Dr Natthinee Thampanya
Senior Lecturer in Corporate Finance
Oxford Brookes Business School
Teaching and supervision
Natthinee's main areas of research interest are financial econometrics, climate finance, derivatives, and risk management.
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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.