Dr Natthinee Thampanya
Teaching and supervision
Natthinee's main areas of research interest are financial econometrics, climate finance, derivatives, and risk management.
Thampanya N, Wu J, Cowton C, 'Carbon neutrality targets, optimal environmental management strategies & the role of financial development: New evidence incorporating non-linear effects and different income levels'
Journal of Environmental Management 297 (2021)
ISSN: 0301-4797 eISSN: 1095-8630Abstract Published here
Thampanya N, Nasir MA, Huynh TLD, 'Asymmetric correlation and hedging effectiveness of gold & cryptocurrencies: From pre-industrial to the 4th industrial revolution'
Technological Forecasting and Social Change 159 (2020)
ISSN: 0040-1625 eISSN: 1873-5509Abstract Published here
Thampanya N, Wu J, Nasir MA, Liu J, 'Fundamental and behavioural determinants of stock return volatility in ASEAN-5 countries'
Journal of International Financial Markets, Institutions and Money 65 (2020)
ISSN: 1042-4431 eISSN: 1873-0612Abstract Published here
Memberships of professional bodies
- Member of European Finance Association (EFA)
- ‘Financial market interlinkages and implications of the Russia-Ukraine war’ Paper Presented at the 10th UECE Conference on Economic and Financial Adjustments organised by Lisbon School of Economics and Management, Portugal, July 22, 2022.
- ‘Asymmetric Correlation and Hedging effectiveness of Gold & Cryptocurrencies: From Pre-industrial to the 4th Industrial Revolution’ Paper Presented at International Conference on the Contemporary Issues in Finance, Trade and Macroeconomy, Istanbul – Turkey, April 4-5, 2020.
- ‘Spot-Futures Price Relations under Heterogeneous Market Mechanisms: New Evidence from Bayesian VAR’ Paper Presented at Applied Research International Conference on Business & Economics (ARICBE) 2019 Cambridge, UK, 18th-19th November 2019.
- ‘Determinants of Stock Return Volatility in Southeast Asian Markets’ Paper Presented at 4th European Conference on Banking and the Economy (ECOBATE 2016), University of Winchester, UK, October 2016.
- ‘Determinants of stock return volatility in southeast Asian markets’ Paper Presented at 7th International Research Meeting in Business and Management (IRMBAM – IPAG) Nice, France - 11/12 July 2016.