| Covid-19 pandemic and tail-dependency networks of financial assets TH Le, HX Do, DK Nguyen, A Sensoy Finance research letters 38, 101800, 2021 | 123 | 2021 |
| Dynamic volatility spillover effects between oil and agricultural products PS Yip, R Brooks, HX Do, DK Nguyen International Review of Financial Analysis 69, 101465, 2020 | 92 | 2020 |
| ESG and firm performance: The role of size and media channels E Bissoondoyal-Bheenick, R Brooks, HX Do Economic Modelling 121, 106203, 2023 | 81 | 2023 |
| Learning from SARS: Return and volatility connectedness in COVID-19 E Bissoondoyal-Bheenick, H Do, X Hu, A Zhong Finance research letters 41, 101796, 2021 | 72 | 2021 |
| Stock and currency market linkages: New evidence from realized spillovers in higher moments HX Do, R Brooks, S Treepongkaruna, E Wu International Review of Economics & Finance 42, 167-185, 2016 | 50 | 2016 |
| Green bonds and implied volatilities: Dynamic causality, spillovers, and implications for portfolio management L Pham, HX Do Energy Economics 112, 106106, 2022 | 46 | 2022 |
| How does trading volume affect financial return distributions? HX Do, R Brooks, S Treepongkaruna, E Wu International Review of Financial Analysis 35, 190-206, 2014 | 38 | 2014 |
| Fossil fuel price uncertainty and feedstock edible oil prices: Evidence from MGARCH-M and VIRF analysis AS Hasanov, HX Do, MS Shaiban Energy Economics 57, 16-27, 2016 | 37 | 2016 |
| Realized spill-over effects between stock and foreign exchange market: Evidence from regional analysis HX Do, R Brooks, S Treepongkaruna Global Finance Journal 28, 24-37, 2015 | 31 | 2015 |
| Sentiment and stock market connectedness: Evidence from the US–China trade war E Bissoondoyal-Bheenick, H Do, X Hu, A Zhong International Review of Financial Analysis 80, 102031, 2022 | 29 | 2022 |
| Electricity market integration, decarbonisation and security of supply: Dynamic volatility connectedness in the Irish and Great Britain markets HX Do, R Nepal, T Jamasb Energy Economics 92, 104947, 2020 | 28 | 2020 |
| Dynamic spillover between commodities and commodity currencies during United States QE PS Yip, R Brooks, HX Do Energy Economics 66, 399-410, 2017 | 26 | 2017 |
| Volatility spillover between the US, Chinese and Australian stock markets E Bissoondoyal-Bheenick, R Brooks, W Chi, HX Do Australian Journal of Management 43 (2), 263-285, 2018 | 25 | 2018 |
| Predicting loss severities for residential mortgage loans: A three-step selection approach HX Do, D Rösch, H Scheule European Journal of Operational Research 270 (1), 246-259, 2018 | 24 | 2018 |
| Does oil impact gold during COVID-19 and three other recent crises? TI Tanin, A Sarker, R Brooks, HX Do Energy economics 108, 105938, 2022 | 22 | 2022 |
| Dynamic volatility connectedness between thermal coal futures and major cryptocurrencies: evidence from China SD Pham, TTT Nguyen, HX Do Energy Economics 112, 106114, 2022 | 17 | 2022 |
| Exploiting the heteroskedasticity in measurement error to improve volatility predictions in oil and biofuel feedstock markets E Bissoondoyal-Bheenick, R Brooks, HX Do, R Smyth Energy Economics 86, 104689, 2020 | 16 | 2020 |
| Asymmetric relationship between order imbalance and realized volatility: Evidence from the Australian market E Bissoondoyal-Bheenick, R Brooks, HX Do International Review of Economics & Finance 62, 309-320, 2019 | 15 | 2019 |
| Generalized impulse response analysis in a fractionally integrated vector autoregressive model HX Do, RD Brooks, S Treepongkaruna Economics Letters 118 (3), 462-465, 2013 | 14 | 2013 |
| Natural gas and the utility sector nexus in the US: Quantile connectedness and portfolio implications SD Pham, TTT Nguyen, HX Do Energy Economics 120, 106632, 2023 | 13 | 2023 |
Robert BrooksDepartment of Econometrics and Business Statistics, Monash Business School, Monash UniversityVerified email at monash.edu
