Research
WORKING PAPERS/WORK IN PROGRESS
Going upstream: Asymmetric responses of drilling activities to price shocks, pdf
Responses of US consumer sentiment to global oil market shocks: A VAR with jumps approach, with Chenghan Hou and Dan Zhu, pdf
Real-time forecasts of the US natural gas prices, with Bo Zhang, Chenghan Hou and Shen Gao, pdf
Forecasting Oil Prices: Can Large BVARs help?, with Bo Zhang, pdf
REFEREED JOURNAL PUBLICATIONS
The influence from a demand perspective with real economic activity: China versus the United States in world oil markets, with Bo Zhang and Jamie Cross, Carbon Neutralization, November 2022.
Real-time forecasting of the Australian macroeconomy using flexible Bayesian VARs, with Bo Zhang and Chenghan Hou, Journal of Forecasting, forthcoming. [Working paper].
The role of precautionary and speculative demand in the global market for crude oil (with Brian Tran and Jamie Cross), Journal of Applied Econometrics, Volume 37 Issue 5, August 2022. [Working paper], [Replication Files].
Forecasting natural gas prices using highly flexible time-varying parameter models (with Chenghan Hou and Shen Gao), Economic Modelling, Volume 105, December 2021, [working paper]
Uncertainty and sing-dependent effects of oil market shocks (with Tatsuyoshi Okimoto and Brian Tran), Journal of Commodity Markets, forthcoming, [working paper]. Online appendix.
On the China factor in international oil markets: A regime switching approach (with Jamie Cross and Chenghan Hou), Energy Economics, Volume 95, March 2021. [Working paper], [Replication files]
Asymmetric Reactions of the U.S. Natural Gas Market and Economic Activity (with Tatsuyoshi Okimoto), Energy Economics, Volume 80, May, 2019. [Working paper], [Replication files]
Understanding the US Natural Gas Market: A Markov Switching VAR Approach (with Chenghan Hou), Energy Economics, Volume 75, Sep, 2018. [Working paper], [Replication files]
Time-varying macroeconomic effects of energy price shocks: A new measure for China (with Jamie Cross), Energy Economics, Volume 73, May, 2018. [Working Paper], [Replication files]
Oil and Iron Ore Price Shocks: What Are the Different Economic Effects in Australia? (with Nam Hoang), Economic Record, March, 2018. [Working paper], [Replication files]
The relationship between global oil price shocks and China's output: A time-varying analysis (with Jamie Cross), Energy Economics, Volume 62, February, 2017, p.79-91 (Online Appendix), [Working Paper], [Replication files]
On the PNG economy
Papua New Guinea: riding or sinking from the resource boom? Evidence from geographical and setoral employment (with Dek Sum), pdf
Macroeconomic shocks and trade balance adjustments in Papua New Guinea (with Dek Sum), pdf , blog
Effects of real exchange rate and external shocks on Papua New Guinea's trade and output, revised & resubmitted at Journal of Asian Economics, pdf