Shan Lu

Personal Details

First Name:	Shan
Middle Name:
Last Name:	Lu
Suffix:
RePEc Short-ID:	plu483
	[This author has chosen not to make the email address public]

Affiliation

Kent Business School
University of Kent

Canterbury, United Kingdom
http://www.kent.ac.uk/kbs/
RePEc:edi:bsukcuk (more details at EDIRC)

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Articles

1. Weerakkody, Vishanth & Sivarajah, Uthayasankar & Mahroof, Kamran & Maruyama, Takao & Lu, Shan, 2021. "Influencing subjective well-being for business and sustainable development using big data and predictive regression analysis," Journal of Business Research, Elsevier, vol. 131(C), pages 520-538.

   Cited by:

   1. Xiuling Ding & Qian Lu & Lipeng Li & Apurbo Sarkar & Hua Li, 2022. "Evaluating the Impact of Institutional Performance and Government Trust on Farmers’ Subjective Well-Being: A Case of Urban–Rural Welfare Gap Perception and Family Economic Status in Shaanxi, Sichuan a," IJERPH, MDPI, vol. 20(1), pages 1-20, December.

2. Shan Lu, 2019. "Testing the Predictive Ability of Corridor Implied Volatility Under GARCH Models," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 26(2), pages 129-168, June.

   Cited by:

   1. Murad Samsudin, Najmi Ismail & Mohamad, Azhar & Sifat, Imtiaz Mohammad, 2021. "Implied volatility of structured warrants: Emerging market evidence," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 464-479.
   2. Shan Lu, 2019. "Monte Carlo analysis of methods for extracting risk‐neutral densities with affine jump diffusions," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 39(12), pages 1587-1612, December.

3. Balaban, Ercan & Lu, Shan, 2016. "Forecasting the term structure of volatility of crude oil price changes," Economics Letters, Elsevier, vol. 141(C), pages 116-118.

   Cited by:

   1. Pablo Cansado-Bravo & Carlos Rodríguez-Monroy, 2018. "Persistence of Oil Prices in Gas Import Prices and the Resilience of the Oil-Indexation Mechanism. The Case of Spanish Gas Import Prices," Energies, MDPI, vol. 11(12), pages 1-17, December.
   2. Shan Lu, 2019. "Testing the Predictive Ability of Corridor Implied Volatility Under GARCH Models," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 26(2), pages 129-168, June.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Shan Lu should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.