Lecturer
- About
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- Email Address
- son.pham@abdn.ac.uk
- Telephone Number
- +44 (0)1224 273696
- Office Address
- School/Department
- Business School
Biography
Son joined University of Aberdeen in August 2023 as a Lecturer in Finance. Before joining University of Aberdeen, he has worked in the fund management industry in Vietnam as an investment analyst and portfolio manager. He has extensive professional experience in equity selection and portfolio management. Son holds a PhD in Finance from Massey University (New Zealand), a MSc in Investment Analysis from University of Stirling (UK), and a Bachelor of Corporate Finance degree from National Economics University in Vietnam. Son is a CFA charter holder since 2016 and a member of the CFA Institute.
Son has an extensive publication record in Energy Economics (ABS3*; ABDC: A*), which is recognised as the leading journal in energy finance and economics. His research spans critical areas within energy finance, including the linkages between energy markets with other financial markets, the effects of climate policy uncertainty, and the return and volatiliy connectedness within the energy sector. Furthermore, Son's research has tackled timely issues such as the impact of COVID-19 pandemic on financial markets, the development of active ETFs, and inflation spillover effects. These research has been published in either ABS3 or ABDC: A journals including Journal of Financial Stability (ABS3*), Australian Journal of Management (ABDC: A), International Review of Economics & Finance (ABDC: A), and Global Finance Journal (ABDC: A).
Son is a regular reviewer for Energy Economics and Energy Journal, as well as other journals.
Qualifications
- Bachelor in Corporate Finance2010 - National Economics University (Vietnam)
- MSc in Investment Analysis2011 - University of Stirling (UK)
- Ph.D. in Finance2022 - Massey University, New Zealand
External Memberships
Member of CFA Institute
- Research
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Research Overview
- Energy finance
- Sustainable finance
- Cryptocurrency market
- Contagion risk modelling in financial markets
- Market microstructure
- ETFs
Research Areas
Accepting PhDs
I am currently accepting PhDs in Finance.
Please get in touch if you would like to discuss your research ideas further.
Research Specialisms
- Finance
- Financial Management
- Financial Risk
- Investment
Our research specialisms are based on the Higher Education Classification of Subjects (HECoS) which is HESA open data, published under the Creative Commons Attribution 4.0 International licence.
Current Research
Common volatility in financial markets
Systematic risks in energy markets
Supervision
My current supervision areas are: Finance.
- Current: Anwar Alfailakawi (2024-) (Co-supervisor)
- Teaching
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- Publications
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Page 1 of 2 Results 1 to 10 of 13
Predicting ETF liquidity
Australian Journal of Management, vol. 49, no. 3, pp. 478-508Contributions to Journals: Articles- [ONLINE] DOI: https://doi.org/10.1177/03128962221143494
Does the U.S. export inflation? Evidence from the dynamic inflation spillover between the U.S. and EAGLEs
International Review of Economics & Finance, vol. 94, 103427Contributions to Journals: ArticlesElectricity market crisis in Europe and cross border price effects:: A quantile return connectedness analysis
Energy Economics, vol. 135, 107633Contributions to Journals: ArticlesImpact of climate policy uncertainty on return spillover among green assets and portfolio implications
Energy Economics, vol. 134, 107631Contributions to Journals: ArticlesStabilizing global foreign exchange markets in the time of COVID-19: The role of vaccinations
The Global Finance Journal, vol. 59, 100923Contributions to Journals: ArticlesLiquidity spillover between ETFs and their constituents
International Review of Economics & Finance, vol. 88, pp. 723-747Contributions to Journals: ArticlesNatural gas and the utility sector nexus in the U.S.: Quantile connectedness and portfolio implications
Energy Economics, vol. 120, 106632Contributions to Journals: Articles- [ONLINE] DOI: https://doi.org/10.1016/j.eneco.2023.106632
Portfolio diversification during the COVID-19 pandemic: Do vaccinations matter?
Journal of Financial Stability, vol. 65, 101118Contributions to Journals: Articles- [ONLINE] DOI: https://doi.org/10.1016/j.jfs.2023.101118
The nexus between oil and airline stock returns: Does time frequency matter?
Energy Economics, vol. 117, 106444Contributions to Journals: Articles- [ONLINE] DOI: https://doi.org/10.1016/j.eneco.2022.106444
- [ONLINE] View publication in Scopus
Dynamic volatility connectedness between thermal coal futures and major cryptocurrencies: evidence from China
Energy Economics, vol. 112, 106114Contributions to Journals: Articles- [ONLINE] DOI: https://doi.org/10.1016/j.eneco.2022.106114