2
H index
0
i10 index
6
Citations
University of Kent | 2 H index 0 i10 index 6 Citations RESEARCH PRODUCTION: 5 Articles RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Shan Lu. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| Journal of Futures Markets | 2 |
| Year | Title of citing document |
|---|---|
| 2024 | Does entrepreneurship hold the key? Steering through income inequality towards happiness. (2024). Caiazza, Rosa ; Sedeh, Amirmahmood Amini. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:5:p:4424-4440. Full description at Econpapers || Download paper |
| 2025 | Research on crude oil futures price prediction methods: A perspective based on quantum deep learning. (2025). Liu, Baoliu ; Liang, Guoqiang ; Zhang, Tianrui ; Zhai, Dongsheng. In: Energy. RePEc:eee:energy:v:320:y:2025:i:c:s0360544225007224. Full description at Econpapers || Download paper |
| 2024 | Multi-way Analysis of the Gender Dimension of the Sustainable Development Goals. (2024). Fernandez-Gomez, Maria Jose ; Medina-Hernandez, Edith Johana. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:172:y:2024:i:2:d:10.1007_s11205-023-03273-9. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2016 | Forecasting the term structure of volatility of crude oil price changes In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2021 | Influencing subjective well-being for business and sustainable development using big data and predictive regression analysis In: Journal of Business Research. [Full Text][Citation analysis] | article | 3 |
| 2019 | Testing the Predictive Ability of Corridor Implied Volatility Under GARCH Models In: Asia-Pacific Financial Markets. [Full Text][Citation analysis] | article | 1 |
| 2019 | Monte Carlo analysis of methods for extracting risk‐neutral densities with affine jump diffusions In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 0 |
| 2025 | Pricing VXX Options With Observable Volatility Dynamics From High‐Frequency VIX Index In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team