Chi Keung marco lau : Citation Profile


Are you Chi Keung marco lau?

Hang Seng University of Hong Kong

23

H index

41

i10 index

2274

Citations

RESEARCH PRODUCTION:

103

Articles

41

Papers

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   18 years (2006 - 2024). See details.
   Cites by year: 126
   Journals where Chi Keung marco lau has often published
   Relations with other researchers
   Recent citing documents: 460.    Total self citations: 44 (1.9 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pla429
   Updated: 2024-07-05    RAS profile: 2024-07-04    
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Relations with other researchers


Works with:

Gözgör, Giray (27)

GUPTA, RANGAN (25)

Apergis, Nicholas (6)

Wang, Shixuan (6)

Bouri, Elie (6)

Demir, Ender (5)

Roubaud, David (4)

Elsayed, Ahmed (3)

Saadaoui, Jamel (3)

Clance, Matthew (2)

alp coşkun, esra (2)

lucey, brian (2)

Bonato, Matteo (2)

Wohar, Mark (2)

Caraiani, Petre (2)

Gabauer, David (2)

Yarovaya, Larisa (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 (134)

Bouri, Elie (63)

Gözgör, Giray (50)

Yarovaya, Larisa (49)

Tiwari, Aviral (41)

lucey, brian (32)

Pierdzioch, Christian (28)

Salisu, Afees (28)

Demir, Ender (23)

Mokni, Khaled (22)

Vo, Xuan Vinh (21)

Cites to:

GUPTA, RANGAN (215)

Bouri, Elie (99)

Gözgör, Giray (90)

Roubaud, David (87)

Yarovaya, Larisa (71)

lucey, brian (67)

Tiwari, Aviral (61)

Diebold, Francis (51)

Yilmaz, Kamil (50)

Balcilar, Mehmet (48)

Corbet, Shaen (44)

Main data


Where Chi Keung marco lau has published?


Journals with more than one article published# docs
Finance Research Letters8
International Review of Financial Analysis8
Energy Economics8
Research in International Business and Finance6
Emerging Markets Finance and Trade4
Economic Modelling3
Applied Economics3
Journal of International Financial Markets, Institutions and Money3
Technological Forecasting and Social Change3
The Singapore Economic Review (SER)3
Pacific-Basin Finance Journal2
International Journal of Finance & Economics2
Emerging Markets Review2
Applied Economics Letters2
Annals of Tourism Research2
Energy Policy2
Defence and Peace Economics2
Economics Bulletin2
Economic Analysis and Policy2
Journal of Chinese Economic and Business Studies2

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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2024Expectile 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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2024Causal 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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2024A Comparison of Cryptocurrency Volatility-benchmarking New and Mature Asset Classes. (2024). Lenz, Jimmie ; Brini, Alessio. In: Papers. RePEc:arx:papers:2404.04962.

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2024Complex network analysis of cryptocurrency market during crashes. (2024). Hens, Chittaranjan ; Majhi, Sushovan ; Nurujjaman, MD ; Luwang, SR ; Rai, Anish ; Mukhia, Kundan. In: Papers. RePEc:arx:papers:2405.05642.

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2023Plus Token and investor searching behaviour – A cryptocurrency Ponzi scheme. (2023). Xu, Dandan ; Aerts, Walter ; Zheng, Jianming ; Zhang, Dunli. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:4:p:4713-4728.

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2023Arbitrage across different Bitcoin exchange venues: Perspectives from investor base and market related events. (2023). Cheng, Feiyang ; Shu, AO ; Pan, Zheyao ; Liang, Zini ; Han, Jianlei. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:5:p:5183-5210.

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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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2024Risk contagion in financial markets: A systematic review using bibliometric methods. (2024). Zhou, Yunyan ; Zhai, Lili ; Su, Fei ; Wang, Feifan ; Zhuang, Zixi. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:1:p:163-199.

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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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2024The price of the slow lane: Traffic congestion and stock block trading premium. (2024). Zhang, LE ; Qian, Xianhang ; Cao, Tingqiu. In: International Review of Finance. RePEc:bla:irvfin:v:24:y:2024:i:1:p:30-52.

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2024Return and volatility connectedness and net directional patterns in spillover transmissions: East and Southeast Asian equity markets. (2024). Mateus, Irina ; Bagirov, Miramir. In: International Review of Finance. RePEc:bla:irvfin:v:24:y:2024:i:1:p:83-103.

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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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2024The Pressure Is On: How Geopolitical Tensions Impact Institutional Fiscal and External Stability Responses. (2024). Afonso, Antonio ; Alves, Jose ; Monteiro, Sofia. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11067.

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2023How does Bitcoin react to economic discomfort? Evidence from the economic misery index. (2023). Hadhri, Sinda. In: Economics Bulletin. RePEc:ebl:ecbull:eb-22-00730.

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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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2023Extreme spillovers between insurance tokens and insurance stocks: Evidence from the quantile connectedness approach. (2023). Martinez-Serna, Maria-Isabel ; Jareo, Francisco ; Yousaf, Imran. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000370.

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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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2023Gender equality and central bank independence. (2023). Anugrah, Donni ; Gunadi, Iman ; Chang, Chun-Ping ; Yin, Hua-Tang. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:661-672.

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2023Are energy consumption and carbon emission caused by Bitcoin? A novel time-varying technique. (2023). Albu, Lucian ; Umar, Muhammad ; Wu, Tong ; Qin, Meng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:109-120.

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2023How to improve global environmental governance? Lessons learned from climate risk and climate policy uncertainty. (2023). Lobon, Oana-Ramona ; Qin, Meng ; Long, Chi ; Song, Yuru ; Sun, Yanpeng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:1666-1676.

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2023The impact of green quality of the energy consumption on carbon emissions in the United States. (2023). Gözgör, Giray ; Gozgor, Giray ; Rather, Kashif Nesar ; Mahalik, Mantu Kumar ; Lau, Chi Keung. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:850-860.

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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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2024Dynamic volatility spillover among cryptocurrencies and energy markets: An empirical analysis based on a multilevel complex network. (2024). Ma, Shiqun ; Fang, Fang ; Wang, Xuetong ; Xiao, Zumian ; Xiang, Lijin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001584.

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2024Risk characteristics and connectedness in cryptocurrency markets: New evidence from a non-linear framework. (2024). Sun, Yan-Lin ; Chen, Bin-Xia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001596.

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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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2023Regional convergence in Russia: Estimating an augmented Solow model. (2023). Oshchepkov, Aleksey ; Lehmann, Hartmut ; Silvagni, Maria Giulia. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:4:s0939362523000626.

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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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2024Global contagion of US COVID-19 panic news. (2024). Ho, Young ; Park, Dojoon ; Kang, Yong Joo. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000116.

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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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2023A seesaw effect in the cryptocurrency market: Understanding the return cross predictability of cryptocurrencies. (2023). Yan, Shu ; Jia, yuecheng ; Liu, Yuzheng ; Wu, Yangru. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000956.

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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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2023Inflation, oil prices, and economic activity in recent crisis: Evidence from the UK. (2023). Kumpamool, Chamaiporn ; Chen, Xihui Haviour ; Ahmed, Rizwan. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004164.

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2023Asymmetric Effects of Energy Inflation, Agri-inflation and CPI on Agricultural Output: Evidence from NARDL and SVAR Models for the UK. (2023). Sarker, Provash ; Lau, Chi Keung ; Soliman, Alaa M ; Dastgir, Shabbir ; Cai, Yifei. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004188.

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2023Asymmetric impact of COVID-19 news on the connectedness of the green energy, dirty energy, and non-ferrous metal markets. (2023). Ding, Qian ; Guan, LI ; Wang, LU ; Zhang, Hongwei. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004231.

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2023Decomposed oil price shocks and GCC stock market sector returns and volatility. (2023). Abuzayed, Bana ; Bouri, Elie ; Al-Fayoumi, Nedal. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004280.

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2023Energy security and economic stability: The role of inflation and war. (2023). Chen, Xihui Haviour ; Alam, Ashraful ; Banna, Hasanul. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004474.

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2023Combination forecasts of Chinas oil futures returns based on multiple uncertainties and their connectedness with oil. (2023). Li, Xiafei ; Wei, YU ; Shi, Chunpei ; Liu, Yuntong. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005352.

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2023The role of public environmental concern on corporate social responsibility: Evidence from search index of web users. (2023). Wu, Haitao ; Wang, Dianjie ; Tao, Yunqing ; Zhang, Yao ; Ye, Yongwei. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s014098832300539x.

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2023Asymmetric effects of market uncertainties on agricultural commodities. (2023). Gubareva, Mariya ; Bossman, Ahmed ; Teplova, Tamara. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323005789.

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2023Exploring downside risk dependence across energy markets: Electricity, conventional energy, carbon, and clean energy during episodes of market crises. (2023). Arfaoui, Nadia ; Naeem, Muhammad Abubakr. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323005807.

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2023Geopolitical risks, oil price shocks and inflation: Evidence from a TVP–SV–VAR approach. (2023). Dong, Qingyuan ; Yang, Tianle ; Du, Qunyang. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323005972.

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2023Tail risk contagion across electricity markets in crisis periods. (2023). Tiwari, Aviral ; Abdullah, Mohammad ; Khan, Isma ; Wali, G M ; Aikins, Emmanuel Joel. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323005984.

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2023Are there inextricable connections among automobile stocks, crude oil, steel, and the US dollar?. (2023). Sheikh, Umaid A ; Balcilar, Mehmet ; Asadi, Mehrad ; Ghasemi, Hamid Reza ; Roubaud, David. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006746.

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2024Climate risk performance and returns integration of Chinese listed energy companies. (2024). Zhao, Wanli ; Li, Yan ; Zhang, Yunhan ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007703.

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2024Assessing the linkage of energy cryptocurrency with clean and dirty energy markets. (2024). Bossman, Ahmed ; Husain, Afzol ; Naeem, Muhammad Abubakr ; Karim, Sitara. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007776.

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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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2024Is the tone of the government-controlled media valuable for capital market? Evidence from Chinas new energy industry. (2024). Hua, Xia ; Li, Jiaqi ; Xu, Zhiwei ; Ren, Pengyue. In: Energy Policy. RePEc:eee:enepol:v:184:y:2024:i:c:s0301421523005025.

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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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2023Towards the goal of going green: Do green growth and innovation matter for environmental sustainability in Pakistan. (2023). Lin, Boqiang ; Ullah, Sami. In: Energy. RePEc:eee:energy:v:285:y:2023:i:c:s0360544223026579.

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2024Asymmetric effects of international oil prices on Chinas PPI in different industries——Research based on NARDL model. (2024). Xu, Fang ; Deng, Xiang. In: Energy. RePEc:eee:energy:v:290:y:2024:i:c:s0360544223035077.

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

Chi Keung marco lau has edited the books:


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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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2009Determinants of Competitiveness: Observations in Chinas Textile and Apparel Industries In: China & World Economy.
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2019The effectiveness of the legal system and inbound tourism In: Annals of Tourism Research.
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2010New evidence about regional income divergence in China In: China Economic Review.
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2023The impact of green quality of the energy consumption on carbon emissions in the United States In: Economic Analysis and Policy.
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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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2014The conditional equity premium, cross-sectional returns and stochastic volatility In: Economic Modelling.
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2013Experience-based corporate corruption and stock market volatility: Evidence from emerging markets In: Emerging Markets Review.
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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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2023Dependence structures among geopolitical risks, energy prices, and carbon emissions prices In: Resources Policy.
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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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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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2023Implications of cryptocurrency energy usage on climate change In: Technological Forecasting and Social Change.
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2024Determinants of carbon emissions cycles in the G7 countries In: Technological Forecasting and Social Change.
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2007Forecasting Monthly Prices and Quantities: A Study of Apparel Cottons Export In: EcoMod2007.
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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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2006MFA Fibers Imported From China & H.K. to U.S. - a Structural Change Analysis In: EcoMod2006.
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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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2018Determinants of Retailers Cross-channel Integration: An Innovation Diffusion Perspective on Omni-channel Retailing In: Post-Print.
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2022Performance Evaluation of Chinas Basic Pension Insurance Based on a Three-Stage Superefficient SBM-DEA Model In: Discrete Dynamics in Nature and Society.
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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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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.
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2019The impact of US uncertainty on the Euro area in good and bad times: evidence from a quantile structural vector autoregressive model In: Empirica.
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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.
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2021Market Integration between Turkey and Eurozone Countries In: Emerging Markets Finance and Trade.
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2024Effectiveness of Fiscal and Monetary Policies in Promoting Environmental Quality: Evidence from Five Large Emerging Economies In: Emerging Markets Finance and Trade.
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article0
2024Support Policies for Small Businesses During the Covid-19 Crisis: Evidence from Club Convergence Clustering Approach In: Emerging Markets Finance and Trade.
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article0
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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2012Determinants of firm competitiveness: case of the Turkish textile and apparel industry In: MPRA Paper.
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2013EXPLORATIVE VERSUS EXPLOITATIVE ALLIANCES—EVIDENCE FROM THE GLASS INDUSTRY IN CHINA In: MPRA Paper.
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2015Explorative versus exploitative alliances: evidence from the glass industry in China.(2015) In: Journal of Chinese Economic and Business Studies.
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2013Hedging China’s Energy Oil Market Risks In: MPRA Paper.
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2013Determinants of Innovative Activities: Evidence from Europe and Central Asia Region In: MPRA Paper.
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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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2016An R&D-based real business cycle model.(2016) In: International Review of Economics.
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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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2017Does Global Fear Predict Fear in BRICS Stock Markets? Evidence from a Bayesian Graphical VAR Model 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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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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2019The Predictability between Bitcoin and US Technology Stock Returns: Granger Causality in Mean, Variance, and Quantile 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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2021Time-varying influence of household debt on inequality in United Kingdom.(2021) In: Empirical Economics.
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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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