Bao H. Nguyen

Tasmanian School of Business and Economics, University of Tasmania

French Street

Sandy Bay

Tasmania, 7250

Australia

SCHOLARLY PAPERS

3

DOWNLOADS

139

SSRN CITATIONS

10

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.

The Role of Precautionary and Speculative Demand in the Global Market for Crude Oil

CAMA Working Paper No. 34/2020
Number of pages: 30 Posted: 14 May 2020
Jamie Cross, Jamie Cross, Bao H. Nguyen and Trung Duc Tran
Australian National University (ANU) - Centre for Applied Macroeconomic Analysis (CAMA)Center of Applied Macroeconomics and Commodity Prices (CAMP), BI Norwegian Business School, Tasmanian School of Business and Economics, University of Tasmania and The University of Sydney
Downloads 85 (400,611)
Citation 10

Abstract:

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Oil Price Uncertainty, Oil Market, SVAR, Narrative Sign Restrictions

2.

Forecasting Natural Gas Prices Using Highly Flexible Time-Varying Parameter Models

CAMA Working Paper No. 30/2020
Number of pages: 24 Posted: 14 May 2020
Shen Gao, Chenghan Hou and Bao H. Nguyen
Center for Economics, Finance and Management Studies, Hunan University, China, Hunan University - Center for Economics, Finance and Management Studies and Tasmanian School of Business and Economics, University of Tasmania
Downloads 38 (582,490)
Citation 1

Abstract:

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Natural Gas Price, Structural Breaks, Forecasting, Time-Varying Parameter, Markov Switching, Stochastic Volatility

3.

Real-time Forecasting of the Australian Macroeconomy Using Flexible Bayesian VARs

CAMA Working Paper No. 91/2020
Number of pages: 30 Posted: 22 Oct 2020
Bo Zhang and Bao H. Nguyen
School of Economics, Shanghai University and Tasmanian School of Business and Economics, University of Tasmania
Downloads 16 (733,903)
Citation 1

Abstract:

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Australia, real-time forecast, Non-Gaussian, Stochastic Volatility.