Research output per year
Research output per year
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
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
Industry keywords
- Energy
Research expertise keywords
- Empirical asset pricing
- Exchange-rate economics
- International Finance
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Network
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Research output
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Understanding alcohol consumption across countries
Clements, K. W., Lan, Y. & Liu, H., Apr 2020, (E-pub ahead of print) In: Applied Economics.Research output: Contribution to journal › Article › peer-review
2 Citations (Scopus) -
Asset pricing and energy consumption risk
Lim, A., Lan, Y. & Treepongkaruna, S., 30 Jul 2019, (E-pub ahead of print) In: Accounting and Finance. 38 p.Research output: Contribution to journal › Article › peer-review
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Understanding Alcohol Consumption across Countries
Clements, K., Lan, Y. & Liu, H., 2019, UWA Business School, (Economics Discussion Papers; vol. 19, no. 17).Research output: Working paper › Discussion paper
Open AccessFile11 Downloads (Pure) -
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 journal › Article › peer-review
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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 journal › Article › peer-review
Open AccessFile45 Downloads (Pure)
Projects
- 3 Finished
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A Wavelet Analysis of Purchasing Power Parity
The University of Western Australia
31/12/08 → 31/12/09
Project: Research
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Econometric Aspects of Risk Management: Extending the Value-at-Risk Analysis
1/01/07 → 31/12/07
Project: Research