Dr Yukun Shi

  • Senior Lecturer in Accounting and Finance with Data Analytics (Accounting & Finance)

Biography

Yukun joined the Adam Smith Business School in April 2018 as a Senior Lecturer in Accounting and Finance with Data Analytics. Prior to coming to Glasgow, he taught at the University of Leicester and Middlesex University.  He holds a PhD in Finance from Durham University and is a CFA Charterholder.  Yukun is also an academic consultant in Moody’s Analytics.


Research interests

  • Asset Pricing
  • Corporate Finance
  • Energy and Environmental Economics and Finance
  • Quantitative Finance

Publications

List by: Type | Date

Jump to: 2019 | 2018 | 2017 | 2016 | 2015
Number of items: 15.

2019

Yan, D., Kong, Y., Ye, B., Shi, Y. and Zeng, X. (2019) Spatial variation of energy efficiency based on a Super-Slack-Based Measure: Evidence from 104 resource-based cities. Journal of Cleaner Production, 240, 117669. (doi:10.1016/j.jclepro.2019.117669)

Yan, D., Kong, Y., Ren, X., Shi, Y. and Chiang, S. (2019) The determinants of urban sustainability in Chinese resource-based cities: A panel quantile regression approach. Science of the Total Environment, 686, pp. 1210-1219. (doi:10.1016/j.scitotenv.2019.05.386)

Gao, H., Shen, Z., Li, Y., Mao, X. and Shi, Y. (2019) Institutional investors, real earnings management and cost of equity: Evidence from listed high-tech firms in China. Emerging Markets Finance and Trade, (doi:10.1080/1540496x.2019.1650348)

Jia, Z., Shi, Y. , Yan, C. and Duygun, M. (2019) Bankruptcy prediction with financial systemic risk. European Journal of Finance, (Accepted for Publication)

Shi, S. and Shi, Y. (2019) Bitcoin futures: trade it or ban it? European Journal of Finance, (doi:10.1080/1351847X.2019.1647865) (Early Online Publication)

Ren, X., Lu, Z., Cheng, C., Shi, Y. and Shen, J. (2019) On dynamic linkages of the state natural gas markets in the USA: Evidence from an empirical spatio-temporal network quantile analysis. Energy Economics, (doi:10.1016/j.eneco.2019.01.001) (In Press)

Shi, Y. , Zhang, H., Xu, Y. and Zhao, Y. (2019) The term structure of option-implied volatility and future realized volatility. Emerging Markets Finance and Trade, 55(13), pp. 2997-3022. (doi:10.1080/1540496X.2019.1612360)

2018

Cheng, C., Ren, X., Wang, Z. and Shi, Y. (2018) The impacts of non-fossil energy, economic growth, energy consumption, and oil price on carbon intensity: evidence from a panel quantile regression analysis of EU 28. Sustainability, 10(11), 4067. (doi:10.3390/su10114067)

Kutan, A. M., Shi, Y. , Wei, M. and Zhao, Y. (2018) Does the introduction of index futures stabilize stock markets? Further evidence from emerging markets. International Review of Economics and Finance, 57, pp. 183-197. (doi:10.1016/j.iref.2018.01.003)

Yan, D., Lei, Y., Shi, Y. , Zhu, Q., Li, L. and Zhang, Z. (2018) Evolution of the spatiotemporal pattern of PM2.5 concentrations in China – a case study from the Beijing-Tianjin-Hebei region. Atmospheric Environment, 183, pp. 225-233. (doi:10.1016/j.atmosenv.2018.03.041)

Zhao, Y., Stasinakis, C. , Sermpinis, G. and Shi, Y. (2018) Neural network copula portfolio optimization for exchange traded funds. Quantitative Finance, 18(5), pp. 761-775. (doi:10.1080/14697688.2017.1414505)

2017

Park, J. S. and Shi, Y. (2017) Hedging and speculative pressures and the transition of the spot-futures relationship in energy and metal markets. International Review of Financial Analysis, 54, pp. 176-191. (doi:10.1016/j.irfa.2016.12.001)

2016

Philip, D. and Shi, Y. (2016) Optimal hedging in carbon emission markets using Markov regime switching models. Journal of International Financial Markets, Institutions and Money, 43, pp. 1-15. (doi:10.1016/j.intfin.2016.03.003)

2015

Philip, D. and Shi, Y. (2015) Impact of allowance submissions in European carbon emission markets. International Review of Financial Analysis, 40, pp. 27-37. (doi:10.1016/j.irfa.2015.05.004)

Chau, F., Kuo, J.-M. and Shi, Y. (2015) Arbitrage opportunities and feedback trading in emissions and energy markets. Journal of International Financial Markets, Institutions and Money, 36, pp. 130-147. (doi:10.1016/j.intfin.2015.02.002)

This list was generated on Wed Dec 4 17:53:27 2019 GMT.
Jump to: Articles
Number of items: 15.

Articles

Yan, D., Kong, Y., Ye, B., Shi, Y. and Zeng, X. (2019) Spatial variation of energy efficiency based on a Super-Slack-Based Measure: Evidence from 104 resource-based cities. Journal of Cleaner Production, 240, 117669. (doi:10.1016/j.jclepro.2019.117669)

Yan, D., Kong, Y., Ren, X., Shi, Y. and Chiang, S. (2019) The determinants of urban sustainability in Chinese resource-based cities: A panel quantile regression approach. Science of the Total Environment, 686, pp. 1210-1219. (doi:10.1016/j.scitotenv.2019.05.386)

Gao, H., Shen, Z., Li, Y., Mao, X. and Shi, Y. (2019) Institutional investors, real earnings management and cost of equity: Evidence from listed high-tech firms in China. Emerging Markets Finance and Trade, (doi:10.1080/1540496x.2019.1650348)

Jia, Z., Shi, Y. , Yan, C. and Duygun, M. (2019) Bankruptcy prediction with financial systemic risk. European Journal of Finance, (Accepted for Publication)

Shi, S. and Shi, Y. (2019) Bitcoin futures: trade it or ban it? European Journal of Finance, (doi:10.1080/1351847X.2019.1647865) (Early Online Publication)

Ren, X., Lu, Z., Cheng, C., Shi, Y. and Shen, J. (2019) On dynamic linkages of the state natural gas markets in the USA: Evidence from an empirical spatio-temporal network quantile analysis. Energy Economics, (doi:10.1016/j.eneco.2019.01.001) (In Press)

Shi, Y. , Zhang, H., Xu, Y. and Zhao, Y. (2019) The term structure of option-implied volatility and future realized volatility. Emerging Markets Finance and Trade, 55(13), pp. 2997-3022. (doi:10.1080/1540496X.2019.1612360)

Cheng, C., Ren, X., Wang, Z. and Shi, Y. (2018) The impacts of non-fossil energy, economic growth, energy consumption, and oil price on carbon intensity: evidence from a panel quantile regression analysis of EU 28. Sustainability, 10(11), 4067. (doi:10.3390/su10114067)

Kutan, A. M., Shi, Y. , Wei, M. and Zhao, Y. (2018) Does the introduction of index futures stabilize stock markets? Further evidence from emerging markets. International Review of Economics and Finance, 57, pp. 183-197. (doi:10.1016/j.iref.2018.01.003)

Yan, D., Lei, Y., Shi, Y. , Zhu, Q., Li, L. and Zhang, Z. (2018) Evolution of the spatiotemporal pattern of PM2.5 concentrations in China – a case study from the Beijing-Tianjin-Hebei region. Atmospheric Environment, 183, pp. 225-233. (doi:10.1016/j.atmosenv.2018.03.041)

Zhao, Y., Stasinakis, C. , Sermpinis, G. and Shi, Y. (2018) Neural network copula portfolio optimization for exchange traded funds. Quantitative Finance, 18(5), pp. 761-775. (doi:10.1080/14697688.2017.1414505)

Park, J. S. and Shi, Y. (2017) Hedging and speculative pressures and the transition of the spot-futures relationship in energy and metal markets. International Review of Financial Analysis, 54, pp. 176-191. (doi:10.1016/j.irfa.2016.12.001)

Philip, D. and Shi, Y. (2016) Optimal hedging in carbon emission markets using Markov regime switching models. Journal of International Financial Markets, Institutions and Money, 43, pp. 1-15. (doi:10.1016/j.intfin.2016.03.003)

Philip, D. and Shi, Y. (2015) Impact of allowance submissions in European carbon emission markets. International Review of Financial Analysis, 40, pp. 27-37. (doi:10.1016/j.irfa.2015.05.004)

Chau, F., Kuo, J.-M. and Shi, Y. (2015) Arbitrage opportunities and feedback trading in emissions and energy markets. Journal of International Financial Markets, Institutions and Money, 36, pp. 130-147. (doi:10.1016/j.intfin.2015.02.002)

This list was generated on Wed Dec 4 17:53:27 2019 GMT.

Grants

“Momentum Strategies under the scope of market microstructure in the Foreign Exchange Market” ULSB research development fund, £2250, with Zhiyong Li

“Uncovered Equity ‘Disparity’ in Emerging Markets”, Newton Fund Official Development Assistance Allocation 2017, £7707, with Cheng Yan et al.

“The relationship between Chinese carbon spot and futures markets” 2017, £2276, China Clean Energy Fund.

“Developing a regional carbon emission market in Wuhu, China” £10,000, with Fanlin Ran and Meng Shen (2016). Wuhu City Government

Enterprise and Knowledge Exchange Travel Fund, University of Leicester, 2016, £950.


Supervision

Yaofei Xu
Zhehao Jia
Weiyu Wang