Category Archives: Publications

A publication titled “Natural Disasters, Trade Credit, and Firm Performance” on Economic Modelling by Hamish Anderson and co-authors in August 2022 Abstract With the increasing frequency and intensity of destructive weather events, firms’ access to financing following disasters is critical. Few studies have investigated firms’ access to trade credit after natural disasters. We examine whetherContinue reading “Natural Disasters, Trade Credit, and Firm Performance”

A publication titled “LGBT policy, investor trading behavior, and return comovement” on Journal of Economic Behavior & Organization by Hung Do and co-authors in April 2022 Abstract Investors are attentive to lesbian, gay, bisexual, and transgender (LGBT) topic and a firm’s adoption of LGBT-supportive policy. Using a sample of new LGBT adopters from KLD database,Continue reading “LGBT policy and return comovement”

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”