Yukun Shi

University of Glasgow

Adam Smith Business School

Glasgow, Scotland G12 8LE

United Kingdom

University of Leicester

Assistant Professor in Finance

University Road

Leicester, LE1 7RH

United Kingdom

SCHOLARLY PAPERS

13

DOWNLOADS

775

SSRN CITATIONS

2

CROSSREF CITATIONS

1

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Scholarly Papers (13)

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Neural Network Copula Portfolio Optimization for Exchange Traded Funds

Quantitative Finance, forthcoming

Number of pages: 26 Posted: 01 Dec 2016 Last Revised: 05 Jan 2018

Yang Zhao, Charalampos Stasinakis, Georgios Sermpinis and Yukun Shi

Central University of Finance and Economics (CUFE) - Chinese Academy of Finance and Development, University of Glasgow, Department of Economics, University of Glasgow and University of Glasgow

Downloads 248 (123,169)

Citation 1

Abstract:

Hedging and Speculative Pressures and the Transition of the Spot-Futures Relationship in Energy and Metal Markets

International Review of Financial Analysis, Forthcoming

Number of pages: 39 Posted: 28 May 2015 Last Revised: 17 Dec 2016

Jin Suk Park and Yukun Shi

Coventry University and University of Glasgow

Downloads 120 (232,905)

Abstract:

Impact of Allowance Submissions in European Carbon Emission Markets

International Review of Financial Analysis, Forthcoming

Number of pages: 30 Posted: 17 Aug 2014 Last Revised: 14 May 2015

Dennis Philip and Yukun Shi

Durham University - Department of Economics and Finance and University of Glasgow

Downloads 101 (263,197)

Citation 1

Abstract:

Optimal Hedging in Carbon Emission Markets Using Markov Regime Switching Models

Journal of International Financial Markets, Institutions and Money, Forthcoming

Number of pages: 32 Posted: 22 Apr 2015 Last Revised: 13 Apr 2016

Dennis Philip and Yukun Shi

Durham University - Department of Economics and Finance and University of Glasgow

Downloads 98 (268,550)

Abstract:

Arbitrage Opportunities and Feedback Trading in Emissions and Energy Markets

Journal of International Financial Markets, Institutions and Money, Forthcoming

Number of pages: 48 Posted: 25 Oct 2014 Last Revised: 20 Feb 2015

Frankie Chau, Jing-Ming Kuo and Yukun Shi

Durham University Business School, University of Birmingham - Birmingham Business School and University of Glasgow

Downloads 95 (274,020)

Citation 1

Abstract:

Does the Introduction of Index Futures Stabilize Stock Markets? Further Evidence from Emerging Markets

International Review of Economics & Finance, Forthcoming

Number of pages: 37 Posted: 15 Jun 2017 Last Revised: 07 Jan 2018

Ali M. Kutan, Yukun Shi, Mingzhe Wei and Yang Zhao

Southern Illinois University at Edwardsville, University of Glasgow, University of glasgow and Central University of Finance and Economics (CUFE) - Chinese Academy of Finance and Development

Downloads 50 (388,185)

Abstract:

Bankruptcy Prediction with Financial Systemic Risk

Number of pages: 26 Posted: 23 Jul 2019

Zhehao Jia, Yukun Shi, Cheng Yan and Meryem Duygun

University of Glasgow, University of Glasgow, University of Essex - Essex Business School and Nottingham University Business School

Downloads 28 (477,173)

Abstract:

the Determinants of Retail Fuel Prices in the EU Evidence from the Spatial Panel Quantile Regression

Number of pages: 37 Posted: 25 Jan 2019

Xiaohang Ren, Zudi Lu, Yukun Shi and Cheng Yan

University of Southampton, University of Southampton, University of Glasgow and Durham Business School

Downloads 13 (563,410)

Abstract:

Carbon Price Forecasting: Which Driven Factors Can Help

Number of pages: 40 Posted: 30 Jul 2019

Xiaohang Ren, Kun Duan, Lizhu Tao, Yukun Shi and Cheng Yan

University of Southampton, University of Southampton - Southampton Business School, University of Warwick - Department of Statistics, University of Glasgow and Durham Business School

Downloads 11 (575,958)

Abstract:

10.

How Interdependent are Energy and Carbon Markets? Evidence from a Quantile-on-Quantile Regression Approach

Number of pages: 35 Posted: 22 Aug 2019

Kun Duan, Xiaohang Ren, Yukun Shi, Tapas Mishra and Cheng Yan

University of Southampton - Southampton Business School, University of Southampton, University of Glasgow, Southampton Business School, University of Southampton and Durham Business School

Downloads 6 (608,246)

Abstract:

11.

Internet Appendix to Accompany 'Bankruptcy Prediction with Financial Systemic Risk'

Number of pages: 10 Posted: 22 Jul 2019

Zhehao Jia, Yukun Shi, Cheng Yan and Meryem Duygun

University of Glasgow, University of Glasgow, University of Essex - Essex Business School and Nottingham University Business School

Downloads 4 (621,928)

Abstract:

12.

Online appendix to accompany 'Parameter Calibration and Rediscovery in the Bates Model'

Number of pages: 9

RUIXIAN HUANG, CHENGHAO LI, Yaofei Xu and Yukun Shi

Business School, East China University of Political Science and Law, Xi’an Jiaotong-liverpool University, Adam Smith Business School, University of Glasgow and University of Glasgow

Downloads 1

Abstract:

13.

Energy Efficiency Analysis of China’s Resource-based Cities under Different Scenarios — Based on the Super-SBM Model

Abstract Proceedings of 2019 International Conference on Resource Sustainability - Cities (icRS Cities)

Posted: 15 Jul 2019

Dan Yan, Ying Kong, Yukun Shi and Zinyang Zeng

Tsinghua University, Tsinghua University, University of Glasgow and Tsinghua University