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
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
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 journal › Article
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
Liquefied natural gas
Fuel oils
Natural gas
Coal
Derivatives
Cross-country food consumption patterns: theory and measurement
Liu, H. Y., 2018, (Unpublished)Research output: Thesis › Doctoral Thesis
File
Food
Food consumption patterns
Expenditure
Consumption patterns
Reverse engineering
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
Open Access
File
Currency
Uncertainty
Mispricing
Charge
Local taxes
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 journal › Article
Firm characteristics
Equity returns
Cross section
Global financial crisis
Premium
Projects 2007 2009
- 2 Finished
A Wavelet Analysis of Purchasing Power Parity
University of Western Australia
1/01/09 → 31/12/09
Project: Research
Econometric Aspects of Risk Management: Extending the Value-at-Risk Analysis
1/01/07 → 31/12/07
Project: Research