and precious metal markets, Energy Economics, Elsevier (2013) View citations (27) (2013)
102. Regional integration of stock markets in Southeast Europe
     Working Papers, Department of Research, Ipag Business School View citations (1)
103. What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis?
     Grenoble Ecole de Management (Post-Print), HAL View citations (9)
     Also in Working Papers, HAL (2010)
     Post-Print, HAL (2013) View citations (10)
     See also Journal Article What can we tell about monetary policy synchronization and interdependence over the 2007–2009 global financial crisis?, Journal of Macroeconomics, Elsevier (2013) View citations (10) (2013)

2012

104. Board Directors and Corporate Social Responsibility
     Post-Print, HAL
105. Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models
     Post-Print, HAL View citations (110)
     Also in Working Papers, HAL (2010) View citations (5)
     LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans (2010) View citations (5)
     Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam (2010) View citations (24)
     See also Journal Article Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models, Energy Economics, Elsevier (2012) View citations (110) (2012)
106. Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS
     Post-Print, HAL View citations (37)
     See also Journal Article Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS, Economic Modelling, Elsevier (2012) View citations (39) (2012)

2011

107. How strong is the global integration of emerging market regions? An empirical assessment
     Working Papers, HAL
     Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2011) View citations (47)
     See also Journal Article How strong is the global integration of emerging market regions? An empirical assessment, Economic Modelling, Elsevier (2011) View citations (48) (2011)
108. Nonlinear Shift Contagion Modeling: Further Evidence from High Frequency Stock Data
     Post-Print, HAL View citations (1)
     See also Chapter Nonlinear Shift Contagion Modeling: Further Evidence from High Frequency Stock Data, Palgrave Macmillan Books, Palgrave Macmillan (2011) View citations (1) (2011)
109. Return and volatility transmission between world oil prices and stock markets of the GCC countries
     EcoMod2011, EcoMod View citations (197)
     See also Journal Article Return and volatility transmission between world oil prices and stock markets of the GCC countries, Economic Modelling, Elsevier (2011) View citations (224) (2011)

2010

110. Forecasting the Conditional Volatility of Spot and Futures Oil Prices with Structural Breaks and Long Memory Models
     EcoMod2010, EcoMod View citations (3)
111. Global Financial Crisis, Extreme Interdependences, and Contagion E§ects: The Role of Economic Structure
     Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam View citations (4)
     See also Journal Article Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure?, Journal of Banking & Finance, Elsevier (2011) View citations (308) (2011)
112. Global financial crisis, liquidity pressure in stock markets and efficiency of central bank interventions
     Working Papers, HAL View citations (8)
     See also Journal Article Global financial crisis, liquidity pressure in stock markets and efficiency of central bank interventions, Applied Financial Economics, Taylor & Francis Journals (2010) View citations (8) (2010)
113. Modeling nonlinear and heterogeneous dynamic linkages in international monetary markets
     Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam View citations (1)
114. Oil Prices, Stock Markets and Portfolio Investment: Evidence from Sector Analysis in Europe over the Last Decade
     Working Papers, HAL View citations (320)
     See also Journal Article Oil prices, stock markets and portfolio investment: Evidence from sector analysis in Europe over the last decade, Energy Policy, Elsevier (2010) View citations (319) (2010)
115. Synchronization and nonlinear interdependence of short-term interest rates
     Working Papers, HAL
116. Time-varying Predictability in Crude Oil Markets: The Case of GCC Countries
     Working Papers, HAL View citations (43)
     See also Journal Article Time-varying predictability in crude-oil markets: the case of GCC countries, Energy Policy, Elsevier (2010) View citations (44) (2010)

2008

117. THE COMOVEMENTS IN INTERNATIONAL STOCK MARKETS: NEW EVIDENCE FROM LATIN AMERICAN EMERGING COUNTRIES
     Working Papers, HAL View citations (1)
     Also in Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam (2007)
     LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans (2008)
     See also Journal Article The comovements in international stock markets: new evidence from Latin American emerging countries, Applied Economics Letters, Taylor & Francis Journals (2010) View citations (19) (2010)

2007

118. Does Macroeconomic Transparency Help Governments Be Solvent? Evidence from Recent Data
     Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam
     See also Chapter DOES MACROECONOMIC TRANSPARENCY HELP GOVERNMENTS BE SOLVENT?: EVIDENCE FROM RECENT DATA, World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd. (2008) (2008)
119. Testing for Structural Breaks and Dynamic Changes in Emerging Market Volatility
     Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam

2005

120. Liberalization of emerging equity markets and volatility
     Post-Print, HAL

Journal Articles

2025

1. Board‐level governance and corporate social responsibility: A meta‐analytic review
   Journal of Economic Surveys, 2025, 39, (1), 3-31
2. Financial inclusion and fintech: a state-of-the-art systematic literature review
   Financial Innovation, 2025, 11, (1), 1-42

2024

3. Assessing the impact of the sharing economy and technological innovation on sustainable development: An empirical investigation of the United Kingdom
   Technological Forecasting and Social Change, 2024, 209, (C)
4. Assessing the vulnerability of oil-dependent countries in Europe
   Energy Economics, 2024, 133, (C) View citations (1)
5. Asymmetries during pandemics and wartime
   The Journal of Economic Asymmetries, 2024, 30, (C)
6. COVID-19 adaptive strategy and SMEs’ access to finance
   Applied Economics, 2024, 56, (22), 2615-2628
7. China's monetary policy framework and global commodity prices
   Energy Economics, 2024, 138, (C)
8. Determinants and consequences of corporate social responsibility disclosure: A survey of extant literature
   Journal of Economic Surveys, 2024, 38, (3), 793-822
   See also Working Paper Determinants and consequences of corporate social responsibility disclosure: a survey of extant literature, LSE Research Online Documents on Economics (2023) View citations (5) (2023)
9. Estimating the productivity of US agriculture: The Fisher total factor productivity index for time series data with unknown prices
   Australian Journal of Agricultural and Resource Economics, 2024, 68, (3), 701-712
10. Firm carbon risk exposure, stock returns, and dividend payment
    Journal of Economic Behavior & Organization, 2024, 221, (C), 248-276
    See also Working Paper Firm carbon risk exposure, stock returns, and dividend payment, Post-Print (2024) (2024)
11. From fears to recession? Time‐frequency risk contagion among stock and credit default swap markets during the COVID pandemic
    International Journal of Finance & Economics, 2024, 29, (1), 551-580
12. How do depositors respond to banks' discretionary behaviors? Evidence from market discipline, deposit insurance, and scale effects
    International Review of Financial Analysis, 2024, 93, (C)
13. Investor attention and cryptocurrency market liquidity: a double-edged sword
    Annals of Operations Research, 2024, 334, (1), 815-856
14. Portfolio's weighted political risk and mutual fund performance: A text-based approach
    Finance Research Letters, 2024, 66, (C)
15. Stress testing climate risk: A network-based analysis of the Chinese banking system
    Journal of International Money and Finance, 2024, 149, (C) View citations (1)

2023

16. Green financing of renewable energy generation: Capturing the role of exogenous moderation for ensuring sustainable development
    Energy Economics, 2023, 126, (C) View citations (13)
17. How social imbalance and governance quality shape policy directives for energy transition in the OECD countries?
    Energy Economics, 2023, 120, (C) View citations (42)
18. Jump forecasting in foreign exchange markets: A high‐frequency analysis
    Journal of Forecasting, 2023, 42, (3), 578-624
19. Modeling dynamic VaR and CVaR of cryptocurrency returns with alpha-stable innovations
    Finance Research Letters, 2023, 55, (PA) View citations (6)
20. Spillovers and connectedness in foreign exchange markets: The role of trade policy uncertainty
    The Quarterly Review of Economics and Finance, 2023, 87, (C), 191-199 View citations (3)
21. Statistical arbitrage: factor investing approach
    OR Spectrum: Quantitative Approaches in Management, 2023, 45, (4), 1295-1331
    See also Working Paper Statistical Arbitrage: Factor Investing Approach, Working Papers (2021) (2021)
22. Strong financial regulation and corporate bankruptcy risk in China
    Finance Research Letters, 2023, 58, (PB) View citations (3)
23. Understanding energy poverty drivers in Europe
    Energy Policy, 2023, 183, (C) View citations (7)

2022

24. Assessing the performance of exchange traded funds in the energy sector: a hybrid DEA multiobjective linear programming approach
    Annals of Operations Research, 2022, 313, (1), 341-366 View citations (7)
25. Corporate immunity, national culture and stock returns: Startups amid the COVID-19 pandemic
    International Review of Financial Analysis, 2022, 79, (C) View citations (10)
26. Covid-19 vaccination, fear and anxiety: Evidence from Google search trends
    Social Science & Medicine, 2022, 297, (C) View citations (5)
27. Early warning systems for currency and systemic banking crises in Vietnam
    Post-Communist Economies, 2022, 34, (3), 350-375
28. Economic drivers of volatility and correlation in precious metal markets
    Journal of Commodity Markets, 2022, 28, (C) View citations (18)
    See also Working Paper Economic drivers of volatility and correlation in precious metal markets, Working Papers (2022) View citations (19) (2022)
29. External financing and earnings management: Evidence in Vietnam
    Cogent Economics & Finance, 2022, 10, (1), 2147703
30. Forecasting high-frequency stock returns: a comparison of alternative methods
    Annals of Operations Research, 2022, 313, (2), 639-690 View citations (2)
31. Green Credit Policy and Corporate Productivity: Evidence from a Quasi-natural Experiment in China
    Technological Forecasting and Social Change, 2022, 177, (C) View citations (34)
32. Green finance and decarbonization: Evidence from around the world
    Finance Research Letters, 2022, 46, (PB) View citations (46)
    See also Working Paper Green Finance and Decarbonization: Evidence from around the World, Post-Print (2022) View citations (26) (2022)
33. Local Bank, Digital Financial Inclusion and SME Financing Constraints: Empirical Evidence from China
    Emerging Markets Finance and Trade, 2022, 58, (6), 1712-1725 View citations (37)
    See also Working Paper Local Bank, Digital Financial Inclusion and SME Financing Constraints: Empirical Evidence from China, Working Papers (2021) View citations (20) (2021)
34. Positive information shocks, investor behavior and stock price crash risk
    Journal of Economic Behavior & Organization, 2022, 197, (C), 493-518 View citations (9)
35. Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-Out on the German Coal Industry
    The Energy Journal, 2022, 43, (5), 27-50 View citations (1)
    See also Working Paper Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-out on the German Coal Industry, Working Papers (2020) View citations (3) (2020)
36. Systematic ESG exposure and stock returns: Evidence from the United States during the 1991–2019 period
    Business Ethics, the Environment & Responsibility, 2022, 31, (3), 604-619
37. Systemic risk-sharing framework of cryptocurrencies in the COVID–19 crisis
    Finance Research Letters, 2022, 47, (PB) View citations (34)
38. Variance Risk Premium in Energy Markets: Ex-Ante and Ex-Post Perspectives
    The Energy Journal, 2022, 43, (1_suppl), 1-30 View citations (2)

2021

39. Corporate social responsibility, trade credit provision and doubtful accounts receivable: the case in China
    Social Responsibility Journal, 2021, 18, (7), 1378-1390
40. Covid-19 pandemic and tail-dependency networks of financial assets
    Finance Research Letters, 2021, 38, (C) View citations (50)
41. Dynamic dependence and extreme risk comovement: The case of oil prices and exchange rates
    International Journal of Finance & Economics, 2021, 26, (2), 2612-2636 View citations (11)
    See also Working Paper Dynamic dependence and extreme risk comovement: The case of oil prices and exchange rates, MPRA Paper (2020) View citations (1) (2020)
42. Dynamics of return and liquidity (co) jumps in emerging foreign exchange markets
    Journal of International Financial Markets, Institutions and Money, 2021, 73, (C) View citations (6)
    See also Working Paper Dynamics of Return and Liquidity (Co)Jumps in Emerging Foreign Exchange Markets, MPRA Paper (2021) View citations (6) (2021)
43. ENVIRONMENTAL HAZARDS AND RISK MANAGEMENT IN THE FINANCIAL SECTOR: A SYSTEMATIC LITERATURE REVIEW
    Journal of Economic Surveys, 2021, 35, (2), 512-538 View citations (17)
    See also Working Paper Environmental Hazards and Risk Management in the Financial Sector: A Systematic Literature Review, Working Papers on Finance (2019) View citations (3) (2019)
44. Investors’ attention and information losses under market stress
    Journal of Economic Behavior & Organization, 2021, 191, (C), 1112-1127 View citations (7)
    See also Working Paper Investors’ attention and information losses under market stress, Post-Print (2021) View citations (7) (2021)
45. Is corporate social responsibility an agency problem? An empirical note from takeovers
    Finance Research Letters, 2021, 43, (C) View citations (7)
    See also Working Paper Is Corporate Social Responsibility an Agency Problem? An Empirical Note from Takeovers, Working Papers (2021) View citations (7) (2021)
46. On the effects of monetary policy in Vietnam: Evidence from a Trilemma analysis
    The World Economy, 2021, 44, (5), 1428-1447 View citations (1)
    See also Working Paper On the Effects of Monetary Policy in Vietnam: Evidence from a Trilemma Analysis, MPRA Paper (2020) (2020)
47. Preface: neural networks, nonlinear dynamics, and risk management in banking and finance
    Annals of Operations Research, 2021, 297, (1), 1-2
48. Risk governance and bank risk-taking behavior: Evidence from Asian banks
    Journal of International Financial Markets, Institutions and Money, 2021, 75, (C) View citations (13)
49. SPECIAL ISSUE: INTERNATIONAL TRADE AND BUSINESS IN THE AGE OF DIGITAL TRANSFORMATIONS
    The Singapore Economic Review (SER), 2021, 66, (04), 969-972 View citations (1)

2020

50. Dynamic volatility spillover effects between oil and agricultural products
    International Review of Financial Analysis, 2020, 69, (C) View citations (44)
    See also Working Paper Dynamic Volatility Spillover Effect between Oil and Agricultural Products, Working Papers (2019) (2019)
51. Enterprise risk management and solvency: The case of the listed EU insurers
    Journal of Business Research, 2020, 113, (C), 360-369 View citations (9)
    See also Working Paper Enterprise Risk Management and Solvency: The Case of the Listed EU Insurers, Working Papers (2021) View citations (1) (2021)
52. Modeling and forecasting commodity market volatility with long‐term economic and financial variables
    Journal of Forecasting, 2020, 39, (2), 126-142 View citations (34)
    See also Working Paper Modeling and Forecasting Commodity Market Volatility with Long-term Economic and Financial Variables, Working Papers on Finance (2018) View citations (7) (2018)
53. On the efficiency of foreign exchange markets in times of the COVID-19 pandemic
    Technological Forecasting and Social Change, 2020, 161, (C) View citations (50)
    See also Working Paper On the Efficiency of Foreign Exchange Markets in Times of the COVID-19 Pandemic, Working Papers (2020) View citations (59) (2020)
54. Reaching for yield and the diabolic loop in a monetary union
    Journal of International Money and Finance, 2020, 108, (C) View citations (2)
55. Regulatory changes and long-run relationships of the EMU sovereign debt markets: Implications for future policy framework
    International Review of Law and Economics, 2020, 63, (C) View citations (1)
56. U.S. equity and commodity futures markets: Hedging or financialization?
    Energy Economics, 2020, 86, (C) View citations (28)

2019

57. A conditional dependence approach to CO2-energy price relationships
    Energy Economics, 2019, 81, (C), 812-821 View citations (34)
58. Cojumps and asset allocation in international equity markets
    Journal of Economic Dynamics and Control, 2019, 98, (C), 1-22 View citations (11)
    See also Working Paper Cojumps and Asset Allocation in International Equity Markets, MPRA Paper (2018) View citations (1) (2018)
59. Dynamic integration and network structure of the EMU sovereign bond markets
    Annals of Operations Research, 2019, 281, (1), 297-314 View citations (19)
    See also Working Paper Dynamic Integration and Network Structure of the EMU Sovereign Bond Markets, Working Papers (2018) View citations (4) (2018)
60. Financial development, government bond returns, and stability: International evidence
    Journal of International Financial Markets, Institutions and Money, 2019, 61, (C), 81-96 View citations (6)
    See also Working Paper Financial Development, Government Bond Returns, and Stability: International Evidence, Working Papers (2018) (2018)
61. Liquidity risk and the covered bond market in times of crisis: empirical evidence from Germany
    Annals of Operations Research, 2019, 282, (1), 407-426 View citations (5)

2018

62. A tale of two risks in the EMU sovereign debt markets
    Economics Letters, 2018, 172, (C), 102-106 View citations (1)
    See also Working Paper A Tale of Two Risks in the EMU Sovereign Debt Markets, Working Papers (2018) View citations (1) (2018)
63. Causal effects of the United States and Japan on Pacific-Rim stock markets: nonparametric quantile causality approach
    Applied Economics, 2018, 50, (53), 5712-5727 View citations (37)
    See also Working Paper Causal Effects of the United States and Japan on Pacific-Rim Stock Markets: Nonparametric Quantile Causality Approach, Working Papers (2015) View citations (7) (2015)
64. Fiscal policy interventions at the zero lower bound
    Journal of Economic Dynamics and Control, 2018, 93, (C), 297-314 View citations (12)
    See also Working Paper Fiscal Policy Interventions at the Zero Lower Bound, MPRA Paper (2017) (2017)
65. Governance issues in business and finance in the wake of the global financial crisis
    Journal of Management & Governance, 2018, 22, (1), 1-5 View citations (2)
66. Market integration and financial linkages among stock markets in Pacific Basin countries
    Journal of Empirical Finance, 2018, 46, (C), 77-92 View citations (29)
    See also Working Paper Market Integration and Financial Linkages among Stock Markets in Pacific Basin Countries, Working Papers (2017) (2017)
67. Reprint of: Assessing the effects of unconventional monetary policy and low interest rates on pension fund risk incentives
    Journal of Banking & Finance, 2018, 92, (C), 340-357 View citations (10)
68. Sovereign bond market dependencies and crisis transmission around the eurozone debt crisis: a dynamic copula approach
    Applied Economics, 2018, 50, (47), 5031-5049 View citations (8)
    See also Working Paper Sovereign Bond Market Dependencies and Crisis Transmission around the Eurozone Debt Crisis: A Dynamic Copula Approach, Working Papers (2017) (2017)
69. Special Issue "Energy Challenges in an Uncertain World" Editorial
    The Energy Journal, 2018, 39, (2_suppl), 1-2
70. The shifting dependence dynamics between the G7 stock markets
    Quantitative Finance, 2018, 18, (5), 801-812 View citations (25)
71. Value‐at‐risk under market shifts through highly flexible models
    Journal of Forecasting, 2018, 37, (8), 790-804 View citations (7)

2017

72. Assessing the effects of unconventional monetary policy and low interest rates on pension fund risk incentives
    Journal of Banking & Finance, 2017, 77, (C), 35-52 View citations (16)
73. Black swan events and safe havens: The role of gold in globally integrated emerging markets
    Journal of International Money and Finance, 2017, 73, (PB), 317-334 View citations (105)
    See also Working Paper Black Swan Events and Safe Havens: The role of Gold in Globally Integrated Emerging Markets, MPRA Paper (2016) (2016)
74. Can investors of Chinese energy stocks benefit from diversification into commodity futures?
    Economic Modelling, 2017, 66, (C), 184-200 View citations (13)
    See also Working Paper Can Investors of Chinese Energy Stocks Benefit from Diversification into Commodity Futures?, Working Papers (2017) View citations (10) (2017)
75. Estimating and forecasting portfolio’s Value-at-Risk with wavelet-based extreme value theory: Evidence from crude oil prices and US exchange rates
    Journal of the Operational Research Society, 2017, 68, (11), 1352-1362 View citations (7)
76. Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach
    Applied Economics, 2017, 49, (25), 2409-2427 View citations (13)
    See also Working Paper Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach, MPRA Paper (2016) View citations (2) (2016)
77. Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets
    European Journal of Operational Research, 2017, 256, (3), 945-961 View citations (68)
    See also Working Paper Information Diffusion, Cluster formation and Entropy-based Network Dynamics in Equity and Commodity Markets, MPRA Paper (2016) View citations (2) (2016)
78. Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios
    European Journal of Operational Research, 2017, 259, (3), 1121-1131 View citations (25)
    See also Working Paper Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios, MPRA Paper (2016) (2016)
79. On the robustness of week-day effect to error distributional assumption: International evidence
    Journal of International Financial Markets, Institutions and Money, 2017, 47, (C), 114-130 View citations (10)
80. The drivers of economic growth in China and India: globalization or financial development?
    International Journal of Development Issues, 2017, 16, (1), 54-84 View citations (16)
    See also Working Paper The Drivers of Economic Growth in China and India: Globalization or Financial Development?, MPRA Paper (2017) View citations (19) (2017)
81. The role of trade openness and investment in examining the energy-growth-pollution nexus: empirical evidence for China and India
    Applied Economics, 2017, 49, (40), 4083-4098 View citations (9)
    See also Working Paper The role of trade openness and investment in examining the energy-growth-pollution nexus: Empirical evidence for China and India, MPRA Paper (2016) (2016)

2016

82. Analyst Earnings Forecasts, Individual Investors’Expectations and Trading Volume: An Experimental Approach
    Bankers, Markets & Investors, 2016, (141), 20-34
    See also Working Paper Analyst Earnings Forecasts, Individual Investors’Expectations and Trading Volume: An Experimental Approach, Post-Print (2016) (2016)
83. Asymmetric Linkages between BRICS Stock Returns and Country Risk Ratings: Evidence from Dynamic Panel Threshold Models
    Review of International Economics, 2016, 24, (1), 1-19 View citations (40)
84. Do liquidity and idiosyncratic risk matter? Evidence from the European mutual fund market
    Review of Quantitative Finance and Accounting, 2016, 47, (2), 213-247 View citations (9)
85. Dynamic Global Linkages of the BRICS Stock Markets with the United States and Europe Under External Crisis Shocks: Implications for Portfolio Risk Forecasting
    The World Economy, 2016, 39, (11), 1703-1727 View citations (5)
86. Global financial crisis and spillover effects among the U.S. and BRICS stock markets
    International Review of Economics & Finance, 2016, 42, (C), 257-276 View citations (92)
87. Impact of speculation and economic uncertainty on commodity markets
    International Review of Financial Analysis, 2016, 43, (C), 115-127 View citations (94)
88. On the time scale behavior of equity-commodity links: Implications for portfolio management
    Journal of International Financial Markets, Institutions and Money, 2016, 41, (C), 30-46 View citations (38)
89. Real growth co-movements and business cycle synchronization in the GCC countries: Evidence from time-frequency analysis
    Economic Modelling, 2016, 52, (PB), 322-331 View citations (17)
90. Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk
    Energy Economics, 2016, 54, (C), 159-172 View citations (99)
    See also Working Paper Risk Spillovers across the Energy and Carbon Markets and Hedging Strategies for Carbon Risk, Working Papers (2014) View citations (5) (2014)
91. Symposium Editorial: Recent issues in the analysis of energy prices
    European Journal of Comparative Economics, 2016, 13, (1), 63-65

2015

92. A robust analysis of the relationship between renewable energy consumption and its main drivers
    Applied Economics, 2015, 47, (28), 2913-2923 View citations (39)
93. A wavelet-based nonlinear ARDL model for assessing the exchange rate pass-through to crude oil prices
    Journal of International Financial Markets, Institutions and Money, 2015, 34, (C), 173-187 View citations (40)
94. An empirical analysis of energy cost pass-through to CO2 emission prices
    Energy Economics, 2015, 49, (C), 149-156 View citations (56)
95. Are Sharia stocks, gold and U.S. Treasury hedges and/or safe havens for the oil-based GCC markets?
    Emerging Markets Review, 2015, 24, (C), 101-121 View citations (74)
96. Are stock prices related to the political uncertainty index in OECD countries? Evidence from the bootstrap panel causality test
    Economic Systems, 2015, 39, (2), 288-300 View citations (61)
    See also Working Paper Are Stock Prices Related to Political Uncertainty Index in OECD Countries? Evidence from Bootstrap Panel Causality Test, Working Papers (2013) View citations (6) (2013)
97. Business cycle (de)synchronization in the aftermath of the global financial crisis: implications for the Euro area
    Studies in Nonlinear Dynamics & Econometrics, 2015, 19, (5), 609-624 View citations (23)
    See also Working Paper Business Cycle (De)Synchronization in the Aftermath of the Global Financial Crisis: Implications for the Euro Area, Working Papers (2014) View citations (4) (2014)
98. Dynamic convergence of commodity futures: Not all types of commodities are alike
    Resources Policy, 2015, 44, (C), 150-160 View citations (55)
99. Energy conservation policies, growth and trade performance: Evidence of feedback hypothesis in Pakistan
    Energy Policy, 2015, 80, (C), 1-10 View citations (72)
100. Multivariate dependence risk and portfolio optimization: An application to mining stock portfolios
     Resources Policy, 2015, 46, (P2), 1-11 View citations (30)
101. On the relationships between CO2 emissions, energy consumption and income: The importance of time variation
     Energy Economics, 2015, 49, (C), 629-638 View citations (123)
102. Responses of international stock markets to oil price surges: a regime-switching perspective
     Applied Economics, 2015, 47, (41), 4408-4422 View citations (17)
     See also Working Paper Responses of international stock markets to oil price surges: a regimeswitching perspective, Working Papers (2014) View citations (2) (2014)
103. Short-term overreaction to specific events: Evidence from an emerging market
     Research in International Business and Finance, 2015, 35, (C), 153-165 View citations (31)
     See also Working Paper Short-Term Overreaction to Specific Events: Evidence from an Emerging Market, Post-Print (2015) View citations (28) (2015)
104. Testing for asymmetric causality between U.S. equity returns and commodity futures returns
     Finance Research Letters, 2015, 12, (C), 38-47 View citations (29)
105. US monetary policy and sectoral commodity prices
     Journal of International Money and Finance, 2015, 57, (C), 61-85 View citations (66)
106. World gold prices and stock returns in China: Insights for hedging and diversification strategies
     Economic Modelling, 2015, 44, (C), 273-282 View citations (155)
     See also Working Paper World gold prices and stock returns in China: insights for hedging and diversification strategies, Working Papers (2014) View citations (17) (2014)

2014

107. Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices
     Energy Policy, 2014, 65, (C), 567-573 View citations (140)
     See also Working Paper Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices, Post-Print (2014) View citations (143) (2014)
108. Can economic uncertainty, financial stress and consumer sentiments predict U.S. equity premium?
     Journal of International Financial Markets, Institutions and Money, 2014, 33, (C), 367-378 View citations (57)
     See also Working Paper Can Economic Uncertainty, Financial Stress and Consumer Senti-ments Predict U.S. Equity Premium?, Working Papers (2014) View citations (53) (2014)
109. Causal interactions between CO2 emissions, FDI, and economic growth: Evidence from dynamic simultaneous-equation models
     Economic Modelling, 2014, 42, (C), 382-389 View citations (201)
     See also Working Paper Causal interactions between CO2 emissions, FDI, and economic growth: Evidence from dynamic simultaneous-equation models, MPRA Paper (2014) View citations (194) (2014)
110. Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management
     Energy Economics, 2014, 42, (C), 332-342 View citations (36)
     See also Working Paper Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management, Working Papers (2014) View citations (37) (2014)
111. Dependence of stock and commodity futures markets in China: Implications for portfolio investment
     Emerging Markets Review, 2014, 21, (C), 183-200 View citations (55)
112. Do global factors impact BRICS stock markets? A quantile regression approach
     Emerging Markets Review, 2014, 19, (C), 1-17 View citations (235)
     See also Working Paper Do global factors impact BRICS stock markets? A quantile regression approach, Working Papers (2014) View citations (249) (2014)
113. Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors
     Pacific-Basin Finance Journal, 2014, 30, (C), 189-206 View citations (96)
114. Dynamic spillovers among major energy and cereal commodity prices
     Energy Economics, 2014, 43, (C), 225-243 View citations (158)
     See also Working Paper Dynamic spillovers among major energy and cereal commodity prices, Working Papers (2014) View citations (170) (2014)
115. Energy prices and CO2 emission allowance prices: A quantile regression approach
     Energy Policy, 2014, 70, (C), 201-206 View citations (90)
     See also Working Paper Energy prices and CO2 emission allowance prices: A quantile regression approach, Working Papers (2014) View citations (100) (2014)
116. Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries
     Research in International Business and Finance, 2014, 31, (C), 46-56 View citations (108)
     See also Working Paper Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries, Working Papers (2014) View citations (111) (2014)
117. Financial linkages between US sector credit default swaps markets
     Journal of International Financial Markets, Institutions and Money, 2014, 33, (C), 223-243 View citations (17)
118. How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests
     Journal of International Financial Markets, Institutions and Money, 2014, 28, (C), 213-227 View citations (94)
     See also Working Paper How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests, Working Papers (2013) View citations (12) (2013)
119. Instabilities in the relationships and hedging strategies between crude oil and US stock markets: Do long memory and asymmetry matter?
     Journal of International Financial Markets, Institutions and Money, 2014, 33, (C), 354-366 View citations (45)
120. Oil prices and MENA stock markets: new evidence from nonlinear and asymmetric causalities during and after the crisis period
     Applied Economics, 2014, 46, (18), 2167-2177 View citations (78)
     See also Working Paper Oil prices and MENA stock markets:New evidence from nonlinear and asymmetric causalities during and after the crisis period, Working Papers (2014) View citations (24) (2014)
121. On the detection of extreme movements and persistent behaviour in Mediterranean stock markets: a wavelet-based approach
     Applied Economics, 2014, 46, (22), 2611-2622 View citations (9)
     See also Working Paper On the detection of extreme movements and persistent behavior in Mediterranean stock markets: a wavelet-based approach, Working Papers (2014) View citations (9) (2014)
122. On the determinants of renewable energy consumption: International evidence
     Energy, 2014, 72, (C), 554-560 View citations (154)
123. Policy uncertainty and performance characteristics of sustainable investments across regions around the global financial crisis
     Applied Financial Economics, 2014, 24, (21), 1367-1373 View citations (61)
     See also Working Paper Policy uncertainty and performance characteristics of sustainable investments across regions around the global financial crisis, Working Papers (2014) View citations (62) (2014)
124. Time-varying regional integration of stock markets in Southeast Europe
     Applied Economics, 2014, 46, (11), 1279-1290 View citations (13)
125. Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory
     Energy Economics, 2014, 41, (C), 1-18 View citations (181)
     See also Working Paper Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory, Working Papers (2014) View citations (192) (2014)
126. What explain the short-term dynamics of the prices of CO2 emissions?
     Energy Economics, 2014, 46, (C), 122-135 View citations (82)
     See also Working Paper What explains the short-term dynamics of the prices of CO2 emissions?, NIPE Working Papers (2014) View citations (38) (2014)

2013

127. A time-varying copula approach to oil and stock market dependence: The case of transition economies
     Energy Economics, 2013, 39, (C), 208-221 View citations (149)
128. Conditional dependence structure between oil prices and exchange rates: A copula-GARCH approach
     Journal of International Money and Finance, 2013, 32, (C), 719-738 View citations (178)
129. Further evidence on the determinants of regional stock market integration in Latin America
     European Journal of Comparative Economics, 2013, 10, (3), 397-413 View citations (7)
130. Information technology sector and equity markets: an empirical investigation
     Applied Financial Economics, 2013, 23, (9), 729-737 View citations (3)
131. On the short- and long-run efficiency of energy and precious metal markets
     Energy Economics, 2013, 40, (C), 832-844 View citations (27)
     See also Working Paper On the short- and long-run efficiency of energy and precious metal markets, Working Papers (2013) View citations (29) (2013)
132. Testing the relationships between energy consumption and income in G7 countries with nonlinear causality tests
     Economic Modelling, 2013, 35, (C), 126-133 View citations (37)
     See also Working Paper Testing the relationships between energy consumption and income in G7 countries with nonlinear causality tests, Working Papers (2014) View citations (9) (2014)
133. What can we tell about monetary policy synchronization and interdependence over the 2007–2009 global financial crisis?
     Journal of Macroeconomics, 2013, 36, (C), 175-187 View citations (10)
     See also Working Paper What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis?, Grenoble Ecole de Management (Post-Print) (2013) View citations (9) (2013)

2012

134. An international CAPM for partially integrated markets: Theory and empirical evidence
     Journal of Banking & Finance, 2012, 36, (9), 2473-2493 View citations (43)
135. Assessing the impacts of oil price fluctuations on stock returns in emerging markets
     Economic Modelling, 2012, 29, (6), 2686-2695 View citations (115)
136. Asymmetric effects and long memory in dynamic volatility relationships between stock returns and exchange rates
     Journal of International Financial Markets, Institutions and Money, 2012, 22, (4), 738-757 View citations (49)
137. Euro-Mediterranean Economics and Finance Review
     Economics Bulletin, 2012, 32, (1), A15
138. Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models
     Energy Economics, 2012, 34, (1), 283-293 View citations (110)
     See also Working Paper Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models, Post-Print (2012) View citations (110) (2012)
139. Long memory and structural breaks in modeling the return and volatility dynamics of precious metals
     The Quarterly Review of Economics and Finance, 2012, 52, (2), 207-218 View citations (115)
     See also Working Paper Long memory and structural breaks in modeling the return and volatility dynamics of precious metals, Working Papers (2013) View citations (5) (2013)
140. MODELING NONLINEAR AND HETEROGENEOUS DYNAMIC LINKS IN INTERNATIONAL MONETARY MARKETS
     Macroeconomic Dynamics, 2012, 16, (S2), 232-251 View citations (5)
141. Nonlinear modeling of oil and stock price dynamics: segmentation or time-varying integration?
     Economics Bulletin, 2012, 32, (3), 2481-2489
142. Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS
     Economic Modelling, 2012, 29, (3), 884-892 View citations (39)
     See also Working Paper Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS, Post-Print (2012) View citations (37) (2012)
143. Oil-stock volatility transmission, portfolio selection and hedging
     Economics Bulletin, 2012, 32, (4), 2768-2778
144. On the Relationship between World Oil Prices and GCC Stock Markets
     Journal of Quantitative Economics, 2012, 10, (1), 98-120 View citations (10)
     See also Working Paper On the relationship between world oil prices and GCC stock markets, Working Papers (2013) View citations (7) (2013)
145. On the impacts of oil price fluctuations on European equity markets: Volatility spillover and hedging effectiveness
     Energy Economics, 2012, 34, (2), 611-617 View citations (279)

2011

146. Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure?
     Journal of Banking & Finance, 2011, 35, (1), 130-141 View citations (308)
     See also Working Paper Global Financial Crisis, Extreme Interdependences, and Contagion E§ects: The Role of Economic Structure, Working Papers (2010) View citations (4) (2010)
147. How strong is the global integration of emerging market regions? An empirical assessment
     Economic Modelling, 2011, 28, (6), 2517-2527 View citations (48)
     See also Working Paper How strong is the global integration of emerging market regions? An empirical assessment, Working Papers (2011) (2011)
148. Modeling the volatility of Mediterranean stock markets: a regime-switching approach
     Economics Bulletin, 2011, 31, (2), 1105-1113 View citations (7)
149. Return and volatility transmission between world oil prices and stock markets of the GCC countries
     Economic Modelling, 2011, 28, (4), 1815-1825 View citations (224)
     See also Working Paper Return and volatility transmission between world oil prices and stock markets of the GCC countries, EcoMod2011 (2011) View citations (197) (2011)
150. Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management
     Journal of International Money and Finance, 2011, 30, (7), 1387-1405 View citations (398)

2010

151. Global financial crisis, liquidity pressure in stock markets and efficiency of central bank interventions
     Applied Financial Economics, 2010, 20, (8), 669-680 View citations (8)
     See also Working Paper Global financial crisis, liquidity pressure in stock markets and efficiency of central bank interventions, Working Papers (2010) View citations (8) (2010)
152. Oil prices, stock markets and portfolio investment: Evidence from sector analysis in Europe over the last decade
     Energy Policy, 2010, 38, (8), 4528-4539 View citations (319)
     See also Working Paper Oil Prices, Stock Markets and Portfolio Investment: Evidence from Sector Analysis in Europe over the Last Decade, Working Papers (2010) View citations (320) (2010)
153. Stock market integration in Mexico and Argentina: are short- and long-term considerations different?
     Applied Economics Letters, 2010, 17, (15), 1503-1507 View citations (5)
154. Stock returns and oil price fluctuations: short and long-run analysis in the GCC context
     International Journal of Global Energy Issues, 2010, 33, (3/4), 121-138 View citations (2)
155. The comovements in international stock markets: new evidence from Latin American emerging countries
     Applied Economics Letters, 2010, 17, (13), 1323-1328 View citations (19)
     See also Working Paper THE COMOVEMENTS IN INTERNATIONAL STOCK MARKETS: NEW EVIDENCE FROM LATIN AMERICAN EMERGING COUNTRIES, Working Papers (2008) View citations (1) (2008)
156. Time-varying predictability in crude-oil markets: the case of GCC countries
     Energy Policy, 2010, 38, (8), 4371-4380 View citations (44)
     See also Working Paper Time-varying Predictability in Crude Oil Markets: The Case of GCC Countries, Working Papers (2010) View citations (43) (2010)

2009

157. Does financing behavior of Tunisian firms follow the predictions of the market timing theory of capital structure?
     Economics Bulletin, 2009, 29, (1), 169-181 View citations (2)

2008

158. An empirical analysis of structural changes in emerging market volatility
     Economics Bulletin, 2008, 6, (10), 1-10 View citations (5)
159. More on corporate diversification, firm size and value creation
     Economics Bulletin, 2008, 7, (3), 1-7 View citations (3)
160. Stock market liberalization, structural breaks and dynamic changes in emerging market volatility
     Review of Accounting and Finance, 2008, 7, (4), 396-411 View citations (4)
161. The global and regional factors in the volatility of emerging sovereign bond markets
     American Journal of Finance and Accounting, 2008, 1, (1), 52-68

Books

2023

1. Political Corruption and Corporate Finance
   World Scientific Books, World Scientific Publishing Co. Pte. Ltd.

Edited books

2022

1. Financial Transformations Beyond the COVID-19 Health Crisis
   World Scientific Books, World Scientific Publishing Co. Pte. Ltd.
2. Handbook of Banking and Finance in Emerging Markets
   Books, Edward Elgar Publishing

2020

3. Handbook of Energy Finance:Theories, Practices and Simulations
   World Scientific Books, World Scientific Publishing Co. Pte. Ltd.

2019

4. Corporate Social Responsibility, Ethics and Sustainable Prosperity
   World Scientific Books, World Scientific Publishing Co. Pte. Ltd. View citations (2)
5. Handbook of Global Financial Markets:Transformations, Dependence, and Risk Spillovers
   World Scientific Books, World Scientific Publishing Co. Pte. Ltd.

2018

6. Research Handbook of Investing in the Triple Bottom Line
   Books, Edward Elgar Publishing View citations (4)

2014

7. Corporate Governance and Corporate Social Responsibility:Emerging Markets Focus
   World Scientific Books, World Scientific Publishing Co. Pte. Ltd. View citations (4)
8. Corporate Governance in Emerging Markets
   CSR, Sustainability, Ethics & Governance, Springer View citations (25)

2013

9. Emerging Markets and the Global Economy
   Elsevier Monographs, Elsevier View citations (17)

2012

10. Board Directors and Corporate Social Responsibility
    Palgrave Macmillan Books, Palgrave Macmillan View citations (32)
11. Corporate Governance
    Springer Books, Springer View citations (2)

Chapters

2011

1. Nonlinear Cointegration and Nonlinear Error-Correction Models: Theory and Empirical Applications for Oil and Stock Markets
   Palgrave Macmillan
2. Nonlinear Shift Contagion Modeling: Further Evidence from High Frequency Stock Data
   Palgrave Macmillan View citations (1)
   See also Working Paper Nonlinear Shift Contagion Modeling: Further Evidence from High Frequency Stock Data, HAL (2011) View citations (1) (2011)

2008

3. DOES MACROECONOMIC TRANSPARENCY HELP GOVERNMENTS BE SOLVENT?: EVIDENCE FROM RECENT DATA
   Chapter 25 in Risk Management And Value Valuation and Asset Pricing, 2008, pp 615-631
   See also Working Paper Does Macroeconomic Transparency Help Governments Be Solvent? Evidence from Recent Data, Development and Policies Research Center (DEPOCEN), Vietnam (2007) (2007)