Accepting PhD Students

  • 1024 Citations
  • 19 h-Index
20082020

Research output per year

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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).

 

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.

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Research Output

  • 1024 Citations
  • 19 h-Index
  • 105 Article
  • 4 Chapter

An Application of Autoregressive Extreme Value Theory to Cryptocurrencies

Koo, C. K., Semeyutin, A., Lau, C. K. & Fu, J., 21 Mar 2020, (Accepted/In press) In : Singapore Economic Review.

Research output: Contribution to journalArticle

  • Asymmetric effects of geopolitical risks on Turkey’s tourist arrivals

    Demir, E., Simonyan, S., Chen, M-H. & Lau, C. K., 8 Apr 2020, (Accepted/In press) In : Journal of Hospitality and Tourism Management.

    Research output: Contribution to journalArticle

  • Causality and Dynamic Spillovers among Cryptocurrencies and Currency Markets

    Elsayed, A. H., Gozgor, G. & Lau Chi Keung, M., 28 Jun 2020, (Accepted/In press) In : International Journal of Finance and Economics.

    Research output: Contribution to journalArticle

  • Competition and Profitability: Impacts on Stability in Chinese Banking

    Tan, A., Lau, C. K. & Gozgor, G., 24 Feb 2020, In : International Journal of the Economics of Business. 24 p.

    Research output: Contribution to journalArticle

  • Dependence Structure in the Australian Electricity Markets: New Evidence from Regular Vine Copulae

    Apergis, N., Gozgor, G., Lau Chi Keung, M. & Wang, S., 12 Jun 2020, (Accepted/In press) In : Energy Economics.

    Research output: Contribution to journalArticle

  • Activities

    • 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