SHEN Yifan_Tongji SEM SHEN Yifan_Tongji SEM
Home > By Name > Research Fellow > SHEN Yifan
SHEN Yifan
SHEN Yifan

Department: Economics and Finance


  • I am a macroeconomist.
  • My Research specializes in the fields of Macroeconomics, Energy Economics and Financial Economics.
  • My current work aims to shed light on two research agendas. The first is to understand the causes and consequences of rising inequality in our age. This explores the heterogeneous impacts of economic and institutional shocks. The second concerns the role of energy market in shaping the global economic and financial landscape.
  • 2008-2012, East China Normal University, B.S. Statistics
  • 2012-2017, National University of Singapore, PhD. Economics.

Teaching Positions

  • Time Series Analysis
  • Macroeconomics

International Experience

  • 2012-2017, National University of Singapore


  • Macroeconomics
  • Energy Economics
  • Financial Economics


  • Time Series Analysis
  • Macroeconomics


Working Papers

  • Marginal Income Tax and Income Inequality: A Narrative Approach (with Yuan Ye and Zhu Shenghao)
  • Measuring the Global Macroeconomic Uncertainty (with Xunpeng Shi and Ting Zeng)
  • Monetary Policy and Distributional CPI: From Micro Data to Macro Analysis (with Yu Jian and Ting Zeng)
  • Revisiting the Impact of Oil Price Shocks on Macroeconomic Performance: An International Perspective (with Tilak Abeysinghe and Xunpeng Shi)


  • International Transmission Mechanism and the World Business Cycle, with Tilak Abeysinghe. Economic Inquiry, Forthcoming. SSCI.
  • Risk transmission mechanism between energy markets: A VAR for VaR approach, with Xunpeng Shi and Hari Malamakkavu Padinjare Variam, Energy Economics, 75 (2018), 377-388. SSCI
  • Trans-ASEAN gas pipeline and ASEAN gas market integration: Insights from a scenario analysis, with Xunpeng Shi and Hari Malamakkavu Padinjare Variam, Energy Policy, 30 (2019), 83-95. SSCI
  • International risk transmission of stock market movements, Economic Modelling, 69 (2018), 220-236. SSCI
  • Fancy Bitcoin and Conventional Financial Assets: Measuring Market Integration based on Connectedness Networks, with Zeng Ting and Yang Mengyin, Economic Modelling, Forthcoming. SSCI.
  • Measuring Macroeconomic Uncertainty: A Historical Perspective, Economics Letters, Forthcoming. SSCI
  • Energy market financialization: Empirical evidence and implications from East Asian LNG markets, with Xunpeng Shi and Yanrui Wu, Finance Research Letters, 30 (2019), 414-419. SSCI
  • Regional Integration and Inequality Synchronization: Evidence from Europe (with Yuan Ye, Applied Economic Letters, 2019,1350-4851. SSCI
  • Best Paper Award in ICEF 2019