20082020
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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 → …

Research Expertise and Interests

  • 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 Dive into the research topics where Chi Keung Lau is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

  • 2 Similar Profiles
China Business & Economics
Uncertainty Business & Economics
Tourism Business & Economics
Panel unit root tests Business & Economics
Unit root tests Business & Economics
Volatility spillover Business & Economics
Sentiment Business & Economics
Structural breaks Business & Economics

Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Research Output 2008 2020

Bank Performance in China: A Perspective from Bank Efficiency, Risk-taking and Market Competition

Fang, J., Lau, C. K., Lu, Z., Tan, Y. & Zhang, H., 1 Sep 2019, In : Pacific Basin Finance Journal. 56, p. 290-309 20 p.

Research output: Contribution to journalArticle

Bank performance
China
Market competition
Bank efficiency
Risk taking

Convergence clustering in the Chinese provinces: New evidence from several macroeconomic indicators

Gozgor, G., Lau, C. K. & Lu, Z., Aug 2019, In : Review of Development Economics. 23, 3, p. 1331-1346 16 p.

Research output: Contribution to journalArticle

macroeconomics
inflation
evidence
adjustment mechanism
consumer price

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

Apergis, N., Gozgor, G., Lau, C. K. & Wang, S., 1 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
1 Citation (Scopus)

Does tourism investment improve the energy efficiency in transportation and residential sectors? Evidence from the OECD economies

Li, H., Gozgor, G., Lau, C. K. & Reddy Paramati, S., Jun 2019, In : Environmental Science and Pollution Research. 26, 18, p. 18834-18845 12 p.

Research output: Contribution to journalArticle

OECD
energy efficiency
Energy efficiency
tourism
foreign direct investment
23 Citations (Scopus)

Dynamic connectedness and integration in cryptocurrency markets

Ji, Q., Bouri, E., Lau, C. K. & Roubaud, D., May 2019, In : International Review of Financial Analysis. 63, p. 257-272 16 p.

Research output: Contribution to journalArticle

Connectedness
Uncertainty
Spillover
Volatility spillover
Gold price

Activities 2014 2018

  • 1 Organising a conference, workshop, ...
  • 1 Editorial work

Development of Modern Service Industries and China's Belt &Road Initiative

Chi Keung Lau (Participant)
24 Dec 2018

Activity: Participating in or organising an event typesOrganising a conference, workshop, ...

Eurasian Business Review (Journal)

Chi Keung Lau (Editor)
1 Jan 2014 → …

Activity: Publication peer-review and editorial work typesEditorial work