Concepedia

Kam Fong Chan

KF

19

Publications

1K

Citations

14

H-Index

2003

Active since

Affiliations

The University of Queensland(Current)

The University of Western Australia

Monash University

University of Auckland

Research Network (United States)

Kam Fong Chan is an author at The University of Queensland specializing in business, finance, and asset pricing.

Top concepts

FinanceBusinessEconomicsAsset PricingFinancial EconomicsEconomic AnalysisEmpirical FinanceStatisticsEngineeringGlobal Finance

Publications per year

2003–2023

19

Publications

19

Asset market linkages: Evidence from financial, commodity and real estate assets

Kam Fong Chan, Sirimon Treepongkaruna, Robert Brooks et al. · Journal of Banking & Finance · 2010 · 291 citations

Empirical Finance, Economics, Financial Economics +9

Using extreme value theory to measure value-at-risk for daily electricity spot prices

Kam Fong Chan, Philip Gray · International Journal of Forecasting · 2006 · 163 citations

Power Market, Economics, Engineering +11

A new approach to characterizing and forecasting electricity price volatility

Kam Fong Chan, Philip Gray, Bart van Campen · International Journal of Forecasting · 2008 · 84 citations

Forecasting Methodology, Volatility Modeling, Engineering +12

Asset prices, midterm elections, and political uncertainty

Kam Fong Chan, Terry A. Marsh · Journal of Financial Economics · 2021 · 82 citations

Economics, Financial Economics, Asset Pricing +6

Climate policy uncertainty and the cross-section of stock returns

Sirimon Treepongkaruna, Kam Fong Chan, Ihtisham Malik · Finance research letters · 2023 · 67 citations · Full text

Empirical Finance, Climate Policy, Individual Stocks +18

Rows per page

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