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On the intraday return curves of Bitcoin : predictability and trading opportunities
Bouri, Elie; Lau, Chi Keung; Saeed, Tareq; Wang, Shixuan; … - In: International review of financial analysis 76 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012804738
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Market integration between Turkey and eurozone countries
Apergēs, Nikolaos; Lau, Chi Keung; Öğücü Şen, Fatma; … - In: Emerging markets, finance & trade : a journal of the … 57 (2021) 9, pp. 2674-2686
Persistent link: https://www.econbiz.de/10012549939
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Moments-based spillovers across gold and oil markets
Bonato, Matteo; Gupta, Rangan; Lau, Chi Keung; Wang, Shixuan - In: Energy economics 89 (2020), pp. 1-16
Persistent link: https://www.econbiz.de/10012517023
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Dependence structure in the Australian electricity markets : new evidence from regular vine copulae
Apergēs, Nikolaos; Gozgor, Giray; Lau, Chi Keung; … - In: Energy economics 90 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012517130
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Bitcoin and global financial stress : a copula-based approach to dependence and causality in the quantiles
Bouri, Elie; Gupta, Rangan; Lau, Chi Keung; Roubaud, David - In: The quarterly review of economics and finance : journal … 69 (2018), pp. 297-307
Persistent link: https://www.econbiz.de/10012035019
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Decoding the Australian electricity market : New evidence from three-regime hidden semi-Markov model
Apergēs, Nikolaos; Gozgor, Giray; Lau, Chi Keung; … - In: Energy economics 78 (2019), pp. 129-142
Persistent link: https://www.econbiz.de/10012159895
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Return spillovers between white precious metal ETFs : the role of oil, gold, and global equity
Lau, Chi Keung; Vigne, Samuel A.; Wang, Shixuan; … - In: International review of financial analysis 52 (2017), pp. 316-332
Persistent link: https://www.econbiz.de/10011868764