Research output per year
Research output per year
- 14 results
Search results
-
2025
Tail Risk Connectedness in the Australian National Electricity Markets: The Impact of Rare Events
Pham, S., Do, H. X., Nepal, R. & Jamasb, T., Jan 2025, In: Energy Economics. 141, 19 p., 108123.Research output: Contribution to journal › Article › peer-review
Open AccessFile2 Citations (Scopus)3 Downloads (Pure) -
2024
Predicting ETF liquidity
Pham, S., Marshall, B. R., Nguyen, N. H. & Visaltanachoti, N. (Corresponding Author), Aug 2024, In: Australian Journal of Management. 49, 3, p. 478-508 31 p.Research output: Contribution to journal › Article › peer-review
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Does the U.S. export inflation? Evidence from the dynamic inflation spillover between the U.S. and EAGLEs
Nguyen, T. T. T., Pham, S., Li, X.-M. & Do, H. X., Jul 2024, In: International Review of Economics & Finance. 94, 19 p., 103427.Research output: Contribution to journal › Article › peer-review
Open AccessFile3 Citations (Scopus)6 Downloads (Pure) -
Electricity market crisis in Europe and cross border price effects: A quantile return connectedness analysis
Do, H. X., Nepal, R., Pham, S. & Jamasb, T., Jul 2024, In: Energy Economics. 135, 31 p., 107633.Research output: Contribution to journal › Article › peer-review
Open AccessFile5 Citations (Scopus)5 Downloads (Pure) -
Impact of climate policy uncertainty on return spillover among green assets and portfolio implications
Pham, S. D., Nguyen, T. T. T. & Do, H. X., 1 Jun 2024, In: Energy Economics. 134, 21 p., 107631.Research output: Contribution to journal › Article › peer-review
Open AccessFile23 Citations (Scopus)5 Downloads (Pure) -
Stabilizing global foreign exchange markets in the time of COVID-19: The role of vaccinations
Pham, S. (Corresponding Author), Nguyen, T. T. T. & Li, X.-M., 1 Mar 2024, In: The Global Finance Journal. 59, 32 p., 100923.Research output: Contribution to journal › Article › peer-review
Open AccessFile1 Citation (Scopus)6 Downloads (Pure) -
2023
Liquidity spillover between ETFs and their constituents
Pham, S., Marshall, B. R. (Corresponding Author), Nguyen, N. H. & Visaltanachoti, N., Nov 2023, In: International Review of Economics & Finance. 88, p. 723-747 25 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile7 Citations (Scopus)6 Downloads (Pure) -
Natural gas and the utility sector nexus in the U.S. Quantile connectedness and portfolio implications
Pham, S., Nguyen, T. T. T. & Do, H. X., Apr 2023, In: Energy Economics. 120, 19 p., 106632.Research output: Contribution to journal › Article › peer-review
17 Citations (Scopus) -
Portfolio diversification during the COVID-19 pandemic: Do vaccinations matter?
Pham, S., Nguyen, T. T. T., Do, H. X. (Corresponding Author) & Vinh Vo, X., Apr 2023, In: Journal of Financial Stability. 65, 17 p., 101118.Research output: Contribution to journal › Article › peer-review
5 Citations (Scopus) -
The nexus between oil and airline stock returns: Does time frequency matter?
Asadi, M., Pham, S., Nguyen, T. T. T., Do, H. X. (Corresponding Author) & Brooks, R., Jan 2023, In: Energy Economics. 117, 16 p., 106444.Research output: Contribution to journal › Article › peer-review
8 Citations (Scopus) -
2022
Dynamic volatility connectedness between thermal coal futures and major cryptocurrencies: evidence from China
Pham, S., Nguyen, T. T. T. & Do, H. X. (Corresponding Author), Aug 2022, In: Energy Economics. 112, 24 p., 106114.Research output: Contribution to journal › Article › peer-review
19 Citations (Scopus) -
Effect of futures trading on the liquidity of underlying stocks: Evidence from Vietnam
Pham, S., Nguyen, T. T. T. & Do, H. X. (Corresponding Author), Jun 2022, In: Pacific-Basin Finance Journal. 73, 21 p., 101772.Research output: Contribution to journal › Article › peer-review
2 Citations (Scopus) -
2021
Predicting ETF Liquidity
Pham, S. (Corresponding Author), Marshall, B. R., Nguyen, N. H. & Visaltanachoti, N., 1 Aug 2021, SSRN, 43 p. (SSRN).Research output: Working paper › Preprint
Open Access -
The liquidity of active ETFs
Pham, S., Marshall, B. R., Nguyen, N. H. & Visaltanachoti, N. (Corresponding Author), Aug 2021, In: The Global Finance Journal. 49, 16 p., 100572.Research output: Contribution to journal › Article › peer-review
3 Citations (Scopus)