Adam Smith Business School

Dr Yihan Zou

  • Lecturer in Financial Economics (Economics)

email: Yihan.Zou@glasgow.ac.uk

Room 406B, Main Building, University Avenue, Glasgow, G12 8QQ

Import to contacts

ORCID iDhttps://orcid.org/0000-0002-3463-6774

Biography

Yihan Zou graduated in 2014 from the Central South University in China and received his PhD in Quantitative Finance in 2020 from the University of Glasgow. Yihan was a lecturer (2021-2022) in the Southwestern University of Finance and Economics in China. He joined the University of Glasgow in January 2023.

Personal website: https://yihanzzz.github.io/

Publications

List by: Type | Date

Jump to: 2025 | 2021
Number of items: 5.

2025

Agarwal, Ankush ORCID logoORCID: https://orcid.org/0000-0001-7826-9665, Ewald, Christian ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 and Zou, Yihan ORCID logoORCID: https://orcid.org/0000-0002-3463-6774 (2025) Robust valuation and optimal harvesting of forestry resources in the presence of catastrophe risk and parameter uncertainty. European Journal of Operational Research, (doi: 10.1016/j.ejor.2025.10.007) (In Press)

Agarwal, Ankush ORCID logoORCID: https://orcid.org/0000-0001-7826-9665, Ewald, Christian Oliver ORCID logoORCID: https://orcid.org/0000-0003-3288-0164, Zhang, Shuya and Zou, Yihan ORCID logoORCID: https://orcid.org/0000-0002-3463-6774 (2025) On the predictive power of food commodity futures prices in forecasting inflation. Quantitative Finance, (doi: 10.1080/14697688.2025.2536611) (Early Online Publication)

Lyu, Yongjian, Yi, Heling, Yang, Mo, Zou, Yihan ORCID logoORCID: https://orcid.org/0000-0002-3463-6774, Li, Ding and Qin, Zhilong (2025) Financial uncertainty shocks and systemic risk: revealing the risk spillover from the oil market to the stock market. Applied Energy, 382, 125311. (doi: 10.1016/j.apenergy.2025.125311)

2021

Ewald, Christian ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 and Zou, Yihan ORCID logoORCID: https://orcid.org/0000-0002-3463-6774 (2021) Stochastic volatility: a tale of co-jumps, non-normality, GMM and high frequency data. Journal of Empirical Finance, 64, pp. 37-52. (doi: 10.1016/j.jempfin.2021.08.006)

Ewald, Christian ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 and Zou, Yihan ORCID logoORCID: https://orcid.org/0000-0002-3463-6774 (2021) Analytic formulas for futures and options for a linear quadratic jump diffusion model with seasonal stochastic volatility and convenience yield: do fish jump? European Journal of Operational Research, 294(12), pp. 801-815. (doi: 10.1016/j.ejor.2021.02.004)

This list was generated on Thu Mar 5 12:21:12 2026 GMT.
Jump to: Articles
Number of items: 5.

Articles

Agarwal, Ankush ORCID logoORCID: https://orcid.org/0000-0001-7826-9665, Ewald, Christian ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 and Zou, Yihan ORCID logoORCID: https://orcid.org/0000-0002-3463-6774 (2025) Robust valuation and optimal harvesting of forestry resources in the presence of catastrophe risk and parameter uncertainty. European Journal of Operational Research, (doi: 10.1016/j.ejor.2025.10.007) (In Press)

Agarwal, Ankush ORCID logoORCID: https://orcid.org/0000-0001-7826-9665, Ewald, Christian Oliver ORCID logoORCID: https://orcid.org/0000-0003-3288-0164, Zhang, Shuya and Zou, Yihan ORCID logoORCID: https://orcid.org/0000-0002-3463-6774 (2025) On the predictive power of food commodity futures prices in forecasting inflation. Quantitative Finance, (doi: 10.1080/14697688.2025.2536611) (Early Online Publication)

Lyu, Yongjian, Yi, Heling, Yang, Mo, Zou, Yihan ORCID logoORCID: https://orcid.org/0000-0002-3463-6774, Li, Ding and Qin, Zhilong (2025) Financial uncertainty shocks and systemic risk: revealing the risk spillover from the oil market to the stock market. Applied Energy, 382, 125311. (doi: 10.1016/j.apenergy.2025.125311)

Ewald, Christian ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 and Zou, Yihan ORCID logoORCID: https://orcid.org/0000-0002-3463-6774 (2021) Stochastic volatility: a tale of co-jumps, non-normality, GMM and high frequency data. Journal of Empirical Finance, 64, pp. 37-52. (doi: 10.1016/j.jempfin.2021.08.006)

Ewald, Christian ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 and Zou, Yihan ORCID logoORCID: https://orcid.org/0000-0002-3463-6774 (2021) Analytic formulas for futures and options for a linear quadratic jump diffusion model with seasonal stochastic volatility and convenience yield: do fish jump? European Journal of Operational Research, 294(12), pp. 801-815. (doi: 10.1016/j.ejor.2021.02.004)

This list was generated on Thu Mar 5 12:21:12 2026 GMT.

Supervision

  • Cao, Chenfang
    Three Essays on Mathematical Finance
  • Sun, Xiaotong
    Interpretable Machine-Learning Models for Option Pricing with Time-Series and Sentiment Data
  • Zhang, Qi
    Advanced Pricing and Hedging of Exotic and Real Options under Stochastic Volatility and Jump Dynamics
  • Zhang, Shuya
    Different machine learning model for predicting option price