Chi Keung marco lau : Citation Profile


Are you Chi Keung marco lau?

Hang Seng University of Hong Kong

22

H index

38

i10 index

2047

Citations

RESEARCH PRODUCTION:

81

Articles

41

Papers

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   16 years (2006 - 2022). See details.
   Cites by year: 127
   Journals where Chi Keung marco lau has often published
   Relations with other researchers
   Recent citing documents: 280.    Total self citations: 44 (2.1 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pla429
   Updated: 2024-01-16    RAS profile: 2023-03-16    
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Relations with other researchers


Works with:

GUPTA, RANGAN (24)

Gözgör, Giray (20)

Bouri, Elie (6)

Wang, Shixuan (6)

Demir, Ender (5)

Roubaud, David (4)

Apergis, Nicholas (4)

Gabauer, David (2)

Elsayed, Ahmed (2)

Saadaoui, Jamel (2)

Clance, Matthew (2)

lucey, brian (2)

Yarovaya, Larisa (2)

Caraiani, Petre (2)

Bonato, Matteo (2)

Wohar, Mark (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Chi Keung marco lau.

Is cited by:

GUPTA, RANGAN (132)

Bouri, Elie (63)

Gözgör, Giray (47)

Yarovaya, Larisa (45)

Tiwari, Aviral (36)

lucey, brian (32)

Salisu, Afees (28)

Pierdzioch, Christian (23)

Demir, Ender (22)

Mokni, Khaled (22)

Vo, Xuan Vinh (21)

Cites to:

GUPTA, RANGAN (205)

Bouri, Elie (94)

Roubaud, David (86)

lucey, brian (63)

Yarovaya, Larisa (62)

Tiwari, Aviral (53)

Gözgör, Giray (51)

Balcilar, Mehmet (48)

Corbet, Shaen (41)

Diebold, Francis (40)

Yilmaz, Kamil (39)

Main data


Where Chi Keung marco lau has published?


Journals with more than one article published# docs
Finance Research Letters8
International Review of Financial Analysis7
Research in International Business and Finance5
Energy Economics4
Economic Modelling3
Journal of International Financial Markets, Institutions and Money3
Applied Economics3
Emerging Markets Finance and Trade2
Pacific-Basin Finance Journal2
Annals of Tourism Research2
Energy Policy2
Defence and Peace Economics2
The Singapore Economic Review (SER)2
Emerging Markets Review2
Economics Bulletin2

Working Papers Series with more than one paper published# docs
Working Papers / University of Pretoria, Department of Economics22
MPRA Paper / University Library of Munich, Germany10
EcoMod2007 / EcoMod2

Recent works citing Chi Keung marco lau (2024 and 2023)


YearTitle of citing document
2023A multimodal model with Twitter FinBERT embeddings for extreme price movement prediction of Bitcoin. (2022). Herremans, Dorien ; Zou, Yanzhao. In: Papers. RePEc:arx:papers:2206.00648.

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2023Identifying Dominant Industrial Sectors in Market States of the S&P 500 Financial Data. (2022). Kamps, Oliver ; Hessler, Martin ; Wand, Tobias. In: Papers. RePEc:arx:papers:2208.14106.

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2023Expectile hidden Markov regression models for analyzing cryptocurrency returns. (2023). Petrella, Lea ; Merlo, Luca ; Foroni, Beatrice. In: Papers. RePEc:arx:papers:2301.09722.

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2023Modelling Determinants of Cryptocurrency Prices: A Bayesian Network Approach. (2023). Ee, Mong Shan ; Thiruvady, Dhananjay ; Nazari, Asef ; Amirzadeh, Rasoul. In: Papers. RePEc:arx:papers:2303.16148.

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2023The Influence of ChatGPT on Artificial Intelligence Related Crypto Assets: Evidence from a Synthetic Control Analysis. (2023). Saggu, Aman ; Ante, Lennart. In: Papers. RePEc:arx:papers:2305.12739.

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2023Causal Feature Engineering of Price Directions of Cryptocurrencies using Dynamic Bayesian Networks. (2023). Ee, Mong Shan ; Thiruvady, Dhananjay ; Nazari, Asef ; Amirzadeh, Rasoul. In: Papers. RePEc:arx:papers:2306.08157.

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2023The impact of the Russia-Ukraine conflict on the extreme risk spillovers between agricultural futures and spots. (2023). Dai, Yun-Shi ; Zhou, Wei-Xing ; Duong, Kiet Tuan. In: Papers. RePEc:arx:papers:2310.16850.

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2023Market sentiment to COVID?19 and the Chinese stock market. (2023). Xu, Hao ; Chen, Jilong. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:1121-1135.

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2023The role of the U.S. exchange?rate equity market volatility on agricultural exports and forecasts. (2023). Nganje, William ; Addey, Kwame Asiam. In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie. RePEc:bla:canjag:v:71:y:2023:i:1:p:25-47.

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2023Understanding the transmission of crash risk between cryptocurrency and equity markets. (2023). Corbet, Shaen ; Liu, Zhifeng ; Toan, Luu Duc ; Goodell, John W ; Dai, Pengfei. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:3:p:539-573.

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2023Cybercrime on the Ethereum Blockchain. (2023). Yuan, YE ; Nam, Rachel J ; Momtaz, Paul P ; Hornuf, Lars. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10598.

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2023Beyond Borders: Assessing the Influence of Geopolitical Tensions on Sovereign Risk Dynamics. (2023). Afonso, Antonio ; Alves, Jose ; Monteiro, Sofia. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10801.

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2023Using Artificial Neural Networks to Recognize the Determinants of Energy Consumption in Saudi Arabia. (2023). Alsobhi, Abdulrahman M. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-03-53.

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2023Impact of Bioenergy on Economic Growth and Development: An European Perspective. (2023). Chatzitheodoridis, Fotios ; Syndoukas, Dimitrios ; Kontsas, Stamatis ; Kalogiannidis, Stavros. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-03-54.

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2023A systematic literature review of investor behavior in the cryptocurrency markets. (2023). Gonçalves, Tiago ; Gonalves, Tiago Cruz ; Almeida, Jose. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022001071.

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2023Does innovation affect the impact of corruption on economic growth? International evidence. (2023). Spyromitros, Eleftherios ; Papadamou, Stephanos ; Panagiotidis, Minas ; Dokas, Ioannis. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:1030-1054.

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2023Climate policy uncertainty, oil price and agricultural commodity: From quantile and time perspective. (2023). Xu, Shulin ; Qiu, Lianhong ; Kan, Jia-Min ; Wang, Kai-Hua. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:256-272.

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2023Uncertainty of uncertainty and corporate green innovation—Evidence from China. (2023). Ren, Xiaohang ; Taghizadeh-Hesary, Farhad. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:634-647.

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2023Trend-based forecast of cryptocurrency returns. (2023). Tao, Yubo ; Tan, Xilong. In: Economic Modelling. RePEc:eee:ecmode:v:124:y:2023:i:c:s0264999323001359.

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2023Breaking news headlines: Impact on trading activity in the cryptocurrency market. (2023). Subramaniam, Sowmya ; Kulbhaskar, Anamika Kumar. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002092.

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2023Sovereign yield curves and the COVID-19 in emerging markets. (2023). Moura, Rubens ; Candelon, Bertrand. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002651.

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2023How does economic policy uncertainty drive time–frequency connectedness across commodity and financial markets?. (2023). Mao, Weifang ; Huang, Fei ; Zhu, Huiming ; Wu, Hao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002005.

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2023Searching hedging instruments against diverse global risks and uncertainties. (2023). Rafia, Humaira Tahsin ; Gider, Zeynullah ; Hassan, Kabir M ; Hasan, Md Bokhtiar ; Rashid, Mamunur. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000165.

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2023Forecasting the realized volatility of Energy Stock Market: A multimodel comparison. (2023). Guo, Lili ; Su, Mengying ; Li, Junwen ; Hu, Jiayu ; Zhou, Deheng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000189.

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2023Interactions between investors’ fear and greed sentiment and Bitcoin prices. (2023). Schweizer, Denis ; Sahut, Jean-Michel ; Nakhli, Mohamed Sahbi ; Gaies, Brahim. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000475.

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2023Do asset-backed stablecoins spread crypto volatility to traditional financial assets? Evidence from Tether. (2023). Ho, Pak ; Tang, Gabriel Shui. In: Economics Letters. RePEc:eee:ecolet:v:229:y:2023:i:c:s0165176523002380.

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2023Following the leaders? A study of co-movement and volatility spillover in BRICS currencies. (2023). Roy, Saikat Sinha ; Das, Suman. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362522000425.

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2023Do the carry trades respond to geopolitical risks? Evidence from BRICS countries. (2023). Yilmaz, Muhammed Hasan ; Guney, Ibrahim Ethem ; Emirmahmutoglu, Furkan ; Cepni, Oguzhan. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362522000620.

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2023Spillovers and connectedness among BRICS stock markets, cryptocurrencies, and uncertainty: Evidence from the quantile vector autoregression network. (2023). Rehman, Mohd Ziaur ; Hammoudeh, Shawkat ; Khalfaoui, Rabeh. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014123000079.

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2023Does bank efficiency affect the bank lending channel in China?. (2023). Fungáčová, Zuzana ; Weill, Laurent ; Kerola, Eeva ; Fungaova, Zuzana. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000814.

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2023Conditional dependence structure and risk spillovers between Bitcoin and fiat currencies. (2023). Vo, Xuan Vinh ; Zeitun, Rami ; Katsiampa, Paraskevi ; Ur, Mobeen. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000838.

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2023Tail-event driven NETwork dependence in emerging markets. (2023). Yousaf, Imran ; Ali, Shoaib ; Yarovaya, Larisa ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000887.

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2023Time and frequency connectedness of uncertainties in cryptocurrency, stock, currency, energy, and precious metals markets. (2023). Mandaci, Pinar Evrim ; Cagli, Efe Caglar. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000249.

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2023How far have we come and where should we go after 30+ years of research on Africas emerging financial markets? A systematic review and a bibliometric network analysis. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Hammoudeh, Shawkat ; Aikins, Emmanuel Joel ; Adeabah, David. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000353.

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2023Are cryptocurrencies a safe haven for stock investors? A regime-switching approach. (2023). Miu, Peter ; Li, Leon. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:367-385.

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2023COVID-19 and the quantile connectedness between energy and metal markets. (2023). Umar, Zaghum ; Teplova, Tamara ; Pham, Linh ; Ghosh, Bikramaditya. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005497.

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2023The nexus between oil and airline stock returns: Does time frequency matter?. (2023). Brooks, Robert ; Do, Hung Xuan ; Pham, Son D ; Asadi, Mehrad. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005734.

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2023On the volatility of WTI crude oil prices: A time-varying approach with stochastic volatility. (2023). LE, Thai-Ha ; Park, Donghyun ; Bui, Manh Tien ; Boubaker, Sabri. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s014098832200603x.

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2023The spillover effect between Chinese crude oil futures market and Chinese green energy stock market. (2023). Huo, Jiale ; Umar, Muhammad ; Li, Jingpeng. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s014098832300066x.

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2023Higher-order moments and co-moments contribution to spillover analysis and portfolio risk management. (2023). Bouri, Elie ; Nekhili, Ramzi. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000944.

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2023Forecasting the volatility of precious metals prices with global economic policy uncertainty in pre and during the COVID-19 period: Novel evidence from the GARCH-MIDAS approach. (2023). Urom, Christian ; Benkraiem, Ramzi ; Masood, Amna ; Raza, Syed Ali. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000890.

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2023Modelling Australian electricity prices using indicator saturation. (2023). Apergis, Nicholas ; Wang, Shixuan ; Reade, James ; Pan, Wei-Fong. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001147.

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2023Oil price shocks and exchange rate dynamics: Evidence from decomposed and partial connectedness measures for oil importing and exporting economies. (2023). Gözgör, Giray ; Elsayed, Ahmed ; Gozgor, Giray ; Gabauer, David ; Chatziantoniou, Ioannis. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001251.

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2023Natural gas and the utility sector nexus in the U.S.: Quantile connectedness and portfolio implications. (2023). Do, Hung ; Thanh, Thao Thac ; Pham, Son Duy. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001305.

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2023The role of the COVID-19 pandemic in time-frequency connectedness between oil market shocks and green bond markets: Evidence from the wavelet-based quantile approaches. (2023). Ren, Xiaohang ; Gözgör, Giray ; Gozgor, Giray ; Qi, Yinshu ; Wei, Ping. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s014098832300155x.

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2023Impacts of weather conditions on the US commodity markets systemic interdependence across multi-timescales. (2023). Marco, Chi Keung ; Wang, Qunwei ; Dai, Xingyu ; Zhang, Dongna. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s014098832300230x.

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2023A wavelet-based methodology to compare the impact of pandemic versus Russia–Ukraine conflict on crude oil sector and its interconnectedness with other energy and non-energy markets. (2023). Deb, Soudeep ; Soni, Anchal ; Roy, Archi. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003286.

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2023Investigating the dynamics of crude oil and clean energy markets in times of geopolitical tensions. (2023). ben Zaied, Younes ; ben Cheikh, Nidhaleddine. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003596.

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2023Exploring the dynamic behaviour of commodity market tail risk connectedness during the negative WTI pricing event. (2023). Corbet, Shaen ; Oxley, Les ; Hou, Yang ; Lang, Chunlin ; Hu, Yang. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003274.

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2023Global energy supply risk: Evidence from the reactions of European natural gas futures to Nord Stream announcements. (2023). Gurdgiev, Constantin ; Pisera, Stefano ; Paltrinieri, Andrea ; Goodell, John W. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003365.

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2023Energy vulnerability and the exercise of a data-driven analysis protocol: A comparative assessment on power generation aspects for the non-interconnected islands of Greece. (2023). Stamou, A I ; Kaldellis, J K ; Makropoulos, C ; Zafirakis, D ; Tzanes, G. In: Energy Policy. RePEc:eee:enepol:v:177:y:2023:i:c:s0301421523001003.

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2023Connectedness in implied higher-order moments of precious metals and energy markets. (2023). Zhang, Hongwei ; Xu, Yahua ; Lei, Xiaojie ; Bouri, Elie. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pb:s0360544222024744.

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2023Impact of geopolitical risks on investor attention and speculation in the oil market: Evidence from nonlinear and time-varying analysis. (2023). He, Zhifang ; Wen, Fenghua ; Xiao, Jihong. In: Energy. RePEc:eee:energy:v:267:y:2023:i:c:s036054422203451x.

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2023Is renewable energy use lowering resource-related uncertainties?. (2023). Olasehinde-Williams, Godwin ; Ozkan, Oktay ; Olanipekun, Ifedolapo Olabisi. In: Energy. RePEc:eee:energy:v:271:y:2023:i:c:s0360544223003432.

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2023COVID-19 and finance scholarship: A systematic and bibliometric analysis. (2023). Sureka, Riya ; Kumar, Satish ; Goodell, John W ; Boubaker, Sabri. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004082.

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2023Information flows and the law of one price. (2023). Talavera, Oleksandr ; Tran, VU ; Fan, Rui. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004161.

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2023Extreme quantile spillovers and drivers among clean energy, electricity and energy metals markets. (2023). Li, Yingli ; Gao, Wang ; Zhang, Yubo. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521922004240.

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2023The impact of global economic policy uncertainty on portfolio optimization: A Black–Litterman approach. (2023). Li, Jie ; Han, Yingwei. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521922004264.

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2023On the drivers of technical analysis profits in cryptocurrency markets: A Distributed Lag approach. (2023). Svogun, Daniel ; Bazan-Palomino, Walter. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000327.

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2023Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict. (2023). Maghyereh, Aktham ; Cui, Jinxin. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000364.

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2023Shaking hands with common foes: Clique premium and information diffusion in private equity networks. (2023). Pipic, Denis ; Giovannetti, Andrea. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000431.

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2023Do commodity markets catch a cold from stock markets? Modelling uncertainty spillovers using Google search trends and wavelet coherence. (2023). Obojska, Lidia ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521922002587.

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2023Prediction and interpretation of daily NFT and DeFi prices dynamics: Inspection through ensemble machine learning & XAI. (2023). Garcia-Rubio, Noelia ; Gamez, Matias ; Alfaro-Cortes, Esteban ; Ghosh, Indranil. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000741.

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2023Climate policy uncertainty and risks taken by the bank: Evidence from China. (2023). Zhang, Xiaotong ; Dai, Zhifeng. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000959.

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2023Asymmetric volatility in the cryptocurrency market: New evidence from models with structural breaks. (2023). Nichols, Brian ; Jaffri, Ali ; Butt, Hassan Anjum ; Aharon, David Y. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001679.

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2023Investigating the nature of interaction between crypto-currency and commodity markets. (2023). Bouazizi, Tarek ; Makrychoriti, Panagiota ; Guesmi, Khaled ; Galariotis, Emilios. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002065.

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2023Speculation or currency? Multi-scale analysis of cryptocurrencies—The case of Bitcoin. (2023). Hong, Yongmiao ; Wang, Shouyang ; Duan, Hongbo ; Sun, Yuying ; Zhang, Dingxuan. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002168.

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2023Explainable artificial intelligence modeling to forecast bitcoin prices. (2023). Nasir, Muhammad Ali ; Saadaoui, Foued ; ben Jabeur, Sami ; Goodell, John W. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002181.

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2023Forecasting stock market volatility with various geopolitical risks categories: New evidence from machine learning models. (2023). Zhang, Hongwei ; Wang, Chenlu ; Niu, Zibo. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002545.

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2023Does Bitcoin affect decomposed oil shocks differently? Evidence from a quantile-based framework. (2023). Urquhart, Andrew ; Duan, Kun ; Gao, DA ; Feng, Hao. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002727.

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2023On the topology of cryptocurrency markets. (2023). Dotko, Pawe ; Rudkin, Wanling. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002752.

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2023Do cryptocurrencies feel the music?. (2023). Hadhri, Sinda. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002958.

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2023Does the realized distribution-based measure dominate particular moments? Evidence from cryptocurrency markets. (2023). Yen, Kuang-Chieh ; Chiu, Shih-Yung ; Yang, Jen-Wei. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005736.

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2023Can geopolitical risks excite Germany economic policy uncertainty: Rethinking in the context of the Russia-Ukraine conflict. (2023). Hong, Yanran ; Shen, Lihua. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005979.

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2023Visceral emotions and Bitcoin trading. (2023). Kim, Dong Yeon ; Ahn, Yongkil. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006341.

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2023Dynamic volatility connectedness among cryptocurrencies and Chinas financial assets in standard times and during the COVID-19 pandemic. (2023). Zhou, QI ; Gan, Kai ; Li, Xingyi. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006523.

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2023Impact of Russia-Ukraine war attention on cryptocurrency: Evidence from quantile dependence analysis. (2023). Gözgör, Giray ; Goodell, John W ; Khalfaoui, Rabeh. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005426.

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2023Energy cryptocurrencies: Assessing connectedness with other asset classes. (2023). Goodell, John W ; Riaz, Yasir ; Yousaf, Imran. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005669.

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2023The role of uncertainty index in forecasting volatility of Bitcoin: Fresh evidence from GARCH-MIDAS approach. (2023). Wang, Ziyao ; He, Lingyun ; Sang, Chong ; Xia, Yufei. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005682.

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2023Are blockchain and cryptocurrency M&As harder to close?. (2023). Simsir, Serif Aziz ; Akdou, Evrim. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322006766.

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2023COVID-19 and risk spillovers of Chinas major financial markets: Evidence from time-varying variance decomposition and wavelet coherence analysis. (2023). Li, Jingyu ; Zheng, Xiaolong ; Liu, Ranran ; Cheng, LU ; Xie, Qiwei. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007218.

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2023Impact of economic policy uncertainty on higher education expansion. (2023). Zong, Xiaohua ; Wang, Ziwei. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007401.

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2023Dissecting the Terra-LUNA crash: Evidence from the spillover effect and information flow. (2023). Lee, Yunyoung. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322007668.

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2023Optimal mining in proof-of-work blockchain protocols. (2023). Mohazab, Amin ; Moya, Jorge ; Soria, Jorge. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322007863.

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2023The asymmetric effect of geopolitical risk on Chinas crude oil prices: New evidence from a QARDL approach. (2023). Jin, Chenglu ; An, Yaning ; Ren, Xiaohang. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000119.

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2023Systemic risks in the cryptocurrency market: Evidence from the FTX collapse. (2023). Matkovskyy, Roman ; Jalan, Akanksha. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000442.

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2023Forecasting and backtesting systemic risk in the cryptocurrency market. (2023). Egan, Paul ; Cao, Guangxi ; Fang, Sheng. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001617.

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2023Responses of US equity market sectors to the Silicon Valley Bank implosion. (2023). Yousaf, Imran ; Goodell, John W. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003069.

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2023The impact of the SVB collapse on global financial markets: Substantial but narrow. (2023). Yousaf, Imran ; Goodell, John W ; Riaz, Yasir. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003203.

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2023Time-frequency relationship between energy imports, energy prices, exchange rate, and policy uncertainties in India: Evidence from wavelet quantile correlation approach. (2023). Gopinathan, R ; Jalal, Rubia. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003525.

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2023Do extreme range estimators improve realized volatility forecasts? Evidence from G7 Stock Markets. (2023). McMillan, David G ; Kambouroudis, Dimos ; Korkusuz, Burak. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003641.

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2023Sectoral spillovers and systemic risks: Evidence from China. (2023). Liu, Xutang ; Yue, Dianmin ; Goodell, John W ; Chen, Shoudong. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003902.

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2023Twitter matters for metaverse stocks amid economic uncertainty. (2023). Gözgör, Giray ; Nanaeva, Zhamal ; Khalfaoui, Rabeh ; Batten, Jonathan A ; Aysan, Ahmet Faruk. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004889.

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2023Do NFTs act as a good hedge and safe haven against Cryptocurrency fluctuations?. (2023). S Kumar, Anoop ; Padakandla, Steven Raj. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323005032.

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2023SFDR, investor attention, and European financial markets. (2023). Nabeel-Ud, Raja ; Chiappini, Helen ; Birindelli, Giuliana. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s154461232300507x.

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2023Narrative attention and related cryptocurrency returns. (2023). Do, Bao Linh ; Nguyen, Thanh Huong. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323005469.

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2023Cryptocurrency return dependency and economic policy uncertainty. (2023). Chang, Li-Han ; Nie, Wei-Ying ; Yen, Kuang-Chieh. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323005548.

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2023Net buying pressure and the information in bitcoin option trades. (2023). Wan, Huning ; Feng, Jianfen ; Deng, Jun ; Alexander, Carol. In: Journal of Financial Markets. RePEc:eee:finmar:v:63:y:2023:i:c:s1386418122000544.

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2023The future of private-label markets: A global convergence approach. (2023). Tuli, Kapil ; Mukherjee, Anirban ; Dekimpe, Marnik G ; Gielens, Katrijn. In: International Journal of Research in Marketing. RePEc:eee:ijrema:v:40:y:2023:i:1:p:248-267.

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More than 100 citations found, this list is not complete...

Chi Keung marco lau has edited the books:


YearTitleTypeCited

Works by Chi Keung marco lau:


YearTitleTypeCited
2019OPEC News Announcement Effect on Volatility in the Crude Oil Market: A Reconsideration In: Advances in Decision Sciences.
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article3
2017OPEC News Announcement Effect on Volatility in the Crude Oil Market: A Reconsideration.(2017) In: Working Papers.
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2016Impact of Volatility and Equity Market Uncertainty on Herd Behavior: Evidence from UK REITs.(2016) In: Working Papers.
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2009Determinants of Competitiveness: Observations in Chinas Textile and Apparel Industries In: China & World Economy.
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article2
2019US Fiscal Policy and Asset Prices: The Role of Partisan Conflict In: International Review of Finance.
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2017U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict.(2017) In: Working Papers.
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2017U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict.(2017) In: Working papers.
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2019Convergence clustering in the Chinese provinces: New evidence from several macroeconomic indicators In: Review of Development Economics.
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article0
2022Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data In: Studies in Nonlinear Dynamics & Econometrics.
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article0
2017Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data.(2017) In: CQE Working Papers.
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2017Are Multifractal Processes Suited to Forecasting Electricity Price Volatility? Evidence from Australian Intraday Data.(2017) In: Working Papers.
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2020Are Uncertainties across the World Convergent? In: Economics Bulletin.
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article7
2019Are Uncertainties across the World Convergent?.(2019) In: Working Papers.
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2021Risk aversion and Bitcoin returns in extreme quantiles In: Economics Bulletin.
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article0
2019Segmenting global tourism markets: A panel club convergence approach In: Annals of Tourism Research.
[Full Text][Citation analysis]
article1
2019The effectiveness of the legal system and inbound tourism In: Annals of Tourism Research.
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article8
2010New evidence about regional income divergence in China In: China Economic Review.
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article37
2012Some cautions on the use of nonlinear panel unit root tests: Evidence from a modified series-specific non-linear panel unit-root test In: Economic Modelling.
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article13
2012Do energy prices converge across Russian regions? In: Economic Modelling.
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article15
2014The conditional equity premium, cross-sectional returns and stochastic volatility In: Economic Modelling.
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article4
2019The role of uncertainty measures on the returns of gold In: Economics Letters.
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article38
2013Experience-based corporate corruption and stock market volatility: Evidence from emerging markets In: Emerging Markets Review.
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article17
2018Does global fear predict fear in BRICS stock markets? Evidence from a Bayesian Graphical Structural VAR model In: Emerging Markets Review.
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2019Decoding the Australian electricity market: New evidence from three-regime hidden semi-Markov model In: Energy Economics.
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2020Moments-based spillovers across gold and oil markets In: Energy Economics.
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2018Estimating Peak uranium production in China – Based on a Stella model In: Energy Policy.
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2012Price regulation and relative price convergence: Evidence from the retail gasoline market in Canada In: Energy Policy.
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2018Energy consumption and economic growth: New evidence from the OECD countries In: Energy.
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2017Asymmetry in spillover effects: Evidence for international stock index futures markets In: International Review of Financial Analysis.
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2019Trading volume and the predictability of return and volatility in the cryptocurrency market In: Finance Research Letters.
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2020The impact of Baidu Index sentiment on the volatility of Chinas stock markets In: Finance Research Letters.
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2020The relationship between oil and financial markets in emerging economies: The significant role of Kazakhstan as the oil exporting country In: Finance Research Letters.
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2021The asymmetric effect of bitcoin on altcoins: evidence from the nonlinear autoregressive distributed lag (NARDL) model In: Finance Research Letters.
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2015Reexamining sports-sentiment hypothesis: Microeconomic evidences from Borsa Istanbul In: Journal of International Financial Markets, Institutions and Money.
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2016Commodity markets volatility transmission: Roles of risk perceptions and uncertainty in financial markets In: Journal of International Financial Markets, Institutions and Money.
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2022Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic In: Journal of International Financial Markets, Institutions and Money.
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2019Bank performance in China: A Perspective from Bank efficiency, risk-taking and market competition In: Pacific-Basin Finance Journal.
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2020Listed zombie firms and top executive gender: Evidence from an emerging market In: Pacific-Basin Finance Journal.
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2020Graph theory-based network analysis of regional uncertainties of the US Economy In: Physica A: Statistical Mechanics and its Applications.
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2018Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles In: The Quarterly Review of Economics and Finance.
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2017Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles.(2017) In: Working Papers.
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2018U.S. state-level carbon dioxide emissions: Does it affect health care expenditure? In: Renewable and Sustainable Energy Reviews.
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2018Inter- and intra-regional analysis on spillover effects across international stock markets In: Research in International Business and Finance.
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2019Effects of the geopolitical risks on Bitcoin returns and volatility In: Research in International Business and Finance.
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2020Uncertainty and herding behavior: evidence from cryptocurrencies In: Research in International Business and Finance.
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article8
2020Forecasting Value-at-Risk of Cryptocurrencies with RiskMetrics type models In: Research in International Business and Finance.
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2022Twitter-Based uncertainty and cryptocurrency returns In: Research in International Business and Finance.
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article18
2022Sovereign ESG and corporate investment: New insights from the United Kingdom In: Technological Forecasting and Social Change.
[Full Text][Citation analysis]
article5
2007Forecasting Monthly Prices and Quantities: A Study of Apparel Cottons Export In: EcoMod2007.
[Full Text][Citation analysis]
paper0
2007Import Demand Response of MFA Apparel/Non-Apparel Fibers & Cottons in the U.S.: A Case of China & HK In: EcoMod2007.
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paper0
2006MFA Fibers Imported From China & H.K. to U.S. - a Structural Change Analysis In: EcoMod2006.
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paper0
2017How deviations from FOMC’s monetary policy decisions from a benchmark monetary policy rule affect bank profitability: evidence from U.S. banks In: Journal of Financial Economic Policy.
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2021Preferences and Tourism Development under Uncertainty: An Empirical Study In: Sustainability.
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article2
2018Determinants of Retailers Cross-channel Integration: An Innovation Diffusion Perspective on Omni-channel Retailing In: Post-Print.
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2011Do structural breaks in exchange rate volatility matter? Evidence from Asia-Pacific currencies In: Iktisat Isletme ve Finans.
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article1
2022Assessing Debt Stationarity and Sustainability in the Longer-Run with Fourier DF Unit Root Tests and Time-Varying Fiscal Reaction Functions In: Working Papers.
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2022Assessing Debt Stationarity and Sustainability in the Longer Run with Fourier DF Unit Root Tests and Time-Varying Fiscal Reaction Functions..(2022) In: Working Papers of BETA.
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2022Hotel Revenue Convergence: Evidence Across Star Hotels in Chinese Provinces In: Atlantic Economic Journal.
[Full Text][Citation analysis]
article0
2019The impact of US uncertainty on the Euro area in good and bad times: evidence from a quantile structural vector autoregressive model In: Empirica.
[Full Text][Citation analysis]
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2016The Impact of US Uncertainty on the Euro Area in Good and Bad Times: Evidence from a Quantile Structural Vector Autoregressive Model.(2016) In: Working Papers.
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2010Convergence Across the United States: Evidence from Panel ESTAR Unit Root Test In: International Advances in Economic Research.
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2013Hedging with Chinese Aluminum Futures: International Evidence with Return and Volatility Spillover Indices Under Structural Breaks In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]
article3
2021Market Integration between Turkey and Eurozone Countries In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]
article1
2016Suppressed ion-scale turbulence in a hot high-? plasma In: Nature Communications.
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2010Strategic asset allocation and intertemporal demands: with commodities as an asset class In: MPRA Paper.
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paper1
2012The Effects of Religious Beliefs on the Working Decisions of Women: Some Evidence from Turkey In: MPRA Paper.
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paper0
2012Determinants of firm competitiveness: case of the Turkish textile and apparel industry In: MPRA Paper.
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paper4
2013EXPLORATIVE VERSUS EXPLOITATIVE ALLIANCES—EVIDENCE FROM THE GLASS INDUSTRY IN CHINA In: MPRA Paper.
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paper1
2015Explorative versus exploitative alliances: evidence from the glass industry in China.(2015) In: Journal of Chinese Economic and Business Studies.
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This paper has nother version. Agregated cites: 1
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2013Hedging China’s Energy Oil Market Risks In: MPRA Paper.
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paper1
2013Determinants of Innovative Activities: Evidence from Europe and Central Asia Region In: MPRA Paper.
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paper19
2015DETERMINANTS OF INNOVATIVE ACTIVITIES: EVIDENCE FROM EUROPE AND CENTRAL ASIA REGION.(2015) In: The Singapore Economic Review (SER).
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2013The Conditional CAPM, Cross-Section Returns and Stochastic Volatility In: MPRA Paper.
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2013Financial Development, Econmic Growth and R&D Cyclical Movement In: MPRA Paper.
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2013A R&D Based Real Business Cycle Model In: MPRA Paper.
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paper0
2016An R&D-based real business cycle model.(2016) In: International Review of Economics.
[Full Text][Citation analysis]
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2011Panel Unit Root Test with Nonlinear Mean Reversion and Smooth Breaks In: MPRA Paper.
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2016An Analysis of the Relationship between U.S. State Level Carbon Dioxide Emissions and Health Care Expenditure In: Working Papers.
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paper1
2017Does Global Fear Predict Fear in BRICS Stock Markets? Evidence from a Bayesian Graphical VAR Model In: Working Papers.
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paper3
2018Is There a Role for Uncertainty in Forecasting Output Growth in OECD Countries? Evidence from a Time Varying Parameter-Panel Vector Autoregressive Model In: Working Papers.
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paper8
2019Is there a role for uncertainty in forecasting output growth in OECD countries? Evidence from a time-varying parameter-panel vector autoregressive model.(2019) In: Applied Economics.
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This paper has nother version. Agregated cites: 8
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2018Time-Varying Impact of Geopolitical Risks on Oil Prices In: Working Papers.
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paper44
2020Time-Varying Impact of Geopolitical Risks on Oil Prices.(2020) In: Defence and Peace Economics.
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This paper has nother version. Agregated cites: 44
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2018The Role of Housing Sentiment in Forecasting US Home Sales Growth: Evidence from a Bayesian Compressed Vector Autoregressive Model In: Working Papers.
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2018Predicting Aggregate and State-Level US House Price Volatility: The Role of Sentiment In: Working Papers.
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2018Jumps Beyond the Realms of Cricket: India’s Performance in One Day Internationals and Stock Market Movements In: Working Papers.
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2020Jumps beyond the realms of cricket: Indias performance in One Day Internationals and stock market movements.(2020) In: Journal of Applied Statistics.
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2019Macroeconomic Uncertainty Connections across the US States: Evidence from a Bayesian Graphical Structural VAR (BGSVAR) Model In: Working Papers.
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2019Risk Aversion and Bitcoin Returns in Normal, Bull, and Bear Markets In: Working Papers.
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2019The Relationship between Economic Uncertainty and Corporate Tax Rates In: Working Papers.
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2019Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment In: Working Papers.
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2020Monetary Policy Uncertainty Spillovers in Time- and Frequency-Domains In: Working Papers.
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2020Monetary policy uncertainty spillovers in time and frequency domains.(2020) In: Journal of Economic Structures.
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2020Time-Varying Influence of Household Debt on Inequality in United Kingdom In: Working Papers.
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2017Institutions and gravity model: the role of political economy and corporate governance In: Eurasian Business Review.
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2014THE EFFECT OF INTERNATIONAL SOCCER GAMES ON EXCHANGE RATES USING EVIDENCE FROM TURKEY In: Journal of Advanced Studies in Finance.
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2009A more powerful panel unit root test with an application to PPP In: Applied Economics Letters.
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2013New evidence of regional income divergence in post-reform Russia In: Applied Economics.
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2022Does policy uncertainty affect economic globalization? An empirical investigation In: Applied Economics.
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2016A Nonlinear Model of Military Expenditure Convergence: Evidence From Estar Nonlinear Unit Root Test In: Defence and Peace Economics.
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2021Competition and Profitability: Impacts on Stability in Chinese Banking In: International Journal of the Economics of Business.
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2011Technology transfer and enterprise performance: a firm-level analysis in China In: Journal of Business Economics and Management.
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2022Causality and dynamic spillovers among cryptocurrencies and currency markets In: International Journal of Finance & Economics.
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2021THE RELATIONSHIP BETWEEN ECONOMIC POLICY UNCERTAINTY AND CORPORATE TAX RATES In: Annals of Financial Economics (AFE).
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2012TECHNOLOGY TRANSFER, FINANCE CHANNELS, AND SME PERFORMANCE: NEW EVIDENCE FROM DEVELOPING COUNTRIES In: The Singapore Economic Review (SER).
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