Details about Duc Khuong Nguyen

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Last updated 2022-12-28. Update your information in the RePEc Author Service.

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Working Papers

2022

1. Economic drivers of volatility and correlation in precious metal markets
   Working Papers, HAL View citations (3)
   See also Journal Article in Journal of Commodity Markets (2022)

2021

2. 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)
3. Does corporate environmentalism affect corporate insolvency risk? The role of market power and competitive intensity
   Post-Print, HAL View citations (1)
4. Dynamics of Return and Liquidity (Co)Jumps in Emerging Foreign Exchange Markets
   MPRA Paper, University Library of Munich, Germany View citations (4)
   Also in Working Papers, Department of Research, Ipag Business School (2020)
   See also Journal Article in Journal of International Financial Markets, Institutions and Money (2021)
5. 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 in Journal of Business Research (2020)
6. Investors’ attention and information losses under market stress
   Post-Print, HAL View citations (2)
   See also Journal Article in Journal of Economic Behavior & Organization (2021)
7. Is Corporate Social Responsibility an Agency Problem? An Empirical Note from Takeovers
   Working Papers, Department of Research, Ipag Business School View citations (1)
   See also Journal Article in Finance Research Letters (2021)
8. Local Bank, Digital Financial Inclusion and SME Financing Constraints: Empirical Evidence from China
   Working Papers, Department of Research, Ipag Business School View citations (6)
   See also Journal Article in Emerging Markets Finance and Trade (2022)
9. Statistical Arbitrage: Factor Investing Approach
   Working Papers, Department of Research, Ipag Business School
   Also in MPRA Paper, University Library of Munich, Germany (2021)

2020

10. Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach
    Working Papers, Department of Research, Ipag Business School
    Also in MPRA Paper, University Library of Munich, Germany (2020)
11. 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 in International Journal of Finance & Economics (2021)
12. Endogenous Financial Uncertainty and Macroeconomic Volatility: Evidence from the United States
    MPRA Paper, University Library of Munich, Germany
13. Energy, climate and environment: policies and international coordination
    Post-Print, HAL View citations (2)
14. On the Effects of Monetary Policy in Vietnam: Evidence from a Trilemma Analysis
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article in The World Economy (2021)
15. On the Efficiency of Foreign Exchange Markets in times of the COVID-19 Pandemic
    MPRA Paper, University Library of Munich, Germany View citations (34)
    Also in Post-Print, HAL (2020) View citations (34)
    See also Journal Article in Technological Forecasting and Social Change (2020)
16. 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 (2)
    Also in MPRA Paper, University Library of Munich, Germany (2019)

2019

17. Dynamic Volatility Spillover Effect between Oil and Agricultural Products
    Working Papers, Department of Research, Ipag Business School
    See also Journal Article in International Review of Financial Analysis (2020)
18. 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 in Journal of Economic Surveys (2021)
19. Handbook of Energy Finance
    Post-Print, HAL View citations (4)
    Also in Post-Print, HAL (2019) View citations (4)
20. Order Flow Persistence in Equity Spot and Futures Markets: Evidence from a Dynamic Emerging Market
    Working Papers, Department of Research, Ipag Business School

2018

21. 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 in Economics Letters (2018)
22. Cojumps and Asset Allocation in International Equity Markets
    MPRA Paper, University Library of Munich, Germany View citations (1)
    See also Journal Article in Journal of Economic Dynamics and Control (2019)
23. Discretionary Idiosyncratic Risk, Firm Cash Holdings and Investment
    Working Papers, Department of Research, Ipag Business School
24. 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 in Annals of Operations Research (2019)
25. Dynamic connectedness of global currencies: a conditional Granger-causality approach
    Working Papers, HAL
26. Energy Challenges in an Uncertain World
    Post-Print, HAL
27. Energy and environment: Transition models and new policy challenges in the post Paris Agreement
    Post-Print, HAL View citations (3)
28. Financial Development, Government Bond Returns, and Stability: International Evidence
    Working Papers, Department of Research, Ipag Business School
    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2019)
29. 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 (6)
    Also in MPRA Paper, University Library of Munich, Germany (2018) View citations (9)
    See also Journal Article in Journal of Forecasting (2020)

2017

30. Can Investors of Chinese Energy Stocks Benefit from Diversification into Commodity Futures?
    Working Papers, Department of Research, Ipag Business School View citations (6)
    See also Journal Article in Economic Modelling (2017)
31. 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 in Journal of Economic Dynamics and Control (2018)
32. Market Integration and Financial Linkages among Stock Markets in Pacific Basin Countries
    Working Papers, Department of Research, Ipag Business School
    See also Journal Article in Journal of Empirical Finance (2018)
33. 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 in Applied Economics (2018)
34. The Drivers of Economic Growth in China and India: Globalization or Financial Development?
    MPRA Paper, University Library of Munich, Germany View citations (13)
    See also Journal Article in International Journal of Development Issues (2017)

2016

35. Analyst Earnings Forecasts, Individual Investors’Expectations and Trading Volume: An Experimental Approach
    Post-Print, HAL
    See also Journal Article in Bankers, Markets & Investors (2016)
36. 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)
37. 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 in Journal of International Money and Finance (2017)
38. Does Board Gender Diversity Make a Difference - New Evidence from Quantile Regression Analysis
    Post-Print, HAL View citations (5)
    Also in Working Papers, Department of Research, Ipag Business School (2014) View citations (13)
39. 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)
40. 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 in Applied Economics (2017)
41. 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 in European Journal of Operational Research (2017)
42. Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article in European Journal of Operational Research (2017)
43. 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 in Applied Economics (2017)

2015

44. 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 in Applied Economics (2018)
45. Energy markets׳ financialization, risk spillovers, and pricing models
    Post-Print, HAL View citations (12)
46. Modeling inflation shifts and persistence in Tunisia: Perspectives from an evolutionary spectral approach
    MPRA Paper, University Library of Munich, Germany View citations (1)
    Also in Working Papers, Department of Research, Ipag Business School (2014) View citations (12)
47. Short-Term Overreaction to Specific Events: Evidence from an Emerging Market
    Post-Print, HAL View citations (17)
    See also Journal Article in Research in International Business and Finance (2015)

2014

48. Assessing the efficiency of the MENA emerging stock markets: A sectoral perspective
    Working Papers, Department of Research, Ipag Business School View citations (7)
49. Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices
    Post-Print, HAL View citations (125)
    See also Journal Article in Energy Policy (2014)
50. 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)
51. 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 in Studies in Nonlinear Dynamics & Econometrics (2015)
52. Can Economic Uncertainty, Financial Stress and Consumer Senti-ments Predict U.S. Equity Premium?
    Working Papers, Department of Research, Ipag Business School View citations (26)
    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 in Journal of International Financial Markets, Institutions and Money (2014)
53. 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)
54. Causal interactions between CO2 emissions, FDI, and economic growth: Evidence from dynamic simultaneous-equation models
    MPRA Paper, University Library of Munich, Germany View citations (157)
    See also Journal Article in Economic Modelling (2014)
55. China’s Monetary Policy and Commodity Prices
    Working Papers, Department of Research, Ipag Business School View citations (15)
56. Corporate performance of privatized firms in Vietnam
    Working Papers, Department of Research, Ipag Business School View citations (4)
57. 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 (35)
    See also Journal Article in Energy Economics (2014)
58. 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)
59. Do global factors impact BRICS stock markets? A quantile regression approach
    Working Papers, Department of Research, Ipag Business School View citations (207)
    See also Journal Article in Emerging Markets Review (2014)
60. Does Board Gender Diversity Improve the Performance of French Listed Firms?
    Post-Print, HAL View citations (4)
61. 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 (4)
62. Dynamic spillovers among major energy and cereal commodity prices
    Working Papers, Department of Research, Ipag Business School View citations (138)
    See also Journal Article in Energy Economics (2014)
63. Energy prices and CO2 emission allowance prices: A quantile regression approach
    NIPE Working Papers, NIPE - Universidade do Minho View citations (78)
    Also in Working Papers, Department of Research, Ipag Business School (2014) View citations (84)
    See also Journal Article in Energy Policy (2014)
64. 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 (93)
    See also Journal Article in Research in International Business and Finance (2014)
65. 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 (22)
    See also Journal Article in Applied Economics (2014)
66. 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 (6)
    See also Journal Article in Applied Economics (2014)
67. 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 (56)
    See also Journal Article in Applied Financial Economics (2014)
68. 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 in Applied Economics (2015)
69. 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 in Energy Economics (2016)
70. 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 in Economic Modelling (2013)
71. The short- and long-term performance of privatization initial public offerings in Europe
    Working Papers, Department of Research, Ipag Business School
72. Time-scale comovement between the Indian and world stock markets
    Working Papers, Department of Research, Ipag Business School View citations (1)
73. US Monetary Policy and Commodity Sector Prices
    Working Papers, Department of Research, Ipag Business School View citations (18)
74. Understanding return and volatility spillovers among major agricultural commodities
    Working Papers, Department of Research, Ipag Business School View citations (28)
75. 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 (171)
    Also in Working Papers, Department of Research, Ipag Business School (2014) View citations (171)
    See also Journal Article in Energy Economics (2014)
76. What explains the short
    Working Papers, Department of Research, Ipag Business School View citations (7)
77. What explains the short-term dynamics of the prices of CO2 emissions?
    NIPE Working Papers, NIPE - Universidade do Minho View citations (36)
    See also Journal Article in Energy Economics (2014)
78. 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 in Economic Modelling (2015)

2013

79. 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)
80. Are Stock Prices Related to Political Uncertainty Index in OECD Countries? Evidence from Bootstrap Panel Causality Test
    Working Papers, University of Pretoria, Department of Economics View citations (4)
    Also in Working Papers, Department of Research, Ipag Business School (2013) View citations (6)
    See also Journal Article in Economic Systems (2015)
81. Does the board of directors affect cash holdings? A study of French listed firms
    Post-Print, HAL View citations (3)
82. 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 in Journal of International Financial Markets, Institutions and Money (2014)
83. 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)
84. 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 in The Quarterly Review of Economics and Finance (2012)
85. On the relationship between world oil prices and GCC stock markets
    Working Papers, HAL View citations (7)
    See also Journal Article in Journal of Quantitative Economics (2012)
86. On the short- and long-run efficiency of energy and precious metal markets
    Working Papers, HAL View citations (28)
    See also Journal Article in Energy Economics (2013)
87. Regional integration of stock markets in Southeast Europe
    Working Papers, Department of Research, Ipag Business School View citations (1)
88. 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 (9)
    See also Journal Article in Journal of Macroeconomics (2013)

2012

89. Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models
    Post-Print, HAL View citations (107)
    Also in Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam (2010) View citations (23)
    Working Papers, HAL (2010) View citations (5)
    See also Journal Article in Energy Economics (2012)
90. Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS
    Post-Print, HAL View citations (34)
    See also Journal Article in Economic Modelling (2012)

2011

91. How strong is the global integration of emerging market regions? An empirical assessment
    EconomiX Working Papers, University of Paris Nanterre, EconomiX View citations (47)
    See also Journal Article in Economic Modelling (2011)
92. Return and volatility transmission between world oil prices and stock markets of the GCC countries
    EcoMod2011, EcoMod View citations (194)
    See also Journal Article in Economic Modelling (2011)

2010

93. Forecasting the Conditional Volatility of Spot and Futures Oil Prices with Structural Breaks and Long Memory Models
    EcoMod2010, EcoMod View citations (3)
94. 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 in Journal of Banking & Finance (2011)
95. Global financial crisis, liquidity pressure in stock markets and efficiency of central bank interventions
    Working Papers, HAL View citations (8)
    See also Journal Article in Applied Financial Economics (2010)
96. Modeling nonlinear and heterogeneous dynamic linkages in international monetary markets
    Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam View citations (1)
97. Oil Prices, Stock Markets and Portfolio Investment: Evidence from Sector Analysis in Europe over the Last Decade
    Working Papers, HAL View citations (279)
    See also Journal Article in Energy Policy (2010)
98. Synchronization and nonlinear interdependence of short-term interest rates
    Working Papers, HAL
99. Time-varying Predictability in Crude Oil Markets: The Case of GCC Countries
    Working Papers, HAL View citations (40)
    See also Journal Article in Energy Policy (2010)

2008

100. 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)
     See also Journal Article in Applied Economics Letters (2010)

2007

101. Does Macroeconomic Transparency Help Governments Be Solvent? Evidence from Recent Data
     Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam
     See also Chapter (2008)
102. Testing for Structural Breaks and Dynamic Changes in Emerging Market Volatility
     Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam

Journal Articles

2022

1. 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 (3)
2. Corporate immunity, national culture and stock returns: Startups amid the COVID-19 pandemic
   International Review of Financial Analysis, 2022, 79, (C) View citations (2)
3. Covid-19 vaccination, fear and anxiety: Evidence from Google search trends
   Social Science & Medicine, 2022, 297, (C) View citations (3)
4. Early warning systems for currency and systemic banking crises in Vietnam
   Post-Communist Economies, 2022, 34, (3), 350-375
5. Economic drivers of volatility and correlation in precious metal markets
   Journal of Commodity Markets, 2022, 28, (C) View citations (2)
   See also Working Paper (2022)
6. Forecasting high-frequency stock returns: a comparison of alternative methods
   Annals of Operations Research, 2022, 313, (2), 639-690
7. Green Credit Policy and Corporate Productivity: Evidence from a Quasi-natural Experiment in China
   Technological Forecasting and Social Change, 2022, 177, (C) View citations (3)
8. Green finance and decarbonization: Evidence from around the world
   Finance Research Letters, 2022, 46, (PB) View citations (5)
9. 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 (4)
   See also Working Paper (2021)
10. Positive information shocks, investor behavior and stock price crash risk
    Journal of Economic Behavior & Organization, 2022, 197, (C), 493-518 View citations (1)
11. Systemic risk-sharing framework of cryptocurrencies in the COVID–19 crisis
    Finance Research Letters, 2022, 47, (PB) View citations (4)

2021

12. Covid-19 pandemic and tail-dependency networks of financial assets
    Finance Research Letters, 2021, 38, (C) View citations (22)
13. 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 (2)
    See also Working Paper (2020)
14. 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 (4)
    See also Working Paper (2021)
15. ENVIRONMENTAL HAZARDS AND RISK MANAGEMENT IN THE FINANCIAL SECTOR: A SYSTEMATIC LITERATURE REVIEW
    Journal of Economic Surveys, 2021, 35, (2), 512-538 View citations (5)
    See also Working Paper (2019)
16. Investors’ attention and information losses under market stress
    Journal of Economic Behavior & Organization, 2021, 191, (C), 1112-1127 View citations (2)
    See also Working Paper (2021)
17. Is corporate social responsibility an agency problem? An empirical note from takeovers
    Finance Research Letters, 2021, 43, (C) View citations (1)
    See also Working Paper (2021)
18. 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 (2020)
19. Preface: neural networks, nonlinear dynamics, and risk management in banking and finance
    Annals of Operations Research, 2021, 297, (1), 1-2
20. Risk governance and bank risk-taking behavior: Evidence from Asian banks
    Journal of International Financial Markets, Institutions and Money, 2021, 75, (C) View citations (4)
21. 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

22. Dynamic volatility spillover effects between oil and agricultural products
    International Review of Financial Analysis, 2020, 69, (C) View citations (31)
    See also Working Paper (2019)
23. Enterprise risk management and solvency: The case of the listed EU insurers
    Journal of Business Research, 2020, 113, (C), 360-369 View citations (4)
    See also Working Paper (2021)
24. Modeling and forecasting commodity market volatility with long‐term economic and financial variables
    Journal of Forecasting, 2020, 39, (2), 126-142 View citations (24)
    See also Working Paper (2018)
25. On the efficiency of foreign exchange markets in times of the COVID-19 pandemic
    Technological Forecasting and Social Change, 2020, 161, (C) View citations (31)
    See also Working Paper (2020)
26. Reaching for yield and the diabolic loop in a monetary union
    Journal of International Money and Finance, 2020, 108, (C) View citations (1)
27. 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)
28. U.S. equity and commodity futures markets: Hedging or financialization?
    Energy Economics, 2020, 86, (C) View citations (18)

2019

29. A conditional dependence approach to CO2-energy price relationships
    Energy Economics, 2019, 81, (C), 812-821 View citations (19)
30. Cojumps and asset allocation in international equity markets
    Journal of Economic Dynamics and Control, 2019, 98, (C), 1-22 View citations (7)
    See also Working Paper (2018)
31. Dynamic integration and network structure of the EMU sovereign bond markets
    Annals of Operations Research, 2019, 281, (1), 297-314 View citations (16)
    See also Working Paper (2018)
32. Financial development, government bond returns, and stability: International evidence
    Journal of International Financial Markets, Institutions and Money, 2019, 61, (C), 81-96 View citations (4)
    See also Working Paper (2018)
33. 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 (4)

2018

34. 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 (2018)
35. 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 (22)
    See also Working Paper (2015)
36. Fiscal policy interventions at the zero lower bound
    Journal of Economic Dynamics and Control, 2018, 93, (C), 297-314 View citations (8)
    See also Working Paper (2017)
37. 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 (1)
38. Market integration and financial linkages among stock markets in Pacific Basin countries
    Journal of Empirical Finance, 2018, 46, (C), 77-92 View citations (19)
    See also Working Paper (2017)
39. 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 (7)
40. 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 (6)
    See also Working Paper (2017)
41. The shifting dependence dynamics between the G7 stock markets
    Quantitative Finance, 2018, 18, (5), 801-812 View citations (9)
42. Value‐at‐risk under market shifts through highly flexible models
    Journal of Forecasting, 2018, 37, (8), 790-804 View citations (5)

2017

43. 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 (15)
44. 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 (72)
    See also Working Paper (2016)
45. Can investors of Chinese energy stocks benefit from diversification into commodity futures?
    Economic Modelling, 2017, 66, (C), 184-200 View citations (8)
    See also Working Paper (2017)
46. 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 (5)
47. Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach
    Applied Economics, 2017, 49, (25), 2409-2427 View citations (9)
    See also Working Paper (2016)
48. 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 (57)
    See also Working Paper (2016)
49. Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios
    European Journal of Operational Research, 2017, 259, (3), 1121-1131 View citations (20)
    See also Working Paper (2016)
50. 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 (8)
51. 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 (13)
    See also Working Paper (2017)
52. 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 (2016)

2016

53. Analyst Earnings Forecasts, Individual Investors’Expectations and Trading Volume: An Experimental Approach
    Bankers, Markets & Investors, 2016, (141), 20-34
    See also Working Paper (2016)
54. 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 (32)
55. 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 (7)
56. 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)
57. 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 (75)
58. Impact of speculation and economic uncertainty on commodity markets
    International Review of Financial Analysis, 2016, 43, (C), 115-127 View citations (67)
59. 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 (36)
60. 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 (12)
61. Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk
    Energy Economics, 2016, 54, (C), 159-172 View citations (60)
    See also Working Paper (2014)
62. Symposium Editorial: Recent issues in the analysis of energy prices
    European Journal of Comparative Economics, 2016, 13, (1), 63-65

2015

63. A robust analysis of the relationship between renewable energy consumption and its main drivers
    Applied Economics, 2015, 47, (28), 2913-2923 View citations (30)
64. 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 (34)
65. An empirical analysis of energy cost pass-through to CO2 emission prices
    Energy Economics, 2015, 49, (C), 149-156 View citations (39)
66. 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 (61)
67. 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 (48)
    See also Working Paper (2013)
68. 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 (20)
    See also Working Paper (2014)
69. Dynamic convergence of commodity futures: Not all types of commodities are alike
    Resources Policy, 2015, 44, (C), 150-160 View citations (43)
70. Energy conservation policies, growth and trade performance: Evidence of feedback hypothesis in Pakistan
    Energy Policy, 2015, 80, (C), 1-10 View citations (62)
71. Multivariate dependence risk and portfolio optimization: An application to mining stock portfolios
    Resources Policy, 2015, 46, (P2), 1-11 View citations (28)
72. On the relationships between CO2 emissions, energy consumption and income: The importance of time variation
    Energy Economics, 2015, 49, (C), 629-638 View citations (101)
73. Responses of international stock markets to oil price surges: a regime-switching perspective
    Applied Economics, 2015, 47, (41), 4408-4422 View citations (15)
    See also Working Paper (2014)
74. Short-term overreaction to specific events: Evidence from an emerging market
    Research in International Business and Finance, 2015, 35, (C), 153-165 View citations (17)
    See also Working Paper (2015)
75. Testing for asymmetric causality between U.S. equity returns and commodity futures returns
    Finance Research Letters, 2015, 12, (C), 38-47 View citations (25)
76. US monetary policy and sectoral commodity prices
    Journal of International Money and Finance, 2015, 57, (C), 61-85 View citations (46)
77. World gold prices and stock returns in China: Insights for hedging and diversification strategies
    Economic Modelling, 2015, 44, (C), 273-282 View citations (128)
    See also Working Paper (2014)

2014

78. Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices
    Energy Policy, 2014, 65, (C), 567-573 View citations (128)
    See also Working Paper (2014)
79. 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 (52)
    See also Working Paper (2014)
80. Causal interactions between CO2 emissions, FDI, and economic growth: Evidence from dynamic simultaneous-equation models
    Economic Modelling, 2014, 42, (C), 382-389 View citations (164)
    See also Working Paper (2014)
81. 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 (35)
    See also Working Paper (2014)
82. Dependence of stock and commodity futures markets in China: Implications for portfolio investment
    Emerging Markets Review, 2014, 21, (C), 183-200 View citations (50)
83. Do global factors impact BRICS stock markets? A quantile regression approach
    Emerging Markets Review, 2014, 19, (C), 1-17 View citations (213)
    See also Working Paper (2014)
84. 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 (90)
85. Dynamic spillovers among major energy and cereal commodity prices
    Energy Economics, 2014, 43, (C), 225-243 View citations (140)
    See also Working Paper (2014)
86. Energy prices and CO2 emission allowance prices: A quantile regression approach
    Energy Policy, 2014, 70, (C), 201-206 View citations (83)
    See also Working Paper (2014)
87. 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 (95)
    See also Working Paper (2014)
88. Financial linkages between US sector credit default swaps markets
    Journal of International Financial Markets, Institutions and Money, 2014, 33, (C), 223-243 View citations (15)
89. 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 (80)
    See also Working Paper (2013)
90. 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 (38)
91. 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 (72)
    See also Working Paper (2014)
92. 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 (6)
    See also Working Paper (2014)
93. On the determinants of renewable energy consumption: International evidence
    Energy, 2014, 72, (C), 554-560 View citations (124)
94. 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 (55)
    See also Working Paper (2014)
95. Time-varying regional integration of stock markets in Southeast Europe
    Applied Economics, 2014, 46, (11), 1279-1290 View citations (13)
96. 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 (172)
    See also Working Paper (2014)
97. What explain the short-term dynamics of the prices of CO2 emissions?
    Energy Economics, 2014, 46, (C), 122-135 View citations (63)
    See also Working Paper (2014)

2013

98. 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 (132)
99. 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 (157)
100. 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 (6)
101. Information technology sector and equity markets: an empirical investigation
     Applied Financial Economics, 2013, 23, (9), 729-737 View citations (2)
102. On the short- and long-run efficiency of energy and precious metal markets
     Energy Economics, 2013, 40, (C), 832-844 View citations (26)
     See also Working Paper (2013)
103. Testing the relationships between energy consumption and income in G7 countries with nonlinear causality tests
     Economic Modelling, 2013, 35, (C), 126-133 View citations (35)
     See also Working Paper (2014)
104. 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 (9)
     See also Working Paper (2013)

2012

105. An international CAPM for partially integrated markets: Theory and empirical evidence
     Journal of Banking & Finance, 2012, 36, (9), 2473-2493 View citations (39)
106. Assessing the impacts of oil price fluctuations on stock returns in emerging markets
     Economic Modelling, 2012, 29, (6), 2686-2695 View citations (100)
107. 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 (45)
108. 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 (106)
     See also Working Paper (2012)
109. 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 (112)
     See also Working Paper (2013)
110. MODELING NONLINEAR AND HETEROGENEOUS DYNAMIC LINKS IN INTERNATIONAL MONETARY MARKETS
     Macroeconomic Dynamics, 2012, 16, (S2), 232-251 View citations (5)
111. Nonlinear modeling of oil and stock price dynamics: segmentation or time-varying integration?
     Economics Bulletin, 2012, 32, (3), 2481-2489
112. Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS
     Economic Modelling, 2012, 29, (3), 884-892 View citations (36)
     See also Working Paper (2012)
113. Oil-stock volatility transmission, portfolio selection and hedging
     Economics Bulletin, 2012, 32, (4), 2768-2778
114. On the Relationship between World Oil Prices and GCC Stock Markets
     Journal of Quantitative Economics, 2012, 10, (1), 98-120 View citations (9)
     See also Working Paper (2013)
115. 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 (244)

2011

116. Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure?
     Journal of Banking & Finance, 2011, 35, (1), 130-141 View citations (274)
     See also Working Paper (2010)
117. 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 (2011)
118. Modeling the volatility of Mediterranean stock markets: a regime-switching approach
     Economics Bulletin, 2011, 31, (2), 1105-1113 View citations (7)
119. Return and volatility transmission between world oil prices and stock markets of the GCC countries
     Economic Modelling, 2011, 28, (4), 1815-1825 View citations (200)
     See also Working Paper (2011)
120. 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 (366)

2010

121. 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 (2010)
122. 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 (279)
     See also Working Paper (2010)
123. Stock market integration in Mexico and Argentina: are short- and long-term considerations different?
     Applied Economics Letters, 2010, 17, (15), 1503-1507 View citations (4)
124. 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)
125. 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 (2008)
126. Time-varying predictability in crude-oil markets: the case of GCC countries
     Energy Policy, 2010, 38, (8), 4371-4380 View citations (42)
     See also Working Paper (2010)

2009

127. 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

128. An empirical analysis of structural changes in emerging market volatility
     Economics Bulletin, 2008, 6, (10), 1-10 View citations (5)
129. More on corporate diversification, firm size and value creation
     Economics Bulletin, 2008, 7, (3), 1-7 View citations (3)
130. The global and regional factors in the volatility of emerging sovereign bond markets
     American Journal of Finance and Accounting, 2008, 1, (1), 52-68

Edited books

2022

1. Financial Transformations Beyond the COVID-19 Health Crisis
   World Scientific Books, World Scientific Publishing Co. Pte. Ltd.

2020

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

2019

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

2014

5. Corporate Governance and Corporate Social Responsibility:Emerging Markets Focus
   World Scientific Books, World Scientific Publishing Co. Pte. Ltd. View citations (3)
6. Corporate Governance in Emerging Markets
   CSR, Sustainability, Ethics & Governance, Springer View citations (25)

2013

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

2012

8. Board Directors and Corporate Social Responsibility
   Palgrave Macmillan Books, Palgrave Macmillan View citations (29)
9. 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)

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 (2007)