OHASHI Kazuhiko 大橋和彦

… Alternative Names

大橋和彦オオハシカズヒコ

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Researcher Number	50261780
Other IDs
External Links
Affiliation (Current)	2025: 一橋大学, 大学院経営管理研究科, 教授
Affiliation (based on the past Project Information) *help	2018 – 2024: 一橋大学, 大学院経営管理研究科, 教授 2015: 一橋大学, 国際企業戦略研究科, 教授 2012 – 2015: 一橋大学, 大学院国際企業戦略研究科, 教授 2007 – 2012: Hitotsubashi University, 大学院・国際企業戦略研究科, 教授 2006: Hitotsubashi University, International Corporate Strategy, Associate Professor, 大学院国際企業戦略研究科, 助教授 … More 2005: 一橋大学, 大学院・国際企業戦略研究科, 助教授 2000 – 2002: 一橋大学, 大学院・国際企業戦略研究科, 助教授 1998: 一橋大学, 商学部, 助教授 1997: 一橋大学, 商学部, 講師 1996: 筑波大学, 社会工学系, 講師 Less
Review Section/Research Field	Principal Investigator Basic Section 07060:Money and finance-related / Public finance/Monetary economics / Public finance/Monetary economics / Sections That Are Subject to Joint Review: Basic Section07030:Economic statistics-related , Basic Section07060:Money and finance-related / Basic Section 07030:Economic statistics-related / Economic theory Except Principal Investigator Basic Section 07060:Money and finance-related / Medium-sized Section 31:Nuclear engineering, earth resources engineering, energy engineering, and related fields / Sections That Are Subject to Joint Review: Basic Section07030:Economic statistics-related , Basic Section07060:Money and finance-related / Basic Section 07030:Economic statistics-related / Public finance/Monetary economics / Money/ Finance
Keywords	Principal Investigator 最適ポートフォリオ / 天候デリバティブ / ファイナンス / ボラティリティ・リスクプレミアム / 曖昧さ回避 / ボラティリティ / パラメータ推定誤差 / 共和分 / MBS / 情報の非対称性 … More / 証券化 / 資産価格 / 高次モーメントリスク / 階層的構造 / 低ベータ・アノマリー / 確率ボラティリティ / 歪度リスクプレミアム（SRP） / 分散リスクプレミアム（VRP） / 低リスク・アノマリー / 共分散回帰 / ボラティリティ・リスク・プレミアム / 共歪度 / 2次確率分散モデル / 自己・相互励起ジャンプ / 分散リスクプレミアム / VVIX / VIX / 階層的ボラティリティ / 高次モ―メント / バリアンス・スワップ / 分散の分散リスクプレミアム / 曖昧さ / リスク・プレミアム / 高次モーメント / ボラティリティのボラティリティ / 確率ボラティリティモデル / アノマリー / レバレッジパラメータ / リターン予測可能性 / 曖昧さプレミアム / 相互依存構造 / 予測可能性 / 資産収益率 / VRP / リスクプレミアム / Benchmark / Weather Derivative / Asymmetric Information / Forward-Backward SDE / Stochastic Differential Utility / Optimal contract / Security Design / ファンド運用 / インセンティブ / プリンシパル・エージェント / 前向き-後向き確率微分方 / ベンチマーク / 前向き-後向き確率微分方程式 / 確率微分効用 / 最適契約 / 証券デザイン / コピュラ / 平滑推移モデル / 大域的最少分散ポートフォリオ / 通貨の取引費用 / 排出権価格 / 超過リターン / 相互依存性 / マルコフスイッチングモデル / 最小分散ポートフォリオ / 新興国通貨 / 平滑推移動的条件付き相関モデル / マルコフスイッチングVARモデル / 超過共変動 / 商品先物 / 相関構造 / 金融市場 / 株式リターン / エキゾチックオプション / ストカスティック・コリドー / 気温デリバティブ / 卸電力の現物価格 / アナリスト予想 / 経営者予想 / 資本構成 / 自己回帰 / 会計情報 / 年金運用 / ヘッジファンド / エネルギー商品 / 資産運用 / エッシャー変換 / Security design / Esscher変換 / 保険リスク / 生存時間分析 / プリペイメント / 期限前償還リスク / 倒産リスク / 資産 / 不良債権 / 投資プロジェクト / 株式公開 / ベンチャー企業 / ABS / 資産担保証券 / ディリバティブ / 期待取引量最大化 / 効率性 / 最適性 / 非対称的情報 / 先物市場 / 証券創造 … More Except Principal Investigator 流動性保有 / 本邦企業 / 自然実験 / 経済危機 / 実体的効果 / 企業の流動性保有 / 水素エネルギー / 社会経済システム / エネルギー要素技術 / ビッグデータプラットフォーム / 統合シミュレーションモデル / 電力価格 / 太陽光発電 / 卸電力市場 / マクロ経済学 / ファイナンス / 計量経済学 / 人為的影響 / 異常気象 / Asymmetric Information / Risk Management / Incomplete Markets / Jump Process / Edokko Options / Insurance / Electricity / Weather Derivatives / 最適化 / jump-diffusion process / α-percentile barrier option / MBS / ジャンプ / リアルオプション / Good deal bounds / Edokko option / 情報の非対称性 / リスク管理 / 非完備市場 / ジャンプ過程 / Eddoko Option / 保険 / 電力 / 天候デリバティブ / 金融政策 / ボラティリティー / REIT / 量的緩和 / 資産選択理論 / 商品先物 / 資産市場の連関 Less

Global Patterns of Climate Change and the Impact of Extreme Weather Events on Economic Activities and Financial Markets
- Principal Investigator
  
  山本庸平
- Project Period (FY)
  2024 – 2028
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Review Section
  
  Basic Section 07030:Economic statistics-related
  Basic Section 07060:Money and finance-related
  Sections That Are Subject to Joint Review: Basic Section07030:Economic statistics-related , Basic Section07060:Money and finance-related
- Research Institution
  Hitotsubashi University
ボラティリティの階層的構造、および高次モーメントリスクと資産価格理論Principal Investigator
- Principal Investigator
  
  大橋和彦
- Project Period (FY)
  2024 – 2026
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Review Section
  
  Basic Section 07060:Money and finance-related
  Basic Section 07030:Economic statistics-related
  Sections That Are Subject to Joint Review: Basic Section07030:Economic statistics-related , Basic Section07060:Money and finance-related
- Research Institution
  Hitotsubashi University
Impact of solar power generation on electricity prices and their volatility
- Principal Investigator
  
  福家信洋
- Project Period (FY)
  2024 – 2026
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07060:Money and finance-related
- Research Institution
  Kobe University
Technology assessment and model analysis by integrating energy science, data science and economics
- Principal Investigator
  
  後藤美香
- Project Period (FY)
  2024 – 2028
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Review Section
  
  Medium-sized Section 31:Nuclear engineering, earth resources engineering, energy engineering, and related fields
- Research Institution
  Institute of Science Tokyo
Analysis of the impact of hierarchical volatility, coskewness, and covariance on asset pricesPrincipal Investigator
- Principal Investigator
  
  OHASHI Kazuhiko
- Project Period (FY)
  2021 – 2023
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Review Section
  
  Basic Section 07060:Money and finance-related
- Research Institution
  Hitotsubashi University
An empirical analysis of the actual impact of liquidity holdings by Japanese firms, utilizing the economic crisis as a "natural experiment"
- Principal Investigator
  
  HATTORI Masazumi
- Project Period (FY)
  2021 – 2023
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Review Section
  
  Basic Section 07060:Money and finance-related
- Research Institution
  Hitotsubashi University
Asset Pricing and Portfolio Management Using Higher-Order Moment (Volatility and Skewness)Principal Investigator
- Principal Investigator
  
  OHASHI Kazuhiko
- Project Period (FY)
  2018 – 2020
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Review Section
  
  Basic Section 07060:Money and finance-related
- Research Institution
  Hitotsubashi University
Analysis of Structural Changes in Financial Markets and the Macroeconomy and Asset Allocation
- Principal Investigator
  
  Hayashi Fumio
- Project Period (FY)
  2013 – 2015
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Money/ Finance
- Research Institution
  National Graduate Institute for Policy Studies
  Hitotsubashi University
Interdependencies in Financial and Physical Asset Markets and their Effects on Investments and Risk Management.Principal Investigator
- Principal Investigator
  
  OHASHI Kazuhiko
- Project Period (FY)
  2010 – 2012
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  Hitotsubashi University
Analysis of Portfolio Management - Risk Characteristics of New Investment Opportunities and StrategiesPrincipal Investigator
- Principal Investigator
  
  OHASHI Kazuhiko
- Project Period (FY)
  2007 – 2009
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  Hitotsubashi University
On optimal security design and financial contractPrincipal Investigator
- Principal Investigator
  
  OHASHI Kazuhiko
- Project Period (FY)
  2005 – 2006
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Economic theory
- Research Institution
  Hitotsubashi University
Managing new type of risks - Electricity, weather, and insurance risks and their derivatives-
- Principal Investigator
  
  MIURA Ryozo
- Project Period (FY)
  2001 – 2002
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  Hitotsubashi University
資産証券化の価格決定分析Principal Investigator
- Principal Investigator
  
  大橋和彦
- Project Period (FY)
  2000 – 2001
- Research Category
  
  Grant-in-Aid for Encouragement of Young Scientists (A)
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  Hitotsubashi University
資産証券化の決定と経済効果-情報の非対称性の影響-Principal Investigator
- Principal Investigator
  
  大橋和彦
- Project Period (FY)
  1997 – 1998
- Research Category
  
  Grant-in-Aid for Encouragement of Young Scientists (A)
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  Hitotsubashi University
非対称的情報下における先物市場の創造の経済効果Principal Investigator
- Principal Investigator
  
  大橋和彦
- Project Period (FY)
  1996
- Research Category
  
  Grant-in-Aid for Encouragement of Young Scientists (A)
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  University of Tsukuba

[Book] 経済制度の実証分析と設計第2巻『金融の機能不全』(第7章)(林文夫編)(勁草書房)2007
- Author(s)
  井坂直人, 大橋和彦, 斎藤誠
- Publisher
  勁草書房
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-17330041
[Journal Article] The pre-FOMC announcement drift: short-lived or long-lasting? Evidence from financial and volatility markets2024
- Author(s)
  Katja Ignatieva and Kazuhiko Ohashi
- Journal Title
  
  Applied Economics
  
  Volume: - Issue: 17 Pages: 2021-2037
- DOI
  10.1080/00036846.2024.2322573
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-21H00727
[Journal Article] Dynamic Relationship between Volatility Risk Premia of Stock and Oil Returns2023
- Author(s)
  Nobuhiro Nakamura, Kazuhiko Ohashi, and Daisuke Yokouchi
- Journal Title
  
  Journal of Risk and Financial Management
  
  Volume: 16 Issue: 3 Pages: 173-173
- DOI
  10.3390/jrfm16030173
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-21H00727, KAKENHI-PROJECT-20K01587, KAKENHI-PROJECT-23K01332
[Journal Article] ESGを巡る投資家と企業の行動の関係について2023
- Author(s)
  大橋和彦
- Journal Title
  
  『日本の金融システム』祝迫得夫編、東京大学出版会
  
  Volume: 第7章コメント Pages: 261-266
- Data Source
  KAKENHI-PROJECT-21H00728
[Journal Article] Commodity Spread Option with Cointegration2016
- Author(s)
  Katsushi Nakajima and Kazuhiko Ohashi
- Journal Title
  
  Asia-Pacific Financial Markets
  
  Volume: 23 Issue: 1 Pages: 1-44
- DOI
  10.1007/s10690-015-9207-1
- Peer Reviewed / Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-26780190, KAKENHI-PROJECT-25285097
[Journal Article] Emission Allowance as a Derivative on Commodity-Spread2013
- Author(s)
  Katsushi Nakajima and Kazuhiko Ohashi
- Journal Title
  
  Asia-Pacific FinancialMarkets
  
  Volume: Vol.20 Pages: 183-217
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22330094
[Journal Article] Emission Allowance as a Derivative on Commodity-Spread2013
- Author(s)
  Katsushi Nakajima and Kazuhiko Ohashi
- Journal Title
  
  Asia-Pacific Financial Markets
  
  Volume: 20 Pages: 183-217
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22330094
[Journal Article] A Cointegrated Commodity Pricing Model2012
- Author(s)
  Katsushi Nakajima, Kazuhiko Ohashi
- Journal Title
  
  Journal of Futures Markets
  
  Volume: (forthcoming)(掲載確定)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22330094
[Journal Article] A Cointegrated Commodity Pricing Model2012
- Author(s)
  Katsushi Nakajima and Kazuhiko Ohashi
- Journal Title
  
  Journal of Futures Markets
  
  Volume: Vol.32 Pages: 995-1033
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22330094
[Journal Article] 相互関係の考慮とデリバティブ-商品デリバティブにおける新展開-2010
- Author(s)
  大橋和彦
- Journal Title
  
  証券アナリストジャーナル Vol.48
  
  Pages: 33-41
- Data Source
  KAKENHI-PROJECT-19330068
[Journal Article] 相互関係の考慮とデリバティブ―商品デリバティブにおける新展開―2010
- Author(s)
  大橋和彦
- Journal Title
  
  証券アナリストジャーナル Vol. 48 No. 2
  
  Pages: 33-41
- Data Source
  KAKENHI-PROJECT-19330068
[Journal Article] 商品価格の相互依存関係―排出権価格を例に―2009
- Author(s)
  大橋和彦
- Journal Title
  
  証券アナリストジャーナル Vol. 47 No. 4
  
  Pages: 76-81
- NAID
  40016595361
- Data Source
  KAKENHI-PROJECT-19330068
[Journal Article] Pricing summer day options by good-deal bounds2009
- Author(s)
  Takashi Kanamura, Kazuhiko Ohashi
- Journal Title
  
  Energy Economics 31
  
  Pages: 289-297
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19330068
[Journal Article] 商品価格の相互依存関係-排出権価格を例に-2009
- Author(s)
  大橋和彦
- Journal Title
  
  証券アナリストジャーナル Vol.47
  
  Pages: 76-81
- NAID
  40016595361
- Data Source
  KAKENHI-PROJECT-19330068
[Journal Article] Pricing summer day options by good-deal bounds2009
- Author(s)
  Takashi Kanamura, Kazuhiko Ohashi
- Journal Title
  
  Energy Economics Vol.31
  
  Pages: 289-297
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19330068
[Journal Article] On Transition Probabilities of Regime Switching in Electricity Prices2008
- Author(s)
  Takashi Kanamura and Kazuhiko OHASHI
- Journal Title
  
  Energy Economics Vol.30
  
  Pages: 1158-1172
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19330068
[Journal Article] On Transition Probabilities of Regime Switching in Electricity Prices2008
- Author(s)
  Takashi Kanamura, Kazuhiko Ohashi
- Journal Title
  
  Energy Economics Vol.30
  
  Pages: 1158-1172
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19330068
[Journal Article] ABS発行市場における劣後引受の役割2007
- Author(s)
  井坂直人, 大橋和彦, 齋藤誠
- Journal Title
  
  「経済制度の実証分析と設計第2巻『金融の機能不全』」第7章(林文夫編)(勁草書房)
  
  Pages: 187-222
- Data Source
  KAKENHI-PROJECT-17330041
[Journal Article] The Role of Subordination in ABS Issuance Markets (In Japanese)2007
- Author(s)
  Naoto Isaka, Kazuhiko Ohashi, Makoto Saito
- Journal Title
  
  Chapter 7 in "Empirical Analysis and Design of Economic System"(ed. by Fumio HAYASHI)(Keisou-Shobo) Vol.2
  
  Pages: 187-222
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17330041
[Journal Article] Performance Measurement and Compensation Scheme for Institutional Investors (In Japanese)2006
- Author(s)
  Kazuhiko OHASHI, Toshiki HONDA
- Journal Title
  
  Security Analysts Journal Vol.44
  
  Pages: 54-63
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17330041
[Journal Article] 天候デリバティブによる電力会社のリスク管理2006
- Author(s)
  大橋和彦, 金村宗
- Journal Title
  
  先物取引研究第10巻第1号No14
  
  Pages: 15-40
- NAID
  40015236934
- Data Source
  KAKENHI-PROJECT-17330041
[Journal Article] Risk Management of electricity Companies by Weather Derivatives (In Japanese)2006
- Author(s)
  Kazuhiko OHASHI, Takashi KANAMURA
- Journal Title
  
  Futures Trading Analysis Vol.10-1, No.4
  
  Pages: 15-40
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17330041
[Journal Article] 機関投資家の運用評価と報酬のあり方2006
- Author(s)
  大橋和彦, 本多俊毅
- Journal Title
  
  証券アナリストジャーナル 44巻
  
  Pages: 54-63
- Data Source
  KAKENHI-PROJECT-17330041
[Journal Article] 天候デリバティブによる電力会社のリスク管理2006
- Author(s)
  大橋和彦, 金村宗
- Journal Title
  
  先物取引研究第10巻第1号 No.14
  
  Pages: 15-40
- NAID
  40015236934
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-17330041
[Journal Article] 機関投資家の運用評価と報酬のあり方2006
- Author(s)
  大橋和彦, 本多俊毅
- Journal Title
  
  証券アナリストジャーナル 44巻
  
  Pages: 54-63
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-17330041
[Journal Article] Originators' Subordination as Instruments to Mitigate AdverseSelection : Evidence from Asset-backed Securities Issued in Japan2005
- Author(s)
  Naoto Isaka, Kazuhiko, Ohashi, Makoto Saito
- Journal Title
  
  COE/RES Discussion Paper Series, No. 121 October 2005
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-17330041
[Journal Article] Originators' Subordination as Instruments to Mitigate Adverse Selection : Evidence from Asset-backed Securities Issued in Japan2005
- Author(s)
  Naoto Isaka, Kazuhiko Ohashi, Makoto Saito
- Journal Title
  
  COE/RES Discussion Paper Series, No.121 October 2005
- Data Source
  KAKENHI-PROJECT-17330041
[Journal Article] Originators'Subordination as Instruments to Mitigate Adverse Selection : Evidence from Asset-backed Securities Issued in Japan2005
- Author(s)
  Naoto Isaka, Kazuhiko Ohashi, Makoto Saito
- Journal Title
  
  COE/RES Discussion Paper Series No.121
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17330041
[Presentation] Seasonality in the impact of solar power generation on the electricity price level and variability2023
- Author(s)
  Kazuhiko Ohashi
- Organizer
  Asian Finance Association 2023 Annual Meeting
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-21H00727
[Presentation] Seasonality in the impact of solar power generation on the electricity price level and volatility2022
- Author(s)
  Kazuhiko Ohashi
- Organizer
  2022 Asian Meeting of the Econometric Society in East and South-East Asia
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-21H00727
[Presentation] Structural change in the relationship between electricity and fuel prices: Evidence from the Japanese electricity market2022
- Author(s)
  大橋和彦
- Organizer
  日本ファイナンス学会第30回大会
- Data Source
  KAKENHI-PROJECT-21H00727
[Presentation] Seasonality in the impact of solar power generation on the electricity price level and volatility2021
- Author(s)
  大橋和彦
- Organizer
  日本経済学会2021年度春季大会
- Data Source
  KAKENHI-PROJECT-21H00727
[Presentation] Seasonality in the impact of solar power generation on the electricity price level and variability2021
- Author(s)
  Kazuhiko Ohashi
- Organizer
  The 1st Energy and Informatics International Forum
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-21H00727
[Presentation] Dynamic Relation between Volatility Risk Premia of Stock and Oil Returns2021
- Author(s)
  Kazuhiko Ohashi
- Organizer
  The 4th annual J.P. Morgan Center for Commodities (JPMCC) “New Directions in Commodities Research
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-21H00727
[Presentation] Seasonality in the impact of solar power generation on the electricity price level and volatility2021
- Author(s)
  大橋和彦
- Organizer
  日本リアルオプション学会コモディティ・ファイナンス研究部会
- Data Source
  KAKENHI-PROJECT-21H00727
[Presentation] Seasonality in the impact of solar power generation on the electricity price level and volatility2021
- Author(s)
  大橋和彦
- Organizer
  日本ファイナンス学会第29回大会
- Data Source
  KAKENHI-PROJECT-21H00727
[Presentation] Non-Affine and Non-Reduced Form Approach to Pricing of VIX and VVIX:Quadratic Diffusion Model2019
- Author(s)
  大橋和彦
- Organizer
  2019 ANNUAL MEETING OF THE ASIAN FINANCE ASSOCIATION
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H00872
[Presentation] Dynamic Relation between Volatility Risk Premia of Stock and Oil Returns2018
- Author(s)
  大橋和彦
- Organizer
  日本ファイナンス学会
- Data Source
  KAKENHI-PROJECT-18H00872
[Presentation] Increasing Trends in the Excess Comovements of Commodity Prices2014
- Author(s)
  大橋和彦
- Organizer
  Asian Finance Association 2014 Meeting
- Place of Presentation
  インドネシアバリ( Bali Nusa Dua Convention Center)
- Year and Date
  2014-06-25
- Data Source
  KAKENHI-PROJECT-25285097
[Presentation] Increasing Trends in the Excess Comovements of Commodity Prices2014
- Author(s)
  大橋和彦
- Organizer
  Financial Management Association 2014 Asian Meeting
- Place of Presentation
  一橋大学千代田キャンパス
- Year and Date
  2014-05-10
- Data Source
  KAKENHI-PROJECT-25285097
[Presentation] Analyzing Emission Allowance Prices as a Derivative on Commodity-Spread2012
- Author(s)
  Kazuhiko Ohashi
- Organizer
  2012 AJOU Workshop in Financial Economics and Mathematics
- Place of Presentation
  Hotel Ramada Plaza、Suwon、Korea
- Year and Date
  2012-07-15
- Data Source
  KAKENHI-PROJECT-22330094
[Presentation] Analyzing Emission Allowance As a Derivative of Commodity-Spread2011
- Author(s)
  Kazuhiko Ohashi
- Organizer
  Financial Management Association
- Place of Presentation
  Denver, Colorado, USA
- Year and Date
  2011-10-20
- Data Source
  KAKENHI-PROJECT-22330094
[Presentation] Analyzing Emission Allowance Prices as a Derivative on Commodity-Spread2011
- Author(s)
  Kazuhiko Ohashi
- Organizer
  2011 Asian Finance Association Annual Meeting
- Place of Presentation
  Four Seasons Hotel, Macao, China
- Year and Date
  2011-07-12
- Data Source
  KAKENHI-PROJECT-22330094
[Presentation] Pricing Emission Allowance Prices as a Derivative on Commodity-Spread2011
- Author(s)
  Kazuhiko Ohashi
- Organizer
  The 60th Midwest Finance Association Annual Meeting
- Place of Presentation
  Westin Chicago River North, Chicago、IL、USA
- Year and Date
  2011-03-03
- Data Source
  KAKENHI-PROJECT-22330094
[Presentation] Analyzing Emission Allowance As a Derivative of Commodity-Spread2011
- Author(s)
  Kazuhiko Ohashi
- Organizer
  Asian Finance Association
- Place of Presentation
  マカオ、中華人民共和国
- Year and Date
  2011-07-12
- Data Source
  KAKENHI-PROJECT-22330094
[Presentation] Analyzing Emission Allowance Prices as a Derivative on Commodity-Spread2011
- Author(s)
  Kazuhiko Ohashi
- Organizer
  2011 Financial Management Association Annual Meeting
- Place of Presentation
  Sheraton DenverDowntown Hotel, Denver、Colorado、USA
- Year and Date
  2011-10-20
- Data Source
  KAKENHI-PROJECT-22330094
[Presentation] Pricing Emission Allowance Prices as a Derivative on Commodity-Spread2011
- Author(s)
  Kazuhiko Ohashi
- Organizer
  The 60th Midweat Finance Association Annual Meeting
- Place of Presentation
  Chicago, IL, USA
- Year and Date
  2011-03-03
- Data Source
  KAKENHI-PROJECT-22330094
[Presentation] Pricing Emission Allowance Prices as a Derivative on Commodity-Spread2010
- Author(s)
  Kazuhiko Ohashi
- Organizer
  The 1st Wbrkshop on Finance and Accounting Research in the Asian Pacific Region
- Place of Presentation
  名古屋国際会議場
- Year and Date
  2010-12-18
- Data Source
  KAKENHI-PROJECT-22330094
[Presentation] Pricing Emission Allowance Prices as a Derivative on Commodity-Spread2010
- Author(s)
  Kazuhiko Ohashi
- Organizer
  The 1st Workshop onFinance and Accounting Research in the Asian Pacific Region
- Place of Presentation
  名古屋国際会議場、愛知
- Year and Date
  2010-12-18
- Data Source
  KAKENHI-PROJECT-22330094
[Presentation] コモディティー・ファイナンス-エネルギー、環境、天候を中心に2009
- Author(s)
  大橋和彦
- Organizer
  2009年度日本ファイナンス学会第17回大会会長講演
- Place of Presentation
  青山学院大学、東京
- Year and Date
  2009-05-09
- Data Source
  KAKENHI-PROJECT-19330068
[Presentation] コモディティー・ファイナンス-エネルギー、環境、天候を中心に-2009
- Author(s)
  大橋和彦
- Organizer
  2009年度日本ファイナンス学会第17回大会会長講演
- Place of Presentation
  青山学院大学
- Year and Date
  2009-05-09
- Data Source
  KAKENHI-PROJECT-19330068
[Presentation] Co-integrated Commodity Pricing Model2009
- Author(s)
  大橋和彦
- Organizer
  Financial Management Association 2009 Annual Meeting
- Place of Presentation
  Reno, Nevada, USA
- Year and Date
  2009-10-22
- Data Source
  KAKENHI-PROJECT-19330068
[Presentation] Co- integrated Commodity Pricing Model2009
- Author(s)
  Kazuhiko Ohashi
- Organizer
  Asian Finance Association 2009 Annual Meeting
- Place of Presentation
  Brisbane、Australia
- Year and Date
  2009-07-01
- Data Source
  KAKENHI-PROJECT-19330068
[Presentation] Co- integrated Commodity Pricing Model2009
- Author(s)
  Kazuhiko Ohashi
- Organizer
  Financial Management Association 2009 Annual Meeting
- Place of Presentation
  Reno、Nevada、USA
- Year and Date
  2009-10-22
- Data Source
  KAKENHI-PROJECT-19330068
[Presentation] Co-integrated Commodity Pricing Model2009
- Author(s)
  大橋和彦
- Organizer
  Asian Finance Association 2009 Annual Meeting
- Place of Presentation
  Brisbane, Australia
- Year and Date
  2009-07-01
- Data Source
  KAKENHI-PROJECT-19330068
[Presentation] A Supply and Demand based Energy Price Model- An Extension of Schwartz Model -2008
- Author(s)
  Kazuhiko Ohashi
- Organizer
  Asian FA-NFA 2008 International Conference
- Place of Presentation
  神奈川県横浜市パシフィコ横浜
- Year and Date
  2008-07-07
- Data Source
  KAKENHI-PROJECT-19330068
[Presentation] A Supply and Demand based Energy Price Model- An Extension of Schwartz Model-2008
- Author(s)
  Kazuhiko Ohashi
- Organizer
  Asian FA-NFA 2008 International Conference
- Place of Presentation
  Yokohama、Kanagawa、Japan
- Year and Date
  2008-07-07
- Data Source
  KAKENHI-PROJECT-19330068
[Presentation] Analyzing Emission Allowance as a Derivative on Commodity-Spread
- Author(s)
  Kazuhiko Ohashi
- Organizer
  2012 AJOU Workshop in Financial Economics and Mathematics
- Place of Presentation
  Hotel Ramada Plaza, Suwon, Korea
- Data Source
  KAKENHI-PROJECT-22330094

1. HONDA Toshiki (70303063)

# of Collaborated Projects: 8 results

# of Collaborated Products: 3 results
2. NAKAMURA Nobuhiro (90323899)

# of Collaborated Projects: 5 results

# of Collaborated Products: 1 results
3. MIURA Ryozo (30107081)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
4. HAYASHI Fumio (80159095)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
5. OKIMOTO Tatsuyoshi (70420304)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
6. 山本庸平 (80633916)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
7. NOMA Mikiharu (80347286)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
8. NAGAYAMA Izumi (50334595)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
9. SAITO Makoto (10273426)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
10. ISAKA Naoto (00434192)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
11. HATTORI Masazumi (60768349)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
12. 陣内了 (50765617)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
13. 福家信洋 (80904218)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
14. 後藤美香 (50371208)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
15. 多湖輝興 (20304743)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
16. 末包哲也 (30262314)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
17. 下山裕介 (30403984)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
18. 木村好里 (90262295)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
19. 伊原学 (90270884)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
20. 大友順一郎 (90322065)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
21. 安田行宏 (10349524)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
22. 藤谷涼佑 (90880849)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
23. 中島上智 (20962062)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
24. 井坂直人

# of Collaborated Projects: 0 results

# of Collaborated Products: 6 results
25. 斎藤誠

# of Collaborated Projects: 0 results

# of Collaborated Products: 6 results
26. 中島克志

# of Collaborated Projects: 0 results

# of Collaborated Products: 1 results

OHASHI Kazuhiko 大橋 和彦

大橋 和彦 オオハシ カズヒコ

Research Projects

Research Products

Co-Researchers

Global Patterns of Climate Change and the Impact of Extreme Weather Events on Economic Activities and Financial Markets

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ボラティリティの階層的構造、および高次モーメントリスクと資産価格理論Principal Investigator

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Impact of solar power generation on electricity prices and their volatility

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Technology assessment and model analysis by integrating energy science, data science and economics

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Analysis of the impact of hierarchical volatility, coskewness, and covariance on asset pricesPrincipal Investigator

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An empirical analysis of the actual impact of liquidity holdings by Japanese firms, utilizing the economic crisis as a "natural experiment"

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Asset Pricing and Portfolio Management Using Higher-Order Moment (Volatility and Skewness)Principal Investigator

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Analysis of Structural Changes in Financial Markets and the Macroeconomy and Asset Allocation

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Interdependencies in Financial and Physical Asset Markets and their Effects on Investments and Risk Management.Principal Investigator

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Analysis of Portfolio Management - Risk Characteristics of New Investment Opportunities and StrategiesPrincipal Investigator

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On optimal security design and financial contractPrincipal Investigator

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Managing new type of risks - Electricity, weather, and insurance risks and their derivatives-

Principal Investigator

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資産証券化の価格決定分析Principal Investigator

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OHASHI Kazuhiko 大橋和彦

大橋和彦オオハシカズヒコ

[Book] 経済制度の実証分析と設計第2巻『金融の機能不全』(第7章)(林文夫編)(勁草書房)2007