Category Archives: Academic publications

Price risk transmissions in the water-energy-food nexus

A publication titled “Price risk transmissions in the water-energy-food nexus: Impacts of climate risks and portfolio implications” on Energy Economics by Trung Le, Linh Pham, and Hung Do Abstract The water-energy-food (WEF) nexus has quickly materialized as a critical factor that could threaten sustainable development goals. To contribute to the understanding of the WEF nexus from an economic perspective, this […]

Green bonds and implied volatilities

A publication titled “Green bonds and implied volatilities: Dynamic causality, spillovers, and implication for portfolio management” on Energy Economics by Linh Pham and Hung Do in August 2022 Abstract The long-term and sustainable development focuses of green bond together with its increasing popularity drives the need for a better understanding of its hedging effects against market risks. Our study investigates whether […]

LGBT policy and return comovement

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, we show that mutual funds with […]