Chi Keung Marco Lau

Economics and Econometrics · 2016–2020

A researcher in the Science corpus: 14 papers; trusts 61 researchers and is trusted by 15 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 287 citations into it; #6,476 of 23,481 by trust here, #1,788 by citations
• Finance — 151 citations into it
• Information Systems — 78 citations into it; #2,635 of 8,771 by trust here, #895 by citations
• Renewable Energy, Sustainability and the Environment — 56 citations into it
• Accounting — 32 citations into it
• Pollution — 24 citations into it
• Sociology and Political Science — 23 citations into it
• Strategy and Management — 10 citations into it

Whom Chi Keung Marco Lau trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Perry Sadorsky
2. A. H. Dyhrberg
3. Yong Tan
4. Elie Bouri
5. Fadzlan Sufian
6. Francis X. Diebold
7. Ilhan Ozturk
8. Roula Inglesi-Lotz
9. Robert F. Engle
10. Yi-ping Fang

Who trusts Chi Keung Marco Lau overall

1. Shaen Corbet
2. Ahmet Sensoy
3. Ender Demir
4. Elie Bouri
5. Giray Gozgor
6. Aviral Kumar Tiwari
7. Tony Klein

Papers from Chi Keung Marco Lau's perspective

Ordered by how strongly the researchers Chi Keung Marco Lau trusts endorse each paper. Same corpus, a different order for every researcher.

1. Testing for unit roots in heterogeneous panels
2. A simple panel unit root test in the presence of cross-section dependence
3. MACROECONOMICS AND REALITY
4. Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?
5. Hedging capabilities of bitcoin. Is it the virtual gold
6. Not All Oil Price Shocks are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market
7. Regression Quantiles
8. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
9. Renewable energy consumption and income in emerging economies
10. Generalized autoregressive conditional heteroskedasticity

Their papers

• Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation (2018) — 612 citations
• Intra- and inter-regional return and volatility spillovers across emerging and developed markets: Evidence from stock indices and stock index futures (2016) — 231 citations
• Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles (2018) — 190 citations
• Effects of the geopolitical risks on Bitcoin returns and volatility (2019) — 335 citations
• The effects of uncertainty measures on the price of gold (2018) — 156 citations
• Dynamic connectedness and integration in cryptocurrency markets (2019) — 556 citations
• Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic (2020) — 239 citations
• Trading volume and the predictability of return and volatility in the cryptocurrency market (2019) — 205 citations
• Energy consumption and economic growth: New evidence from the OECD countries (2018) — 410 citations
• The effect of tourism investment on tourism development and CO2 emissions: empirical evidence from the EU nations (2018) — 133 citations
• The asymmetric effect of bitcoin on altcoins: evidence from the nonlinear autoregressive distributed lag (NARDL) model (2020) — 58 citations
• The impact of Baidu Index sentiment on the volatility of China's stock markets (2020) — 124 citations
• Time-Varying Impact of Geopolitical Risks on Oil Prices (2020) — 231 citations
• Bank performance in China: A Perspective from Bank efficiency, risk-taking and market competition (2019) — 134 citations