Recent publications
Article
Yu, K, Li, F, Chen, X, Hua, H, Yin, M, Yang, Q, Jiang, Y, Shao, J & Naidoo, P 2025, 'Mean-variance Trading Portfolio Selection for A Class of Energy Retailers', CSEE Journal of Power and Energy Systems. https://doi.org/10.17775/CSEEJPES.2023.06150
Shao, J, Zhong, S, Tian, M & Liu, Y 2024, 'Combining fuzzy MCDM with Kano model and FMEA: A novel 3-phase MCDM method for reliable assessment', Annals of Operations Research. https://doi.org/10.1007/s10479-024-05878-w
Ghadiridehkordi, A, Shao, J, Boojihawon, R, Wang, Q & Li, H 2024, 'Leveraging Sentiment Analysis via Text Mining to Improve Customer Satisfaction in UK Banks', International Journal of Bank Marketing. https://doi.org/10.1108/IJBM-05-2024-0323
Chatoro, M, Mitra, S, Pantelous, AA & Shao, J 2023, 'Catastrophe bond pricing in the primary market: the issuer effect and pricing factors', International Review of Financial Analysis, vol. 85, 102431. https://doi.org/10.1016/j.irfa.2022.102431
Hodds, M, Shao, J & Lawson, D 2020, 'Changes in student entry competencies 2001 - 2017', International Journal of Mathematical Education in Science and Technology, pp. 1859-1874. https://doi.org/10.1080/0020739X.2020.1849836, https://doi.org/10.1080/0020739X.2020.1849836
Hardiman, N, Burgin, S & Shao, J 2020, 'How Sharks and Shark–Human Interactions are Reported in Major Australian Newspapers', Sustainability, vol. 12, no. 7, 2683. https://doi.org/10.3390/su12072683
Khzouz, M, Gkanas, E, Shao, J, Sher, F, Beherskyi, D, El-Kharouf, A & Qubeissi, MA 2020, 'Life Cycle Costing Analysis: Tools and Applications for Determining Hydrogen Production Cost for Fuel Cell Vehicle Technology', Energies, vol. 13, no. 15, 3783. https://doi.org/10.3390/en13153783, https://doi.org/10.3390/en13153783, https://doi.org/10.3390/en13153783
Kallinterakis, V, Liu, F, Pantelous, A & Shao, J 2020, 'Pricing inefficiencies and feedback trading: evidence from country ETFs', International Review of Financial Analysis, vol. 70, 101498. https://doi.org/10.1016/j.irfa.2020.101498
Hardiman, N, Burgin, S & Shao, J 2019, 'News media portrayal of attributed stakeholder attitudes to shark management in Australia', Human Dimensions of Wildlife, vol. 24, no. 6, pp. 548-563. https://doi.org/10.1080/10871209.2019.1663455
Shao, J, Pantelous, A, Ayyub, B, Chan, SL & Nadarajah, S 2017, 'Nuclear Catastrophe Risk Bonds in a Markov Dependent Environment', ASCE-ASME Journal of Risk and Uncertainty in Engineering Systems, Part A: Civil Engineering, vol. 3, no. 4. https://doi.org/10.1061/AJRUA6.0000923
Shao, J, Papaioannou, A & Pantelous, A 2017, 'Pricing and Simulating Catastrophe Risk Bonds in a Markov-dependent Environment', Applied Mathematics and Computation, vol. 309, pp. 68-84. https://doi.org/10.1016/j.amc.2017.03.041
Chapter
Shao, J, Joseph, NL & El-Masry, AA 2024, Models of option pricing. in Handbook Of Investment Analysis, Portfolio Management, And Financial Derivatives. vol. 1, World Scientific, pp. 117-170. https://doi.org/10.1142/9789811269943_0003
Conference contribution
Zhang, Z, Hua, H, Chen, X, Shao, J, Zheng, J, Wang, B, Gan, L & Yu, K 2025, Spot Market Electricity Price Forecast via the Combination of Transformer and Ornstein-Uhlenbeck Process. in 2025 21st International Conference on the European Energy Market (EEM)., 11050153, International Conference on the European Energy Market, IEEE, 21st International Conference on the European Energy Market, EEM 2025, Lisbon, Portugal, 27/05/25. https://doi.org/10.1109/EEM64765.2025.11050153
Poster
Khzouz, M, Gkanas, E & Shao, J 2018, 'Life Cycle Costing Analysis for Determining Hydrogen Cost for Mobility Applications'.
Preprint
Shao, J, Zhao, X & Luis, M 2024 'Impact of COVID-19 on Chinese Consumers’ Shopping Channels Choice for Daily Necessaries: Evidence from an Online Survey' SSRN, Elsevier. <https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4745307>
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