An alliance of political and religious groups has called for a strike in Indian-controlled Kashmir to protest the killing of a prominent Muslim cleric.
Businesses and schools were closed Saturday in the disputed Himalayan region in response to the strike. Police and paramilitary forces have been deployed to the area.
He had been targeted in the past by militants.
Shah was in favor of Kashmir's independence from India, but condemned the common practice of throwing stones at government forces during anti-India protests.
Kashmir is divided between India and Pakistan and claimed in full by both.
Muslim separatists in Indian Kashmir have been fighting for independence from India or a merger with Pakistan since 1989. More than 60,000 people have been killed in the conflict.