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Dr Shan Lu

Lecturer in Finance

Faculty/Dept/School School of Management
(Faculty of Management, Law and Social Sciences)
Telephone +441274 238101


Shan Lu recently completed his Ph.D. in Finance at the University of Aberdeen in Scotland in January, 2019. His main areas of research are empirical finance and applied financial econometrics.


Peer Reviewed Journal
TitleMonte Carlo analysis of methods for extracting risk-neutral densities with affine jump diffusions (2019)
AuthorsLu, Shan
JournalJournal of Futures Markets
TitleTesting the Predictive Ability of Corridor Implied Volatility Under GARCH Models (2019)
AuthorsLu S.
JournalAsia-Pacific Financial Markets
TitleForecasting the term structure of volatility of crude oil price changes (2016)
AuthorsBalaban, E.; Lu, Shan
JournalEconomics Letters