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Risk analysis of pension fund investment choices

Bissoondoyal-Bheenick, Emawtee; Brooks, Robert; Do, … - In: Abacus : a journal of accounting, finance and business … 59 (2023) 3, pp. 872-898

Persistent link: https://www.econbiz.de/10014443578

Portfolio diversification during the COVID-19 pandemic : do vaccinations matter?

Pham, Son Duy; Nguyen, Thao Thac Thanh; Do, Hung Xuan; … - In: Journal of financial stability 65 (2023), pp. 1-17

Persistent link: https://www.econbiz.de/10014289935

Impact of climate policy uncertainty on return spillover among green assets and portfolio implications

Pham, Son Duy; Nguyen, Thao T. T.; Do, Hung Xuan - In: Energy economics 134 (2024), pp. 1-21

Persistent link: https://www.econbiz.de/10015047152

Portfolio's weighted political risk and mutual fund performance : a text-based approach

Huong Giang Nguyen; Hoang, Khanh; Nguyen, Quan M. P.; … - In: Finance research letters 66 (2024), pp. 1-11

Persistent link: https://www.econbiz.de/10015061194

Electricity Market Integration, Decarbonisation and Security of Supply : Dynamic Volatility Connectedness in the Irish and Great Britain Markets

Do, Hung Xuan - 2020

This study investigates the volatility connectedness between the Irish and Great Britain electricity markets and how it is driven by changes in energy policy, institutional structures and political ideologies. We assess various aspects of this volatility connectedness including static...

Persistent link: https://www.econbiz.de/10012835991

Volatility Spillovers and Carbon Price in the Nordic Wholesale Electricity Markets

Lyu, Chenyan; Do, Hung Xuan; Nepal, Rabindra; Jamasb, Tooraj - 2023

This paper investigates price volatility and spillover effects in the Nordic electricity wholesale markets, comprising Sweden, Finland, Denmark, and Norway. Utilizing both the Time-Varying Parameter Vector Autoregressive (TVP-VAR) and Rolling Window-based VAR (RW-VAR) approaches, we analyze the...

Persistent link: https://www.econbiz.de/10014343891