Portrait of Soon Leong

Soon Leong

Research Student

Cass Business School, Faculty of Finance

Contact

Visit Soon Leong

Bunhill Row

Postal address

Cass Business School
106 Bunhill Row
London
EC1Y 8TZ
United Kingdom

About

Overview

Soon Heng Leong is a PhD candidate at City, University of London. He is associated with the Centre for Econometric Analysis under the “PhD Studentship in Memory of Ana Timberlake 2017/2021”. The scholarship involves teaching assistance within Timberlake training courses at renowned institutions such as the European Banking Authority, European Central Bank, Cambridge and Oxford Universities. His current research focuses on developing Granger causality testing methods with applications for risk spillover in the financial and energy markets.

Soon is also the university’s badminton player and he has been playing at both the university and county levels. Prior to joining City, he was a junior structural consultant at WSP Inc., Singapore.

Research

1st supervisor

  • Professor Giovanni Urga, Professor of Econometrics and Finance and Director of the Centre for Econometric Analysis

Publications

Journal article

  1. Leong, S.H., Pellegrini, C.B. and Urga, G. (2020). The contribution of shadow insurance to systemic risk. Journal of Financial Stability, 51, pp. 100778–100778. doi:10.1016/j.jfs.2020.100778.

Professional activities

Events/conferences (5)

  1. Conference on Systemic Risk, Banking and Insurance, and the Role of their Shadow Entities. (Conference) London, UK (2019).
    Paper: The Contribution of Shadow Insurance to Systemic Risk
    Author: Leong, S.
    Co-authors: Bellavite Pellegrini, C.; Urga, G.
  2. The 22nd Dynamic Econometrics Conference. (Conference) Oxford, UK (2019).
    Paper: A Nonparametric Test for Multivariate Granger Causality in Variance
    Author: Leong, S.
    Co-authors: Urga, G.
  3. The 31st Asian Finance Association Annual Meeting. (Conference) Ho Chi Minh, Vietnam (2019). Session/Day Chair.
    Paper: The Contribution of Shadow Insurance to Systemic Risk
    Author: Leong, S.
    Co-authors: Bellavite Pellegrini, C.; Urga, G.
  4. The 6th Young Finance Scholars’ Conference. (Conference) Sussex, UK (2019).
    Paper: A Nonparametric Test for Multivariate Granger Causality in Variance
    Author: Leong, S.
    Co-authors: Urga, G.
    Description: Winner of the Special Commendation Paper Award.
  5. The 20th Oxmetrics User Conference. (Conference) London, UK (2018). Organising Committee.