A/Prof Yong Song
Associate Professor in Economics
Department of Economics
18 Scholarly works
6 Projects
HIGHLIGHTS
2025
Journal article
Atlantic Trade and Conflict in Europe
DOI: 10.1093/ej/ueae1022025
Research grants (other domestic)
Optimising Predictive Analytics for Water Consumption Across Time and Space
2025
Research grants (ARC, NHMRC, MRFF)
Optimising Predictive Analytics for Water Consumption Across Time and Space
2024
Journal article
Identification and forecasting of bull and bear markets using multivariate returns
DOI: 10.1002/jae.30482024
Thesis / Dissertation
Essays on Bayesian Discrete Choice Models and Applications
2023
Research grants (ARC, NHMRC, MRFF)
Nowcasting and Interpreting the Australian Economy
2023
Thesis / Dissertation
Development of Bayesian dynamic nonparametric models and inferences
RECENT SCHOLARLY WORKS
2022
Journal article
Corrigendum to “Predictability of stock returns and asset allocation under structural breaks” [J. Econometrics 164 (2011) 60–78] (Predictability of stock returns and asset allocation under structural breaks (2011) 164(1) (60–78), (S0304407611000479), (10.1016/j.jeconom.2011.02.019))
DOI: 10.1016/j.jeconom.2020.02.0082021
Journal article
Bull and bear markets during the COVID-19 pandemic
DOI: 10.1016/j.frl.2021.1020912021
Journal article
Sparse change-point VAR models
DOI: 10.1002/jae.28442021
Journal article
Markov Switching
DOI: 10.1093/acrefore/9780190625979.013.1742020
Scholarly Contribution to Database/Website
Atlantic trade and the decline of conflict in Europe
2020
Journal article
Oil price shocks and economic growth: The volatility link
DOI: 10.1016/j.ijforecast.2019.07.0082019
Journal article
The evolution of ottoman-European market linkages, 1469-1914: Evidence from dynamic factor models
DOI: 10.1016/j.eeh.2018.10.0022019
Journal article
The evolution of Ottoman–European market linkages, 1469–1914: Evidence from dynamic factor models
DOI: 10.1016/j.eeh.2018.10.002