Search Results - "Nguyen, Duc Khuong"

On the relationships between CO2 emissions, energy consumption and income: The importance of time variation by Ajmi, Ahdi Noomen, Hammoudeh, Shawkat, Nguyen, Duc Khuong, Sato, João Ricardo

“…The environment that governs the relationships between energy consumption, carbon dioxide (CO2) emissions and gross domestic product (GDP) in the G7 countries…”
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Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets by Bekiros, Stelios, Nguyen, Duc Khuong, Sandoval Junior, Leonidas, Uddin, Gazi Salah

“…•We explore the links among US equity and commodity markets via complex network theory.•We reveal the temporal dimension of correlation using time-varying…”
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A conditional dependence approach to CO2-energy price relationships by Chevallier, Julien, Khuong Nguyen, Duc, Carlos Reboredo, Juan

“…This paper uses the conditional vine copula approach to model the dependence structure between European-based carbon allowances and major energy prices. It…”
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Energy prices and CO2 emission allowance prices: A quantile regression approach by Hammoudeh, Shawkat, Nguyen, Duc Khuong, Sousa, Ricardo M.

“…We use a quantile regression framework to investigate the impact of changes in crude oil prices, natural gas prices, coal prices, and electricity prices on the…”
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Energy conservation policies, growth and trade performance: Evidence of feedback hypothesis in Pakistan by Raza, Syed Ali, Shahbaz, Muhammad, Nguyen, Duc Khuong

“…This study investigates the energy–growth–trade nexus in Pakistan by using the annual time series data for the period of 1973–2013. Our main results show: (i)…”
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A time-varying copula approach to oil and stock market dependence: The case of transition economies by Aloui, Riadh, Hammoudeh, Shawkat, Nguyen, Duc Khuong

“…We employ the time-varying copula approach to investigate the conditional dependence between the Brent crude oil price and stock markets in the Central and…”
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U.S. equity and commodity futures markets: Hedging or financialization? by Nguyen, Duc Khuong, Sensoy, Ahmet, Sousa, Ricardo M., Salah Uddin, Gazi

“…In this paper, we investigate the hedging versus the financialization nature of commodity futures vis-à-vis the equity market using a ARMA filter-based…”
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Oil prices, stock markets and portfolio investment: Evidence from sector analysis in Europe over the last decade by Hedi Arouri, Mohamed El, Khuong Nguyen, Duc

“…This article extends the understanding of oil–stock market relationships over the last turbulent decade. Unlike previous empirical investigations, which have…”
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On the impacts of oil price fluctuations on European equity markets: Volatility spillover and hedging effectiveness by Arouri, Mohamed El Hedi, Jouini, Jamel, Nguyen, Duc Khuong

“…The objective of this paper is to investigate the volatility spillovers between oil and stock markets in Europe. As not all industries are expected to be…”
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Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios by Al Janabi, Mazin A.M., Arreola Hernandez, Jose, Berger, Theo, Nguyen, Duc Khuong

“…•An analytical framework for Liquidity-adjusted Value-at-Risk is introduced.•We develop a model for optimizing structured portfolios with liquidity…”
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Energy markets׳ financialization, risk spillovers, and pricing models by Creti, Anna, Nguyen, Duc Khuong

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Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models by Arouri, Mohamed El Hédi, Lahiani, Amine, Lévy, Aldo, Nguyen, Duc Khuong

“…This paper extends previous studies by investigating the relevance of structural breaks and long memory in modeling and forecasting the conditional volatility…”
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Asymmetric Linkages between BRICS Stock Returns and Country Risk Ratings: Evidence from Dynamic Panel Threshold Models by Mensi, Walid, Hammoudeh, Shawkat, Yoon, Seong-Min, Nguyen, Duc Khuong

“…This study investigates the asymmetric linkages between the five BRICS (Brazil, Russia, India, China and South Africa) countries’ stock markets and three…”
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Carbon emissions—income relationships with structural breaks: the case of the Middle Eastern and North African countries by El Montasser, Ghassen, Ajmi, Ahdi Noomen, Nguyen, Duc Khuong

“…This article revisits the carbon dioxide (CO 2 ) emissions-GDP causal relationships in the Middle Eastern and North African (MENA) countries by employing the…”
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On the determinants of renewable energy consumption: International evidence by Omri, Anis, Nguyen, Duc Khuong

“…Over recent years, renewable energy sources have emerged as an important component of world energy consumption. Little is however known about the determinants…”
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Carbon emissions determinants and forecasting: Evidence from G6 countries by Nguyen, Duc Khuong, Huynh, Toan Luu Duc, Nasir, Muhammad Ali

“…We examine the explanatory and forecasting power of economic growth, financial development, trade openness and FDI for CO2 emissions in major developed…”
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Green Credit Policy and Corporate Productivity: Evidence from a Quasi-natural Experiment in China by Cui, Xin, Wang, Panpan, Sensoy, Ahmet, Nguyen, Duc Khuong, Pan, Yuying

“…•We examine the impact of green credit policy on corporate total factor productivity.•Green credit policy improves total factor productivity of heavily…”
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Testing for asymmetric causality between U.S. equity returns and commodity futures returns by Nguyen, Duc Khuong, Sousa, Ricardo M., Uddin, Gazi Salah

“…•We investigate the links between U.S. equity returns and commodity futures returns.•We use a framework that accounts for seasonal effects on commodity…”
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Causal interactions between CO2 emissions, FDI, and economic growth: Evidence from dynamic simultaneous-equation models by Omri, Anis, Nguyen, Duc Khuong, Rault, Christophe

“…In this article, we investigate the causality links between CO2 emissions, foreign direct investment, and economic growth using dynamic simultaneous-equation…”
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Black swan events and safe havens: The role of gold in globally integrated emerging markets by Bekiros, Stelios, Boubaker, Sabri, Nguyen, Duc Khuong, Uddin, Gazi Salah

“…•We examine hedging and diversification roles of gold for the BRICS markets.•We use wavelet and GARCH-based copula methodologies.•There is evidence of…”
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