Son Pham

University of Aberdeen

United Kingdom

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Articles (14)

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2025

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2025

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2024

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2023

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2023

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2022

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2022

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2021

Collaborators (4)

Nuttawat Visaltanachoti

Dean's Chair in Finance and Professor of Finance

Massey University - Albany Campus

NEW ZEALAND

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Ben Marshall

Massey University

NEW ZEALAND

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Hung Do

Associate Professor in Finance

Massey University - Albany Campus

NEW ZEALAND

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Nhut H. Nguyen

Professor of Finance

University of Auckland

NEW ZEALAND

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Son Pham

Research Interests

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Articles (14)

Common volatility in clean energy stocks

Tail Risk Connectedness in the Australian National Electricity Markets: The Impact of Rare Events

Does the U.S. export inflation? Evidence from the dynamic inflation spillover between the U.S. and EAGLEs

Electricity market crisis in Europe and cross border price effects: A quantile return connectedness analysis

Impact of climate policy uncertainty on return spillover among green assets and portfolio implications

Stabilizing global foreign exchange markets in the time of COVID-19

Liquidity spillover between ETFs and their constituents

Predicting ETF liquidity

Natural gas and the utility sector nexus in the U.S.: Quantile connectedness and portfolio implications

Portfolio diversification during the COVID-19 pandemic: Do vaccinations matter?

The nexus between oil and airline stock returns: Does time frequency matter?

Dynamic volatility connectedness between thermal coal futures and major cryptocurrencies: Evidence from China

Effect of futures trading on the liquidity of underlying stocks: Evidence from Vietnam

The liquidity of active ETFs

Collaborators (4)

Nuttawat Visaltanachoti

Ben Marshall

Hung Do

Nhut H. Nguyen

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