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 |
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 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 |
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 |
Volatility Connectedness Across Oil-Dependent Currencies: A Multivariate Har with Measurement Errors Approach TTT Nguyen, HX Do, X Li Available at SSRN 4279113, 2022 | | 2022 |
Effect of stock basket trading on the liquidity of underlying stocks: Evidence from a market with short-sale constraints SD Pham, TTT Nguyen, HX Do Available at SSRN 4028402, 2022 | | 2022 |
Do COVID-19 Vaccinations Stabilize Foreign Exchange Market? Global Evidence SD Pham, TTT Nguyen, X Li Available at SSRN 3958455, 2021 | | 2021 |
Which Oil Shocks Matter to Capital Structure? Evidence from Around the World SD Pham, TTT Nguyen, X Li Available at SSRN 3924659, 2021 | | 2021 |