Chi Keung marco lau : Citation Profile

Are you Chi Keung marco lau?

Hang Seng University of Hong Kong

24

H index

47

i10 index

2453

Citations

RESEARCH PRODUCTION:

106

Articles

41

Papers

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   18 years (2006 - 2024). See details.
   Cites by year: 136
   Journals where Chi Keung marco lau has often published
   Relations with other researchers
   Recent citing documents: 619.    Total self citations: 54 (2.15 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pla429
   Updated: 2024-11-08    RAS profile: 2024-11-06    
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Relations with other researchers

Works with:

Gözgör, Giray (30)

GUPTA, RANGAN (25)

Wang, Shixuan (6)

Apergis, Nicholas (6)

Bouri, Elie (6)

Demir, Ender (5)

Roubaud, David (4)

Saadaoui, Jamel (3)

Elsayed, Ahmed (3)

Gabauer, David (2)

alp coşkun, esra (2)

Bonato, Matteo (2)

Wohar, Mark (2)

Clance, Matthew (2)

Yarovaya, Larisa (2)

lucey, brian (2)

Caraiani, Petre (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 (136)

Bouri, Elie (63)

Yarovaya, Larisa (52)

Gözgör, Giray (49)

Tiwari, Aviral (47)

Shahzad, Syed Jawad Hussain (35)

lucey, brian (35)

Pierdzioch, Christian (29)

Salisu, Afees (28)

Demir, Ender (23)

Mokni, Khaled (22)

Cites to:

GUPTA, RANGAN (215)

Bouri, Elie (99)

Gözgör, Giray (92)

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
Energy Economics9
Finance Research Letters8
International Review of Financial Analysis8
Research in International Business and Finance7
Emerging Markets Finance and Trade4
Journal of International Financial Markets, Institutions and Money3
Applied Economics3
Technological Forecasting and Social Change3
Economic Modelling3
The Singapore Economic Review (SER)3
Defence and Peace Economics2
Pacific-Basin Finance Journal2
Annals of Tourism Research2
Applied Economics Letters2
Resources Policy2
Journal of Chinese Economic and Business Studies2
Economics Bulletin2
Emerging Markets Review2
Energy Policy2
International Journal of Finance & Economics2
Economic Analysis and Policy2

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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2023COVID?19, public attention and the stock market. (2021). Zhao, Jing ; Zhang, Xuan ; Chen, Jilong ; Xu, Liao. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:4741-4756.

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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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2024Market 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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2024.

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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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2023.

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2024The 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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2024Interconnectedness in the Australian National Electricity Market: A Higher?Moment Analysis. (2020). Smyth, Russell ; Nepal, Rabindra ; Do, Hung. In: The Economic Record. RePEc:bla:ecorec:v:96:y:2020:i:315:p:450-469.

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

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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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2024Emotional spillovers in the cryptocurrency market. (2024). Tang, Yayan ; Bouri, Elie ; Hasan, Mudassar. 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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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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2024Cross-cryptocurrency return predictability. (2024). Wang, YU ; Tu, Jun ; Sang, BO ; Guo, LI. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:163:y:2024:i:c:s0165188924000551.

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

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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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2024Frequency spillover effects and cross-quantile dependence between crude oil and stock markets: Evidence from BRICS and G7 countries. (2024). Li, Shuang ; Ye, Fangyu ; Huang, XI ; Zhu, Huiming. 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 ; Ma, Shiqun ; Xiang, Lijin ; Wang, Shuhan ; 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). Borjigin, Sumuya ; Hu, Zinan. 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). Cao, Jie ; Wang, Xuya ; Yang, Xin ; Huang, Chuangxia ; Zhao, Lili. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000822.

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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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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 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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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.
[Full Text][Citation analysis]		article3
2017OPEC News Announcement Effect on Volatility in the Crude Oil Market: A Reconsideration.(2017) In: Working Papers.
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2018Impact of Volatility and Equity Market Uncertainty on Herd Behaviour: Evidence from UK REITs In: ERES.
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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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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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2022Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data In: Studies in Nonlinear Dynamics & Econometrics.
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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.
[Full Text][Citation analysis]		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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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.
[Full Text][Citation analysis]		article8
2010New evidence about regional income divergence in China In: China Economic Review.
[Full Text][Citation analysis]		article38
2022Economic globalization convergence in high and low globalized developing economies: Implications for the post Covid-19 era In: Economic Analysis and Policy.
[Full Text][Citation analysis]		article4
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.
[Full Text][Citation analysis]		article13
2012Do energy prices converge across Russian regions? In: Economic Modelling.
[Full Text][Citation analysis]		article15
2014The conditional equity premium, cross-sectional returns and stochastic volatility In: Economic Modelling.
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2019The role of uncertainty measures on the returns of gold In: Economics Letters.
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2013Experience-based corporate corruption and stock market volatility: Evidence from emerging markets In: Emerging Markets Review.
[Full Text][Citation analysis]		article18
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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2021Effects of idiosyncratic jumps and co-jumps on oil, gold, and copper markets In: Energy Economics.
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2023Introducing a new measure of energy transition: Green quality of energy mix and its impact on CO2 emissions In: Energy Economics.
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2023Impacts of weather conditions on the US commodity markets systemic interdependence across multi-timescales In: Energy Economics.
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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 In: Energy Economics.
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2024Social media sentiment of hydrogen fuel cell vehicles in China: Evidence from artificial intelligence algorithms In: Energy Economics.
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2024Predicting energy source diversification in emerging Asia: The role of global supply chain pressure In: Energy Economics.
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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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2019Moments-Based Spillovers across Gold and Oil Markets.(2019) In: Working Papers.
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2020Dependence structure in the Australian electricity markets: New evidence from regular vine copulae 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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2016Intra- and inter-regional return and volatility spillovers across emerging and developed markets: Evidence from stock indices and stock index futures In: International Review of Financial Analysis.
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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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2018The effects of uncertainty measures on the price of gold In: International Review of Financial Analysis.
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2019Dynamic connectedness and integration in cryptocurrency markets In: International Review of Financial Analysis.
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2020Measuring quantile dependence and testing directional predictability between Bitcoin, altcoins and traditional financial assets In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article20
2021On the intraday return curves of Bitcoin: Predictability and trading opportunities In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article9
2022Risk transmissions between bitcoin and traditional financial assets during the COVID-19 era: The role of global uncertainties In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article61
2023The impact of COVID-19 on stock market liquidity: Fresh evidence on listed Chinese firms In: International Review of Financial Analysis.
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2016Volatility spillovers across stock index futures in Asian markets: Evidence from range volatility estimators In: Finance Research Letters.
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2016Investors’ sentiment and US Islamic and conventional indexes nexus: A time–frequency analysis In: Finance Research Letters.
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2018Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation In: Finance Research Letters.
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2019The causal relationship between Bitcoin attention and Bitcoin returns: Evidence from the Copula-based Granger causality test In: Finance Research Letters.
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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.
[Full Text][Citation analysis]		article22
In: .
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2015Reexamining sports-sentiment hypothesis: Microeconomic evidences from Borsa Istanbul In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article10
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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2024How do natural resource rents and productive capacity affect carbon emissions? Evidence from developed and developing countries 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.
[Full Text][Citation analysis]		article29
2020Listed zombie firms and top executive gender: Evidence from an emerging market In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article12
2020Graph theory-based network analysis of regional uncertainties of the US Economy In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article2
2018Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article95
2017Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles.(2017) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 95		paper
2018U.S. state-level carbon dioxide emissions: Does it affect health care expenditure? In: Renewable and Sustainable Energy Reviews.
[Full Text][Citation analysis]		article14
2018Inter- and intra-regional analysis on spillover effects across international stock markets In: Research in International Business and Finance.
[Full Text][Citation analysis]		article6
2019Effects of the geopolitical risks on Bitcoin returns and volatility In: Research in International Business and Finance.
[Full Text][Citation analysis]		article106
2020Uncertainty and herding behavior: evidence from cryptocurrencies In: Research in International Business and Finance.
[Full Text][Citation analysis]		article11
2020Forecasting Value-at-Risk of Cryptocurrencies with RiskMetrics type models In: Research in International Business and Finance.
[Full Text][Citation analysis]		article11
2022Twitter-Based uncertainty and cryptocurrency returns In: Research in International Business and Finance.
[Full Text][Citation analysis]		article22
2023Investor flow-chasing and price–performance puzzle: Evidence from global infrastructure funds In: Research in International Business and Finance.
[Full Text][Citation analysis]		article0
2024The impact of economic uncertainty on corporate ESG performance: Global evidence In: Research in International Business and Finance.
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2022Sovereign ESG and corporate investment: New insights from the United Kingdom In: Technological Forecasting and Social Change.
[Full Text][Citation analysis]		article7
2023Implications of cryptocurrency energy usage on climate change In: Technological Forecasting and Social Change.
[Full Text][Citation analysis]		article11
2024Determinants of carbon emissions cycles in the G7 countries In: Technological Forecasting and Social Change.
[Full Text][Citation analysis]		article0
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.
[Full Text][Citation analysis]		paper0
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.
[Full Text][Citation analysis]		article3
2018Determinants of Retailers Cross-channel Integration: An Innovation Diffusion Perspective on Omni-channel Retailing In: Post-Print.
[Citation analysis]		paper0
2022Performance Evaluation of Chinas Basic Pension Insurance Based on a Three-Stage Superefficient SBM-DEA Model In: Discrete Dynamics in Nature and Society.
[Full Text][Citation analysis]		article2
2011Do structural breaks in exchange rate volatility matter? Evidence from Asia-Pacific currencies In: Iktisat Isletme ve Finans.
[Citation analysis]		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.
[Full Text][Citation analysis]		paper0
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]		article50
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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This paper has nother version. Agregated cites: 50		paper
2010Convergence Across the United States: Evidence from Panel ESTAR Unit Root Test In: International Advances in Economic Research.
[Full Text][Citation analysis]		article5
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
2024Effectiveness of Fiscal and Monetary Policies in Promoting Environmental Quality: Evidence from Five Large Emerging Economies In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article0
2024Support Policies for Small Businesses During the Covid-19 Crisis: Evidence from Club Convergence Clustering Approach In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article0
2016Suppressed ion-scale turbulence in a hot high-? plasma In: Nature Communications.
[Full Text][Citation analysis]		article0
2010Strategic asset allocation and intertemporal demands: with commodities as an asset class In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2012The Effects of Religious Beliefs on the Working Decisions of Women: Some Evidence from Turkey In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2012Determinants of firm competitiveness: case of the Turkish textile and apparel industry In: MPRA Paper.
[Full Text][Citation analysis]		paper4
2013EXPLORATIVE VERSUS EXPLOITATIVE ALLIANCES—EVIDENCE FROM THE GLASS INDUSTRY IN CHINA In: MPRA Paper.
[Full Text][Citation analysis]		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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2013Hedging China’s Energy Oil Market Risks In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2013Determinants of Innovative Activities: Evidence from Europe and Central Asia Region In: MPRA Paper.
[Full Text][Citation analysis]		paper22
2015DETERMINANTS OF INNOVATIVE ACTIVITIES: EVIDENCE FROM EUROPE AND CENTRAL ASIA REGION.(2015) In: The Singapore Economic Review (SER).
[Full Text][Citation analysis]
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2013The Conditional CAPM, Cross-Section Returns and Stochastic Volatility In: MPRA Paper.
[Full Text][Citation analysis]		paper2
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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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.
[Citation analysis]		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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2018Time-Varying Impact of Geopolitical Risks on Oil Prices In: Working Papers.
[Citation analysis]		paper75
2020Time-Varying Impact of Geopolitical Risks on Oil Prices.(2020) In: Defence and Peace Economics.
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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.
[Citation analysis]		paper1
2019The role of housing sentiment in forecasting U.S. home sales growth: evidence from a Bayesian compressed vector autoregressive model.(2019) In: Economic Research-Ekonomska Istraživanja.
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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.
[Citation analysis]		paper2
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.
[Citation analysis]		paper5
2022Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment.(2022) In: Journal of Behavioral Finance.
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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.
[Citation analysis]		paper6
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.
[Citation analysis]		paper3
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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2023Which return regime induces overconfidence behavior? Artificial intelligence and a nonlinear approach In: Financial Innovation.
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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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2024Testing fiscal sustainability in OECD countries: new evidence from the past centuries 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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2023Challenges for sustainable productivity in developing economies: shortage of energy and corruption In: Journal of Chinese Economic and Business Studies.
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2022Causality and dynamic spillovers among cryptocurrencies and currency markets In: International Journal of Finance & Economics.
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2024Exploring the role of oil shocks on the financial stability of Gulf Cooperation Council countries In: International Journal of Finance & Economics.
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2023Multiobjective portfolio optimization: Forecasting and evaluation under investment horizon heterogeneity In: Journal of Forecasting.
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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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2022WHY PARTICIPATE IN THE “ONE BELT AND ONE ROAD†INITIATIVE? AN INCOME CONVERGENCE APPROACH In: The Singapore Economic Review (SER).
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