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9-25悉尼科技大學施訓鵬研究員:Global Uncertainty, Macroeconomic Activity and Commodity Price

  時間:9月25日(星期三)上午10:00

  地點:主樓六樓

  報告人:施訓鵬(悉尼科技大學 研究員)

  報告內容摘要:

  We construct a homogeneous proxy of global macroeconomic uncertainty by employing a rich global dataset covering both advanced and major emerging economies. Our proxy displays significant independent variations from popular regional or country-specific uncertainty measures, and can serve as an alternative to the global economic policy uncertainty index when one needs to identify uncertainty shocks at the aggregate global level. We examine dynamic impacts among global macroeconomic uncertainty and other global macroeconomic variables, and provide two meaningful applications of our proxy by linking it to the price formation mechanism of oil and by disentangling the global common and country-specific components involved in uncertainty shocks. We show that the well-documented relationship between uncertainty and real activities is not only a regional issue, but also a global phenomenon. Global uncertainty, which works as aggregate demand shocks, plays a key role in determining commodity prices. In addition, to complement the conventional within-country analysis of uncertainty impact, we show that the global common components in uncertainty shocks account for a substantial fraction of business cycle fluctuations in a certain economy. Our findings are robust according to a variety of robustness analysis.

  報告人簡介:

  施訓鵬,悉尼科技大學大學澳中關系研究院長聘首席研究員、澳大利亞國立大學經濟學博士。新加坡國立大學能源研究所資深研究員;湖北經濟學院“楚天學者”講座教授; “澳大利亞中國經濟研究學會”(CESA)理事、前會長(2016-8);世界能源理事會全球天然氣中心高級顧問;APEC 可持續能源中心國內專家委員會委員。“國家優秀自費留學生獎學金” 和英國外交部“志奮領”獎學金獲得者。任現職前,先后在中國、印尼、文萊和新加坡等國家的產、學、研機構和國際組織等擔任管理或者高級研究職位。研究區域包括澳大利亞、東盟和東亞。研究專長包括能源和環境等領域的經濟、政策問題。現擔任Chinese Journal of Population, Resources and Environment、Journal of Modelling in Management和 Natural Gas Industry B等期刊編委或副主編,以及30余家SCI、SSCI國際期刊的評審人。最近五年,主持國家自然科學基金海外及港澳學者合作研究基金、新加坡貿工部、亞洲開發銀行、聯合國亞太經合組織、東亞和東盟經濟研究院、國際天然氣進口國組織(GIIGNL)等機構委托的研究十余項,發表SSCI、SCI檢索論文60余篇。其中三篇入選ESI高被引論文。

  Xunpeng (Roc) Shi is a tenured Principal Research Fellow at the Australia-China Relations Institute, University of Technology Sydney. He is a Council Member of the “Chinese Economics Society Australia” (CESA) and was its President in 2016-2018. He is also an Adjunct Senior Research Fellow at the Energy Studies Institute (ESI), National University of Singapore, ‘Chutian Scholar’ Visiting Professor at Hubei University of Economics, Senior Advisor to World Energy Council Global Gas Center, and a Member of National Expert Council of APEC Sustainable Energy Center (APSEC). He serves as Editorial board member or Associate Editor for Chinese Journal of Population, Resources and Environment, Journal of Modelling in Management, and Natural Gas Industry B. He has worked in national and international organization in Australia, Brunei, China, Indonesia and Singapore but has undertaken assignments in numerous other countries.  He is a recipient of Joint Research Fund for Overseas Chinese Scholars and Scholars in Hong Kong and Macao, awarded by National Natural Science Fund of China (NSFC) (2018), the British Chevening Scholarship and Chinese Government Award for Outstanding Self-financed Students Abroad. His areas of expertise include the Chinese economy, and energy economics and policy, with a regional focus of Australia, ASEAN, and Northeast Asia. His has advised international organization including ADB, Economic Research Institute for ASEAN and East Asia, GIIGNL, and UN ESCAP. He has published 60 papers in SCI/SSCI indexed journals and three of them were listed as ESI “Highly Cited Papers”. He received a LLM from University of Dundee, a MERE and PhD of Economics from the Australian National University.

  Contact details:

  Email: xunpeng.shi@uts.edu.au;

  LinkedIN: https://www.linkedin.com/in/xunpeng-shi-bb209a1/

  (承辦:應用經濟系、科研與學術交流中心)

  

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