20082019
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Personal profile

Biography

Prior to joining University of Huddersfield Business School, Dr. Chi Keung Lau (Marco) has taught a variety of subjects in Economics, Finance, and Business for over ten years. His current role is a Reader (Associate Professor) in Financial Economics. He holds both Bachelor (Hons) of Economics and Econometrics degree and Master of Economics and Financial Economics degree from the School of Economics, University of Nottingham and PhD from Hong Kong. Previously he worked in the Northumbria University for 4 years.  He held academic positions and involved in developing degree programmes in the UK (A top-up degree program of Coventry University in Hong Kong), Turkey, Hong Kong, and Mainland China for over 15 years. Most of his recent research has been in International Financial Market, Behavioural Economics & Finance, Energy Markets, Chinese Economy, and Financial Econometrics.  His publications have appeared in journals such as International Review of Financial Analysis, Energy Economics, Journal of International Financial Markets Institutions & Money, Applied Economics, Economic Modelling, Energy Policy, International Review of Finance, and China Economic Review.  Marco is an Associate Editor of the Eurasian Business Review (ABS listed).

 

Goggle Scholar: https://scholar.google.co.uk/citations?hl=en&user=9G9NwVsAAAAJ&view_op=list_works&sortby=pubdate

ResearchGate:

https://www.researchgate.net/profile/Chi_Keung_Lau/contributions

 

Research Expertise and Interests

 

Marco’s main research expertise includes Financial Market Development and integration, Risk Management, Energy Economics, Non-linear Price Dynamics (commodities and financial assets). He is interested in and would like to supervise PhD students in the following areas: Asset Pricing (including Precious metals and Cryptocurrency), International Financial Market Contagion, Behavioural Economics & Finance, Energy Markets, Chinese Economy, and Financial Econometrics. He has also extensively analysed panel unit root test under nonlinearity and structural break and its application on international purchasing power parity as well as investigated non-linear growth dynamics in China. Moreover, he studies stock index volatility, strategic asset allocation and inter-temporal hedging demands, and hedging strategy in China’s Energy Market.

 

Research Funding and Outputs:

-Principal-investigator -“Internal Market Integration in China” Research Project with Ligang Song-Australian National University (£6000). 2014-2016

-Co-investigator -“The Conditional CAPM, Cross-Section Returns and Stochastic Volatility” United International College internal fund (£3000) (with Terence Fung). 2012

-Co-investigator- “Turkey's prices converge to where? European Union vs. Middle East-North Africa” TUBITAK (Government of Turkey) Grant Project 1001(£9000) (with Farrukh Suvankulov and Fatma, Ogucu). 2012/13

-Principal Investigator-  “Determinants of Firm Competitiveness: Case of the Turkish Textile and Apparel Industry”  Zirve University Initial Research Funding  (with , Farrukh Suvankulov & Solmaz Filiz Karabag ).  2012

 

Research Degree Supervision

Marco is interested in and would like to supervise PhD students in the following areas: Asset Pricing (including Precious metals and Cryptocurrency), International Financial Market, Behavioural Economics & Finance, Energy Markets, Chinese Economy, and Financial Econometrics, Panel unit root test under nonlinearity and structural break and its application on international purchasing power parity, and Intra-and inter-regional return and volatility spillovers across emerging and developed markets:

 

-Financial Market Development and integration,

-Risk Management, 

-Energy Economics,

-Non-linear Price Dynamics (commodities and financial assets)

-International Financial Market,

-Behavioural Economics & Finance,

-Energy Markets,

-Chinese Economy,

-Financial Econometrics,

-Panel unit root test under nonlinearity and structural break

-International purchasing power parity

-Non-linear growth dynamics

-Financial market volatility spillover,

-Strategic asset allocation and inter-temporal hedging demands,

-Hedging strategy in  Energy Market.

External positions

External Examiner for International Business and Economics (Undergraduate Programme), Anglia Ruskin University

1 Sep 2016 → …

Keywords

  • Financial Market Development and integration, Risk Management, Energy Economics, Non-linear Price Dynamics (commodities and financial assets), Asset Pricing (including Precious metals and Cryptocurrency), International Financial Market Contagion, Behavioural Economics & Finance, Energy Markets, Chinese Economy, and Financial Econometrics, panel unit root test under nonlinearity and structural break, international purchasing power parity , non-linear growth dynamics, stock index volatility, strategic asset allocation and inter-temporal hedging demands, and hedging strategy.

Fingerprint Fingerprint is based on mining the text of the person's scientific documents to create an index of weighted terms, which defines the key subjects of each individual researcher.

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Research Output 2008 2019

Convergence Clustering of the Chinese Provinces: New Evidence from Several Macroeconomic Indicators

Lau, C. K., Gozgor, G. & Lu, Z., 18 Feb 2019, (Accepted/In press) In : Review of Development Economics.

Research output: Contribution to journalArticle

macroeconomics
inflation
income
evidence
adjustment mechanism

Decoding the Australian Electricity Market: New Evidence from Three-Regime Hidden Semi-Markov Model

Apergis, N., Gozgor, G., Lau, C. K. & Wang, S., Feb 2019, In : Energy Economics. 78, p. 129-142 14 p.

Research output: Contribution to journalArticle

Decoding
Hidden Markov models
Electricity
Power markets
Markov model
2 Citations (Scopus)

Effects of the geopolitical risks on Bitcoin returns and volatility

Aysan, A. F., Demir, E., Gozgor, G. & Lau, C. K., Jan 2019, In : Research in International Business and Finance. 47, p. 511-518 8 p.

Research output: Contribution to journalArticle

Price volatility
Predictive power
Quantile
Hedging
Quantile estimation

Natural disasters, climate change and their impact on inclusive wealth in G20 countries

Fang, J., Lau, C. K., Lu, Z., Wu, W. & Zhu, L., Jan 2019, In : Environmental Science and Pollution Research. 26, 2, p. 1455-1463 9 p.

Research output: Contribution to journalArticle

G-20 country
natural capital
Climate Change
Disasters
natural disaster

Price and Volatility Spillovers Across the International Steam Coal Market

Batten, J., Brzeszczynski, J., Ciner, C., Lau, C. K., Lucey, B. M. & Yarovaya, L., 5 Jan 2019, In : Energy Economics.

Research output: Contribution to journalArticle

Steam
Coal
Volatility spillover

Activities 2014 2014

  • 1 Editorial work

Eurasian Business Review (Journal)

Chi Keung Lau (Editor)
1 Jan 2014 → …

Activity: Publication peer-review and editorial work typesEditorial work