Dr Yukun Shi

Yukun ShiLecturer in Finance

 

Room 205, Level 2, Ken Edwards Building

Tel: +44 (0) 116 223 1097

Email: ys203@le.ac.uk

 

Personal details

I joined the School in September 2015. Previously, I was a lecturer at Middlesex University, lecturer at a CFA training institute and Head of Carbon Market Research at Newport Energy.

I hold a PhD in Finance from Durham University Business School, an MA in Finance and Investment with Distinction from University of Nottingham, and a BA in Financial Economics (1/52) from East China University of Political Science and Law in Shanghai.

I am a CFA charter holder and an active member of CFA UK. I also acts as a senior consultant for Moody’s Analytics and several carbon investment funds. I am an adjunct research fellow at Central University of Economics and Finance in China.

Teaching

  • Foundations of Financial Analysis and Investment (MSc Finance)
  • Foundations of Knowledge (MSc Finance)
  • Investment and Portfolio Analysis (MSc option)
  • Fixed Income Securities (MSc option)
  • Dissertation Supervision (BSc and MSc)

Administrative responsibilities

Publications

“Arbitrage Opportunities and Feedback Trading: Evidence from Emissions and Energy Markets” Journal of International Financial Markets, Institutions and Money, 36 (2015), 130-147, (with Jing-Ming Kuo and Frankie Chau)

“Impact of the Allowance Submissions in European Carbon Emission Markets”, International Review of Financial Analysis, 40 (2015), 37-47 (with Dennis Philip)

“Optimal Hedging in Carbon Emission Markets using Markov Regime Switching Models”, Journal of International Financial Markets, Institutions and Money, 43 (2016), 1-15 (with Dennis Philip)

“Hedging and Speculative pressure and the Transition of the Spot-Futures Relationship in Metal and Energy Markets”. Accepted in International Review of Financial Analysis (with Jin Suk Park)

“A neural network-copula based approach to portfolio optimization” Revise and Resubmit in Quantitative Finance (with Georgios Sermpinis, Charalampos Stasinakis and Yang Zhao).

Full Listing of Publications

Journal papers

“Arbitrage Opportunities and Feedback Trading: Evidence from Emissions and Energy Markets” Journal of International Financial Markets, Institutions and Money, 36 (2015), 130-147, (with Jing-Ming Kuo and Frankie Chau)

“Impact of the Allowance Submissions in European Carbon Emission Markets”, International Review of Financial Analysis, 40 (2015), 37-47 (with Dennis Philip)

“Optimal Hedging in Carbon Emission Markets using Markov Regime Switching Models”, Journal of International Financial Markets, Institutions and Money, 43 (2016), 1-15 (with Dennis Philip)

“Hedging and Speculative pressure and the Transition of the Spot-Futures Relationship in Metal and Energy Markets”. Accepted in International Review of Financial Analysis (with Jin Suk Park)

“A neural network-copula based approach to portfolio optimization” Revise and Resubmit in Quantitative Finance (with Georgios Sermpinis, Charalampos Stasinakis and Yang Zhao).

Working papers

“Market Efficiency, Information Flows and Hedging Performance in Carbon Markets” (with Jing-Ming Kuo and Liya Shen).

“How does financial development influence firm’s financing order decision? Evidence from China” (with Junhong Yang, Alessandra Guariglia and Yuchao Peng)

“Optimal Financial Structures, International Country Risk, and Economic Development” (with Junhong Yang, Pei Liu and Yuchao Peng)

Conferences and seminars

2017 Royal Economic Society Annual Conference, University of Bristol, 10-12 April 2017.

Invited seminar, Sun Yat-sen University, China. March 2-5, 2016,

Invited seminar, East China University of Political Science and Law, 23 December 2016.

IFABS 2016 Asia Conference, Brunei, August 16-18, 2016,

IFABS 2016 Annual Conference, Barcelona, Spain, June 1-3, 2016.

Midwest Finance Association Annual Meeting 2016. Atlanta, Georgia, US. March 2-5, 2016,

Invited seminar, Huazhong University of Science and Technology, Wuhan, China, 23-25 December 2015

Invited talk, GuoTai JunAn Securities and Shanghai Environment and Energy Exchange, 20 December 2015.

5th International Conference of the Financial Engineering and Banking Society, Audencia Nantes School of Management Campus. June 11-13, 2015.

2015 Spring Conference of the Multinational Finance Society, Larnaca, Cyprus. April 17-19, 2015.

4th International Conference of the Financial Engineering and Banking Society, University of Surrey, 21-23 June 2014.

2nd Durham-European Journal of Finance Special Issue Conference on the Chinese Capital Market, 25-26 June 2012, University College, Durham University.

1st Durham-European Journal of Finance Special Issue Conference on the Chinese Capital Market, 3-4 September 2011, St John’s college, Durham University.

5th CSDA International Conference on Computational and Financial Econometrics, 17-19 December 2011, London, UK.

Grants

  • “Developing a regional carbon emission market in Wuhu, China” £10,000, with Fanlin Ran and Meng Shen (2016)
  • Enterprise and Knowledge Exchange Travel Fund (2016), University of Leicester, £950

Research

  • Asset Pricing
  • Carbon and Energy Finance
  • Corporate Finance
  • Derivative Markets
  • Risk Management

Supervision

  • Yaofei Xu
  • Zhehao Jia
  • Purna Loksom
  • Abeer Al Yaqoobi
  • Ahmed R. Mansour

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Contact Details

School of Business
University of Leicester
University Road
Leicester
LE1 7RH

ulsb@le.ac.uk

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