Time–frequency nexus between globalization, financial development, natural resources and carbon emissions in Vietnam

Quantile relationship between globalization, financial development, economic growth, and carbon emissions: evidence from Vietnam

This paper investigates the time-varying connectedness between oil prices and the stock prices in African markets. We employ a wavelet-based dynamic conditional correlation framework, which allows us to look into the time-varying correlation between oil and African stock markets in time and frequency domains. Empirical results show the interdependence between oil prices and African stock market prices are time-varying and spread across various wavelet scales. More importantly, the dynamic relationship between oil prices and stock returns in these countries varies more frequently and at a lower level in the short run. However, we find the long and medium-range co-movements between them except during the Covid-19 period when short-term integration increased considerably, which might help portfolio managers and investors mitigate risk. We identify the hedge ratios and optimal portfolio weights for practical implications based on the said assets' dynamic conditional correlation. 

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Multi-scale Features of Interdependence Between Oil Prices and Stock Prices

The nexus between natural resources and environmental degradation has significant implications. Nevertheless, this domain is insufficiently examined. This paper therefore a examines the time-frequency influence of economic growth, human development, and urbanisation on Vietnam’s ecological footprint (EF) using wavelet analysis. The findings showed that the intercorrelation between EF and related variables is statistically significant at low, medium

Time-frequency impact of human well-being and economic growth on the ecological footprint:a

This study investigates the interlinkage of gold markets and Vietnamese asset classes at multiple investment horizons using a hybrid wavelet-based VAR-GARCH-BEKK approach. The findings show that th...

Ngo Thai Hung

Papers

Dynamic spillover effect and hedging between the gold price and key financial assets. New evidence from Vietnam