HAMORI Shigeyuki 羽森茂之

… Alternative Names

羽森茂之ハモリシゲユキ

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Researcher Number	60189628
Other IDs	https://orcid.org/0000-0003-1498-0188
External Links
Affiliation (Current)	2024: 大和大学, 政治経済学部, 教授 2024: 神戸大学, 経済学研究科, 名誉教授
Affiliation (based on the past Project Information) *help	2016 – 2023: 神戸大学, 経済学研究科, 教授 2012 – 2015: 神戸大学, 経済学研究科(研究院), 教授 2012: 神戸大学, 大学院・経済学研究科, 教授 2008 – 2011: Kobe University, 経済学研究科, 教授 2002: Graduate School of Economics, Professor, 経済学研究科, 教授 … More 2000 – 2002: 神戸大学, 経済学研究科, 助教授 1998: KOBE UNIVERSITY,DEPARTMENT OF ECONOMICS,ASSOCIATE PROFESSOR, 経済学部, 助教授 1994: 神戸大学, 経済学部, 助教授 Less
Review Section/Research Field	Principal Investigator Economic statistics / Basic Section 07030:Economic statistics-related / Economics, Business Administration, and related fields / Public finance/Monetary economics / Economic statistics Except Principal Investigator Medium-sized Section 7:Economics, business administration, and related fields / Economic policy / Public finance/Monetary economics
Keywords	Principal Investigator システミックリスク / 持続可能性 / 金融リスク / データサイエンス / 金融危機 / ESG / Green Finance / ESG Investment / Spillover Effects / Russia-Ukraine war … More / geopolitical risk / COVID-19 / connectedness / 計量ファイナンス / システミック・リスク / ウエーブレット / コピュラ / 機械学習 / 金融リスク管理 / 波及メカニズム / リスク管理 / 市場経済 / 途上国の貧困・格差 / 人口・食料 / 環境・エネルギー / 持続的成長可能性 / Dojima rice exchange / market efficiency / futures market / 堂島米会所 / 市場の効率性 / 先物市場 / 計量分析 / 高次モーメント / contagion / IPO / GEM / Archimedean copulas / dependence structures / realized GARCH / volatility spillover / price shock transmission / equicorrelaion / dynamic correlation / global financial turmoil / 資産収益率 / 相互依存関係 / ボラティリティ / 非定常パネル時系列分析 / 非定常時系列 / パネルデータ / 計量経済学 / 小標本特性 / 単位根 / 一般化積率法 … More Except Principal Investigator 予想寿命 / 日本 / アンケート / 死亡率 / 心理学 / 世代重複モデル / 寿命 / 教育 / 貯蓄 / 新型コロナウイルス / 幸福度 / 地域経済学 / 計量分析 / ヒアリング調査 / アンケート調査 / 都市の階層性 / 都市圏 / 主観的幸福度 / Stock Price and GDP / Risk Premium of Stock / Marginal Rate of Substitution between Private Consumption and Government Consumption / Bubble / Global Portfolio Investments / Volatility of Stock Price / Dividend based CAPM / Consumption based CAPM / 対外証券投資 / マルチファクターモデル / 機関投資家 / 株式リスクプレミアム / 株価とGDP / 株式のリスクプレミアム / 民間消費と政府消費の限界代替率 / バブル / 国際証券投資 / 株価変動 / 配当に基づく資本資産価格モデル / 消費に基づく資本資産価格モデル Less

金融システムのリスク管理と経済社会の持続可能性Principal Investigator
- Principal Investigator
  
  羽森茂之
- Project Period (FY)
  2022 – 2024
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07030:Economic statistics-related
- Research Institution
  Kobe University
新型コロナウイルス流行の寿命予測と貯蓄行動に対する影響
- Principal Investigator
  
  衣笠智子
- Project Period (FY)
  2021 – 2024
- Research Category
  
  Grant-in-Aid for Challenging Research (Exploratory)
- Review Section
  
  Medium-sized Section 7:Economics, business administration, and related fields
- Research Institution
  Kobe University
Research on the Sustainable Growth of Market Economy: Challenge based on Data SciencePrincipal Investigator
- Principal Investigator
  
  HAMORI SHIGEYUKI
- Project Period (FY)
  2017 – 2018
- Research Category
  
  Grant-in-Aid for Challenging Research (Exploratory)
- Research Field
  
  Economics, Business Administration, and related fields
- Research Institution
  Kobe University
Research on financial risk management and its spillover mechanisms using a data science approachPrincipal Investigator
- Principal Investigator
  
  Hamori Shigeyuki
- Project Period (FY)
  2017 – 2020
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Economic statistics
- Research Institution
  Kobe University
Empirical Study on Happiness Index and Urban Area and Urban Hierarchy
- Principal Investigator
  
  Tsuji Takashi
- Project Period (FY)
  2016 – 2018
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Economic policy
- Research Institution
  Aichi University
Econometric Analysis of Interdependence of High Order MomentsPrincipal Investigator
- Principal Investigator
  
  HAMORI SHIGEYUKI
- Project Period (FY)
  2013 – 2016
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Economic statistics
- Research Institution
  Kobe University
Econometric analysis of nonstationary panel times seriesPrincipal Investigator
- Principal Investigator
  
  HAMORI Shigeyuki
- Project Period (FY)
  2008 – 2012
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Economic statistics
- Research Institution
  Kobe University
Empirical analysis of the futures market during Edo periodPrincipal Investigator
- Principal Investigator
  
  HAMORI Shigeyuki
- Project Period (FY)
  2000 – 2002
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  Kobe University
ASSET MARKETS AND INTERDEPENDENCES AMONG MACROECONOMIC ACTIVITIES IN JAPAN
- Principal Investigator
  
  OGAWA Eiji
- Project Period (FY)
  1997 – 1998
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  HITOTSUBASHI UNIVERSITY
一般化積率法の小標本特性に関する研究Principal Investigator
- Principal Investigator
  
  羽森茂之
- Project Period (FY)
  1994
- Research Category
  
  Grant-in-Aid for Encouragement of Young Scientists (A)
- Research Field
  
  Economic statistics
- Research Institution
  Kobe University

[Book] ESG Investment and Its Societal Impacts2023
- Author(s)
  Shigeyuki Hamori, Xiao-Guang Yue, Lu Yang and James Crabbe
- Total Pages
  347
- Publisher
  Frontiers
- Data Source
  KAKENHI-PROJECT-22K01424
[Book] Energy Trading and Risk Management: Commentary on Arbitrage, Risk Measurement, and Hedging Strategy2022
- Author(s)
  Tadahiro Nakajima, Shigeyuki Hamori
- Total Pages
  150
- Publisher
  Springer
- Data Source
  KAKENHI-PROJECT-22K01424
[Book] ESG Investment in the Global Economy2021
- Author(s)
  Tadahiro Nakajima, Shigeyuki Hamori, Xie He, Guizhou Liu, Wenting Zhang, Yulian Zhang, Tiantian Liu
- Total Pages
  102
- Publisher
  Springer
- ISBN
  9789811629907
- Data Source
  KAKENHI-PROJECT-17H00983
[Book] AI and Financial Markets2020
- Author(s)
  Shigeyuki Hamori, Tetsuya Takiguchi
- Total Pages
  230
- Publisher
  MDPI
- Data Source
  KAKENHI-PROJECT-17H00983
[Book] Empirical Analysis of Natural Gas Markets2020
- Author(s)
  David Anderson, Shigeyuki Hamori
- Total Pages
  200
- Publisher
  MDPI
- Data Source
  KAKENHI-PROJECT-17H00983
[Book] Financial Inclusion, Remittance Inflows, and Poverty Reduction in Developing Countries: Evidence from Empirical Analyses2019
- Author(s)
  Inoue, T. and Hamori, S.
- Total Pages
  150
- Publisher
  World Scientific
- ISBN
- Data Source
  KAKENHI-PROJECT-17K18564
[Book] Empirical Finance2019
- Author(s)
  Shigeyuki Hamori (Eds.)
- Total Pages
  276
- Publisher
  MDPI
- ISBN
  9783038977063
- Data Source
  KAKENHI-PROJECT-17H00983
[Book] Financial Inclusion, Remittance Inflows, Economic Growth and Poverty Reduction: Evidence from Macro Empirical Analysis2019
- Author(s)
  Inoue, T. and Hamori, S.
- Total Pages
  142
- Publisher
  World Scientific Pub Co Inc
- ISBN
  9789813278929
- Data Source
  KAKENHI-PROJECT-17H00983
[Book] Credit Default Swap Markets in the Global Economy: An empirical analysis2018
- Author(s)
  Tamakoshi, G. and Hamori, s.
- Total Pages
  180
- Publisher
  Routledge
- ISBN
  9781138244726
- Data Source
  KAKENHI-PROJECT-17K18564
[Book] Credit Default Swap Markets in the Global Economy: An empirical analysis2018
- Author(s)
  Tamakoshi, G. and Hamori, S.
- Total Pages
  180
- Publisher
  Routledge
- ISBN
  9781138244726
- Data Source
  KAKENHI-PROJECT-17H00983
[Journal Article] Does the electric vehicle industry help achieve sustainable development goals??evidence from China2024
- Author(s)
  Lu Peiyao、Hamori Shigeyuki、Sun Li、Tian Shuairu
- Journal Title
  
  Frontiers in Environmental Science
  
  Volume: 11
- DOI
  10.3389/fenvs.2023.1276382
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-22K01424
[Journal Article] TIME-VARYING FREQUENCY CONNECTEDNESS ANALYSIS ACROSS CRUDE OIL, GEOPOLITICAL RISK, ECONOMIC POLICY UNCERTAINTY AND STOCK MARKETS2024
- Author(s)
  SHANG JIN、HAMORI SHIGEYUKI
- Journal Title
  
  The Singapore Economic Review
  
  Volume: 近刊 Pages: 1-69
- DOI
  10.1142/s0217590824500085
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-22K01424
[Journal Article] Quantile time-frequency connectedness analysis between crude oil, gold, financial markets, and macroeconomic indicators: Evidence from the US and EU2024
- Author(s)
  Shang Jin、Hamori Shigeyuki
- Journal Title
  
  Energy Economics
  
  Volume: 132 Pages: 107473-107473
- DOI
  10.1016/j.eneco.2024.107473
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-22K01424
[Journal Article] The impact of the COVID-19 pandemic and Russia-Ukraine war on multiscale spillovers in green finance markets: Evidence from lower and higher order moments2023
- Author(s)
  Zhang Wenting、He Xie、Hamori Shigeyuki
- Journal Title
  
  International Review of Financial Analysis
  
  Volume: 89 Pages: 102735-102735
- DOI
  10.1016/j.irfa.2023.102735
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-21K18434, KAKENHI-PROJECT-22K01424
[Journal Article] Modeling the global sovereign credit network under climate change2023
- Author(s)
  Yang Lu、Hamori Shigeyuki
- Journal Title
  
  International Review of Financial Analysis
  
  Volume: 87 Pages: 102618-102618
- DOI
  10.1016/j.irfa.2023.102618
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-22K01424
[Journal Article] A Multiple Timescales Conditional Causal Analysis on the Carbon-Energy Relationship: Evidence from European and Emerging Markets2023
- Author(s)
  Yang Lu、Hamori Shigeyuki、Cai Xiaojing
- Journal Title
  
  Emerging Markets Finance and Trade
  
  Volume: 59 Issue: 8 Pages: 2775-2785
- DOI
  10.1080/1540496x.2023.2192346
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-22K01424
[Journal Article] Changes in subjective mortality expectations and savings during COVID-19: empirical analysis using questionnaire data in Japan2023
- Author(s)
  Kinugasa Tomoko、Masumoto Kouhei、Yasuda Koji、Yugami Kazufumi、Hamori Shigeyuki
- Journal Title
  
  Applied Economics
  
  Volume: - Issue: 44 Pages: 1-13
- DOI
  10.1080/00036846.2023.2244247
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21K18434
[Journal Article] Can ESG investments and new environmental law improve social happiness in China?2023
- Author(s)
  Lu Peiyao、Hamori Shigeyuki、Tian Shuairu
- Journal Title
  
  Frontiers in Environmental Science
  
  Volume: 11
- DOI
  10.3389/fenvs.2023.1089486
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-22K01424
[Journal Article] DIFFERENT MOMENTS CREATE DIFFERENT SPILLOVERS: A STUDY OF COMMODITY MARKETS2023
- Author(s)
  HE XIE、HAMORI SHIGEYUKI
- Journal Title
  
  The Singapore Economic Review
  
  Volume: 近刊 Pages: 1-22
- DOI
  10.1142/s021759082350025x
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-22K01424
[Journal Article] Differential Tail Dependence between Crude Oil and Forex Markets in Oil-Importing and Oil-Exporting Countries during Recent Crisis Periods2023
- Author(s)
  Shang Jin、Hamori Shigeyuki
- Journal Title
  
  Sustainability
  
  Volume: 15 Issue: 19 Pages: 14445-14445
- DOI
  10.3390/su151914445
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-22K01424
[Journal Article] Does the Sentiment Index Help Predict Crude Oil Prices?2023
- Author(s)
  Shang Jin、Nakamura Tamotsu、Hamori Shigeyuki
- Journal Title
  
  IETI Transactions on Data Analysis and Forecasting (iTDAF)
  
  Volume: 1 Issue: 1 Pages: 54-65
- DOI
  10.3991/itdaf.v1i1.32683
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-22K01424
[Journal Article] A connectedness analysis among BRICS’s geopolitical risks and the US macroeconomy2022
- Author(s)
  Zhang Yulian、Hamori Shigeyuki
- Journal Title
  
  Economic Analysis and Policy
  
  Volume: 76 Pages: 182-203
- DOI
  10.1016/j.eap.2022.08.004
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-22K01424
[Journal Article] Policy effect of the “blue sky plan” on air pollution, ESG investment, and financial performance of china’s steel industry2022
- Author(s)
  Lu Peiyao、Hamori Shigeyuki、Tian Shuairu
- Journal Title
  
  Frontiers in Environmental Science
  
  Volume: 10
- DOI
  10.3389/fenvs.2022.955906
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-22K01424
[Journal Article] THE CONNECTEDNESS BETWEEN THE SENTIMENT INDEX AND STOCK RETURN VOLATILITY UNDER COVID-19: A TIME-VARYING PARAMETER VECTOR AUTOREGRESSION APPROACH2022
- Author(s)
  Wenting Zhan and Shigeyuki Hamori
- Journal Title
  
  Singapore Economic Review
  
  Volume: -
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-21K18434
[Journal Article] he connectedness between the sentiment index and stock return volatility under COVID-19: a time-varying parameter vector autoregression approach2022
- Author(s)
  Wenting Zhang and Shigeyuki Hamori
- Journal Title
  
  Singapore Economic Review
  
  Volume: 近刊
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H00983
[Journal Article] Editorial: ESG investment and its societal impacts2022
- Author(s)
  Hamori Shigeyuki、Yue Xiao-Guang、Yang Lu、C. Crabbe M. James
- Journal Title
  
  Frontiers in Environmental Science
  
  Volume: 10
- DOI
  10.3389/fenvs.2022.1088821
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-22K01424
[Journal Article] Pandemic on the Macro-economy and Financial Market2022
- Author(s)
  Zhang Yulian、Hamori Shigeyuki
- Journal Title
  
  Kokumin-Keizai Zasshi
  
  Volume: 226 (6) Pages: 15-33
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-22K01424
[Journal Article] Impact of the COVID-19 Pandemic on the Macro-economy and Financial Market2022
- Author(s)
  Yulian Zhang and Shigeyuki Hamori
- Journal Title
  
  国民経済雑誌
  
  Volume: 226 Pages: 15-33
- Data Source
  KAKENHI-PROJECT-21K18434
[Journal Article] Volatility spillover and investment strategies among sustainability-related financial indexes: Evidence from the DCC-GARCH-based dynamic connectedness and DCC-GARCH t-copula approach2022
- Author(s)
  Zhang Wenting、He Xie、Hamori Shigeyuki
- Journal Title
  
  International Review of Financial Analysis
  
  Volume: 83 Pages: 102223-102223
- DOI
  10.1016/j.irfa.2022.102223
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-22K01424
[Journal Article] Not all bank systemic risks are alike: Deposit insurance and bank risk revisited2021
- Author(s)
  Chen Wang、Zhang Zhiwen、Hamori Shigeyuki、Kinkyo Takuji
- Journal Title
  
  International Review of Financial Analysis
  
  Volume: 77 Pages: 101855-101855
- DOI
  10.1016/j.irfa.2021.101855
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K01610, KAKENHI-PROJECT-17H00983
[Journal Article] Do crude oil prices and the sentiment index influence foreign exchange rates differently in oil-importing and oil-exporting countries? A dynamic connectedness analysis2021
- Author(s)
  Shang Jin、Hamori Shigeyuki
- Journal Title
  
  Resources Policy
  
  Volume: 74, #102400 Pages: 102400-102400
- DOI
  10.1016/j.resourpol.2021.102400
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H00983
[Journal Article] Continuous wavelet analysis of Chinese renminbi: Co-movement and lead-lag relationship between onshore and offshore exchange rates2021
- Author(s)
  Xu Lei.、Hamori Shigeyuki、Kinkyo Takuji
- Journal Title
  
  The North American Journal of Economics and Finance
  
  Volume: 56 Pages: 101360-101360
- DOI
  10.1016/j.najef.2021.101360
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K01610, KAKENHI-PROJECT-17H00983
[Journal Article] Crude oil market and stock markets during the COVID-19 pandemic: Evidence from the US, Japan, and Germany2021
- Author(s)
  Zhang Wenting、Hamori Shigeyuki
- Journal Title
  
  International Review of Financial Analysis
  
  Volume: 74, #101702 Pages: 101702-101702
- DOI
  10.1016/j.irfa.2021.101702
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H00983
[Journal Article] Does Investor Sentiment Affect Clean Energy Stock? Evidence from TVP-VAR-Based Connectedness Approach2021
- Author(s)
  Liu Tiantian、Hamori Shigeyuki
- Journal Title
  
  Energies
  
  Volume: 14, #3442 Issue: 12 Pages: 3442-3442
- DOI
  10.3390/en14123442
- NAID
  120007099009
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H00983
[Journal Article] New Dataset for Forecasting Realized Volatility: Is the Tokyo Stock Exchange Co-Location Dataset Helpful for Expansion of the Heterogeneous Autoregressive Model in the Japanese Stock Market?2021
- Author(s)
  Higashide Takuo、Tanaka Katsuyuki、Kinkyo Takuji、Hamori Shigeyuki
- Journal Title
  
  Journal of Risk and Financial Management
  
  Volume: 14, #215 Issue: 5 Pages: 215-215
- DOI
  10.3390/jrfm14050215
- NAID
  120007097084
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-17H00983
[Journal Article] The impact of economic uncertainty caused by COVID-19 on renewable energy stocks2021
- Author(s)
  Liu Tiantian、Nakajima Tadahiro、Hamori Shigeyuki
- Journal Title
  
  Empirical Economics
  
  Volume: 62 Issue: 4 Pages: 1495-1515
- DOI
  10.1007/s00181-021-02087-3
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H00983
[Journal Article] Is volatility spillover enough for investor decisions? A new viewpoint from higher moments2021
- Author(s)
  He Xie、Hamori Shigeyuki
- Journal Title
  
  Journal of International Money and Finance
  
  Volume: 116, #102412 Pages: 102412-102412
- DOI
  10.1016/j.jimonfin.2021.102412
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H00983
[Journal Article] Forecasting WTI Futures Prices Using Recurrent Neural Networks2021
- Author(s)
  Kohei Matsuoka and Shigeyuki Hamori
- Journal Title
  
  Review of Integrative Business & Economics Research
  
  Volume: 10 Pages: 34-50
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17H00983
[Journal Article] Do news sentiment and the economic uncertainty caused by public health events impact macroeconomic indicators? Evidence from a TVP-VAR decomposition approach2021
- Author(s)
  Zhang Yulian、Hamori Shigeyuki
- Journal Title
  
  The Quarterly Review of Economics and Finance
  
  Volume: 82 Pages: 145-162
- DOI
  10.1016/j.qref.2021.08.003
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H00983
[Journal Article] ESG Disclosures and Stock Price Crash Risk2021
- Author(s)
  Murata Rio、Hamori Shigeyuki
- Journal Title
  
  Journal of Risk and Financial Management
  
  Volume: 14, #70 Issue: 2 Pages: 70-70
- DOI
  10.3390/jrfm14020070
- NAID
  120006996933
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-17H00983
[Journal Article] On the Predictability of China Macro Indicator with Carbon Emissions Trading2021
- Author(s)
  Chen Qian、Gao Xiang、Xie Shan、Sun Li、Tian Shuairu、Hamori Shigeyuki
- Journal Title
  
  Energies
  
  Volume: 14, #1271 Issue: 5 Pages: 1271-1271
- DOI
  10.3390/en14051271
- NAID
  120007006643
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H00983
[Journal Article] Systemic risk and economic policy uncertainty: International evidence from the crude oil market2021
- Author(s)
  Yang Lu、Hamori Shigeyuki
- Journal Title
  
  Economic Analysis and Policy
  
  Volume: 69 Pages: 142-158
- DOI
  10.1016/j.eap.2020.12.001
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H00983
[Journal Article] The role of the carbon market in relation to the cryptocurrency market: Only diversification or more?2021
- Author(s)
  Yang Lu、Hamori Shigeyuki
- Journal Title
  
  International Review of Financial Analysis
  
  Volume: 77, #101864 Pages: 101864-101864
- DOI
  10.1016/j.irfa.2021.101864
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H00983
[Journal Article] Diversification and Desynchronicity: An Organizational Portfolio Perspective on Corporate Risk Reduction2020
- Author(s)
  Shao Xue-Feng、Gouliamos Kostas、Luo Ben Nan-Feng、Hamori Shigeyuki、Satchell Stephen、Yue Xiao-Guang、Qiu Jane
- Journal Title
  
  Risks
  
  Volume: 8, #51 Issue: 2 Pages: 51-51
- DOI
  10.3390/risks8020051
- NAID
  120006877479
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H00983
[Journal Article] Spillover effects between energies, gold, and stock: the United States versus China2020
- Author(s)
  He Xie、Takiguchi Tetsuya、Nakajima Tadahiro、Hamori Shigeyuki
- Journal Title
  
  Energy & Environment
  
  Volume: 31 Issue: 8 Pages: 1416-1447
- DOI
  10.1177/0958305x20907081
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H00983
[Journal Article] The Influence of Quality and Variety of New Imports on Enterprise Innovation: Evidence from China2020
- Author(s)
  Chen Guifu、Zhan Shan、Hamori Shigeyuki
- Journal Title
  
  Sustainability
  
  Volume: 12, #9537 Issue: 22 Pages: 9537-9537
- DOI
  10.3390/su12229537
- NAID
  120006940233
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H00983
[Journal Article] Copula-based regression models with data missing at random2020
- Author(s)
  Shigeyuki Hamori, Kaiji Motegi, and Zheng Zhang
- Journal Title
  
  Journal of Multivariate Analysis
  
  Volume: 180 Pages: 104654-104654
- DOI
  10.1016/j.jmva.2020.104654
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K13670, KAKENHI-PROJECT-17H00983
[Journal Article] Forecasting Crude Oil Market Crashes Using Machine Learning Technologies2020
- Author(s)
  Zhang Yulian、Hamori Shigeyuki
- Journal Title
  
  Energies
  
  Volume: 13, #2440 Issue: 10 Pages: 2440-2440
- DOI
  10.3390/en13102440
- NAID
  120006864540
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H00983
[Journal Article] Moving average threshold heterogeneous autoregressive (MAT‐HAR) models2020
- Author(s)
  Motegi, K., Cai, X., Hamori, S., Xu, H.
- Journal Title
  
  Journal of Forecasting
  
  Volume: 1 Issue: 7 Pages: 1-8
- DOI
  10.1002/for.2671
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K13738, KAKENHI-PROJECT-17H00983
[Journal Article] Dependence structures and risk spillover in China’s credit bond market: A copula and CoVaR approach2020
- Author(s)
  Yang Lu、Yang Lei、Ho Kung-Cheng、Hamori Shigeyuki
- Journal Title
  
  Journal of Asian Economics
  
  Volume: 68, #101200 Pages: 101200-101200
- DOI
  10.1016/j.asieco.2020.101200
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H00983
[Journal Article] Do Machine Learning Techniques and Dynamic Methods Help Forecast US Natural Gas Crises?2020
- Author(s)
  Zhang Wenting、Hamori Shigeyuki
- Journal Title
  
  Energies
  
  Volume: 13, #2371 Issue: 9 Pages: 2371-2371
- DOI
  10.3390/en13092371
- NAID
  120006863548
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H00983
[Journal Article] How Does the Spillover among Natural Gas, Crude Oil, and Electricity Utility Stocks Change over Time? Evidence from North America and Europe2020
- Author(s)
  Zhang Wenting、He Xie、Nakajima Tadahiro、Hamori Shigeyuki
- Journal Title
  
  Energies
  
  Volume: 13(3) Issue: 3 Pages: 1-26
- DOI
  10.3390/en13030727
- NAID
  120006841461
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H00983
[Journal Article] Can One Reinforce Investments in Renewable Energy Stock Indices with the ESG Index?2020
- Author(s)
  Liu Guizhou、Hamori Shigeyuki
- Journal Title
  
  Energies
  
  Volume: 13 Issue: 5 Pages: 1179-1179
- DOI
  10.3390/en13051179
- NAID
  120006841708
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H00983
[Journal Article] Application of Network Analysis to Cryptocurrency in the Global Financial Market2020
- Author(s)
  Terada, I. and Hamori, S.
- Journal Title
  
  Review of Integrative Business & Economics Research
  
  Volume: 9 Pages: 19-35
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17H00983
[Journal Article] Influence of Fluctuations in Fossil Fuel Commodities on Electricity Markets: Evidence from Spot and Futures Markets in Europe2020
- Author(s)
  Liu Tiantian、He Xie、Nakajima Tadahiro、Hamori Shigeyuki
- Journal Title
  
  Energies
  
  Volume: 13, #1900 Issue: 8 Pages: 1900-1900
- DOI
  10.3390/en13081900
- NAID
  120006873057
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H00983
[Journal Article] Spillovers to Renewable Energy Stocks in the US and Europe: Are They Different?2020
- Author(s)
  Liu Tiantian、Hamori Shigeyuki
- Journal Title
  
  Energies
  
  Volume: 13, #3162 Issue: 12 Pages: 3162-3162
- DOI
  10.3390/en13123162
- NAID
  120006876702
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H00983
[Journal Article] Environmental Policy and Sustainable Growth in Japan2020
- Author(s)
  Tamakoshi Go、Hamori Shigeyuki
- Journal Title
  
  Euston Quah and Renate Shubert ed., Sustainability and environmental Decision Making
  
  Volume: - Pages: 1-10
- DOI
  10.1007/978-981-15-6093-4_3-1
- ISBN
  9789811560934
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17H00983
[Journal Article] The Predictability of the Exchange Rate When Combining Machine Learning and Fundamental Models2020
- Author(s)
  Zhang Yuchen、Hamori Shigeyuki
- Journal Title
  
  Journal of Risk and Financial Management
  
  Volume: 13(3) Issue: 3 Pages: 1-16
- DOI
  10.3390/jrfm13030048
- NAID
  120006826808
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H00983
[Journal Article] Oil, Gas, or Financial Conditions-Which One Has a Stronger Link with Growth?2020
- Author(s)
  Zhang Yulian、He Xie、Nakajima Tadahiro、Hamori Shigeyuki
- Journal Title
  
  The North American Journal of Economics and Finance
  
  Volume: 54, #101220 Pages: 101220-101220
- DOI
  10.1016/j.najef.2020.101220
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H00983
[Journal Article] Multi-Horizon Dependence between Crude Oil and East Asian Stock Markets and Implications in Risk Management2020
- Author(s)
  Cai,X., Hamori, S., Yang, L., Tian, S.
- Journal Title
  
  Energies
  
  Volume: 13 Issue: 2 Pages: 294-318
- DOI
  10.3390/en13020294
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K13738, KAKENHI-PROJECT-17H00983
[Journal Article] The Response of US Macroeconomic Aggregates to Price Shocks in Crude Oil vs. Natural Gas2020
- Author(s)
  Shang Jin、Hamori Shigeyuki
- Journal Title
  
  Energies
  
  Volume: 13, #2603 Issue: 10 Pages: 2603-2603
- DOI
  10.3390/en13102603
- NAID
  120006864539
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H00983
[Journal Article] Does Ensemble Learning Always Lead to Better Forecasts?2020
- Author(s)
  Hamori Hitoshi、Hamori Shigeyuki
- Journal Title
  
  Applied Economics and Finance
  
  Volume: 7(2) Issue: 2 Pages: 51-56
- DOI
  10.11114/aef.v7i2.4716
- NAID
  120007002617
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-17H00983
[Journal Article] CAN BRICS’S CURRENCY BE A HEDGE OR A SAFE HAVEN FOR ENERGY PORTFOLIO? AN EVIDENCE FROM VINE COPULA APPROACH2020
- Author(s)
  HE YIJIN、NAKAJIMA TADAHIRO、HAMORI SHIGEYUKI
- Journal Title
  
  The Singapore Economic Review
  
  Volume: 65 Issue: 04 Pages: 805-836
- DOI
  10.1142/s0217590820500174
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H00983
[Journal Article] Forecasts of Value-at-Risk and Expected Shortfall in the Crude Oil Market: A Wavelet-Based Semiparametric Approach2020
- Author(s)
  Yang Lu、Hamori Shigeyuki
- Journal Title
  
  Energies
  
  Volume: 13, #3700 Issue: 14 Pages: 3700-3700
- DOI
  10.3390/en13143700
- NAID
  120006879539
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H00983
[Journal Article] Complexity of financial stress spillovers: Asymmetry and interaction effects of institutional quality and foreign bank ownership2019
- Author(s)
  Chen Wang、Hamori Shigeyuki、Kinkyo Takuji
- Journal Title
  
  The North American Journal of Economics and Finance
  
  Volume: 48 Pages: 567-581
- DOI
  10.1016/j.najef.2018.07.015
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K01610, KAKENHI-PROJECT-17H00983
[Journal Article] Determinants of the Long-Term Correlation between Crude Oil and Stock Markets2019
- Author(s)
  Yang Lu、Yang Lei、Ho Kung-Cheng、Hamori Shigeyuki
- Journal Title
  
  Energies
  
  Volume: 12(21) Issue: 21 Pages: 1-15
- DOI
  10.3390/en12214123
- NAID
  120006811088
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H00983
[Journal Article] Conditional Dependence between Oil Prices and Exchange Rates in BRICS Countries: An Application of the Copula-GARCH Model2019
- Author(s)
  He Yijin、Hamori Shigeyuki
- Journal Title
  
  Journal of Risk and Financial Management
  
  Volume: 12(2) Issue: 2 Pages: 1-25
- DOI
  10.3390/jrfm12020099
- NAID
  120006775981
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H00983
[Journal Article] アンサンブル学習とニューラルネットワーク：”じゃらん”データを使った分析2019
- Author(s)
  長谷川博康、羽森茂之
- Journal Title
  
  国民経済雑誌
  
  Volume: 220 Pages: 17-29
- NAID
  120006888542
- Data Source
  KAKENHI-PROJECT-17H00983
[Journal Article] Can We Forecast Daily Oil Futures Prices? Experimental Evidence from Convolutional Neural Networks2019
- Author(s)
  Luo Zhaojie、Cai Xiaojing、Tanaka Katsuyuki、Takiguchi Tetsuya、Kinkyo Takuji、Hamori Shigeyuki
- Journal Title
  
  Journal of Risk and Financial Management
  
  Volume: 12(1) Issue: 1 Pages: 1-13
- DOI
  10.3390/jrfm12010009
- NAID
  120006624225
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H00983, KAKENHI-PROJECT-17K18564
[Journal Article] Connectedness Between Natural Gas Price and BRICS Exchange Rates: Evidence from Time and Frequency Domains2019
- Author(s)
  He Yijin、Nakajima Tadahiro、Hamori Shigeyuki
- Journal Title
  
  Energies
  
  Volume: 12(20) Issue: 20 Pages: 1-28
- DOI
  10.3390/en12203970
- NAID
  120006996921
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H00983
[Journal Article] ANALYZING INDUSTRY‐LEVEL VULNERABILITY BY PREDICTING FINANCIAL BANKRUPTCY2019
- Author(s)
  Tanaka Katsuyuki、Higashide Takuo、Kinkyo Takuji、Hamori Shigeyuki
- Journal Title
  
  Economic Inquiry
  
  Volume: 57 Issue: 4 Pages: 2017-2034
- DOI
  10.1111/ecin.12817
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18K01610, KAKENHI-PROJECT-17H00983
[Journal Article] Calibration estimation of semiparametric copula models with data missing at random2019
- Author(s)
  Hamori Shigeyuki、Motegi Kaiji、Zhang Zheng
- Journal Title
  
  Journal of Multivariate Analysis
  
  Volume: 173 Pages: 85-109
- DOI
  10.1016/j.jmva.2019.02.003
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K18564, KAKENHI-PROJECT-19K13670, KAKENHI-PROJECT-17H00983
[Journal Article] Dynamic effects of financial spillovers on bank lending: evidence from local projection-based impulse response analysis2019
- Author(s)
  Chen Wang、Hamori Shigeyuki、Kinkyo Takuji
- Journal Title
  
  Applied Economics Letters
  
  Volume: 27 Issue: 5 Pages: 400-405
- DOI
  10.1080/13504851.2019.1619011
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K01610, KAKENHI-PROJECT-17H00983
[Journal Article] Oil Price Forecasting Using Supervised GANs with Continuous Wavelet Transform Features2018
- Author(s)
  Luo, Z., Chen, J., Cai,X.J., Tanaka,K., Takiguchi, T., Kinkyo, T., and Hamori, S.
- Journal Title
  
  Proceedings - International Conference on Pattern Recognition
  
  Volume: - Pages: 830-835
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K18564
[Journal Article] Predicting Currency Crises: A Novel Approach Combining Random Forests and Wavelet Transform2018
- Author(s)
  Xu Lei、Kinkyo Takuji、Hamori Shigeyuki
- Journal Title
  
  Journal of Risk and Financial Management
  
  Volume: 11(4) Issue: 4 Pages: 86-86
- DOI
  10.3390/jrfm11040086
- NAID
  120006551684
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K01610, KAKENHI-PROJECT-17H00983, KAKENHI-PROJECT-17K18564
[Journal Article] Measuring the Time-Frequency Dynamics of Return and Volatility Connectedness in Global Crude Oil Markets2018
- Author(s)
  Toyoshima Yuki、Hamori Shigeyuki
- Journal Title
  
  Energies
  
  Volume: 11(11) Issue: 11 Pages: 1-18
- DOI
  10.3390/en11112893
- NAID
  120006545973
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-17H00983, KAKENHI-PROJECT-17K18564
[Journal Article] Dependence Structures and Systemic Risk of Government Securities Markets in Central and Eastern Europe: A CoVaR-Copula Approach2018
- Author(s)
  Yang, L., Ma, J. Z., and Hamori, S.
- Journal Title
  
  Sustainability
  
  Volume: 10(2) Issue: 2 Pages: 1-23
- DOI
  10.3390/su10020324
- NAID
  120006454537
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K18564, KAKENHI-PROJECT-17H00983
[Journal Article] Artificial Intelligence and Economic Growth2018
- Author(s)
  Hamori, S. and Kume, T.
- Journal Title
  
  Advances in Decision Sciences
  
  Volume: - Pages: 1-22
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-17H00983
[Journal Article] Bank Credit and Housing Prices in China: Evidence from a TVP-VAR Model with Stochastic Volatility2018
- Author(s)
  He Xie、Cai Xiao-Jing、Hamori Shigeyuki
- Journal Title
  
  Journal of Risk and Financial Management
  
  Volume: 11(4) Issue: 4 Pages: 1-16
- DOI
  10.3390/jrfm11040090
- NAID
  120006551685
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H00983, KAKENHI-PROJECT-17K18564
[Journal Article] The long-run relationship between farm size and productivity2018
- Author(s)
  Yao Wanjun、Hamori Shigeyuki
- Journal Title
  
  China Agricultural Economic Review
  
  Volume: 印刷中 Issue: 2 Pages: 373-386
- DOI
  10.1108/caer-05-2017-0103
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K18564
[Journal Article] Calibration Estimation of Semiparametric Copula Models with Data Missing at Random2018
- Author(s)
  Hamori, S., Motegi,K., and Zhang. Z.
- Journal Title
  
  SSRN Working Paper
  
  Volume: #3029508. Pages: 1-39
- DOI
  10.2139/ssrn.3029508
- Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H00983
[Journal Article] A Sustainable Metropolis: Perspectives of Population, Productivity and Parity2018
- Author(s)
  Chang Youngho、Fang Zheng、Hamori Shigeyuki、Chow Dawn
- Journal Title
  
  Sustainability
  
  Volume: 10(11) Issue: 11 Pages: 1-17
- DOI
  10.3390/su10114264
- NAID
  120006545132
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K18564
[Journal Article] MODELING THE DYNAMICS OF INTERNATIONAL AGRICULTURAL COMMODITY PRICES: A COMPARISON OF GARCH AND STOCHASTIC VOLATILITY MODELS2018
- Author(s)
  YANG LU、HAMORI SHIGEYUKI
- Journal Title
  
  Annals of Financial Economics
  
  Volume: 13(3) Issue: 03 Pages: 1-20
- DOI
  10.1142/s2010495218500100
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H00983, KAKENHI-PROJECT-17K18564
[Journal Article] Co-movements in commodity markets and implications in diversification benefits2018
- Author(s)
  Cai Xiao Jing、Fang Zheng、Chang Youngho、Tian Shuairu、Hamori Shigeyuki
- Journal Title
  
  Empirical Economics
  
  Volume: 印刷中 Issue: 2 Pages: 1-33
- DOI
  10.1007/s00181-018-1551-3
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H00983, KAKENHI-PROJECT-18H05682
[Journal Article] THE DETERMINANTS OF A SIMULTANEOUS CRASH IN GOLD AND STOCK MARKETS: AN ORDERED LOGIT APPROACH2018
- Author(s)
  MIYAZAKI TAKASHI、HAMORI SHIGEYUKI
- Journal Title
  
  Annals of Financial Economics
  
  Volume: 13(1) Issue: 01 Pages: 1-25
- DOI
  10.1142/s2010495218500045
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17H00983
[Journal Article] Determinants of dependence structures of sovereign credit default swap spreads between G7 and BRICS countries2018
- Author(s)
  Yang Lu、Yang Lei、Hamori Shigeyuki
- Journal Title
  
  International Review of Financial Analysis
  
  Volume: 59 Pages: 19-34
- DOI
  10.1016/j.irfa.2018.06.001
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H00983
[Journal Article] What determines the long-term correlation between oil prices and exchange rates?2018
- Author(s)
  Yang, L., Cai, X.J., and Hamori, S.
- Journal Title
  
  North American Journal of Economics and Finance
  
  Volume: 44 Pages: 140-152
- DOI
  10.1016/j.najef.2017.12.003
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H00983, KAKENHI-PROJECT-18H05682
[Journal Article] Oil Price Forecasting Using Supervised GANs with Continuous Wavelet Transform Features2018
- Author(s)
  Luo, Z., Chen, J., Cai,X.J., Tanaka,K., Takiguchi, T., Kinkyo, T., and Hamori, S.
- Journal Title
  
  Proceedings - International Conference on Pattern Recognition
  
  Volume: - Pages: 830-835
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H00983
[Journal Article] Modeling the Dependence Structure of Share Prices among Three Chinese City Banks2018
- Author(s)
  Liu Guizhou、Cai Xiao-Jing、Hamori Shigeyuki
- Journal Title
  
  Journal of Risk and Financial Management
  
  Volume: 11(4) Issue: 4 Pages: 1-18
- DOI
  10.3390/jrfm11040057
- NAID
  120006551683
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H00983, KAKENHI-PROJECT-18H05682, KAKENHI-PROJECT-17K18564
[Journal Article] Financial Hazard Map: Financial Vulnerability Predicted by a Random Forests Classification Model2018
- Author(s)
  Tanaka Katsuyuki、Kinkyo Takuji、Hamori Shigeyuki
- Journal Title
  
  Sustainability
  
  Volume: 10(5) Issue: 5 Pages: 1-18
- DOI
  10.3390/su10051530
- NAID
  120006488453
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-17K18564
[Journal Article] Artificial Intelligence and Economic Growth2018
- Author(s)
  Hamori, S. and Kume, T.
- Journal Title
  
  Advances in Decision Sciences
  
  Volume: - Pages: 1-22
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-17K18564
[Journal Article] Financial Hazard Map: Financial Vulnerability Predicted by a Random Forests Classification Model2018
- Author(s)
  Tanaka, K., Kinkyo, T., and Hamori, S.
- Journal Title
  
  Sustainability,
  
  Volume: 10(5) Pages: 1-18
- NAID
  120006488453
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-17H00983
[Journal Article] Dependence structures between Chinese stock markets and the international financial market: Evidence from a wavelet-based quantile regression approach2018
- Author(s)
  Yang Lu、Tian Shuairu、Yang Wei、Xu Mingli、Hamori Shigeyuki
- Journal Title
  
  The North American Journal of Economics and Finance
  
  Volume: 45 Pages: 116-137
- DOI
  10.1016/j.najef.2018.02.005
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H00983
[Journal Article] Volatility and Causality in Strategic Commodities: Characteristics, Myth and Evidence2017
- Author(s)
  Chang, Y., Fang, Z., and Hamori, S.
- Journal Title
  
  International Journal of Economics and Finance
  
  Volume: 9 Issue: 8 Pages: 162-178
- DOI
  10.5539/ijef.v9n8p162
- NAID
  120006599152
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H00983
[Journal Article] Financial Hazard Map: Financial Vulnerability Predicted by a Random Forests Classification Model2017
- Author(s)
  Tanaka, K., Kinkyo, T., and Hamori, S.
- Journal Title
  
  Discussion Paper (Graduate School of Economics, Kobe University)
  
  Volume: No.1720
- NAID
  120006488453
- Data Source
  KAKENHI-PROJECT-17H00983
[Journal Article] Energy and Human Capital: A Driver or Drag for Economic Growth2017
- Author(s)
  Fang Z., Chang, Y. and Hamori, S.
- Journal Title
  
  Singapore Economic Review
  
  Volume: - Issue: 03 Pages: 683-714
- DOI
  10.1142/s0217590817500163
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K18564, KAKENHI-PROJECT-17H00983
[Journal Article] Financial Hazard Map: Financial Vulnerability Predicted by a Random Forests Classification Model2017
- Author(s)
  Tanaka, K., Kinkyo, T. and Hamori, S.
- Journal Title
  
  Discussion Paper (Graduate School of Economics, Kobe University)
  
  Volume: No.1720
- NAID
  120006488453
- Data Source
  KAKENHI-PROJECT-17K18564
[Journal Article] Forecasting the Vulnerability of Industrial Economic Activities: Predicting the Bankruptcy of Companies2017
- Author(s)
  Tanaka, K., Higashide, T., Kinkyo, T., and Hamori, S.
- Journal Title
  
  Journal of Management Information and Decision Sciences
  
  Volume: 20 Pages: 1-23
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-17K18564
[Journal Article] Forecasting the Vulnerability of Industrial Economic Activities: Predicting the Bankruptcy of Companies2017
- Author(s)
  Tanaka,K., Higashide, T., Kinkyo, T., and Hamori, S.
- Journal Title
  
  Journal of Management Information and Decision Sciences
  
  Volume: 20 Pages: 1-23
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-17H00983
[Journal Article] 農家規模と土地生産性の非線形関係に関する計量的分析ー中国のパネルデータ分析に基づいて2017
- Author(s)
  姚万軍・羽森茂之
- Journal Title
  
  国民経済雑誌
  
  Volume: 216巻第4号 Pages: 15-25
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K18564
[Journal Article] Time-varying price shock transmission and volatility spillover in foreign exchange, bond, equity, and commodity markets: Evidence from the United States2016
- Author(s)
  Tian, S. and Hamori,
- Journal Title
  
  North American Journal of Economics and Finance
  
  Volume: 38 Pages: 163-171
- DOI
  10.1016/j.najef.2016.09.004
- Peer Reviewed / Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-25380267
[Journal Article] Dynamic correlation and equicorrelation analysis of global financial turmoil: evidence from emerging East Asian stock markets2016
- Author(s)
  Cai, X.J., Tian, S., and Hamori S.
- Journal Title
  
  Applied Economics
  
  Volume: 48 Issue: 40 Pages: 3789-3803
- DOI
  10.1080/00036846.2016.1145349
- Peer Reviewed / Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-25380267
[Journal Article] Modeling interest rate volatility: A Realized GARCH approach2015
- Author(s)
  Tian, S. and Hamori, S.
- Journal Title
  
  Journal of Banking & Finance
  
  Volume: 61 Pages: 158-171
- DOI
  10.1016/j.jbankfin.2015.09.008
- Peer Reviewed / Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-25380267
[Journal Article] Are the Hot IPOs Still Relevant? Evidence from China’s Growth Enterprise Market2015
- Author(s)
  Yang, L., Zhang, H. and Hamori, S.
- Journal Title
  
  Journal of Reviews on Global Economics
  
  Volume: 4 Pages: 43-50
- DOI
  10.6000/1929-7092.2015.04.04
- Peer Reviewed / Acknowledgement Compliant / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25380267
[Journal Article] Modeling dependence structures among international stock markets: Evidence from hierarchical Archimedean copulas2015
- Author(s)
  Yang, L., Cai,S., Li, M., and Hamori, S.
- Journal Title
  
  Economic Modelling
  
  Volume: 51 Pages: 308-314
- DOI
  10.1016/j.econmod.2015.08.017
- Peer Reviewed / Acknowledgement Compliant / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25380267
[Journal Article] The Phillips curve in the United States and Canada: A GARCH-DCC analysis2014
- Author(s)
  Yang, L. and Hamori, S.
- Journal Title
  
  Journal of Reviews on Global Economics
  
  Volume: 3 Pages: 1-6
- DOI
  10.6000/1929-7092.2014.03.01
- Peer Reviewed / Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-25380267
[Journal Article] Co-movements among major European exchange rates: A multivariate time-varying asymmetric approach2014
- Author(s)
  Tamakoshi, G. and Hamori, S.
- Journal Title
  
  International Review of Economics and Finance
  
  Volume: 31 Pages: 105-113
- DOI
  10.1016/j.iref.2014.01.016
- Peer Reviewed / Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-25380267
[Journal Article] Dependence Structure between CEEC-3 and German Government Securities Markets2014
- Author(s)
  Yang, L., and Hamori, S.
- Journal Title
  
  Journal of International Financial Markets, Institutions & Money
  
  Volume: 29 Pages: 109-125
- DOI
  10.1016/j.intfin.2013.12.003
- Peer Reviewed / Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-25380267
[Journal Article] The conditional dependence structure of insurance sector credit default swap indices2014
- Author(s)
  Tamakoshi, G. and Hamori, S.
- Journal Title
  
  North American Journal of Economics and Finance
  
  Volume: 30 Pages: 122-132
- DOI
  10.1016/j.najef.2014.09.002
- Peer Reviewed / Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-25380267
[Journal Article] Gold prices and exchange rates: A time-varying copula analysis2014
- Author(s)
  Yang, L. and Hamori, S.
- Journal Title
  
  Applied Financial Economics
  
  Volume: 24 Issue: 1 Pages: 41-50
- DOI
  10.1080/09603107.2013.859375
- Peer Reviewed / Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-25380267
[Journal Article] Exchange rate Flexibility and the Integration of the Securities Market in east Asia2014
- Author(s)
  Takuji Kinkyo and Shigeyuki Hamori
- Journal Title
  
  Journal of Review on Global Economics
  
  Volume: 3 Pages: 293-309
- DOI
  10.6000/1929-7092.2014.03.22
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-24530250, KAKENHI-PROJECT-25380267
[Journal Article] EU Accessioon, Financial Integration, and Contagion Effects: Dynamic Correlation Analysis of CEEC-3 Bond Markets2013
- Author(s)
  Lu Yang and Shigeyuki Hamori
- Journal Title
  
  Transition Studies Review
  
  Volume: 20 Issue: 2 Pages: 179-189
- DOI
  10.1007/s11300-013-0276-4
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-25380267
[Journal Article] Dependence structure among international stockmarkets: a GARCH–copula analysis2013
- Author(s)
  Lu Yand and Shigeyuki Hamori
- Journal Title
  
  Applied Financial Economics
  
  Volume: 23 Issue: 23 Pages: 1805-1817
- DOI
  10.1080/09603107.2013.854296
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-25380267
[Journal Article] Dynamic Linkages among Foreign Exchange, Stock, and Commodity Markets in Northeast Asian Countries: Effects from Two Recent Crises2013
- Author(s)
  Lu Yang and Shigeyuki Hamori
- Journal Title
  
  Journal of Reviews on Global Economics
  
  Volume: 2 Pages: 278-290
- DOI
  10.6000/1929-7092.2013.02.21
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-25380267
[Journal Article] Small sample properties of CIPS panel unit root test under conditional and unconditional heteroskedasticity2012
- Author(s)
  Hamori Shigeyuki and Hashiguchi Yoshihiro
- Journal Title
  
  Economics Bulletin
  
  Volume: Vol.32 Pages: 2353-2365
- URL
  http://www.accessecon.com/Pubs/EB/2012/Volume32/EB-12-V32-I3-P228.pdf
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20530180
[Journal Article] The sustainability of trade balances in Sub-Saharan Africa : Panel cointegration tests with cross section dependence2012
- Author(s)
  Hashiguchi, Y., Hamori, S.
- Journal Title
  
  Applied Economics Letters
  
  Volume: Vol.19(2) Pages: 161-165
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20530180
[Journal Article] The sustainability of trade balances in Sub-Saharan Africa: Panel cointegration tests with cross section dependence2012
- Author(s)
  Hashiguchi Yoshihiro and HamoriShigeyuki
- Journal Title
  
  The sustainability of trade balances in Sub-Saharan Africa: Panel cointegration tests with cross section dependence
  
  Volume: Vol.19 Pages: 161-165
- URL
  http://hdl.handle.net/10.1080/13504851.2011.570702
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20530180
[Journal Article] Panel cointegration analysis of the Fisher effect: Evidence from the US, the UK, and Japan2011
- Author(s)
  Toyoshima Hiroki. and Hamori Shigeyuki
- Journal Title
  
  Economics Bulletin
  
  Volume: Vol.31 Pages: 3674-3682
- URL
  http://www.accessecon.com/Pubs/EB/2011/Volume31/EB-11-V31-I3-P240.pdf
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20530180
[Journal Article] Panel cointegration analysis of the Fisher effect : Evidence from the US, the UK, and Japan2011
- Author(s)
  Toyoshima, Y., Hamori, S.
- Journal Title
  
  Economics Bulletin
  
  Volume: Vol.31(3) Pages: 2674-2682
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20530180
[Journal Article] Change in consumer sensitivity to electricity prices in response to retail deregulation : a panel empirical analysis of the residential demand for electricity in the United States2010
- Author(s)
  Nakajima, T., Hamori, S.
- Journal Title
  
  Energy Policy
  
  Volume: Vol.38 No.5 Pages: 2470-2476
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20530180
[Journal Article] Small sample properties of CIPS panel unit root test under conditional and unconditional heteroscedasticity2010
- Author(s)
  Hashiguchi Yoshihiro, Hamori Shigeyuki
- Journal Title
  
  MPRA Paper No.24063
  
  Pages: 1-22
- Data Source
  KAKENHI-PROJECT-20530180
[Journal Article] Small sample properties of CIPS panel unit root test under conditional and unconditional heteroscedasticity2010
- Author(s)
  Hashiguchi, Y., Hamori, S.
- Journal Title
  
  MPRA Paper
  
  Volume: No.24063 Pages: 1-22
- Data Source
  KAKENHI-PROJECT-20530180
[Journal Article] Change in consumer sensitivity to electricity prices in response to retail deregulation : A panel empirical analysis of the residential demand for electricity in the United States2010
- Author(s)
  Nakajima Tadahiro, Hamori Shigeyuki
- Journal Title
  
  Energy Policy Vol.38
  
  Pages: 2470-2476
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20530180
[Journal Article] Change in consumer sensitivity to electricity prices in response to retail deregulation: A panel empirical analysis of the residential demand for electricity in the United States2010
- Author(s)
  Nakajima Tadahiro and Hamori Shigeyuki
- Journal Title
  
  Energy Policy
  
  Volume: Vol.38 Pages: 2470-2476
- URL
  http://www.sciencedirect.com/science/article/B6V2W-4Y4XCVK-6/2/28de2d40133e2c077c862e6553fe33f0
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20530180
[Journal Article] International Term Structure of Interest Rates in the Euro Area2009
- Author(s)
  Hamori, S., Hamori, N.
- Journal Title
  
  Applied Economics Letters Vol.16 No.11
  
  Pages: 1113-1116
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20530180
[Journal Article] International term structure of interest rates in the Euro area2009
- Author(s)
  Hamori Shigeyuki, Hamori Naoko
- Journal Title
  
  Applied Economics Letters Vol.16
  
  Pages: 1113-1116
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20530180
[Journal Article] Empirical Analysis of Import Demand Behavior of Least Developed Countries2009
- Author(s)
  Matsubayashi, Y., Hamori, S.
- Journal Title
  
  Economics Bulletin Vol.29 No.2
  
  Pages: 1460-1475
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20530180
[Journal Article] On the sustainability of budget deficits in the Euro area2009
- Author(s)
  Hamori Shigeyuki., Hamori Naoko
- Journal Title
  
  Economics Bulletin Vol.29
  
  Pages: 56-66
- NAID
  120001740148
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20530180
[Journal Article] International term structure of interest rates in the Euro area2009
- Author(s)
  Hamori Shigeyuki and Hamori Naoko
- Journal Title
  
  Applied Economics Letters
  
  Volume: Vol.16 Pages: 1113-1116
- URL
  http://www.informaworld.com/openurl?genre=article&doi=10.1080/17446540802389040&magic=repec&7C&7C8674ECAB8BB840C6AD35DC6213A474B5
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20530180
[Journal Article] Empirical analysis of import demand behavior of least developed countries2009
- Author(s)
  Matsubayashi Yoichi and Hamori Shigeyuki
- Journal Title
  
  Economics Bulletin
  
  Volume: Vol.29 Pages: 1460-1475
- URL
  http://www.accessecon.com/Pubs/EB/2009/Volume29/EB-09-V29-I2-P87.pdf
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20530180
[Journal Article] Empirical analysis of export demand behavior of LDC' s : Panel cointegration approach2009
- Author(s)
  Hamori Shigeyuki, Matsubayashi Yoichi
- Journal Title
  
  Vol.29
  
  Pages: 1996-2005
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20530180
[Journal Article] Saving-Investment Relationship and Capital Mobility : Evidence from Chinese Provincial Data, 1980-20072009
- Author(s)
  Hashiguchi, Y., Hamori, S.
- Journal Title
  
  Economics Bulletin Vol.29 No.3
  
  Pages: 1981-1989
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20530180
[Journal Article] Empirical analysis of import demand behavior of least developed countries2009
- Author(s)
  Matsubayashi Yoichi, Hamori Shigeyuki
- Journal Title
  
  Economics Bulletin Vol.29
  
  Pages: 1460-1475
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20530180
[Journal Article] Empirical Analysis of Export Demand Behavior of LDC's : Panel Cointegration Approach2009
- Author(s)
  Hamori, S., Matsubayashi, Y.
- Journal Title
  
  Economics Bulletin Vol.29 No.3
  
  Pages: 1996-2005
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20530180
[Journal Article] Saving-investment relationship and capital mobility : Evidence from Chinese provincial Data, 1980-20072009
- Author(s)
  Hashiguchi Yoshihiro, Hamori Shigeyuki
- Journal Title
  
  Economics Bulletin Vol.29
  
  Pages: 1981-1989
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20530180
[Journal Article] On the sustainability of budget deficits in the Euro area2009
- Author(s)
  Hamori Shigeyuki. and Hamori Naoko
- Journal Title
  
  Economics Bulletin
  
  Volume: Vol.29 Pages: 56-66
- NAID
  120001740148
- URL
  http://www.accessecon.com/Pubs/EB/2009/Volume29/EB-09-V29-I1-P5.pdf
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20530180
[Journal Article] On the Sustainability of Budget Deficits in the Euro Area2009
- Author(s)
  Hamori, S., N. Hamori
- Journal Title
  
  Economics Bulletin Vol. 29 No. 1
  
  Pages: 56-66
- NAID
  120001740148
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20530180
[Journal Article] Empirical analysis of export demand behavior of LDC's: Panel cointegration approach2009
- Author(s)
  Hamori Shigeyuki and Matsubayashi Yoichi
- Volume
  Vol.29
- Pages
  1996-2005
- URL
  http://www.accessecon.com/Pubs/EB/2009/Volume29/EB-09-V29-I3-P47.pdf
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20530180
[Journal Article] Saving-investment relationship and capital mobility: Evidence from Chinese provincial Data, 1980-20072009
- Author(s)
  Hashiguchi Yoshihiro and Hamori Shigeyuki
- Journal Title
  
  Economics Bulletin
  
  Volume: Vol.29 Pages: 1981-1989
- URL
  http://www.accessecon.com/Pubs/EB/2009/Volume29/EB-09-V29-I3-P46.pdf
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20530180
[Presentation] Time-varying frequency connectedness analysis across crude oil, geopolitical risk, economic policy uncertainty, and stock markets2024
- Author(s)
  Shigeyuki Hamori
- Organizer
  International Conference on Time Series Econometrics
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-22K01424
[Presentation] The Impact of Economic Uncertainty Caused by COVID-19 on Renewable Energy Stocks2023
- Author(s)
  Shigeyuki Hamori
- Organizer
  Financial and Monetary Economics FME 2023
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-22K01424
[Presentation] コロナ禍での長寿が子どもの教育に与える影響についての計量分析2022
- Author(s)
  安田公治・衣笠智子・羽森茂之・勇上和史・増本康平
- Organizer
  日本人口学会
- Data Source
  KAKENHI-PROJECT-21K18434
[Presentation] Empirical Study about the effect of Parental and Child Longevity on Child Education under COVID-192022
- Author(s)
  Koji Yasuda, Tomoko Kinugasa, Shigeyuki Hamori, Kazufumi Yugami and Kouhei Masumoto
- Organizer
  The 21st International Conference of the Japan Economic Policy Association
- Data Source
  KAKENHI-PROJECT-21K18434
[Presentation] The effect of change in subjective mortality due to COVID-19 on saving in Japan2022
- Author(s)
  Tomoko Kinugasa, Kohei Masumoto, Koji Yasuda, Kazufumi Yugami, and Shigeyuki Hamori
- Organizer
  日本人口学会関西部会
- Data Source
  KAKENHI-PROJECT-21K18434
[Presentation] The Effect of Change in Subjective Mortality Due to COVID-19 on Saving in Japan2022
- Author(s)
  Tomoko Kinugasa, Kouhei Masumoto, Koji Yasuda, Kazufumi Yugami, and Shigeyuki Hamori
- Organizer
  97th Annual Conference, Western Economics Association International
- Data Source
  KAKENHI-PROJECT-21K18434
[Presentation] NFT: Present and Future2022
- Author(s)
  Shigeyuki Hamori
- Organizer
  2022 International Conference on Digitalization and Future Commerce
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-22K01424
[Presentation] Changes in subjective mortality expectations and saving during COVID-19 pandemic: Empirical analysis using questionnaire data in Japan2021
- Author(s)
  Tomoko Kinugasa, Kohei Masumoto, Koji Yasuda, Kazufumi Yugami, and Shigeyuki Hamori
- Organizer
  International Union for the Scientific Study of Population, 2021 International Population Conference
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-21K18434
[Presentation] Forecasting WTI Futures Prices Using Recurrent Neural Networks2020
- Author(s)
  Shigeyuki Hamori
- Organizer
  SIBR 2020 Sydney Conference on Interdisciplinary Business & Economics Research
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H00983
[Presentation] Financial Hazard Map2019
- Author(s)
  Shigeyuki Hamori
- Organizer
  Singapore Economic Review Conference 2019
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H00983
[Presentation] Application of Network Analysis to Cryptocurrency in the Global Financial Market2019
- Author(s)
  Shigeyuki Hamori
- Organizer
  SIBR 2019 OSAKA Conference on Interdisciplinary Business & Economics Research
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H00983
[Presentation] Artificial Intellingence and Its Application to Economic Analysis: The Case of Economic Growth Data2019
- Author(s)
  Shigeyuki Hamori
- Organizer
  The Second International Forum on East Asia Macroeconomic Studies
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H00983
[Presentation] Financial Hazard Map: Financial Vulnerability Predicted by a Random Forests Classification Model2018
- Author(s)
  Shigeyuki Hamori
- Organizer
  Shanghai Business School, Research Center of Finance (RCF), Academic Seminar Series
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H00983
[Presentation] Financial Hazard Map : Financial Vulnerability Predicted by a Random Forests Classification Model2018
- Author(s)
  Shigeyuki Hamori
- Organizer
  The 3rd International Conference on Economics and Management Innovations 2018
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H00983
[Presentation] Interdependence between Oil and East Asian Stock Markets: Evidence from Wavelet Coherence Analysis2018
- Author(s)
  Shigeyuki Hamori
- Organizer
  Western Economic Association International (New Castle, Australia)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H00983
[Presentation] Financial Hazard Map : Financial Vulnerability Predicted by a Random Forests Classification Model2018
- Author(s)
  Shigeyuki Hamori
- Organizer
  The 3rd International Conference on Economics and Management Innovations 2018
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K18564
[Presentation] Financial Hazard Map: Financial Vulnerability Predicted by a Random Forests Classification Model2018
- Author(s)
  Shigeyuki Hamori
- Organizer
  Shanghai Business School, Research Center of Finance (RCF), Academic Seminar Series
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K18564
[Presentation] Interdependence between Oil and East Asian Stock Markets: Evidence from Wavelet Coherence Analysis2017
- Author(s)
  Shigeyuki Hamori
- Organizer
  Workshop on Statistics and Big Data (Beijing, China)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H00983
[Presentation] Interdependence between Oil and East Asian Stock markets: Evidence from Wavelet Coherence Analysis2017
- Author(s)
  Shigeyuki Hamori
- Organizer
  Singapore Economic Review Conference 2017 (Singapore)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H00983
[Presentation] Interdependence between Oil and East Asian Stock Markets: Evidence from Wavelet Coherence Analysis2017
- Author(s)
  Shigeyuki Hamori
- Organizer
  CMR Conference (Xiamen University, China)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K18564

1. Tsuji Takashi (00626905)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
2. 有木康雄 (10135519)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
3. 金京拓司 (50527637)

# of Collaborated Projects: 2 results

# of Collaborated Products: 17 results
4. 衣笠智子 (70324902)

# of Collaborated Projects: 2 results

# of Collaborated Products: 6 results
5. 滝口哲也 (40397815)

# of Collaborated Projects: 2 results

# of Collaborated Products: 5 results
6. 田中克幸 (80448167)

# of Collaborated Projects: 2 results

# of Collaborated Products: 10 results
7. OGAWA Eiji (80185503)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
8. ASAKO Kazumi (60134194)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
9. 児玉恵美 (80435156)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
10. 中村保 (00237413)

# of Collaborated Projects: 1 results

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11. 竹内憲司 (40299962)

# of Collaborated Projects: 1 results

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12. 井上武 (20450546)

# of Collaborated Projects: 1 results

# of Collaborated Products: 1 results
13. 増本康平 (20402985)

# of Collaborated Projects: 1 results

# of Collaborated Products: 6 results
14. 安田公治 (20846711)

# of Collaborated Projects: 1 results

# of Collaborated Products: 6 results
15. 勇上和史 (90457036)

# of Collaborated Projects: 1 results

# of Collaborated Products: 6 results
16. 茂木快治

# of Collaborated Projects: 0 results

# of Collaborated Products: 1 results
17. 蔡暁静

# of Collaborated Projects: 0 results

# of Collaborated Products: 2 results

HAMORI Shigeyuki 羽森 茂之

羽森 茂之 ハモリ シゲユキ

Research Projects

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Co-Researchers

金融システムのリスク管理と経済社会の持続可能性Principal Investigator

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新型コロナウイルス流行の寿命予測と貯蓄行動に対する影響

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Research on the Sustainable Growth of Market Economy: Challenge based on Data SciencePrincipal Investigator

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Research on financial risk management and its spillover mechanisms using a data science approachPrincipal Investigator

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Empirical Study on Happiness Index and Urban Area and Urban Hierarchy

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Econometric Analysis of Interdependence of High Order MomentsPrincipal Investigator

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Econometric analysis of nonstationary panel times seriesPrincipal Investigator

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Empirical analysis of the futures market during Edo periodPrincipal Investigator

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ASSET MARKETS AND INTERDEPENDENCES AMONG MACROECONOMIC ACTIVITIES IN JAPAN

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一般化積率法の小標本特性に関する研究Principal Investigator

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[Book] ESG Investment and Its Societal Impacts2023

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[Book] Energy Trading and Risk Management: Commentary on Arbitrage, Risk Measurement, and Hedging Strategy2022

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[Book] ESG Investment in the Global Economy2021

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HAMORI Shigeyuki 羽森茂之

羽森茂之ハモリシゲユキ