Dynamic volatility connectedness between thermal coal futures and major cryptocurrencies: evidence from China SD Pham, TTT Nguyen, HX Do Energy Economics 112, 106114, 2022 | 16 | 2022 |
Natural gas and the utility sector nexus in the US: Quantile connectedness and portfolio implications SD Pham, TTT Nguyen, HX Do Energy Economics 120, 106632, 2023 | 12 | 2023 |
Liquidity spillover between ETFs and their constituents DP Son, BR Marshall, NH Nguyen, N Visaltanachoti International Review of Economics & Finance 88, 723-747, 2023 | 9 | 2023 |
Portfolio diversification during the COVID-19 pandemic: Do vaccinations matter? SD Pham, TTT Nguyen, HX Do, XV Vo Journal of Financial Stability 65, 101118, 2023 | 7 | 2023 |
The liquidity of active ETFs SD Pham, BR Marshall, NH Nguyen, N Visaltanachoti Global Finance Journal 49, 100572, 2021 | 7 | 2021 |
The nexus between oil and airline stock returns: Does time frequency matter? M Asadi, SD Pham, TTT Nguyen, HX Do, R Brooks Energy Economics 117, 106444, 2023 | 4 | 2023 |
Effect of futures trading on the liquidity of underlying stocks: Evidence from Vietnam SD Pham, TTT Nguyen, HX Do Pacific-Basin Finance Journal 73, 101772, 2022 | 2 | 2022 |
Electricity market crisis in Europe and cross border price effects: A quantile return connectedness analysis HX Do, R Nepal, SD Pham, T Jamasb Energy Economics 135, 107633, 2024 | | 2024 |
Does the US export inflation? Evidence from the dynamic inflation spillover between the US and EAGLEs TTT Nguyen, SD Pham, X Li, HX Do International Review of Economics & Finance, 103427, 2024 | | 2024 |
Impact of climate policy uncertainty on return spillover among green assets and portfolio implications SD Pham, TTT Nguyen, HX Do Energy Economics 134, 107631, 2024 | | 2024 |
Stabilizing global foreign exchange markets in the time of COVID-19: The role of vaccinations SD Pham, TTT Nguyen, XM Li Global Finance Journal 59, 100923, 2024 | | 2024 |
Tail Risk Connectedness in the Australian National Electricity Markets: The Impact of Rare Events SD Pham, HX Do, R Nepal, T Jamasb | | 2024 |
Predicting ETF liquidity SD Pham, BR Marshall, NH Nguyen, N Visaltanachoti Australian Journal of Management, 03128962221143494, 2023 | | 2023 |
Which Oil Shocks Matter to Capital Structure? Evidence from Around the World SD Pham, TTT Nguyen, X Li Evidence from Around the World (January 17, 2022), 2022 | | 2022 |