Follow
Duc Khuong Nguyen
Duc Khuong Nguyen
EMLV Business School, Paris, France & International School - Vietnam National University, Hanoi
Verified email at devinci.fr - Homepage
Title
Cited by
Cited by
Year
Volatility spillovers between oil prices and stock sector returns: implications for portfolio management
MEH Arouri, J Jouini, DK Nguyen
Journal of International Money and Finance 30 (7), 1387-1405, 2011
8162011
Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure?
R Aloui, MSB Aïssa, DK Nguyen
Journal of Banking & Finance 35 (1), 130-141, 2011
7482011
Causal interactions between CO2 emissions, FDI, and economic growth: Evidence from dynamic simultaneous-equation models
A Omri, DK Nguyen, C Rault
Economic Modelling 42, 382-389, 2014
7112014
Oil prices, stock markets and portfolio investment: Evidence from sector analysis in Europe over the last decade
MEH Arouri, DK Nguyen
Energy policy 38 (8), 4528-4539, 2010
6662010
On the impacts of oil price fluctuations on European equity markets: Volatility spillover and hedging effectiveness
MEH Arouri, J Jouini, DK Nguyen
Energy Economics 34 (2), 611-617, 2012
5982012
Do global factors impact BRICS stock markets? A quantile regression approach
W Mensi, S Hammoudeh, JC Reboredo, DK Nguyen
Emerging Markets Review 19, 1-17, 2014
5372014
Return and volatility transmission between world oil prices and stock markets of the GCC countries
MEH Arouri, A Lahiani, DK Nguyen
Economic Modelling 28 (4), 1815-1825, 2011
5332011
On the determinants of renewable energy consumption: International evidence
A Omri, DK Nguyen
Energy 72, 554-560, 2014
4882014
World gold prices and stock returns in China: Insights for hedging and diversification strategies
MEH Arouri, A Lahiani, DK Nguyen
Economic Modelling 44, 273-282, 2015
4282015
Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries
W Chkili, DK Nguyen
Research in International Business and Finance 31, 46-56, 2014
4112014
Conditional dependence structure between oil prices and exchange rates: a copula-GARCH approach
R Aloui, MSB Aïssa, DK Nguyen
Journal of International Money and Finance 32, 719-738, 2013
4052013
On the relationships between CO2 emissions, energy consumption and income: the importance of time variation
AN Ajmi, S Hammoudeh, DK Nguyen, JR Sato
Energy Economics 49, 629-638, 2015
3802015
How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests
AN Ajmi, S Hammoudeh, DK Nguyen, S Sarafrazi
Journal of International Financial Markets, Institutions and Money 28, 213-227, 2014
3312014
Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices
A Atil, A Lahiani, DK Nguyen
Energy Policy 65, 567-573, 2014
2992014
Dynamic spillovers among major energy and cereal commodity prices
W Mensi, S Hammoudeh, DK Nguyen, SM Yoon
Energy Economics 43, 225-243, 2014
2912014
Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory
W Chkili, S Hammoudeh, DK Nguyen
Energy Economics 41, 1-18, 2014
2842014
A time-varying copula approach to oil and stock market dependence: The case of transition economies
R Aloui, S Hammoudeh, DK Nguyen
Energy economics 39, 208-221, 2013
2802013
Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors
S Hammoudeh, W Mensi, JC Reboredo, DK Nguyen
Pacific-Basin Finance Journal 30, 189-206, 2014
2592014
Global financial crisis and spillover effects among the US and BRICS stock markets
W Mensi, S Hammoudeh, DK Nguyen, SH Kang
International Review of Economics & Finance 42, 257-276, 2016
2582016
On the efficiency of foreign exchange markets in times of the COVID-19 pandemic
F Aslam, S Aziz, DK Nguyen, KS Mughal, M Khan
Technological Forecasting and Social Change 161, 120261, 2020
2502020
The system can't perform the operation now. Try again later.
Articles 1–20