This paper presents a multi-scale modeling of gas transport in shale where techniques from micro- to macro-scale (Molecular dynamic simulations, lattice Boltzmann and multi-continuum) are integrated to achieve more accurate and robust simulation and prediction results. The formulation is then applied to pulse decay experiment to obtain shale core plug transport and storage parameters such as inorganic permeability and organic porosity and effective diffusion coefficient. The formulations governing gas transport and storage in dual porosity, single permeability shale model is validated in wide range of Knudsen number and flow regimes. In this new approach, shale organic matter is modeled using four different 3D molecular structure of type II Kerogen A, B, C, and D and a type III Kerogen A, with different Kerogen porosities and densities. The Equilibrium Molecular dynamics (EMD) simulations and Grand Canonical Monte Carlo (GCMC) are used to obtain the gas transport and adsorption parameters in different Kerogen structures, respectively. Meso-scale Lattice Boltzmann simulation is used to obtain gas transport parameters in inorganic matter of shale samples and the regularized 13-moment method is used for both inorganic matrix and natural fractures transport parameters and compared with LBM simulations. Next, the multi-continuum approach is used to integrate and describe gas transport and storage in multi-scale shale samples. The multi-continuum model developed is then used to history-match and predict Marcellus shale sample transport and storage parameters using pulse decay technique. The average parameters obtained from experiments and GCMC and EMD simulations will be used as external knowledge in our simulation based history-matching algorithm of pulse decay experiment to obtain shale organic and inorganic transport and storage parameters. Shale matrix permeability will be corrected for gas slippage using LBM and R13 AP results. The new formulation is compared with the previously published models simulating the gas dynamics in shale reservoirs. In this study, we show that gas transport and storage in micro-scale organic pores of shale matrix are nontrivial and significantly impact cumulative gas recovery from these unconventional reservoirs. Our unique integrated multiscale study (i.e., micro-scale molecular dynamics, meso-scale lattice Boltzmann simulation and multi-continuum macro-scale approach) showed the importance of developing external knowledge on different scales to obtain realistic parameter domains for gas transport and storage in shale reservoirs. This study is an important step for development of integrated multi-scale shale gas reservoir flow simulators and it has a practical importance on shale reservoir characterization specially quantifying the shale transport parameters using pulse decay technique.