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]
	https://sites.google.com/view/shanlu18

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. Amirmahmood Amini Sedeh & Rosa Caiazza, 2024. "Does entrepreneurship hold the key? Steering through income inequality towards happiness," Business Strategy and the Environment, Wiley Blackwell, vol. 33(5), pages 4424-4440, July.
   2. 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. 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.
   2. 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.

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