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Publications by Yukun Shi

Optimal Hedging in Carbon Emission Markets Using Markov Regime Switching Models

Journal of International Financial Markets, Institutions and Money

English

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Markov Switching GARCH Models for Bayesian Hedging on Energy Futures Markets

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Optimal Dividend Distribution Under Markov Regime Switching

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Time-Varying Transition Probabilities for Markov Regime Switching Models

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Improving Markov Switching Models Using Realized Variance

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Pricing and Hedging Contingent Claims With Regime Switching Risk

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Volatility Model Choice for Sub-Saharan Frontier Equity Markets - A Markov Regime Switching Bayesian Approach

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Building Markov State Models Using Optimal Transport Theory

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Building Markov State Models Using Optimal Transport Theory

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Evaluating Currency Crises: A Multivariate Markov Regime Switching Approach*

Manchester School

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