Media reports are suggesting that both sides have singled out the North End boss as their number one targets but Shaw has dismissed these reports.
"He's contracted to Preston North End and he's here to do a job for Preston North End.," Shaw has said.
"He's very positive and we're already talking about next season so we don't want to go through a summer of things like this.
"I can't comment on it because I don't know but I would be surprised if somebody would leave Preston North End to go up to Scotland unless it was one of two clubs up there.
"I just think it's all speculation and I've heard absolutely nothing."