Home
Photo of Hoang Nguyen

Hoang Nguyen

Associate Professor

Presentation

Hoang Nguyen holds a PhD in Business and Quantitative Methods from Universidad Carlos III de Madrid, Spain. He is a senior lecturer in financial mathematics at the Department of Management and Engineering, Linköping University. Before he worked at Örebro University as a postdoctoral researcher.  His research contribution lies primarily in developing financial econometric models to analyze high dimensional time series and the interconnection between financial and macroeconomic variables. Please check out CV as well as the latest working paper.




Publications

2024

Hoang Nguyen, Par Osterholm (2024) A note on the dynamic effects of supply and demand shocks in the crude oil market Applied Economics Letters Continue to DOI

2023

Sune Karlsson, Stepan Mazur, Hoang Nguyen (2023) Vector autoregression models with skewness and heavy tails Journal of Economic Dynamics and Control, Vol. 146 Continue to DOI
Hoang Nguyen, Audrone Virbickaite (2023) Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models Energy Economics, Vol. 124 Continue to DOI
Audronė Virbickaitė, Hoang Nguyen, Minh-Ngoc Tran (2023) Bayesian predictive distributions of oil returns using mixed data sampling volatility models Resources policy, Vol. 86, Article 104167 Continue to DOI
Hoang Nguyen, Farrukh Javed (2023) Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach Journal of Empirical Finance, Vol. 73, p. 272-292 Continue to DOI

Coworkers

Photo of Jörgen Blomvall
Jörgen Blomvall
Associate Professor, Docent
Photo of Jonas Ekblom
Jonas Ekblom
Associate Professor
Photo of Eva-Lena Eriksson
Eva-Lena Eriksson
PhD student
Robert Grubbström
Photo of Mathias Henningsson
Mathias Henningsson
Associate Professor
Photo of Martin Kylinger
Martin Kylinger
Lecturer
Photo of Helene Lidestam
Helene Lidestam
Professor
Photo of Veronica Lindström
Veronica Lindström
Associate Professor
Photo of Janerik Lundquist
Janerik Lundquist
Associate Professor
Photo of Fredrik Persson
Fredrik Persson
Senior Associate Professor, Head of Division
Photo of Ou Tang
Ou Tang
Professor
Joakim Wikner
Professor
Anton Zackrisson
PhD student

Organisation

Kugghjul

Production Economics (PEK)

The division of Production Economics carries out education and research connected to the optimal use of productive resources within manufacturing or optimal financial decisions.
A-building in autumn

Department of Management and Engineering (IEI)

The Department of Management and Engineering (IEI) strengthens and develops tomorrow’s industry, business world and society by ground-breaking research, education and innovation.
Studenthuset on Campus Valla in Linköping

About LiU

Linköping University, LiU, offers innovative education and boundary-crossing research. The students are among the most desirable in the labour market and international rankings consistently place LiU as a leading global university.

Tags