How to retrieve compound fields like address using Bulk API?

There is a clue in this help page on compound fields:

Compound fields can't be included in Bulk queries. Use the individual field components to access or update field values.

It turns out that you can use the component fields like so:

SELECT BillingStreet, BillingCity, 
       BillingState, BillingCountry, BillingPostalCode, 
       BillingLatitude, BillingLongitude
FROM Account