2024

1. Hung. NT (2024). Dependence structure between crude oil and BRICS bond markets prior to and during the COVID-19 pandemic. Spanish Journal of Finance and Accounting. DOI: 10.1080/02102412.2023.2236871.

2. Hung, NT (2024). PRICE SPILLOVERS FROM DEFI TO CEE STOCK MARKETS. Politická ekonomie. (Forthcoming)

3. Hung, NT (2024).TIME-FREQUENCY NEXUS BETWEEN COVID-19, ECONOMIC POLICY UNCERTAINTY AND CHINA’S STOCK MARKET DURING THE COVID-19 PERIOD. Journal of Chinese Economic and Business Studies. https://doi.org/10.1080/14765284.2023.2270846

4. Tien, H.T, Dang, M.N, Hung, N.T (2024). Oil prices and economic growth in China: A time-frequency analysis. Asian Academy of Management Journal. (Issue 1, 2024)

5. Hung. N.T. (2024). How geopolitical risk drives exchange rate prices? Evidence from Covid-19 and Russia-Ukraine crises. Regional Statistics. 

6. Tien, H.T, Dang, M.N, Hung, N.T (2024). An empirical analysis of the dynamic impact of DeFi on GCC foreign exchange forward markets: Portfolio implication. International Journal of Islamic and Middle Eastern Finance and Management. 

7. Xuan, H.T and Hung, N.T (2024). Does green investment mitigate environmental degradation in Vietnam: the time-frequency effect of nonrenewable energy investment and globalization? Management of Environmental Quality. https://doi.org/10.1108/MEQ-09-2023-0332  

8. Hoang, Thi Xuan, Nguyen, Chi Hai,  Ngo Thai Hung. Quantile Effect of Economic Factors and Energy Consumption on Environmental Degradation in Vietnam. Journal of Environmental Assessment Policy and Management. https://doi.org/10.1142/S1464333224400015

2023

1. Hung NT. (2023). GREEN INVESTMENT, FINANCIAL DEVELOPMENT, DIGITALIZATION AND ECONOMIC SUSTAINABILITY IN VIETNAM: EVIDENCE FROM A QUANTILE-ON-QUANTILE REGRESSION AND WAVELET COHERENCE. Technological Forecasting & Social Change. Volume 186, Part B, January 2023, 122185 

2. Hung. NT and Vinh. XV (2023). Multi-scale features of interdependence between oil prices and African stock markets. Asia-Pacific Financial Markets.https://doi.org/10.1007/s10690-022-09385-5  

3. Hung, N. T. (2023). WHAT EFFECTS WILL COVID-19 HAVE ON THE G7 STOCK MARKETS?  NEW EVIDENCE FROM A CROSS-QUANTILOGRAM APPROACH. Regional Statistics, Issue 2.

4. Hung. NT and Vinh. XV (2023). ASYMMETRIC IMPACT OF THE COVID-19 PANDEMIC ON FOREIGN EXCHANGE MARKETS: EVIDENCE FROM AN EXTREME QUANTILE APPROACH. Economics and Business Letters. Vol 12, Issue 1, March 2023. 

5. Hung. NT (2023). Time-frequency linkages between international commodities and the BRICS equity markets. Economic Computation & Economic Cybernetics Studies & Research, 56(4), 123-139.

6. Hung, N.T (2023). The effects of digitalization, energy intensity, and the demographic dividend on Vietnam's economic growth: a way to reach economic sustainability goals. Asian Development Review. DOI: 10.1142/S0116110523500129

7. Hung. N.T (2023). REMITTANCE, RENEWABLE ENERGY, AND CO2 EMISSIONS: A VIETNAMESE ILLUSTRATION. Journal of the Knowledge Economy. DOI:/10.1007/s13132-023-01238-4 

8. Owusu, P & Hung, NT. (2023). Asymmetric Information Flow to G7 and Nordic Equities Markets During COVID-19 Pandemic. Journal of Risk Finance.  https://doi.org/10.1108/JRF-06-2022-0129  

9. Hung. NT, TLD Huynh & N Muhammad Ali. (2023). Cryptocurrencies in an uncertain world: Comprehensive insights from a wide range of uncertainty indices. International Journal of Finance and Economics. https://doi.org/10.1002/ijfe.2860 

10. Hung, NT (2024). TIME-VARYING CONNECTEDNESS AND CAUSALITY BETWEEN OIL PRICES AND G7 ECONOMIES EXCHANGE RATES. EVIDENCE FROM THE COVID-19 AND RUSSIA-UKRAINE CRISES. Studies in Economics and Finance.  https://doi.org/10.1108/SEF-04-2023-0184 

A2022

1. Hung, N.T (2022). Biomass energy consumption and economic growth: insights from BRICS and developed countries. Environmental Science and Pollution Research, 29, 30055–30072. DOI:10.1007/s11356-021-17721-x 

2.  Hung, N. T. (2022). Time-frequency co-movements between biomass energy consumption and human development in BRICS countries. Problems of Sustainable Development, Vol. 17 (1), 196.

3.  Hung, N. T. (2022). RETURN EQUICORRELATION AND DYNAMIC SPILLOVERS BETWEEN CENTRAL AND EASTERN EUROPEAN AND WORLD STOCK MARKETS. Regional Statistics, 12(1), 1-34. DOI: 10.15196/RS120108 

4. Hung, N. T., Hieu, M, H. (2022). TOURISM DEMAND AND ECONOMIC GROWTH IN VIETNAM: FRESH INSIGHTS BASED ON THE PARTIAL AND MULTIVARIATE WAVELET APPROACHES. The Singapore Economic Review. https://doi.org/10.1142/S0217590822500126  

5. Hung. N. T (2022). ASYMMETRIC CONNECTEDNESS AMONG S&P 500, CRUDE OIL, GOLD AND BITCOIN. Managerial Finance. Vol. 48 No. 4, pp. 587-610. https://doi.org/10.1108/MF-08-2021-0355

6. Hung.N.T (2022). THE COVID-19 EFFECTS ON CRYPTOCURRENCY MARKETS: ROBUST EVIDENCE FROM TIME-FREQUENCY ANALYSIS. Economics Bulletin. Vol. 0 No. 0 pp. 109-123.

7. Hung. N.T (2022). TIME-FREQUENCY NEXUS BETWEEN GLOBALIZATION, FINANCIAL DEVELOPMENT, NATURAL RESOURCES AND CARBON EMISSIONS IN VIETNAM. Economic Change and Restructuring. DOI: 10.1007/s10644-022-09391-7

8. Hung. N.T (2022). RE-STUDY ON DYNAMIC CONNECTEDNESS BETWEEN MACROECONOMIC INDICATORS AND THE STOCK MARKET IN CHINA . Romanian Journal of Economic Forecasting. Volume 25, Issue 2, pp.104-124

9. Tien, H.T. and Hung, N.T. (2022). Volatility spillover effects between oil and GCC stock markets: a wavelet-based asymmetric dynamic conditional correlation approach, International Journal of Islamic and Middle Eastern Finance and Management, Vol. ahead-of-print No. ahead-of-print. https://doi.org/10.1108/IMEFM-07-2020-0370 

10. Hung. NT, Trang, NT, Thang, NT. (2022). QUANTILE RELATIONSHIP BETWEEN GLOBALIZATION, FINANCIAL DEVELOPMENT, ECONOMIC GROWTH, AND CARBON EMISSIONS. EVIDENCE FROM VIETNAM. Environmental Science and Pollution Research. https://doi.org/10.1007/s11356-022-20126-z

11. Hung. NT. (2022). Causal relationship between globalization, economic growth and CO2 emissions in Vietnam using Wavelet analysis . Energy & Environment. https://doi.org/10.1177/0958305X221108498 

12. Athari S.A and Hung. N.T. (2022). Time-Frequency Return Co-Movement among Asset Classes around the COVID-19 Outbreak: Portfolio Implications. Journal of Economics and Finance. https://doi.org/10.1007/s12197-022-09594-8.

13. Hung. NT, Linh. NTM and Vinh. XV (2022). Exchange rate volatility connectedness during Covid-19 outbreak: DECO-GARCH and Transfer Entropy approaches . Journal of International Financial Markets, Institutions & Money, 101628. https://doi.org/10.1016/j.intfin.2022.101628 

2021

1. Hung, N. T. (2021). Volatility behaviour of the foreign exchange rate and transmission among Central and Eastern European countries: evidence from the EGARCH model. Global Business Review, 22(1), 36-56. 

2. Hung, N. T., & Vo, X. V. (2021). Directional spillover effects and time-frequency nexus between oil, gold and stock markets: Evidence from pre and during COVID-19 outbreak. International Review of Financial Analysis, 76, 101730.  

3. Hung, N. T. (2021). Oil prices and agricultural commodity markets: Evidence from pre and during COVID-19 outbreak. Resources Policy, 73, 102236. 

4. Hung, N. T. (2021). Directional spillover effects between BRICS stock markets and economic policy uncertainty. Asia-Pacific Financial Markets, 28(3), 429-448. 

5. Hung, N.T. (2021). Co-movements between Bitcoin and other asset classes in India. Journal of Indian Business Research, Vol. 13 No. 2, pp. 270-288. https://doi.org/10.1108/JIBR-03-2020-0071 

6. Hung, N. T. (2021). Nexus between green bonds, financial, and environmental indicators. Economics and Business Letters, 10(3), 191-199.  

7. Hung, N. T. (2021). Green Bonds and Asset Classes: New Evidence from Time-varying Copula and Transfer Entropy Models. Global Business Review, 09721509211034095. 

8. Hung, N. T. (2021). Financial connectedness of GCC emerging stock markets. Eurasian Economic Review, 1-21. 

9. Hung, N. T. (2021). Dynamic spillover effect and hedging between the gold price and key financial assets. New evidence from Vietnam. Macroeconomics and Finance in Emerging Market Economies, 1-31. 

10. HUNG, N. T. (2021). QUANTILE DEPENDENCE BETWEEN GREEN BONDS, STOCKS, BITCOIN, COMMODITIES AND CLEAN ENERGY. Economic Computation & Economic Cybernetics Studies & Research, 55(3). 

11. Hung, N. T. (2021). Effect of economic indicators, biomass energy on human development in China. Energy & Environment, 0958305X211022040. 

12. Hung, N.T. (2021). Bitcoin and CEE stock markets: fresh evidence from using the DECO-GARCH model and quantile on quantile regression. European Journal of Management and Business Economics, Vol. 30 No. 2, pp. 261-280. https://doi.org/10.1108/EJMBE-06-2020-0169 

2020

1. Hung, N. T. (2020). Time-Frequency nexus between bitcoin and developed stock markets in the Asia-Pacific. The Singapore Economic Review, 1-26.  

2. Hung, N. T. (2020). Dynamic spillover effects between oil prices and stock markets: New evidence from pre and during COVID-19 outbreak. Aims Energy, 8(5), 819-834. 

3. Hung, N. T. (2020). Market integration among foreign exchange rate movements in central and eastern European countries. Society and Economy, 42(1), 1-20. 

4. Hung, N. T. (2020). Volatility spillovers and time-frequency correlations between Chinese and African stock markets. Regional Statistics, 10(02), 63-82. 

5. Hung, N. T. (2020). Does volatility transmission between stock market returns of Central and Eastern European countries vary from normal to turbulent periods?. Acta Oeconomica, 70(3), 449-468. 

6. Umar, M., Hung, N. T., Chen, S., Iqbal, A., & Jebran, K. (2020). Are stock markets and cryptocurrencies connected?. The Singapore Economic Review, 1-16. 

7. Hung, N. T. (2020). Analysis of the time-frequency connectedness between gold prices, oil prices and Hungarian financial markets. International Journal of Energy Economics and Policy, 10(4), 51. 

8. Hung, N. T. (2020). Conditional dependence between oil prices and CEE stock markets: A copula-GARCH approach. Eastern Journal of European Studies, 11(1), 62-86. 

9. Hung, N. T. (2020). Stock market volatility and exchange rate movements in the Gulf Arab countries: a Markov-state switching model. Journal of Islamic Accounting and Business Research, Vol. 11 No. 9, pp. 1969-1987. https://doi.org/10.1108/JIABR-01-2020-0004

10. Hung, N. T. (2020). Identifying the Dynamic Connectedness between Propane and Oil Prices: Evidence from Wavelet Analysis. International Journal of Energy Economics and Policy, 10(5), 315. 

11. Hung, N.T. (2020). An analysis of CEE equity market integration and their volatility spillover effects. European Journal of Management and Business Economics, Vol. 29 No. 1, pp. 23-40. https://doi.org/10.1108/EJMBE-01-2019-0007 

2019

1.Hung, N.T. (2019). Return and volatility spillover across equity markets between China and Southeast Asian countries. Journal of Economics, Finance and Administrative Science, Vol. 24 No. 47, pp. 66-81. https://doi.org/10.1108/JEFAS-10-2018-0106 

2. Hung, N. T. (2019). Equity market integration of China and Southeast Asian countries: further evidence from MGARCH-ADCC and wavelet coherence analysis. Quantitative Finance and Economics, 3(2), 201-220. 

3. Ngo Thai, H. (2019). Dynamics of volatility spillover between stock and foreign exchange market: empirical evidence from Central and Eastern European Countries. ECONOMY AND FINANCE: ENGLISH-LANGUAGE EDITION OF GAZDASÁG ÉS PÉNZÜGY, 6(3), 244-265. 

4. Hung, N. T. (2019). Spillover effects between stock prices and exchange rates for the central and eastern European countries. Global Business Review, 0972150919869772. 

5. Hung, N. T. (2019). Interdependence of oil prices and exchange rates: Evidence from copula-based GARCH model. AIMS Energy, 7(4), 465-482. 

6. Ngo Thai, H. (2019). A részvény-és devizapiacok volatilitásának tovagyűrűző hatásai a Közép-és Kelet-európai országok gyakorlati tapasztalatai alapján. GAZDASÁG ÉS PÉNZÜGY, 6(3), 233-254.