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Duc Khuong Nguyen
Duc Khuong Nguyen
IPAG Business School, Paris, France
在 ipag.fr 的电子邮件经过验证 - 首页
标题
引用次数
年份
Diversification Benefits of Precious Metal Markets: A Stochastic Spanning Approach
S Goutte, T Dinh, DK Nguyen, N Topaloglou
Available at SSRN, 2023
2023
Diversification benefits of precious metal markets
T Dinh, S Goutte, DK Nguyen, N Topaloglou
2023
How social imbalance and governance quality shape policy directives for energy transition in the OECD countries?
A Sinha, S Bekiros, N Hussain, DK Nguyen, SA Khan
Energy Economics 120, 106642, 2023
12023
Jump forecasting in foreign exchange markets: A high‐frequency analysis
S Uzun, A Sensoy, DK Nguyen
Journal of Forecasting 42 (3), 578-624, 2023
2023
Modeling dynamic VaR and CVaR of cryptocurrency returns with alpha-stable innovations
J Malek, DK Nguyen, A Sensoy, Q Van Tran
Finance Research Letters, 103817, 2023
2023
COVID-19 adaptive strategy and SMEs’ access to finance
AA Gull, R Mushtaq, DK Nguyen, PT Tran
Applied Economics, 1-14, 2023
2023
Big data, artificial intelligence and machine learning: A transformative symbiosis in favour of financial technology
DK Nguyen, G Sermpinis, C Stasinakis
European Financial Management 29 (2), 517-548, 2023
52023
Forecasting high‐frequency excess stock returns via data analytics and machine learning
E Akyildirim, DK Nguyen, A Sensoy, M Šikić
European Financial Management 29 (1), 22-75, 2023
32023
Economic drivers of volatility and correlation in precious metal markets
T Dinh, S Goutte, DK Nguyen, T Walther
Journal of Commodity Markets 28, 100242, 2022
112022
Portfolio choice under loss aversion and diminishing sensitivity: a theoretical extension
H Wang, DK Nguyen, X Xiong, PF Dai
Annals of Operations Research, 1-17, 2022
2022
Handbook of Banking and Finance in Emerging Markets
DK Nguyen
Edward Elgar Publishing, 2022
12022
Common Drivers of Commodity Futures?
T Dudda, T Klein, DK Nguyen, T Walther
Queen’s Management School Working Paper 5, 2022
22022
From fears to recession? Time‐frequency risk contagion among stock and credit default swap markets during the COVID pandemic
P Zhai, F Wu, Q Ji, DK Nguyen
International Journal of Finance & Economics, 2022
2022
Investor attention and cryptocurrency market liquidity: a double-edged sword
S Yao, A Sensoy, DK Nguyen, T Li
Annals of Operations Research, 1-42, 2022
62022
Systematic ESG exposure and stock returns: Evidence from the United States during the 1991–2019 period
A Karoui, DK Nguyen
Business Ethics, the Environment & Responsibility 31 (3), 604-619, 2022
32022
News Media and Attention Spillover across Energy Markets: A Powerful Predictor of Crude Oil Futures Prices
O Cepni, DK Nguyen, A Sensoy
The Energy Journal 43 (Special Issue), 2022
32022
Assessing the performance of exchange traded funds in the energy sector: a hybrid DEA multiobjective linear programming approach
CO Henriques, ME Neves, L Castelão, DK Nguyen
Annals of Operations Research 313 (1), 341-366, 2022
92022
Forecasting high-frequency stock returns: A comparison of alternative methods
E Akyildirim, AF Bariviera, DK Nguyen, A Sensoy
Annals of Operations Research 313 (2), 639-690, 2022
42022
Financial Transformations Beyond the Covid-19 Health Crisis
S Boubaker, DK Nguyen
World Scientific, 2022
2022
Local bank, digital financial inclusion and SME financing constraints: Empirical evidence from China
Z Lu, J Wu, H Li, DK Nguyen
Emerging Markets Finance and Trade 58 (6), 1712-1725, 2022
542022
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