黑料网

Associate Professor Hung Do staff profile picture

Contact details +6492136160

Associate Professor Hung Do MApplEcoEcmets, PhD

Associate Professor in Finance/Banking

Doctoral Mentor Supervisor
School of Economics and Finance

Associate Head of School

School of Economics and Finance

Hung is currently an Associate Professor in Finance and Associate Head of School of Economics and Finance at 黑料网. He is also leading the Sustainable Finance Cluster in the school. He was a member of the Massey Business School (MBS) Assurance of Learning committee between 2019 and 2024, and was a member of the MBS board between 2019 and 2020. He joined Massey in May 2017 as a Senior Lecturer in Finance/Banking. Prior to this, he had worked for major banks in Australia including Westpac and Commonwealth Bank of Australia. On the academic side, he had worked as a Lecturer at the School of Business, Monash University Malaysia, and a Postdoctoral Research Associate at the University of Technology, Sydney. He obtained a Ph.D. in Financial Econometrics (2013) from Monash University Australia. Hung has taught a wide range of topics including Advanced Risk Analytics, (Advanced) Financial Risk Management, (Advanced) Business Finance, Financial Modelling, Commercial Bank Management, Investment Banking, Financial Econometrics, Quantitative Methods for Financial Markets, and Applied Time Series Econometrics. His teaching quality has been demonstrated by consistently high evaluation scores (normally 90-95%) and nominations for the Lecturer of the Year Award. Hung is specialized in Econometrics and Statistical analysis for Banking & Finance and his research interests are in Banking, Credit Risk, Empirical Finance, Energy Economics, and Time-series econometrics. His research has been published in highly ranked international refereed journals including European Journal of Operational Research, Energy Economics, Journal of Financial Markets, Journal of Economic Behavior & Organization, International Review of Financial Analysis, Journal of Real Estate Finance and Economics, Journal of Financial Stability, Economics Letters, and International Review of Economic and Finance among others. Hung has also won several prizes and awards in both research and teaching.

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Professional

Contact details

  • Ph: +6492136160
    Location: QB2.34A, Quadrangle Bld B
    Campus: Albany

Qualifications

  • Master of Applied Econometrics - Monash University (2009)
  • Doctor of Philosophy - Monash University (2013)

Certifications and Registrations

  • Licence, Mentor Supervisor, 黑料网

Research Expertise

Research Interests

Empirical Finance, Banking, Energy Economics, Credit risk, Econometrics

Area of Expertise

Field of research codes
Applied Economics (140200):
Banking, Finance and Investment (150200): Commerce, Management, Tourism And Services (150000):
Econometrics (140300): Economics (140000)

Keywords

Empirical Finance, Banking, Energy Economics, Credit risk, Econometrics

Research Outputs

Journal

Do, HX., Nguyen, NH., Nguyen, QMP., Nguyen, TVH., & Truong, C. (2024). When Hollywood movies steal the show, stock returns dance more with the market!. International Review of Financial Analysis. 95
[Journal article]Authored by: Do, X.
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Adewuyi, AO., Wahab, BA., Tiwari, AK., & Do, HX. (2024). Do bitcoin electricity consumption and carbon footprint exhibit random walk and bubbles? Analysis with policy implications. Journal of Environmental Management. 367
[Journal article]Authored by: Do, X.
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Nguyen, TTT., Pham, SD., Li, XM., & Do, HX. (2024). Does the U.S. export inflation? Evidence from the dynamic inflation spillover between the U.S. and EAGLEs. International Review of Economics and Finance. 94
[Journal article]Authored by: Do, X., Li, X.
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Nguyen, HG., Hoang, K., Nguyen, QMP., Do, HX., & Nguyen, DK. (2024). Portfolio's weighted political risk and mutual fund performance: A text-based approach. Finance Research Letters. 66
[Journal article]Authored by: Do, X.
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Do, HX., Nepal, R., Pham, SD., & Jamasb, T. (2024). Electricity market crisis in Europe and cross border price effects: A quantile return connectedness analysis. Energy Economics. 135
[Journal article]Authored by: Do, X.
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Pham, SD., Nguyen, TTT., & Do, HX. (2024). Impact of climate policy uncertainty on return spillover among green assets and portfolio implications. Energy Economics. 134
[Journal article]Authored by: Do, X.
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Lyu, C., Do, HX., Nepal, R., & Jamasb, T. (2024). Volatility spillovers and carbon price in the Nordic wholesale electricity markets. Energy Economics. 134
[Journal article]Authored by: Do, X.
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1
Nguyen, QMP., Do, HX., Molchanov, A., Nguyen, L., & Nguyen, NH. (2024). Asymmetric trading responses to credit rating announcements from issuer- versus investor-paid rating agencies. Journal of Business Finance and Accounting. 51(1-2), 84-112
[Journal article]Authored by: Do, X., Molchanov, A.
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1
Balli, F., Do, H., & Uqaili, H. (2024). The decomposition of tourism demand and tourism receipts. Tourism Economics. 30(5), 1339-1348
[Journal article]Authored by: Balli, F., Do, X.
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Do, HX., Nguyen, NH., Nguyen, QMP., & Truong, C. (2023). Aerospace competition, investor attention, and stock return comovement. Journal of Economic Behavior and Organization. 215, 40-59
[Journal article]Authored by: Do, X.
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Bissoondoyal-Bheenick, E., Brooks, R., & Do, HX. (2023). Risk Analysis of Pension Fund Investment Choices. Abacus. 59(3), 872-898
[Journal article]Authored by: Do, X.
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Le, TH., Pham, L., & Do, HX. (2023). Price risk transmissions in the water-energy-food nexus: Impacts of climate risks and portfolio implications. Energy Economics. 124
[Journal article]Authored by: Do, X.
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11
Pham, SD., Nguyen, TTT., & Do, HX. (2023). Natural gas and the utility sector nexus in the U.S.: Quantile connectedness and portfolio implications. Energy Economics. 120
[Journal article]Authored by: Do, X.
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Bissoondoyal-Bheenick, E., Brooks, R., & Do, HX. (2023). ESG and firm performance: The role of size and media channels. Economic Modelling. 121
[Journal article]Authored by: Do, X.
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68
Pham, SD., Nguyen, TTT., Do, HX., & Vo, XV. (2023). Portfolio diversification during the COVID-19 pandemic: Do vaccinations matter?. Journal of Financial Stability. 65
[Journal article]Authored by: Do, X.
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Nguyen, QMP., Do, HX., Molchanov, A., Nguyen, L., & Nguyen, NH. (2023). Political similarities in credit ratings. International Review of Financial Analysis. 86
[Journal article]Authored by: Do, X., Molchanov, A.
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1
Asadi, M., Pham, SD., Nguyen, TTT., Do, HX., & Brooks, R. (2023). The nexus between oil and airline stock returns: Does time frequency matter?. Energy Economics. 117
[Journal article]Authored by: Do, X.
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3
Bissoondoyal-Bheenick, E., Brooks, R., & Do, H. (2023). Asset allocation of Australian superannuation funds: a markov regime switching approach. Annals of Operations Research. 330(1-2), 485-515
[Journal article]Authored by: Do, X.
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Yip, PS., Brooks, R., Do, HX., & Vo, XV. (2022). What drives cross-market correlations during the United States Q.E.?. International Review of Financial Analysis. 83
[Journal article]Authored by: Do, X.
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Pham, L., & Do, HX. (2022). Green bonds and implied volatilities: Dynamic causality, spillovers, and implications for portfolio management. Energy Economics. 112
[Journal article]Authored by: Do, X.
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43
Pham, SD., Nguyen, TTT., & Do, HX. (2022). Dynamic volatility connectedness between thermal coal futures and major cryptocurrencies: Evidence from China. Energy Economics. 112
[Journal article]Authored by: Do, X.
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17
Pham, SD., Nguyen, TTT., & Do, HX. (2022). Effect of futures trading on the liquidity of underlying stocks: Evidence from Vietnam. Pacific Basin Finance Journal. 73
[Journal article]Authored by: Do, X.
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Bissoondoyal-Bheenick, E., Do, H., Hu, X., & Zhong, A. (2022). Sentiment and stock market connectedness: Evidence from the U.S. – China trade war. International Review of Financial Analysis. 80
[Journal article]Authored by: Do, X.
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21
Tanin, TI., Sarker, A., Brooks, R., & Do, HX. (2022). Does oil impact gold during COVID-19 and three other recent crises?. Energy Economics. 108
[Journal article]Authored by: Do, X.
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15
Do, HX., Nguyen, L., Nguyen, NH., & Nguyen, QMP. (2022). LGBT policy, investor trading behavior, and return comovement. Journal of Economic Behavior and Organization. 196, 457-483
[Journal article]Authored by: Do, X.
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Do, HX., Nguyen, NH., & Nguyen, QMP. (2022). Multinationals and stock return comovement. Global Finance Journal. 52
[Journal article]Authored by: Do, X.
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2
Do, HX., Nguyen, NH., & Nguyen, QMP. (2022). Financial leverage and stock return comovement. Journal of Financial Markets. 60
[Journal article]Authored by: Do, X.
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Do, HX., Nguyen, QMP., Nepal, R., & Smyth, R. (2021). When Pep comes calling, the oil market answers: The effect of football player transfer movements on abnormal fluctuations in oil price futures. Energy Economics. 100
[Journal article]Authored by: Do, X.
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2
Bissoondoyal-Bheenick, E., Do, H., Hu, X., & Zhong, A. (2021). Learning from SARS: Return and volatility connectedness in COVID-19. Finance Research Letters. 41
[Journal article]Authored by: Do, X.
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Le, TH., Do, HX., Nguyen, DK., & Sensoy, A. (2021). Covid-19 pandemic and tail-dependency networks of financial assets. Finance Research Letters. 38
[Journal article]Authored by: Do, X.
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Do, HX., Nepal, R., & Jamasb, T. (2020). Electricity market integration, decarbonisation and security of supply: Dynamic volatility connectedness in the Irish and Great Britain markets. Energy Economics. 92
[Journal article]Authored by: Do, X.
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Do, H., Nepal, R., & Smyth, R. (2020). Interconnectedness in the Australian National Electricity Market: A Higher-Moment Analysis*. Economic Record. 96(315), 450-469
[Journal article]Authored by: Do, X.
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Yip, PS., Brooks, R., Do, HX., & Nguyen, DK. (2020). Dynamic volatility spillover effects between oil and agricultural products. International Review of Financial Analysis. 69
[Journal article]Authored by: Do, X.
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Bissoondoyal-Bheenick, E., Brooks, R., Do, HX., & Smyth, R. (2020). Exploiting the heteroskedasticity in measurement error to improve volatility predictions in oil and biofuel feedstock markets. Energy Economics. 86
[Journal article]Authored by: Do, X.
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Do, HX., Rösch, D., & Scheule, H. (2020). Liquidity Constraints, Home Equity and Residential Mortgage Losses. Journal of Real Estate Finance and Economics. 61(2), 208-246
[Journal article]Authored by: Do, X.
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Bissoondoyal-Bheenick, E., Brooks, R., & Do, HX. (2019). Asymmetric relationship between order imbalance and realized volatility: Evidence from the Australian market. International Review of Economics and Finance. 62, 309-320
[Journal article]Authored by: Do, X.
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Do, HX., Rösch, D., & Scheule, H. (2018). Predicting loss severities for residential mortgage loans: A three-step selection approach. European Journal of Operational Research. 270(1), 246-259
[Journal article]Authored by: Do, X.
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Bissoondoyal-Bheenick, E., Brooks, R., Chi, W., & Do, HX. (2018). Volatility spillover between the US, Chinese and Australian stock markets. Australian Journal of Management. 43(2), 263-285
[Journal article]Authored by: Do, X.
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Yip, PS., Brooks, R., & Do, HX. (2017). Dynamic spillover between commodities and commodity currencies during United States Q.E.. Energy Economics. 66, 399-410
[Journal article]Authored by: Do, X.
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Hasanov, AS., Do, HX., & Shaiban, MS. (2016). Fossil fuel price uncertainty and feedstock edible oil prices: Evidence from MGARCH-M and VIRF analysis. Energy Economics. 57, 16-27
[Journal article]Authored by: Do, X.
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Do, HX., Brooks, R., Treepongkaruna, S., & Wu, E. (2016). Stock and currency market linkages: New evidence from realized spillovers in higher moments. International Review of Economics and Finance. 42, 167-185
[Journal article]Authored by: Do, X.
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Do, HX., Brooks, R., & Treepongkaruna, S. (2015). Realized spill-over effects between stock and foreign exchange market: Evidence from regional analysis. Global Finance Journal. 28, 24-37
[Journal article]Authored by: Do, X.
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24
Do, HX., Brooks, R., Treepongkaruna, S., & Wu, E. (2014). The effects of sovereign rating drifts on financial return distributions: Evidence from the European Union. International Review of Financial Analysis. 34, 5-20
[Journal article]Authored by: Do, X.
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Do, HX., Brooks, R., Treepongkaruna, S., & Wu, E. (2014). How does trading volume affect financial return distributions?. International Review of Financial Analysis. 35, 190-206
[Journal article]Authored by: Do, X.
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22
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Do, HX., Brooks, RD., & Treepongkaruna, S. (2013). Generalized impulse response analysis in a fractionally integrated vector autoregressive model. Economics Letters. 118(3), 462-465
[Journal article]Authored by: Do, X.
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Book

Bissoondoyal-Bheenick, E., Brooks, R., & Do, HX. (2022). Jump Connectedness in the European Foreign Exchange Market. In Contributions to Economics. (pp. 31 - 47).
[Chapter]Authored by: Do, X.
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Conference

Do, XH., Roesch, D., & Scheule, H. (2015, December). Modelling loss severity for residential mortgage loans: A three-step selection approach. Presented at 9th International Conference on Computational and Financial Econometrics. London, United Kingdom.
[Conference Oral Presentation]Authored by: Do, X.
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Do, XH., Brooks, R., Treepongkaruna, S., & Wu, E. (2012, December). The Effects of Sovereign Rating Drifts on Financial Return Distributions: Evidence from the European Union. Presented at 25th Australasian Finance & Banking Conference 2012. Sydney, Australia.
[Conference Oral Presentation]Authored by: Do, X.
Do, XH., Brooks, R., & Treepongkaruna, S. (2012, July). Generalized impulse response analysis in a fractionally integrated vector autoregressive model. Presented at Econometric Society Australasian Meeting 2012. Melbourne, Australia.
[Conference Oral Presentation]Authored by: Do, X.
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Do, XH., Brooks, R., Treepongkaruna, S., & Wu, E. (2012, December). Modelling ratings impacts on stock return distributions within a multivariate regime switching long memory framework. Presented at 6th CSDA International Conference on Computational and Financial Econometrics. Oviedo, Spain.
[Conference Oral Presentation]Authored by: Do, X.

Other

Do, HX., Rosch, D., & Scheule, H. (2016). Liquidity constraints, home equity and residential mortgage losses.
[Working Paper]Authored by: Do, X.
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Uncategorised

Pham, L., Nguyen, H., & Do, HX.June
[Preprint]Authored by: Do, X.
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Pham, SD., Nguyen, TTT., & Do, HX.January
[Preprint]Authored by: Do, X.
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Teaching and Supervision

Contact Supervisor

Summary of Doctoral Supervision

Position Current Completed
Main Supervisor 1 0
Co-supervisor 2 2

Current Doctoral Supervision

Main Supervisor of:

  • Daming Liang - Doctor of Philosophy
    Essays on greenwashing issue

Co-supervisor of:

  • Yanan Li - Doctor of Philosophy
    Essays on climate risk
  • Justin Tang - Doctor of Philosophy
    LGD

Completed Doctoral Supervision

Co-supervisor of:

  • 2024 - Thao Nguyen - Doctor of Philosophy
    Essays on Financial Risk Modelling
  • 2022 - Pham Nguyen - Doctor of Philosophy
    Essays on Credit Ratings

Media and Links

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