NAKAJIMA Katsushi 中島克志

… Alternative Names

中島克志ナカジマカツシ

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Researcher Number	90721572
Other IDs
Affiliation (Current)	2025: 立命館アジア太平洋大学, 国際経営学部, 准教授
Affiliation (based on the past Project Information) *help	2024: 立命館アジア太平洋大学, 国際経営学部, 准教授 2018 – 2022: 立命館アジア太平洋大学, 国際経営学部, 准教授 2014 – 2015: 立命館アジア太平洋大学, 国際経営学部, 助教
Review Section/Research Field	Principal Investigator Money/ Finance Except Principal Investigator Basic Section 07060:Money and finance-related / Basic Section 07030:Economic statistics-related
Keywords	Principal Investigator 共和分 / 在庫費用関数 / 生産関数 / コンビニエンス･イールド / ヘッジ / オプション / 先物 / コンビニエンス・イールド / 在庫理論 / コモディティ / 金融論 … More Except Principal Investigator … More 圏論的確率論 / 決定理論 / 金融リスク測度 / 不確実性 / 構造型モデル / 認識論理 / 金融的確率ジャンプ / 動的認識論理 / フィルトレーション / 板情報過 / 高頻度取引 / 板情報過程 / 一般化フィルトレーション / 板情報課程 / 確率モナド / 機械学習 / 市場均衡価格 / 主観的フィルトレーション Less

圏論的確率論を用いた不確実性の階層の研究とファイナンスへの応用
- Principal Investigator
  
  足立高徳
- 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
  Tokyo Metropolitan University
A Study on the Generation Mechanism of Financial Probability Jumps based on a Structural Approach using Epistemic Logic
- Principal Investigator
  
  Adachi Takanori
- Project Period (FY)
  2018 – 2022
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07030:Economic statistics-related
- Research Institution
  Tokyo Metropolitan University
A theoretical and empirical analysis on convenience yield and storage for commodity pricePrincipal Investigator
- Principal Investigator
  
  NAKAJIMA Katsushi
- Project Period (FY)
  2014 – 2015
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  Money/ Finance
- Research Institution
  Ritsumeikan Asia Pacific University

All 2022 2020 2018 2016 2015 2014

All Journal Article Presentation

[Journal Article] Equilibrium pricing of commodity spot and forward under incomplete markets with implications on convenience yield2022
- Author(s)
  Katsushi Nakajima
- Journal Title
  
  Annals of Finance
  
  Volume: 18 Issue: 1 Pages: 35-80
- DOI
  10.1007/s10436-021-00402-7
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18K01551
[Journal Article] 一般化フィルトレーションと二項資産価格モデル2020
- Author(s)
  足立高徳, 中島克志, 琉佳勳
- Journal Title
  
  オペレーションズ・リサーチ
  
  Volume: 65 Pages: 351-358
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18K01551
[Journal Article] Commodity Spot and Futures Prices Under Supply, Demand, and Financial Trading: Single Input-Output Model2020
- Author(s)
  Katsushi Nakajima
- Journal Title
  
  Asia-Pacific Financial Markets
  
  Volume: 27 Issue: 1 Pages: 25-59
- DOI
  10.1007/s10690-019-09280-6
- Data Source
  KAKENHI-PROJECT-18K01551
[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] 長期的な相互関係を考慮したコモディティ価格モデル2014
- Author(s)
  大橋和彦、中島克志
- Journal Title
  
  コモディティ市場と投資戦略
  
  Volume: 一 Pages: 189-209
- Data Source
  KAKENHI-PROJECT-26780190
[Presentation] The Asset Pricing Consequences of Religious Beliefs and Social Norms2022
- Author(s)
  中島克志
- Organizer
  SIBR Conference on Interdisciplinary Business & Economics Research
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K01551
[Presentation] The Equilibrium Price of Commodity Spot and Forward with Convenience Yield2020
- Author(s)
  中島克志
- Organizer
  第53回丸の内QFセミナー
- Invited
- Data Source
  KAKENHI-PROJECT-18K01551
[Presentation] The Dynamics of Commodity Spot, Forward, Futures Prices and Convenience Yield2020
- Author(s)
  中島克志
- Organizer
  数理ファイナンスセミナー
- Invited
- Data Source
  KAKENHI-PROJECT-18K01551
[Presentation] Equilibrium Price of Commodity Derivative Markets2020
- Author(s)
  中島克志
- Organizer
  RCAPS Current Research Seminar
- Data Source
  KAKENHI-PROJECT-18K01551
[Presentation] The Dynamics of Commodity Spot, Forward, Futures Prices and Convenience Yield2018
- Author(s)
  Katsushi Nakajima
- Organizer
  10th World Congress of The Bachelier Finance Society
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K01551
[Presentation] The Generic Existence of Equilibrium when the Financial and Commodity Markets are Incomplete2018
- Author(s)
  Katsushi Nakajima
- Organizer
  JAFEE 2018 夏季大会
- Data Source
  KAKENHI-PROJECT-18K01551
[Presentation] Commodity Spot, Forward Prices, and Convenience Yield under Incomplete Market2018
- Author(s)
  Katsushi Nakajima
- Organizer
  71st European Meeting of the Econometric Society
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K01551
[Presentation] Commodity Spot and Futures Prices with a Firm's Optimal Strategy2016
- Author(s)
  Katsushi Nakajima
- Organizer
  日本ファイナンス学会第24回大会
- Place of Presentation
  横浜国立大学
- Year and Date
  2016-05-22
- Data Source
  KAKENHI-PROJECT-26780190
[Presentation] Commodity Spot and Futures Prices with a Firm's Optimal Strategy2016
- Author(s)
  Katsushi Nakajima
- Organizer
  Energy and Commodity Finance Conference 2016
- Place of Presentation
  Essec Business School, France
- Year and Date
  2016-06-23
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26780190
[Presentation] Commodity Spot and Futures Prices under Supply, Demand, and Financial Trading2015
- Author(s)
  Katsushi Nakajima
- Organizer
  Stochastics and Computational Finance 2015
- Place of Presentation
  University of Lisbon - ISEG & CEMAPRE, Portugal
- Year and Date
  2015-07-06
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26780190
[Presentation] Commodity Spot and Futures Prices under Supply, Demand, and Financial Trading2015
- Author(s)
  Katsushi Nakajima
- Organizer
  JAFEE 2015 夏季大会
- Place of Presentation
  中央大学市ヶ谷田町キャンパス
- Year and Date
  2015-08-07
- Data Source
  KAKENHI-PROJECT-26780190
[Presentation] Commodity Spot and Futures Prices under Supply, Demand, and Financial Trading2015
- Author(s)
  Katsushi Nakajima
- Organizer
  Quantitative Methods in Finance Conference 2015
- Place of Presentation
  University of Technology, Sydne, Australia
- Year and Date
  2015-12-15
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26780190
[Presentation] Convenience Yield Revisited: Using Profit Maximization Discrete-Time Model2015
- Author(s)
  Katsushi Nakajima
- Organizer
  日本ファイナンス学会第23回大会
- Place of Presentation
  東京大学本郷キャンパス
- Year and Date
  2015-06-06
- Data Source
  KAKENHI-PROJECT-26780190
[Presentation] Convenience Yield Revisited: Using Production Based Discrete-Time Model2014
- Author(s)
  中島克志
- Organizer
  日本金融・証券計量・工学学会 2014 夏季大会
- Place of Presentation
  成城大学（東京都世田谷区）
- Year and Date
  2014-08-01
- Data Source
  KAKENHI-PROJECT-26780190

1. Adachi Takanori (60733722)

# of Collaborated Projects: 2 results

# of Collaborated Products: 1 results
2. 琉佳勳 (90827560)

# of Collaborated Projects: 1 results

# of Collaborated Products: 1 results

NAKAJIMA Katsushi 中島 克志

中島 克志 ナカジマ カツシ

Research Projects

Research Products

Co-Researchers

圏論的確率論を用いた不確実性の階層の研究とファイナンスへの応用

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

A Study on the Generation Mechanism of Financial Probability Jumps based on a Structural Approach using Epistemic Logic

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

A theoretical and empirical analysis on convenience yield and storage for commodity pricePrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

[Journal Article] Equilibrium pricing of commodity spot and forward under incomplete markets with implications on convenience yield2022

Author(s)

Journal Title

DOI

Data Source

[Journal Article] 一般化フィルトレーションと二項資産価格モデル2020

Author(s)

Journal Title

Data Source

[Journal Article] Commodity Spot and Futures Prices Under Supply, Demand, and Financial Trading: Single Input-Output Model2020

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Commodity Spread Option with Cointegration2016

Author(s)

Journal Title

DOI

Data Source

[Journal Article] 長期的な相互関係を考慮したコモディティ価格モデル2014

Author(s)

Journal Title

Data Source

[Presentation] The Asset Pricing Consequences of Religious Beliefs and Social Norms2022

Author(s)

Organizer

Data Source

[Presentation] The Equilibrium Price of Commodity Spot and Forward with Convenience Yield2020

Author(s)

Organizer

Data Source

[Presentation] The Dynamics of Commodity Spot, Forward, Futures Prices and Convenience Yield2020

Author(s)

Organizer

Data Source

[Presentation] Equilibrium Price of Commodity Derivative Markets2020

Author(s)

Organizer

Data Source

[Presentation] The Dynamics of Commodity Spot, Forward, Futures Prices and Convenience Yield2018

Author(s)

Organizer

Data Source

[Presentation] The Generic Existence of Equilibrium when the Financial and Commodity Markets are Incomplete2018

Author(s)

Organizer

Data Source

[Presentation] Commodity Spot, Forward Prices, and Convenience Yield under Incomplete Market2018

Author(s)

Organizer

Data Source

[Presentation] Commodity Spot and Futures Prices with a Firm's Optimal Strategy2016

Author(s)

Organizer

Place of Presentation

Year and Date

Data Source

NAKAJIMA Katsushi 中島克志

中島克志ナカジマカツシ