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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, Audronė Virbickaitė, M. Concepción Ausín, Pedro Galeano (2024) Structured factor copulas for modeling the systemic risk of European and United States banks International Review of Financial Analysis, Vol. 96, Article 103621 (Article in journal) Continue to DOI
Hien Thi Nguyen, Hoang Nguyen, Minh-Ngoc Tran (2024) Deep learning enhanced volatility modeling with covariates Finance Research Letters, Vol. 69, Article 106145 (Article in journal) Continue to DOI
Elena Farahbakhsh Touli, Hoang Nguyen, Olha Bodnar (2024) Monitoring the Dynamic Networks of Stock Returns with an Application to the Swedish Stock Market Computational Economics (Article in journal) Continue to DOI
Hoang Nguyen, Par Osterholm (2024) A note on the dynamic effects of supply and demand shocks in the crude oil market Applied Economics Letters (Article in journal) 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 (Article in journal) Continue to DOI

Coworkers

Photo of Jörgen Blomvall
Jörgen Blomvall
Associate Professor, Docent
Taras Bodnar
Professor
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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.

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