What Causes Shin Splints?
By shin splints you probably mean the pain on the inner front side of the lower 2/3 parts of the shins? This is called medial tibial stress syndrome (MTSS).

Causes, mechanism, prevention and treatment of shin splints are still poorly understood. 

From what I managed to find, custom-made cushion insoles are the only proven prevention that can help in some cases.

What has not been proven to help (I'm not saying it does not help, only it has not been firmly proven):


various types of shoes (supinator/pronator)
taping
stretching/strengthening exercises
various running techniques (pose-tech, chi-running, barefoot...)


Possible causes:


running downhill or on an uneven terrain with heel striking and forefoot slapping
sudden increase in running intensity, mileage or frequency
a way of running with moving the hips (left , right) forward
(my experience): running in a forced, conflicting way, like you feel you should not run and you still go...


Possible mechanism: vibration stress in the shinbone (tibia) and the pulling force of the muscles and tendons attached to it and possible local inflammation of then periosteum.

Do not try to run through the pain. The pain will go away but on the long-term, shin splints may worsen.

Source: Shin Splints (MTSS) (Ehealthstar)