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9-25悉尼科技大学施训鹏研究员:Global Uncertainty, Macroeconomic Activity and Commodity Price



  报告人:施训鹏(悉尼科技大学 研究员)


  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.


  施训鹏,悉尼科技大学大学澳中关系研究院长聘首席研究员、澳大利亚国立大学经济学博士。新加坡国立大学能源研究所资深研究员;湖北经济学院“楚天学者”讲座教授; “澳大利亚中国经济研究学会”(CESA)理事、前会长(2016-8);世界能源理事会全球天然气中心高级顾问;APEC 可持续能源中心国内专家委员会委员。“国家优秀自费留学生奖学金” 和英国外交部“志奋领”奖学金获得者。任现职前,先后在中国、印尼、文莱和新加坡等国家的产、学、研机构和国际组织等担任管理或者高级研究职位。研究区域包括澳大利亚、东盟和东亚。研究专长包括能源和环境等领域的经济、政策问题。现担任Chinese Journal of Population, Resources and Environment、Journal of Modelling in Management和 Natural Gas Industry B等期刊编委或副主编,以及30余家SCI、SSCI国际期刊的评审人。最近五年,主持国家自然科学基金海外及港澳学者合作研究基金、新加坡贸工部、亚洲开发银行、联合国亚太经合组织、东亚和东盟经济研究院、国际天然气进口国组织(GIIGNL)等机构委托的研究十余项,发表SSCI、SCI检索论文60余篇。其中三篇入选ESI高被引论文。

  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/