22 results on '"Pham, Linh"'
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2. Plant Flavonoids as Potential Natural Antioxidants in Phytocosmetics
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Pham Linh Phuong Tran and Hong Phu Le
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Phytocosmetics, the sub-discipline of cosmetology which primarily uses plant and plant extracts in beauty treatments, has been endorsed for thousands of years. After a period of time being pushed aside by an enormous wave of interest in synthetic products, phytocosmetics is slowly but surely returning to its propitious moment. Botanical compounds, among which flavonoids are highlighted, are being recognized for their biological activities – namely antioxidant, anti-aging, anti-inflammatory, anti-microbial and photoprotective activities. The purpose of this paper is to review updates in the extensive research into the potential of flavonoids in cosmetic applications, in order to demonstrate the newest achievement and encourage more interest into the field. A literature search was performed in PubMed in February and March 2022 with key terms including “phytocosmetics”, “flavonoids” and “antioxidant”. To keep the search topical, the publication years were limited to after 2010. The results were screened with the exclusion criteria of duplicate papers, irrelevant research, and non-English articles. The antioxidant activity of flavonoids have been widely established in a variety of plant sources. Their potential in cosmetics is also evident and has been attributed to their chemical structures, with their biological mechanisms starting to be better understood. In conclusion, flavonoids have been shown to be a viable alternative to synthetic antioxidants for cosmetic applications. However, there is still a need to evaluate effective delivery aids and formulations.
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- 2022
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3. Language of evaluation in Primary school textbooks in Singapore and Vietnam (A preliminary investigation into Textbook Grade 2
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Lan Nguyen Thi Huong, Trang Pham Linh, Trang Nguyen Thu, and Tam Ngo Bang
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In the two sets of language arts textbooks in Singapore (My pals are here! English 2) and in Vietnam (Chan troi sang tao, Grade 2), there is a pair of reading texts with the same topic about the behavior of the characters. In this article, we adopted the Appraisal Framework (Martin and White, 2005) to analyze the evaluative language used in the two texts. From the analysis, we compared the similarities and differences in the way evaluation is expressed through language. The research findings can not only help textbook writers consider making more suggestions about the materials included in the curriculum, but also help teachers develop teaching materials as well as preparing lesson plans. The ultimate goal is to make contributions to the teaching of the new textbooks more effectively.
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- 2022
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4. Sense of Mattering: Consequences for Girls' Participation in STEM
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Pham, Linh, ELLA LOMBARD, Weltzien, Katherine, and Cheryan, Sapna
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FOS: Psychology ,Motivation ,9th Grade ,Stratum B ,12th Grade ,STEM Persistence ,Psychology ,11th Grade ,Intervention, Cross-Sectional ,10th Grade ,Social and Behavioral Sciences ,S23 ,STEM Interest - Abstract
This study investigates whether girls’ lower sense of mattering causes gender disparities in computer science.
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- 2023
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5. Sensitive AC and DC Magnetometry with Nitrogen-Vacancy Center Ensembles in Diamond
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Barry, John F., Steinecker, Matthew H., Alsid, Scott T., Majumder, Jonah, Pham, Linh M., O'Keefe, Michael F., and Braje, Danielle A.
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Quantum Physics ,Condensed Matter - Mesoscale and Nanoscale Physics ,Atomic Physics (physics.atom-ph) ,Mesoscale and Nanoscale Physics (cond-mat.mes-hall) ,FOS: Physical sciences ,Physics - Applied Physics ,Applied Physics (physics.app-ph) ,Quantum Physics (quant-ph) ,Physics - Atomic Physics - Abstract
Quantum sensing with solid-state spins offers the promise of high spatial resolution, bandwidth, and dynamic range at sensitivities comparable to more mature quantum sensing technologies, such as atomic vapor cells and superconducting devices. However, despite comparable theoretical sensitivity limits, the performance of bulk solid-state quantum sensors has so far lagged behind these more mature alternatives. A recent review~\cite{barry2020sensitivity} suggests several paths to improve performance of magnetometers employing nitrogen-vacancy defects in diamond, the most-studied solid-state quantum sensing platform. Implementing several suggested techniques, we demonstrate the most sensitive nitrogen-vacancy-based bulk magnetometer reported to date. Our approach combines tailored diamond growth to achieve low strain and long intrinsic dephasing times, the use of double-quantum Ramsey and Hahn echo magnetometry sequences for broadband and narrowband magnetometry respectively, and P1 driving to further extend dephasing time. Notably, the device does not include a flux concentrator, preserving the fixed response of the NVs to magnetic field. The magnetometer realizes a broadband \textcolor{mhsnew}{near-}DC sensitivity $\sim 460$~fT$\cdot$s$^{1/2}$ and a narrowband AC sensitivity $\sim 210$~fT$\cdot$s$^{1/2}$. We describe the experimental setup in detail and highlight potential paths for future improvement.
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- 2023
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6. Sanctions and global collaboration in innovative activities
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Pham, Linh
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- 2023
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7. Effects of dietary methionine levels and temperaturas on feed intake and neuropeptide expressions in juvenile cobia (Rachycentron canadum)
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Nguyen, M. V., Pham, Linh P., Jordal, A-E.O., Espe, Marit, Conceição, Luis E. C., and Yúfera, Manuel
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Neuropeptide ,Feed intake ,Cobia ,Appetite ,Dietary methionine - Abstract
Trabajo presentado al 10th International Fisheries Symposium celebrado en Vietnam entre el 5 y el 7 de diciembre de 2022., This study aims to explore the impact of dietary methionine concentrations combined with temperatures on feed intake (FI) and expressions of appetite neuropeptides (neuropeptide y, npy; agouti-related protein, agrp; cocaine- and amphetamine-regulated transcript, cart; and cholecystokinin, cck) and one receptor (melanocortin 4 receptor mc4r) in the brain of cobia. The juvenile cobia (ca 3.7g body weight) were reared in two recirculation systems at control temperature (30°C) and elevated temperature (34°C) at the Center for Aquatic Animal Health and Breeding Studies (Nha Trang University, Vietnam). The fish were fed diets with different levels of methionine; deficient (M9; 9 g/kg), sufficient (M12; 12 g/kg) and surplus (M16, 16 g/kg) for 6 weeks (triplicate tanks per treatment). Results showed that cobia fed M9 diet had a lower FI at both temperatures. Further, there was a significant interaction between dietary methionine levels and temperature on FI, with a lower FI in cobia at 34°C compared to fish kept at 30°C and fed the M12 diet and M16 diets. Feed intake was correlated to brain mRNA expression levels of npy and agrp, while temperature significantly influenced the mRNA expression of agrp, cart, cck and mc4r. Expression of the orexigenic neuropeptide npy were consistently higher before the meal compared to after the meal for all diets and at both temperatures. At 30°C pre-feeding levels of npy correlated with both increased methionine levels as well as FI. The interaction between dietary methionine and temperature on levels of brain npy expression was significant (P
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- 2022
8. Sense of Mattering: Consequences for Girls' Participation in STEM
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Cheryan, Sapna, LOMBARD, ELLA, Master, Allison, Hailu, Fasika, and Pham, Linh
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FOS: Psychology ,Motivation ,9th Grade ,12th Grade ,Stratum A ,Psychology ,11th Grade ,Fall 2022 ,Intervention, Cross-Sectional ,10th Grade ,Social and Behavioral Sciences - Abstract
This study investigates whether girls’ lower sense of mattering in computer science predicts and causes gender disparities in computer science.
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- 2022
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9. Tourists' Emotional Responses to Street Food Experiences in Vietnam
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PHAM, LINH LE DIEU
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Consumption emotions responded to food experiences have been found to determine satisfaction and behavioural intentions. The associations between emotions and different food properties and environmental factors, and individual differences, or other cognitive appraisal processes have been established. Consumption emotions have also been found to play an important role in the understanding of tourists��� behaviours. Researchers have just begun to explore the impact of emotions on tourists��� experience with local, but few specifically on street food. Street food has been found to be both an attraction and an impediment to tourists. Either way, tourists��� experience of street food has been found to link to their perception of destination image, satisfaction, and behavioural intentions., This research aims to uncover the meanings that international tourists to Vietnam attribute to their street food experience in Vietnam, with a focus on their emotional responses, and in relation to their overall food experience and travel experience in Vietnam. The research comprised two qualitative studies. In the first study, thirty-eight international tourists, travelling in Vietnam in the last quarter of 2018, were interviewed with in-depth interviewing and the emojis to facilitate expression of emotions. Interviews were then transcribed and analysed using thematic analysis. In the second study, 1045 TripAdvisor reviews of the street food tours in Hanoi and Ho Chi Minh City in Vietnam 2018, and 92 low-rated reviews (rated 1-3 stars) of the tours in four cities were chosen for analysis. Content analysis was used to analyse these reviews due to the large amount of data., In the eyes of international tourists in Vietnam, street food was found to exhibit many typical traits that may attract tourists: food and drinks, food places, and their social and cultural values. Street food could also be perceived as an impediment to consumption for international tourists due to its hygiene and safety conditions, or novelty or communication barriers. Regarding the emotional responses to street food experiences, it was found from these studies that tourists��� expressed emotions are closely linked to their cognitive evaluation or appraisals of the food experiences. These appraisals include novelty, unexpectedness, the unknown and risks, and the distance from expectations or motivations or goals. Emotional responses to street food experiences were found to vary in valence, intensity and time. These emotional responses were also associated with tourists��� behaviours towards street food, being categorised to approach, avoid and caution responses., This thesis helps to expand knowledge in local food tourism and tourists��� perceived risks; and recognises the role of appraisal component of emotion, and the dimension of time in consumption emotion. The research also contributes to the understanding and application of emoji in eliciting emotions in qualitative interviews. Managerial implications can be drawn for the operation, management and marketing of street food as a tourism product.
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- 2022
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10. nuReality: A VR environment for research of pedestrian and autonomous vehicle interactions
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Schmitt, Paul, Britten, Nicholas, Jeong, JiHyun, Coffey, Amelia, Clark, Kevin, Kothawade, Shweta Sunil, Grigore, Elena Corina, Khaw, Adam, Konopka, Christopher, Pham, Linh, Ryan, Kim, Schmitt, Christopher, Pandya, Aryaman, and Frazzoli, Emilio
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FOS: Computer and information sciences ,Computer Science - Robotics ,Robotics (cs.RO) - Abstract
We present nuReality, a virtual reality 'VR' environment designed to test the efficacy of vehicular behaviors to communicate intent during interactions between autonomous vehicles 'AVs' and pedestrians at urban intersections. In this project we focus on expressive behaviors as a means for pedestrians to readily recognize the underlying intent of the AV's movements. VR is an ideal tool to use to test these situations as it can be immersive and place subjects into these potentially dangerous scenarios without risk. nuReality provides a novel and immersive virtual reality environment that includes numerous visual details (road and building texturing, parked cars, swaying tree limbs) as well as auditory details (birds chirping, cars honking in the distance, people talking). In these files we present the nuReality environment, its 10 unique vehicle behavior scenarios, and the Unreal Engine and Autodesk Maya source files for each scenario. The files are publicly released as open source at www.nuReality.org, to support the academic community studying the critical AV-pedestrian interaction.
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- 2022
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11. How connected is the agricultural commodity market to the news-based investor sentiment?
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Akyildirim, Erdinc, Cepni, Oguzhan, Pham, Linh, Uddin, Gazi Salah, University of Zurich, and Akyildirim, Erdinc
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Economics and Econometrics ,Sentiment ,Time-varying robust Granger causality ,General Energy ,Agriculture commodities ,Agricultural commodities ,2100 General Energy ,COVID-19 ,2002 Economics and Econometrics ,Spillovers ,10003 Department of Banking and Finance ,330 Economics - Abstract
Previous studies indicate a substantial time-variation in the co-movement of commodity futures markets and economic fundamentals. This paper examines the connectedness and directional spillovers for both the agricultural commodity futures markets and the corresponding sentiment indices. We first construct dynamic time-varying connectedness measures both for the agricultural commodity returns and sentiments. Then, we use panel data regressions and time-varying Granger causality tests to evaluate whether the spillovers between these returns and sentiments are influenced by the economic and financial uncertainties, including the global COVID-19 pandemic. In particular, we document that the COVID-19 induced uncertainty influences agricultural commodity returns and sentiments significantly around the first cycle of the pandemic in 2020. Last but not least, economic policy and financial market uncertainty are also found to be significant determinants of the connectedness between agricultural commodity returns and sentiment spillovers.
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- 2022
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12. sj-pdf-1-jva-10.1177_11297298211026083 – Supplemental material for Cardiac changes following arteriovenous fistula creation in a mouse model
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Ingle, Kevin, Pham, Linh, Lee, Viangkaeo, Guo, Lingling, Isayeva-Waldrop, Tatyana, Somarathna, Maheshika, and Lee, Timmy
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Cardiology - Abstract
Supplemental material, sj-pdf-1-jva-10.1177_11297298211026083 for Cardiac changes following arteriovenous fistula creation in a mouse model by Kevin Ingle, Linh Pham, Viangkaeo Lee, Lingling Guo, Tatyana Isayeva-Waldrop, Maheshika Somarathna and Timmy Lee in The Journal of Vascular Access
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- 2021
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13. sj-pdf-1-jva-10.1177_11297298211026083 – Supplemental material for Cardiac changes following arteriovenous fistula creation in a mouse model
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Ingle, Kevin, Pham, Linh, Lee, Viangkaeo, Guo, Lingling, Isayeva-Waldrop, Tatyana, Somarathna, Maheshika, and Lee, Timmy
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Cardiology - Abstract
Supplemental material, sj-pdf-1-jva-10.1177_11297298211026083 for Cardiac changes following arteriovenous fistula creation in a mouse model by Kevin Ingle, Linh Pham, Viangkaeo Lee, Lingling Guo, Tatyana Isayeva-Waldrop, Maheshika Somarathna and Timmy Lee in The Journal of Vascular Access
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- 2021
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14. Trade fragmentation and order imbalance in a non-intermediated market
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Pham., Linh Thanh Thai
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ComputingMilieux_COMPUTERSANDEDUCATION ,ComputerApplications_COMPUTERSINOTHERSYSTEMS ,Uncategorized - Abstract
This thesis was scanned from the print manuscript for digital preservation and is copyright the author. Researchers can access this thesis by asking their local university, institution or public library to make a request on their behalf. Monash staff and postgraduate students can use the link in the References field.
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- 2021
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15. Conditional Loss of BAF (mSWI/SNF) Scaffolding Subunits Affects Specification and Proliferation of Oligodendrocyte Precursors in Developing Mouse Forebrain
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Abbas, Eman, Hassan, Mohamed A, Sokpor, Godwin, Kiszka, Kamila, Pham, Linh, Kerimoglu, Cemil, Fischer, Andre, Nguyen, Huu Phuc, Staiger, Jochen F, and Tuoc, Tran
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OPC specification and proliferation ,Cell and Developmental Biology ,oligodendrocyte development ,oligodendrogenesis ,ddc:570 ,BAF155 and BAF170 ,BAF complex ,Original Research - Abstract
Oligodendrocytes are responsible for axon myelination in the brain and spinal cord. Generation of oligodendrocytes entails highly regulated multistage neurodevelopmental events, including proliferation, differentiation and maturation. The chromatin remodeling BAF (mSWI/SNF) complex is a notable regulator of neural development. In our previous studies, we determined the indispensability of the BAF complex scaffolding subunits BAF155 and BAF170 for neurogenesis, whereas their role in gliogenesis is unknown. Here, we show that the expression of BAF155 and BAF170 is essential for the genesis of oligodendrocytes during brain development. We report that the ablation of BAF155 and BAF170 in the dorsal telencephalic (dTel) neural progenitors or in oligodendrocyte-producing progenitors in the ventral telencephalon (vTel) in double-conditional knockout (dcKO) mouse mutants, perturbed the process of oligodendrogenesis. Molecular marker and cell cycle analyses revealed impairment of oligodendrocyte precursor specification and proliferation, as well as overt depletion of oligodendrocytes pool in dcKO mutants. Our findings unveil a central role of BAF155 and BAF170 in oligodendrogenesis, and thus substantiate the involvement of the BAF complex in the production of oligodendrocytes in the forebrain.
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- 2020
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16. Photoluminescence decomposition analysis: a technique to characterize NV creation in diamond
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Alsid, Scott, Barry, John, Pham, Linh, Schloss, Jennifer, O'Keefe, Michael, Cappellaro, Paola, and Braje, Danielle
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Quantum Physics ,Condensed Matter - Mesoscale and Nanoscale Physics ,Mesoscale and Nanoscale Physics (cond-mat.mes-hall) ,FOS: Physical sciences ,Quantum Physics (quant-ph) - Abstract
Treatment of lab-grown diamond by electron irradiation and annealing has enabled quantum sensors based on negatively-charged nitrogen-vacancy (NV$^\text{-}$) centers to demonstrate record sensitivities. \cite{Clevenson2015,Wolf2015,Barry2016,Chatzidrosos2017}. Here we investigate the irradiation and annealing process applied to 28 diamond samples using a new ambient-temperature, all-optical approach. As the presence of the neutrally-charged nitrogen-vacancy (NV$^\text{0}$) center is deleterious to sensor performance, this photoluminescence decomposition analysis (PDA) is first employed to determine the concentration ratio of NV$^\text{-}$ to NV$^0$ in diamond samples from the measured photoluminescence spectrum. The analysis hinges on (i) isolating each NV charge state's emission spectrum and (ii) measuring the NV$^\text{-}$ to NV$^0$ emission ratio, which is found to be 2.5$\pm$0.5 under low-intensity 532 nm illumination. Using the PDA method, we measure the effects of irradiation and annealing on conversion of substitutional nitrogen to NV centers. Combining these measurements with a phenomenological model for diamond irradiation and annealing, we extract an estimated monovacancy creation rate of $0.52\pm 0.26$ cm$^{\text{-1}}$ for 1 MeV electron irradiation and an estimated monovacancy diffusion coefficient of 1.8 nm$^2$/s at 850~$^\circ$C. Finally we find that irradiation doses $\gtrsim 10^{18}$ e$^\text{-}$/cm$^2$ deteriorate the NV$^\text{-}$ decoherence time $T_2$ whereas $T_1$ is unaffected up to the the maximum investigated dose of $5\times 10^{18}$ e$^\text{-}$/cm$^2$., Comment: 19 pages, 10 figures
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- 2019
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17. Decoherence of dipolar spin ensembles in diamond
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Bauch, Erik, Singh, Swati, Lee, Junghyun, Hart, Connor A., Schloss, Jennifer M., Turner, Matthew J., Barry, John F., Pham, Linh, Bar-Gill, Nir, Yelin, Susanne F., and Walsworth, Ronald L.
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Quantum Physics ,Atomic Physics (physics.atom-ph) ,FOS: Physical sciences ,Quantum Physics (quant-ph) ,Physics - Atomic Physics - Abstract
We present a combined theoretical and experimental study of solid-state spin decoherence in an electronic spin bath, focusing specifically on ensembles of nitrogen vacancy (NV) color centers in diamond and the associated substitutional nitrogen spin bath. We perform measurements of NV spin free induction decay times $T_2^*$ and spin-echo coherence times $T_2$ in 25 diamond samples with nitrogen concentrations [N] ranging from 0.01 to 300\,ppm. We introduce a microscopic model and perform numerical simulations to quantitatively explain the degradation of both $T_2^*$ and $T_2$ over four orders of magnitude in [N]. Our results resolve a long-standing discrepancy observed in NV $T_2$ experiments, enabling us to describe NV ensemble spin coherence decay shapes as emerging consistently from the contribution of many individual NV., Comment: 6 pages, 4 figures + supplement
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- 2019
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18. Organic Smallholder Farming in Northwest Vietnam: A Case Study from Tan Lac District, Hoa Binh Province
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Pham, Linh Dieu
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This study asks whether organic vegetable production is a suitable alternative farming practice for conventional vegetable farmers in Tan Lac, a mountainous area in the North of Vietnam. The study is motivated by three questions: (1) who among the vegetable farmers in Tan Lac tended to switch to organic vegetable production? (2) is organic vegetable production profitable, compared with conventional production? And (3), what could be done to make organic vegetable production a more sustainable source of income and to help farmers switching to organic farming be more successful? These questions are answered using quantitative and qualitative data collected from a household survey conducted in 2017 that included 95 smallholder farmers. Focus group discussions and key-informant interviews were also used to learn about farming practices and challenges in the area. A series of regressions are used to examine whether organic vegetable production is more or less profitable than conventional vegetable production, and what characteristics are common among farmers who tend to be organic adopters. The results show that organic vegetable production in the study site is less profitable than conventional production. One hectare of organic vegetables is 42 million dong (1840 USD) less profitable than one hectare of conventional vegetables. To help organic farmers in the study site become more successful, (i) farmers need to be aware not only of the benefits but also the challenges when going organic before making the switch; (ii) production sites must be carefully chosen; (iii) a marketing plan should be established when production plans are developed; and (iv) smallholder farmers need to cooperate when producing and selling organic vegetables.
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- 2018
19. Magnetic 'Molecular Oligomers' based on decametallic supertetrahedra: A giant Mn49 cuboctahedron and its Mn25Na4 fragment
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Manoli, Maria, Alexandrou, Sofia, Pham, Linh, Lorusso, Giulia, Wernsdorfer, Wolfgang, Evangelisti, Marco, Christou, George, Tasiopoulos, Anastasios J., National Science Foundation (US), European Commission, Ministerio de Economía y Competitividad (España), Research Promotion Foundation, Circuits électroniques quantiques Alpes (QuantECA ), Institut Néel (NEEL), Institut polytechnique de Grenoble - Grenoble Institute of Technology (Grenoble INP )-Centre National de la Recherche Scientifique (CNRS)-Université Grenoble Alpes [2016-2019] (UGA [2016-2019])-Institut polytechnique de Grenoble - Grenoble Institute of Technology (Grenoble INP )-Centre National de la Recherche Scientifique (CNRS)-Université Grenoble Alpes [2016-2019] (UGA [2016-2019]), Department of Chemistry [Gainesville] (UF|Chemistry), University of Florida [Gainesville] (UF), and Tasiopoulos, Anastasios J. [0000-0002-4804-3822]
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Manganese compounds ,Large spin ,Cuboctahedron ,Ground state ,Nuclearity ,010402 general chemistry ,01 natural sciences ,Catalysis ,Nuclear magnetic resonance ,O ligands ,Magnetic properties ,Single-molecule magnet ,Spin (physics) ,Cluster compounds ,ComputingMilieux_MISCELLANEOUS ,[PHYS]Physics [physics] ,Manganese ,010405 organic chemistry ,Chemistry ,Sodium ,High spins ,Magnetism ,General Medicine ,General Chemistry ,Molecules ,0104 chemical sciences ,Crystallography ,Magnets ,Single-molecule magnets - Abstract
et al., Two nanosized Mn and MnNa clusters based on analogues of the high-spin (S=22) [Mn Mn (μ-O)] supertetrahedral core are reported. Mn and MnNa complexes consist of eight and four decametallic supertetrahedral subunits, respectively, display high virtual symmetry (O), and are unique examples of clusters based on a large number of tightly linked high nuclearity magnetic units. The complexes also have large spin ground-state values (Mn: S=61/2; MnNa: S=51/2) with the Mn cluster displaying single-molecule magnet (SMM) behavior and being the second largest reported homometallic SMM., This work was supported by the Cyprus Research Promotion Foundation grant ANABAVMISH/PAGIO/0308/12 which is co-funded by the Republic of Cyprus and the European Regional Development Fund, the US National Science Foundation (Grant DMR-1213030 to G.C.), and the Spanish MINECO (Project FEDER-MAT2012-38318-C03-01).
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- 2016
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20. Effects of Changes in Public Policy on Efficiency and Productivity of General Hospitals in Vietnam
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Thuy Pham Linh and Pinar Guven-Uslu
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Economic growth ,Vietnamese ,media_common.quotation_subject ,Public policy ,language.human_language ,South east ,language ,Mekong river ,Data envelopment analysis ,Business ,Total factor productivity ,Productivity ,Autonomy ,media_common - Abstract
The health sector reform programme which began in Vietnam in 1989 in order to improve the efficiency of the health system has altered the way in which Vietnamese hospitals operate. The programme put the spotlight on input savings. This study aims to examine the relative efficiency of hospitals during the health reform process and assess - by looking at the relative efficiency of hospitals - the effects of the regulatory changes. The study employs the DEA two-stage approach referring to data from 101 general public hospitals over the period 1998-2006. The study revealed that there was evidence of improvement in the productivity of Vietnamese hospitals over the period 1998-2006, with a progress in total factor productivity of 1.4% per year. Furthermore, the differences in hospital efficiency can be attributed to both the regulatory changes and hospital-specific characteristics. The user fees and autonomy measures were found to increase technical efficiency. Provincial hospitals were revealed to be more technically efficient than their central counterparts and hospitals located in the North East, South East and Mekong River Delta regions performed better that hospitals from other regions.
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- 2008
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21. Nanoscale NMR spectroscopy and imaging of multiple nuclear species (vol 10, pg 129, 2015)
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Devience, Stephen J., Pham, Linh M., Lovchinsky, Igor, Sushkov, Alexander O., Bar-Gill, Nir, Belthangady, Chinmay, Casola, Francesco, Corbett, Madeleine, Zhang, Huiliang, Lukin, Mikhail, Hongkun Park, Yacoby, Amir, and Walsworth, Ronald L.
22. Dynamic connectedness and network in the high moments of cryptocurrency, stock, and commodity markets
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Waqas Hanif, Hee-Un Ko, Linh Pham, Sang Hoon Kang, Hanif, Waqas, Ko, Hee-Un, Pham, Linh, and Kang, Sang Hoon
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high moments ,Management of Technology and Innovation ,spillovers ,high frequency ,hedging ,Finance - Abstract
This study examines the connectedness in high-order moments between cryptocurrency, major stock (U.S., U.K., Eurozone, and Japan), and commodity (gold and oil) markets. Using intraday data from 2020 to 2022 and the time and frequency connectedness models of Diebold and Yilmaz (Int J Forecast 28(1):57–66, 2012) and Baruník and Křehlík (J Financ Econom 16(2):271–296, 2018), we investigate spillovers among the markets in realized volatility, the jump component of realized volatility, realized skewness, and realized kurtosis. These higher-order moments allow us to identify the unique characteristics of financial returns, such as asymmetry and fat tails, thereby capturing various market risks such as downside risk and tail risk. Our results show that the cryptocurrency, stock, and commodity markets are highly connected in terms of volatility and in the jump component of volatility, while their connectedness in skewness and kurtosis is smaller. Moreover, jump and volatility connectedness are more persistent than that of skewness and kurtosis connectedness. Our rolling-window analysis of the connectedness models shows that connectedness varies over time across all moments, and tends to increase during periods of high uncertainty. Finally, we show the potential of gold and oil as hedging and safe-haven investments for other markets given that they are the least connected to other markets across all moments and investment horizons. Our findings provide useful information for designing effective portfolio management and cryptocurrency regulations.
- Published
- 2023
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