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Yihui Lan

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

  • The University of Western Australia (M250), 35 Stirling Highway,

    6009 Perth

    Australia

  • Source: Scopus
  • Calculated using citation counts from Scopus for publications in the UWA Profiles and Research Repository
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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

Research expertise keywords

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

Industry keywords

  • Energy

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  • 40 Citations
  • 4 h-Index
  • 18 Article
  • 2 Conference paper
  • 2 Other chapter contribution
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