Chi Keung marco lau : Citation Profile


Hang Seng University of Hong Kong

26

H index

55

i10 index

3057

Citations

RESEARCH PRODUCTION:

112

Articles

41

Papers

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   19 years (2006 - 2025). See details.
   Cites by year: 160
   Journals where Chi Keung marco lau has often published
   Relations with other researchers
   Recent citing documents: 686.    Total self citations: 60 (1.92 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pla429
   Updated: 2025-12-20    RAS profile: 2024-11-06    
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Relations with other researchers


Works with:

Gözgör, Giray (25)

GUPTA, RANGAN (13)

Apergis, Nicholas (6)

Wang, Shixuan (4)

Elsayed, Ahmed (3)

Saadaoui, Jamel (3)

Demir, Ender (2)

Sarker, Provash (2)

Gabauer, David (2)

alp coşkun, esra (2)

Bouri, Elie (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 (142)

Gözgör, Giray (63)

Bouri, Elie (63)

Yarovaya, Larisa (58)

Tiwari, Aviral (53)

Shahzad, Syed Jawad Hussain (38)

lucey, brian (37)

Salisu, Afees (30)

Pierdzioch, Christian (30)

Demir, Ender (24)

Gabauer, David (23)

Cites to:

GUPTA, RANGAN (221)

Gözgör, Giray (124)

Bouri, Elie (106)

Roubaud, David (90)

Yarovaya, Larisa (73)

lucey, brian (67)

Tiwari, Aviral (65)

Diebold, Francis (58)

Yilmaz, Kamil (55)

Balcilar, Mehmet (48)

Pesaran, Mohammad (47)

Main data


Where Chi Keung marco lau has published?


Journals with more than one article published# docs
Energy Economics10
Research in International Business and Finance9
Finance Research Letters8
International Review of Financial Analysis8
Emerging Markets Finance and Trade6
Applied Economics3
Journal of International Financial Markets, Institutions and Money3
Economic Modelling3
Technological Forecasting and Social Change3
The Singapore Economic Review (SER)3
Journal of Chinese Economic and Business Studies2
Applied Economics Letters2
International Journal of Finance & Economics2
Economic Analysis and Policy2
Economic Research-Ekonomska Istraživanja2
Resources Policy2
Defence and Peace Economics2
Economics Bulletin2
Annals of Tourism Research2
Energy Policy2
Pacific-Basin Finance Journal2
Emerging Markets Review2

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 (2025 and 2024)


YearTitle of citing document
2025Exploring Tail Risk Transmission between Volatility Indices and Cryptocurrencies: Evidence from Quantile Connectedness. (2025). Imane, Ennadifi ; Ghizlane, Kadil. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:29:y:2025:i:3:p:119-157.

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2024Oil production and ecological footprint in Organization of the Petroleum Exporting Countries (OPEC): the moderating role of institutions. (2024). Hassan, Adewale Samuel. In: International Journal of Business Ecosystem & Strategy (2687-2293). RePEc:adi:ijbess:v:6:y:2024:i:4:p:311-326.

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2024Investigating the Role of Activation Functions in Predicting the Price of Cryptocurrencies during Critical Economic Periods. (2024). Bareith, Tibor ; Tatay, Tibor ; Vancsura, Laszlo. In: Virtual Economics. RePEc:aid:journl:v:7:y:2024:i:4:p:64-91.

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2024Expectile hidden Markov regression models for analyzing cryptocurrency returns. (2024). Petrella, Lea ; Merlo, Luca ; Foroni, Beatrice. In: Papers. RePEc:arx:papers:2301.09722.

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2025Modelling Determinants of Cryptocurrency Prices: A Bayesian Network Approach. (2023). Amirzadeh, Rasoul ; Ee, Mong Shan ; Thiruvady, Dhananjay ; Nazari, Asef. In: Papers. RePEc:arx:papers:2303.16148.

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2024Dynamic Bayesian Networks for Predicting Cryptocurrency Price Directions: Uncovering Causal Relationships. (2024). Amirzadeh, Rasoul ; Ee, Mong Shan ; Thiruvady, Dhananjay ; Nazari, Asef. In: Papers. RePEc:arx:papers:2306.08157.

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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). Majhi, Sushovan ; Luwang, SR ; Nurujjaman, MD ; Mukhia, Kundan ; Hens, Chittaranjan ; Rai, Anish. In: Papers. RePEc:arx:papers:2405.05642.

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2025Long time behavior of semi-Markov modulated perpetuity and some related processes. (2025). Majumder, Abhishek Pal. In: Papers. RePEc:arx:papers:2410.15824.

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2025Return-forecasting and Volatility-forecasting Power of On-chain Activities in the Cryptocurrency Market. (2024). Hao, Wenyan ; Chi, Yeguang. In: Papers. RePEc:arx:papers:2411.06327.

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2025The Intraday Bitcoin Response to Tether Minting and Burning Events: Asymmetry, Investor Sentiment, And Whale Alerts On Twitter. (2025). Saggu, Aman. In: Papers. RePEc:arx:papers:2501.05232.

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2025CryptoPulse: Short-Term Cryptocurrency Forecasting with Dual-Prediction and Cross-Correlated Market Indicators. (2025). Kumar, Amit ; Ji, Taoran. In: Papers. RePEc:arx:papers:2502.19349.

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2025International Tourism and Global Biodiversity Risks. (2025). Zhang, Dayong ; Ji, Qiang ; Wu, Fei ; Chen, Yingtong. In: Papers. RePEc:arx:papers:2505.15289.

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2025Universal Patterns in the Blockchain: Analysis of EOAs and Smart Contracts in ERC20 Token Networks. (2025). Mukhia, Kundan ; Luwang, SR ; Nurujjaman, MD ; Chakraborty, Tanujit ; Saha, Suman ; Hens, Chittaranjan. In: Papers. RePEc:arx:papers:2508.04671.

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2025Mapping Microscopic and Systemic Risks in TradFi and DeFi: a literature review. (2025). Vivo, Pierpaolo ; Caccioli, Fabio ; Bartolucci, Silvia ; Aufiero, Sabrina. In: Papers. RePEc:arx:papers:2508.12007.

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2025Enhancing Cryptocurrency Sentiment Analysis with Multimodal Features. (2025). Sbai, Erwann ; Wang, Guanghao ; Naha, Ranesh ; Mahanti, Aniket ; Liu, Chenghao. In: Papers. RePEc:arx:papers:2508.15825.

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2025Community-level Contagion among Diverse Financial Assets. (2025). Crane, Martin ; Bezbradica, Marija ; Ngoc, An Pham. In: Papers. RePEc:arx:papers:2509.15232.

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2025Probability equivalent level for CoVaR and VaR in bivariate Student-\textit{t} copulas with application to foreign exchange risk monitoring. (2025). Flores-Silva, Daniela I ; Su, Alfonso ; Sordo, Miguel A. In: Papers. RePEc:arx:papers:2510.15934.

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2024Bitcoin – Hedge or Speculative Asset: Analysis of Its Role and Nature. (2024). Borisov, Svetoslav. In: Economic Studies journal. RePEc:bas:econst:y:2024:i:5:p:148-170.

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2025Empowering Energy Resilience: Forecasting Romanian Electricity Market Amidst Geopolitical Shifts. (2025). Rotaru, Catalin-Laurentiu ; Timis, Diana ; Gradinaru, Giani-Ionel. In: Economic Studies journal. RePEc:bas:econst:y:2025:i:4:p:166-180.

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2025Examining the co-movement between cryptocurrency uncertainty and central bank digital currency uncertainty. (2025). Vu, Tu Thanh ; Nguyen, Duc Anh ; Le, Thai Hong. In: HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE - ECONOMICS AND BUSINESS ADMINISTRATION. RePEc:bjw:econen:v:15:y:2025:i:5:p:69-84.

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2024The Bitcoin‐agricultural commodities nexus: Fresh insight from COVID‐19 and 2022 Russia–Ukraine war. (2024). Lu, Ran ; Zeng, Hongjun ; Ahmed, Abdullahi D. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:68:y:2024:i:3:p:653-677.

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2024Can common institutional ownership inhibit the formation of zombie firms? Evidence from China. (2024). Ding, Hao. In: Asian-Pacific Economic Literature. RePEc:bla:apacel:v:38:y:2024:i:1:p:34-56.

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

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2024Exploring the potential of blockchain‐enabled smart contracts for achieving net‐zero emissions: An empirical study. (2024). Routray, Susmi ; Bag, Surajit ; Agrawal, Soni ; Shrivastav, Santosh Kumar ; Rahman, Muhammad Sabbir. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:5:p:3965-3985.

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2024The price of the slow lane: Traffic congestion and stock block trading premium. (2024). Qian, Xianhang ; Cao, Tingqiu ; Zhang, LE. 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). Bagirov, Miramir ; Mateus, Irina. In: International Review of Finance. RePEc:bla:irvfin:v:24:y:2024:i:1:p:83-103.

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2024A review of Phillips‐Sul approach‐based club convergence tests. (2024). Tomal, Mateusz. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:3:p:899-930.

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2024Evaluation of economic inequality in ‘the Belt and Road’ region – The application of night‐time satellite imagery. (2024). Zheng, Yaomin ; Wu, Rongwei ; Yang, Zhen ; Zhang, LU ; Liu, Chengkun ; Chen, YU. In: The World Economy. RePEc:bla:worlde:v:47:y:2024:i:7:p:3076-3096.

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2024Role of Cultural Factors on Entrepreneurship Across the Diverse Economic Stages: Insights from GEM and GLOBE Data. (2024). Iftikhar, Makki Bilal ; Yue, Chen. In: Economics - The Open-Access, Open-Assessment Journal. RePEc:bpj:econoa:v:18:y:2024:i:1:p:20:n:1.

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2025Trade Uncertainty, Economic Policy Uncertainty and Shipping Costs. (2025). Kyriaki, Louca ; Nektarios, Michail ; Konstantinos, Melas. In: German Economic Review. RePEc:bpj:germec:v:26:y:2025:i:1:p:15-33:n:1001.

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2024Frequency Volatility Connectedness and Portfolio Hedging of U.S. Energy Commodities. (2024). Kočenda, Evžen ; Moravcova, Michala ; Koenda, Even. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10889.

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

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2025How closely is the US stock market linked to Caribbean tax havens?. (2025). Balli, Faruk ; Billiah, Mabruk ; Chowdhury, Iftekhar Hassan. In: Economics Bulletin. RePEc:ebl:ecbull:eb-24-00279.

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2024Unveiling Interconnectedness and Volatility Transmission: A Novel GARCH Analysis of Leading Global Cryptocurrencies. (2024). Kushwah, Silky Vigg ; Hundal, Shab ; Goel, Payal. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-03-16.

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2024The Effects of Geopolitical Risks on Oil Price Volatility. (2024). Doan, Nhien Tuyet ; Truong, Loc Dong ; Kim, Anh Thi. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-01-46.

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2024Time Frequency and Co-movements between Global Economic Policy Uncertainty, Precious Metals and Agricultural Prices: A Wavelet Coherence Analysis and Bootstrap Rolling Window Granger Causality. (2024). el Abed, Riadh ; ben Hamouda, Abderrazek. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-02-55.

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2024Interplay of Volatility and Geopolitical Tensions in Clean Energy Markets: A Comprehensive GARCH-LSTM Forecasting Approach. (2024). Brik, Hatem ; el Ouakdi, Jihene. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-04-9.

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2024The Impact of Human Capital on Energy Consumption in Vietnam. (2024). Vo, Phuong ; Do, Lien. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-05-29.

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2024The implications of virtual money on travel and tourism. (2024). Manahov, Viktor ; Li, Mingnan. In: Annals of Tourism Research. RePEc:eee:anture:v:105:y:2024:i:c:s0160738323001597.

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2025International tourism and global biodiversity risks. (2025). Zhang, Dayong ; Ji, Qiang ; Chen, Yingtong ; Wu, Fei. In: Annals of Tourism Research. RePEc:eee:anture:v:113:y:2025:i:c:s016073832500088x.

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2024Geo-political risks, uncertainty, financial development, renewable energy, and carbon intensity: Empirical evidence from countries at high geo-political risks. (2024). Murshed, Muntasir ; Işık, cem ; Alvarado, Rafael ; Hu, Ying S ; Chen, Zhiguang ; Iik, Cem ; Tillaguango, Brayan ; Hossain, Mohammad Razib. In: Applied Energy. RePEc:eee:appene:v:376:y:2024:i:pb:s0306261924017045.

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2025Efficiency of green bond, clean energy, oil price, and geopolitical risk on sectoral decarbonization: Evidence from the globe by daily data and marginal effect analysis. (2025). Magazzino, Cosimo ; Takin, Dilvin ; Depren, Zer ; Ayhan, Fatih ; Kartal, Mustafa Tevfik. In: Applied Energy. RePEc:eee:appene:v:392:y:2025:i:c:s0306261925006932.

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2025Benchmarking energy efficiency in Europe: An integrated two-stage framework using machine learning and decision-making approaches. (2025). Lin, Sheng-Wei ; Deveci, Muhammet ; Lo, Huai-Wei. In: Applied Energy. RePEc:eee:appene:v:392:y:2025:i:c:s0306261925007743.

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2025Univariate and multivariate forecasting of the electricity futures curve using Dynamic Recurrent Neural Networks. (2025). Castello, Oleksandr ; Resta, Marina. In: Applied Energy. RePEc:eee:appene:v:394:y:2025:i:c:s0306261925008128.

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2025Interest rate liberalization and the procyclicality of the bank liquidity buffer: Evidence from China. (2025). Zhang, Xiaolin ; Yuan, Chao ; Zhu, Yunfan ; Jiang, Hai. In: Journal of Asian Economics. RePEc:eee:asieco:v:98:y:2025:i:c:s1049007825000284.

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2024Emotional spillovers in the cryptocurrency market. (2024). Tang, Yayan ; Hasan, Mudassar ; Bouri, Elie. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635023000928.

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2024Intraday herding and attention around the clock. (2024). Shi, Yanghua ; Scharnowski, Stefan. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000091.

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2024Google search and cross-section of cryptocurrency returns and trading activities. (2024). Vo, Duc Hong ; Hoang, Lai. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:44:y:2024:i:c:s2214635024001060.

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2025Inter-industry risk spillovers in the Chinese stock market under epidemic outbreaks. (2025). Feng, Qianqian ; Sun, Xiaolei ; Li, Jianping ; Shen, Yiran. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:46:y:2025:i:c:s2214635025000358.

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2024Long live the walking dead? Corporate tax avoidance and zombie firms in China. (2024). Cao, Yanming ; Richardson, Grant ; Wang, Changrong. In: The British Accounting Review. RePEc:eee:bracre:v:56:y:2024:i:3:s0890838924000192.

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2025Enhancing optimal consumption: Experimental insights into nudging borrowing behavior via a life cycle model. (2025). Yang, Xiaolan ; Zhou, Xue ; Jin, Xuejun ; Zhang, Lele. In: China Economic Review. RePEc:eee:chieco:v:90:y:2025:i:c:s1043951x25000070.

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2025How geopolitical tensions affect China’s systemic financial risk contagion. (2025). Zhou, Yingxue ; Wang, DA ; Nie, Zhengyi. In: China Economic Review. RePEc:eee:chieco:v:90:y:2025:i:c:s1043951x25000240.

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2024Cross-cryptocurrency return predictability. (2024). Wang, YU ; Guo, LI ; Tu, Jun ; Sang, BO. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:163:y:2024:i:c:s0165188924000551.

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2024Stability between cryptocurrency prices and the term structure. (2024). Castle, Jennifer ; Kurita, Takamitsu. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:165:y:2024:i:c:s0165188924000824.

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2024Quantile interdependence and network connectedness between Chinas green financial and energy markets. (2024). Zhou, Yueyi ; Gao, Yang ; Zhao, Longfeng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1148-1177.

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2024Spillovers and multiscale relationships among cryptocurrencies: A portfolio implication using high frequency data. (2024). Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon ; Ur, Mobeen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:449-479.

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2024Is geopolitical oil price uncertainty forcing the world to use energy more efficiently? Evidence from advanced statistical methods. (2024). Lee, Chien-Chiang ; Ozkan, Oktay ; Olasehinde-Williams, Godwin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:908-919.

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2024Technological progress and economic dynamics: Unveiling the long memory of total factor productivity. (2024). Skare, Marinko ; Qin, Yong ; Wu, Tong ; Xu, Zeshui ; Xiao, Anran. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:326-343.

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2024Can Chinas low-carbon city pilot policy facilitate carbon neutrality? Evidence from a machine learning approach. (2024). Zhou, Feite ; Wang, Zhenzhen ; Zhong, Junhao. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:756-773.

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2025The impact of ESG performance on the perception of economic policy uncertainty: Evidence from China. (2025). Fan, Zhaobin ; Long, Rui. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:1456-1474.

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2025From algorithms to green growth: Can artificial intelligence drive enterprise energy transformation?. (2025). Li, Quan ; Huang, Meiying. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:1846-1866.

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2025Greening through economic complexity: New evidence from Chinese cities. (2025). Ni, Mengying ; Liu, Zimin ; Zhang, Zhuang. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:2063-2090.

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2025Can money help to achieve the Paris agreement goal? the missing piece of the puzzle: How green monetary policy can bridge the emissions gap. (2025). Aldawsari, Salem Hamad ; Ahmed, Afaf ; Masood, Abdullah ; Yang, Wanping ; Yasir, Hafiz Muhammad. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:494-529.

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2025On ESG and corporate employment decision: Evidence from Chinese listed firms in 2009–2022. (2025). Yao, Shujie ; Jiang, Yichi ; Zhang, Xuanyue. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:854-869.

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2025Mitigating energy poverty in the European union welfare states through renewable energy and technological innovation. (2025). Mara, Eugenia Ramona. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:438-460.

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2025Towards energy security: Could renewable energy endure uncertainties in the energy market?. (2025). Li, Kun ; Dou, Junyi ; Albu, Lucian Liviu ; Qin, Meng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:461-474.

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2024Modelling common bubbles in cryptocurrency prices. (2024). Jasiak, Joann ; Hall, Mauri K. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s026499932400138x.

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2024Detecting statistically significant changes in connectedness: A bootstrap-based technique. (2024). Nguyen, Viet Hoang ; Kočenda, Evžen ; Greenwood-Nimmo, Matthew ; Koenda, Even. In: Economic Modelling. RePEc:eee:ecmode:v:140:y:2024:i:c:s0264999324002001.

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2025Explaining the causality between trading volume and stock returns: What drives its cross-quantile patterns?. (2025). Gebka, Bartosz. In: Economic Modelling. RePEc:eee:ecmode:v:148:y:2025:i:c:s0264999325000720.

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2024Dynamic volatility spillover among cryptocurrencies and energy markets: An empirical analysis based on a multilevel complex network. (2024). Xiao, Zumian ; Wang, Xuetong ; Ma, Shiqun ; Xiang, Lijin ; Fang, Fang. 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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2024Frequency spillover effects and cross-quantile dependence between crude oil and stock markets: Evidence from BRICS and G7 countries. (2024). Huang, XI ; Li, Shuang ; Zhu, Huiming ; Ye, Fangyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001857.

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2024Monetary policy spillovers among five systemic economies: Evidence from the time and frequency domains. (2024). Li, Youshu ; Zhang, Weiran ; Guo, Junjie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940824000019.

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2024Unveiling hidden connections: Spillover among BRICS cryptocurrency-implied exchange rate discounts and US financial markets. (2024). Xiao, Zumian ; Wang, Shuhan ; Ma, Shiqun ; Xiang, Lijin ; Liu, Jianjian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000147.

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2024The amplifying role of geopolitical Risks, economic policy Uncertainty, and climate risks on Energy-Stock market volatility spillover across economic cycles. (2024). Hu, Zinan ; Borjigin, Sumuya. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000391.

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2024Cross-regional connectedness of financial market: Measurement and determinants. (2024). Wang, Xuya ; Yang, Xin ; Zhao, Lili ; Cao, Jie ; Huang, Chuangxia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000822.

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2024Connectedness among Chinese climate policy uncertainty, exchange rate, Chinese and international crude oil markets: Insights from time and frequency domain analyses of high order moments. (2024). Cheung, Adrian (Wai-Kong) ; Yan, Wan-Lin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001001.

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2024Economic uncertainty and corporate cash holdings: Evidence from Taiwan. (2024). Hsieh, Yi-Shan ; Hung, Chih-Yuan ; Yang, Chien-Wen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001086.

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2024A study on economic policy uncertainty, geopolitical risk and stock market spillovers in BRICS countries. (2024). Li, Sufang ; Xiang, Shujian ; Tang, Guangyuan ; Hong, Chen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001141.

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2024Does the international oil market interact with China’s financial market? New evidence from time-varying higher moments. (2024). Liu, Xiaoxing ; Zhou, Donghai ; Tang, Chun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001177.

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2024How EPU, VIX, and GPR interact with the dynamic connectedness among commodity and financial markets: Evidence from wavelet analysis. (2024). Yao, Yinhong ; Chen, Xiuwen ; Huang, Shenwei ; Wang, Lin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001426.

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2024Can U.S. macroeconomic indicators forecast cryptocurrency volatility?. (2024). Su, Yi-Kai ; Tzeng, Kae-Yih. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001499.

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2024Does liquidity connectedness affect stock price crash risk? Evidence from China. (2024). Ao, Xuan ; Yang, Xin ; Cao, Jie ; Huang, Chuangxia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001633.

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2024Geopolitical risk hedging or timing: Evidence from hedge fund strategies. (2024). Zhou, Xuting ; Ma, Tianyi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001657.

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2024ETFs amidst the COVID-induced technological transformation: Sectoral insights from time-varying dynamics of tail risk transmissions. (2024). Tunc, Ahmet. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001682.

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2024Risk spillovers among oil, gold, stock, and foreign exchange markets: Evidence from G20 economies. (2024). Liu, Zixin ; He, Zhipeng ; Zhang, Shuguang ; Hu, Jun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001748.

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2024The economic value of Bitcoin: A volatility timing perspective with portfolio rebalancing. (2024). Hung, Jui-Cheng ; Yang, Jimmy J ; Liu, Hung-Chun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001852.

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2025Twitter-based market uncertainty and global stock volatility predictability. (2025). Zhou, Mingtao ; Ma, Yong ; Li, Shuaibing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824001815.

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2025Spillover of fear among the US and BRICS equity markets during the COVID-19 crisis and the Russo-Ukrainian conflict. (2025). Zhou, Long ; Zhang, YI ; Wu, Baoxiu ; Liu, Zhidong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s106294082400233x.

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2025Static and dynamic return and volatility connectedness between transportation tokens and transportation indices: Evidence from quantile connectedness approach. (2025). Ustaoglu, Erkan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002377.

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2025Spatial linkages of positive feedback trading among the stock index futures markets. (2025). Liu, Shuyi ; Tian, Shuxi ; Mu, Lijie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002407.

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2025Unveiling the gold-oil whirl amidst market uncertainty shocks in China. (2025). Luo, Fangyuan ; Li, Yanjiao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002584.

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2025The divergence of China’s prices under economic policy uncertainty shock: A time-varying perspective. (2025). Zhang, Yuan ; Xue, Ning ; Long, Shaobo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002705.

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2025Cryptocurrency market spillover in times of uncertainty. (2025). Aimable, Withz ; Wu, Chih-Chiang ; Chen, Wei-Peng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002729.

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2025Portfolio tail risk forecasting for international financial assets: A GARCH-MIDAS-R-Vine copula model. (2025). Yao, Yinhong ; Chen, Xiuwen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000257.

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2025Do US sectoral contagion and news-based economic policy uncertainty cause fear or greed behavior in Bitcoin investors?. (2025). Suleman, Muhammad Tahir ; Sheikh, Umaid A. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000695.

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2025A note on the relationship between Bitcoin price and sentiment: New evidence obtained from a cryptocurrency heist. (2025). Ashton, John ; Manahov, Viktor ; Li, Mingnan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000725.

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2025Knight in shining armor: Ambiguity and gold prices. (2025). Karahan, Cenk C. In: Economics Letters. RePEc:eee:ecolet:v:248:y:2025:i:c:s0165176525000552.

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2025Fear of war: Geopolitical risks and the potential impact on local government bonds, stock market and FDI in China. (2025). Wang, Daoping ; Li, Kangle ; Shen, Xinyan. In: Economics Letters. RePEc:eee:ecolet:v:251:y:2025:i:c:s0165176525001661.

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

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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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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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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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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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paper0
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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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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2024Energy Price Inflation, Geopolitical Risk, and Bitcoin Dependence Structure: Evidence from BRICS In: Emerging Markets Finance and Trade.
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2024Emissions Prices, Commodity Futures, Equity Prices, and Geopolitical Risks Dependence Structure: Implications for Portfolio Diversification 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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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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2016Suppressed ion-scale turbulence in a hot high-β 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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2012The Effects of Religious Beliefs on the Working Decisions of Women: Some Evidence from Turkey 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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2020Time-Varying Impact of Geopolitical Risks on Oil Prices.(2020) In: Defence and Peace Economics.
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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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