Author Archives: Hung Do

A publication titled “Being nice to stakeholders: The effect of economic policy uncertainty on corporate social responsibility“ on Economic Modelling by George Wu and co-authors in March 2022 Abstract Economic policy uncertainty (EPU) is an important source of risk and affects various firm decisions and the macro economy. However, existing studies provide no consensus on theContinue reading “The Effect of EPU on CSR”

A publication titled “Asymmetric relationship between green bonds and commodities: Evidence from extreme quantile approach” on Finance Research Letters by Thi Thu Ha Nguyen and co-authors in November 2021 Abstract The paper documents the asymmetric relationship between green bonds and commodities via the cross-quantilogram approach. Given the heterogeneity nature of individual commodities, we employ threeContinue reading “Green bonds and commodities”

A publication titled “Do climate risks matter for green investment?” on Journal of International Financial Markets, Institutions and Money by Ben Marshall, Harvey Nguyen, Nuttawat Visaltanachoti, Martin Young and co-authors in November 2021 Abstract We consider the degree to which climate disasters influence investor behavior. Using data on events such as hurricanes and floods, weContinue reading “Do climate risks matter for green investment?”

A publication titled “The effect of corporate sustainability performance on leverage adjustments” on British Accounting Review by Yafeng Qin and co-authors in September 2021 Abstract We examine the impact of corporate sustainability performance (CSP) on the speed at which firms adjust their leverage ratios to the target levels for a large sample of 31 countriesContinue reading “The effect of corporate sustainability performance on leverage adjustments”

A publication titled “Time-frequency comovement among green bonds, stocks, commodities, clean energy, and conventional bonds” on Finance Research Letters by Thi Thu Ha Nguyen, Faruk Balli, Hatice Ozer Balli and co-authors in May 2021 Abstract The paper examines the inter-relationship between green bonds and other asset markets, including stocks, commodities, clean energy, and conventional bondsContinue reading “Comovement among green bonds, stocks, commodities, clean energy, and conventional bonds”

A publication titled “Does weather, or energy prices, affect carbon prices?” on Energy Economics by Martin Young and co-authors in April 2021 Abstract This study investigates the extent that key energy prices (coal, gas, oil and electricity) and weather explain carbon prices, a key feature of the European Union Emissions Trading Scheme (EU ETS), and whether thisContinue reading “Weather, energy prices, and carbon prices”

A publication titled “Electricity market integration, decarbonisation and security of supply: Dynamic volatility connectedness in the Irish and Great Britain markets” on Energy Economics by Hung Do and co-authors in October 2020 Abstract This study investigates the volatility connectedness between the Irish and Great Britain electricity markets and how it is driven by changes in energyContinue reading “Electricity market integration, decarbonisation and security of supply”

A publication titled “Exploiting the heteroskedasticity in measurement error to improve volatility predictions in oil and biofuel feedstock markets” on Energy Economics by Hung Do and co-authors in February 2020 Abstract We examine whether heteroskedasticity in measurement errors improves the volatility forecasting ability of the Heterogenous Autoregressive (HAR) model in crude oil and biofuel feedstock markets. WeContinue reading “Volatility predictions in oil and biofuel feedstock markets”

A publication titled “The geography of CSR” on International Review of Economics & Finance by Jeff Wongchoti and co-authors in January 2019 Abstract We regress socio-economic indicators against firm level CSR scores using a sample of over 26,000 firm year observations from 1991 through 2009. We find that a firm’s CSR profile is linked to the socio-economicContinue reading “The geography of CSR”

A publication titled “Impact of gender and governance on microfinance efficiency” on Journal of International Financial Markets, Institutions and Money by Hatice Ozer Balli and co-authors in March 2018 Abstract This study examines the efficiency of South Asian microfinance institutions (MFIs) using Data Envelopment Analysis. Bias corrected efficiency estimates for the individual MFIs are regressedContinue reading “Gender, governance, and microfinance efficiency”