Yihui Lan

Ms, BEng HUST (China), MBA PhD W.Aust., Dr.

  • 34 Citations
  • 3 h-Index
20012019
If you made any changes in Pure these will be visible here soon.

Personal profile

Biography

Yihui Lan is currently a Senior Lecturer in finance at the Accounting and Finance discipline of the UWA Business School. She obtained her MBA degree and PhD degree in international finance, both from UWA. Her main research interests are international finance, empirical asset pricing, commodity economics, and financial econometrics. She has published in journals such as the Journal of International Money and Finance, Pacific Basin Finance Journal, Applied Economics, Empirical Economics and The Energy Journal.

Previous positions

Research Fellow, Economics discipline, UWA.
Lecturer, Financial Studies discipline, UWA

Current projects

Industrial Relevance
Currency forecasting (with Ken Clements)

Links with Industry
ACIL Tasman Consulting
AngloGold Ashanti
WA Department of Industry and Resources

Current projects

Energy consumption and asset pricing, with Sirimon Treeponkaruna and Ashely Lim, UWA, Australia.
Higher moments in asset pricing, with Sirimon Treepongkaruna, UWA, Australia.
Understanding alcohol consumption across countries, with Kenneth W. Clements and Haiyan Liu, UWA, Australia.
The world price of volatility risk, with Robert Faff, Uni. of Queensland, Australia.
Natural gas price dynamics, with Peter R. Hartley, Rice University, USA.

Teaching overview

FINA2204 Derivatives Markets and Products
FINA2205 Quantitative Methods for Finance
FINA5432 Introduction to Finance
FINA5521 Quantitative Methods in Finance

Research

International finance
Empirical asset pricing
Commodity price modelling
Financial econometrics

Keywords

  • Energy
  • Empirical asset pricing
  • Exchange-rate economics
  • International Finance

Fingerprint Dive into the research topics where Yihui Lan is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

  • 6 Similar Profiles
Liquefied natural gas Engineering & Materials Science
rate of exchange Social Sciences
purchasing power Social Sciences
Fuel oils Engineering & Materials Science
resources Social Sciences
risk management Social Sciences
economics Social Sciences
money Social Sciences

Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Research Output 2001 2019

  • 34 Citations
  • 3 h-Index
  • 17 Article
  • 2 Conference paper
  • 2 Other chapter contribution
  • 1 Doctoral Thesis

Asset pricing and energy consumption risk

Lim, A., Lan, Y. & Treepongkaruna, S., 30 Jul 2019, In : Accounting and Finance. 38 p.

Research output: Contribution to journalArticle

Asian spot prices for LNG and other energy commodities

Alim, A., Hartley, P. R. & Lan, Y., 1 Jan 2018, In : Energy Journal. 39, 1, p. 123-141 19 p.

Research output: Contribution to journalArticle

Liquefied natural gas
Fuel oils
Natural gas
Coal
Derivatives
159 Downloads (Pure)

Cross-country food consumption patterns: theory and measurement

Liu, H. Y., 2018, (Unpublished)

Research output: ThesisDoctoral Thesis

File
Food
Food consumption patterns
Expenditure
Consumption patterns
Reverse engineering
13 Downloads (Pure)

Uncertainty in currency mispricing

Clements, K., Lan, Y. & Si, J., 27 Apr 2018, In : Applied Economics. 50, 20, p. 2297-2312 16 p.

Research output: Contribution to journalArticle

Open Access
File
Currency
Uncertainty
Mispricing
Charge
Local taxes
1 Citation (Scopus)

Australian firm characteristics and the cross-section variation in equity returns

Heaney, R., Koh, S. & Lan, Y., 2016, In : Pacific Basin Finance Journal. 37, p. 104-115 12 p.

Research output: Contribution to journalArticle

Firm characteristics
Equity returns
Cross section
Global financial crisis
Premium

Projects 2007 2009