Biography

Dr. Marco Chi Keung Lau held academic positions and involved in developing degree programmes in the UK, Turkey, Hong Kong, and Mainland China for over 18 years. Most of his recent research has been in Financial Technology, Digital Finance, Financial Economics, International Finance, Energy Economics, Tourism Economics, and Financial Econometrics. He published over 120 papers in SSCI/SCI peer review journals, with a current h-index=33. His publications have appeared in ABS4* and ABS3* journal such as, International Review of Financial Analysis, Journal of International Financial Markets Institutions & Money, Economic Letters, Journal of International Finance and Economics, Annals of Tourism Research, Journal of Travel Research, among others. He also served as the Founding Associate Editor of Eurasian Business Review (ABS listed), and the current Associate Editor of Asian Economics Letters. He is the guest editor for Sustainability, Frontiers in Psychology and Frontiers in Public Health. Marco also constantly acts as reviewer for international reputable journal such as, Journal of Money, Credit and Bankin, Journal of Banking and Finance, European Management Review, Energy Economics, Economic Letters, Journal of Technological Forecasting and Social Change.  

Research and Teaching Interests

• Elsayed, A. H., Gozgor, G., & Lau, C. K. M. (2022). Risk transmissions between bitcoin and traditional financial assets during the COVID-19 era: The role of global uncertainties. International Review of Financial Analysis, 102069.
• Bouri, E., Lau, C. K. M., Saeed, T., Wang, S., & Zhao, Y. (2021). On the intraday return curves of Bitcoin: Predictability and trading opportunities. International Review of Financial Analysis, 101784.
• Gozgor, G., Lau, C. K. M., Yan, C., Zeng, Y., & Lin, Z. (2021). The Impact of Geopolitical Risks on Tourism Supply in Developing Economies: The Moderating Role of Social Globalization. Journal of Travel Research
• Xu, B., Fu, R., & Lau, C. K. M. (2021). Energy market uncertainty and the impact on the crude oil prices. Journal of Environmental Management, 298, 113403.
• Semeyutin, A., Gozgor, G., Lau, C. K. M., & Xu, B. (2021). Effects of idiosyncratic jumps and co-jumps on oil, gold, and copper markets. Energy Economics, 104, 105660.
• Elsayed, A. H., Gozgor, G., & Lau, C. K. M. (2020). Causality and dynamic spillovers among cryptocurrencies and currency markets. International Journal of Finance & Economics.
• Apergis, N., Gozgor, G., Lau, C. K. M., & Wang, S. (2020). Dependence structure in the Australian electricity markets: New evidence from regular vine copulae. Energy Economics, 90, 104834.
• Bonato, M., Gupta, R., Lau, C. K. M., & Wang, S. (2020). Moments-based spillovers across gold and oil markets. Energy Economics, 89, 104799.
• Gozgor, G., Lau, C. K. M., Sheng, X., & Yarovaya, L. (2019). The role of uncertainty measures on the returns of gold. Economics Letters, 108680.
• Gozgor, G., Lau, C. K. M., Zeng, Y., & Lin, Z. (2019). The effectiveness of the legal system and inbound tourism. Annals of Tourism Research, 76, 24-35.
• Lin, Z., You, K., Lau, C. K., & Demir, E. (2019). Segmenting global tourism markets: A panel club convergence approach. Annals of Tourism Research, 75, 165-185.
• Batten, Jonathan A., Brzeszczynski, Janusz, Ciner, Cetin, Lau, Marco C. K., Lucey, Brian and Yarovaya, Larisa (2019). Price and Volatility Spillovers Across the International Steam Coal Market. Energy Economics.
• Ji, Q., Bouri, E., Lau, C. K. M., & Roubaud, D. (2018). Dynamic connectedness and integration in cryptocurrency markets. International Review of Financial Analysis.
• Apergis, N., Gozgor, G., Lau, C. K. M., & Wang, S. (2018). Decoding the Australian electricity market: New evidence from three-regime hidden semi-Markov model. Energy Economics.
• Alam, M. S, Lau, C. K., & Reddy, S (2018) The effect of tourism investment on tourism development and CO2 emissions: Empirical evidence from the EU nations. Journal of Sustainable Tourism.
• Bilgin, M. H., Gozgor, G., Lau, C. K. M., & Sheng, X. (2018). The effects of uncertainty measures on the price of gold. International Review of Financial Analysis.
• Bilgin, M. H., Gogolin, F., Lau, M. C. K., & Vigne, S. A. (2018). Time-Variation in the Relationship between White Precious Metals and Inflation: A Cross-Country Analysis. Journal of International Financial Markets, Institutions and Money.
• Gupta, R., Lau, C. K. M., Miller, S. M., & Wohar, M. E. (2018). US Fiscal Policy and Asset Prices: The Role of Partisan Conflict. International Review of Finance.
• Yarovaya, L., Brzeszczynski, J. and Lau, M. (2017) ‘Asymmetry in Spillover Effects: Evidence for International Stock Index Futures Markets’ International Review of Financial Analysis , 53, pp. 94-111. ISSN 1057-5219
• Apergis, N., Barunik, J. and Lau, M. (2017) ‘Good Volatility, Bad Volatility: What Drives the Asymmetric Connectedness of Australian Electricity Markets?’ Energy Economics , 66, pp. 108-115. ISSN 1873-6181
• Lau, M., Vigne, S., Wang, S. and Yarovaya, L. (2017) ‘Return Spillovers Between White Precious Metal ETFs: The Role of Oil, Gold, and Global Equity’ International Review of Financial Analysis , 52, pp. 316-332. ISSN 1057-5219
• Apergis, N., Lau, M. and Yarovaya, L. (2016) ‘Media Sentiment and CDS Spread Spillovers: Evidence from the GIIPS Countries’ International Review of Financial Analysis , 47, pp. 50-59. ISSN 1057-5219
• Gozgor, G., Lau, M. and Bilgin, M. (2016) ‘Commodity Markets Volatility Transmission: Roles of Risk Perceptions and Uncertainty in Financial Markets’ Journal of International Financial Markets, Institutions and Money , 44, pp. 35-45. ISSN 1042-4431
• Yarovaya, L., Brzeszczynski, J. and Lau, M. (2016) ‘Intra- and Inter-Regional Return and Volatility Spillovers Across Emerging and Developing Markets: Evidence from Stock Indices and Stock Index Futures’ International Review of Financial Analysis , 43, pp. 96-114. ISSN 1057-5219
• Apergis, N. and Lau, M. (2015) ‘Structural Breaks and Electricity Prices: Further Evidence on the Role of Climate Policy Uncertainties in the Australian Electricity Market’ Energy Economics , 52 (A), pp. 176-182. ISSN 1873-6181
• Fung, K., Demir, E., Lau, M. and Chan, K. (2015) ‘Reexamining Sports-Sentiment Hypothesis: Microeconomic Evidences from Borsa Istanbul’ Journal of International Financial Markets, Institutions and Money, 34, pp. 337-355. ISSN 1042-4431