NAKATANI Tomoaki 中谷朋昭

Researcher Number	60280864
Other IDs
External Links
Affiliation (Current)	2019: 横浜市立大学, データサイエンス学部, 教授
Affiliation (based on the past Project Information) *help	2018 – 2019: 横浜市立大学, データサイエンス学部, 教授 2017: 北海道大学, 農学研究院, 准教授 2014 – 2016: 北海道大学, (連合)農学研究科(研究院), 准教授 2014: 北海道大学, 農学研究院, 准教授 2011 – 2013: 北海道大学, (連合)農学研究科(研究院), 助教 … More
Review Section/Research Field	Principal Investigator Agro-economics / Agro-economics Except Principal Investigator Agricultural science in management and economy / Basic Section 41010:Agricultural and food economics-related / Medium-sized Section 41:Agricultural economics and rural sociology, agricultural engineering, and related fields / Agro-economics / Basic Section 41050:Environmental agriculture-related
Keywords	Principal Investigator 株価変動 / 商品先物市場 / 動的相関係数 / 時系列解析 / 時系列分析 / 食品関連企業 / 多変量GARCHモデル / 共和分分析 / 可変ヘッジ取引率 / ボラティリィティ変動 … More Except Principal Investigator ミクロデータ / 農林業センサス / 高度利用 / 気候変動 / 二次利用 / 需給モデル / spot price / 政策評価 / 効率性分析 / efficiency of futures market / 行動経済学 / 季節効果 / 投機 / 作物モデル / 価格形成 / 輸入価格 / storage / 現物価格 / 農業経済学 / 商品先物市場 / 期近価格 / 供給過剰 / 貧困 / price formation / 政策研究 / 健康 / 公的統計 / 適応策 / 期先価格 / 経済政策 / 農林水産統計 / 疑似データ / import price / フードセキュリティ / 投機的行動 / 先物市場の効率性 / 食料消費 / 在庫水準 / 農業政策 / speculation / deferred price / nearby price Less

Climate change impact on world and regional food securityOngoing
- Principal Investigator
  
  古家淳
- Project Period (FY)
  2018 – 2020
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Review Section
  
  Basic Section 41050:Environmental agriculture-related
- Research Institution
  Japan International Research Center for Agricultural Sciences
農業統計ミクロ・パネルデータの高度利用の展開方向と普及手法に関する研究Ongoing
- Principal Investigator
  
  吉田嘉雄
- Project Period (FY)
  2018 – 2020
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 41010:Agricultural and food economics-related
- Research Institution
  Kyoto University
農林業センサスの高度利用に向けた基盤形成－匿名データと疑似データの開発を中心に－Ongoing
- Principal Investigator
  
  仙田徹志
- Project Period (FY)
  2018 – 2019
- Research Category
  
  Challenging Research (Exploratory)
- Review Section
  
  Medium-sized Section 41:Agricultural economics and rural sociology, agricultural engineering, and related fields
- Research Institution
  Kyoto University
わが国農業・農村のダイナミズムと政策評価：ミクロデータによる実証研究Ongoing
- Principal Investigator
  
  藤栄剛
- Project Period (FY)
  2017 – 2019
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Agricultural science in management and economy
- Research Institution
  Meiji University
Behavioral Economic Analysis of Food Consumption
- Principal Investigator
  
  SHIGENO Ryuichi
- Project Period (FY)
  2013 – 2016
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Agricultural science in management and economy
- Research Institution
  University of Tsukuba
Comparative Study of Stock Market Reactions to Offenses against Food SafetyPrincipal Investigator
- Principal Investigator
  
  NAKATANI Tomoaki
- Project Period (FY)
  2012 – 2014
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Agro-economics
- Research Institution
  Hokkaido University
Stock Market Reactions to Offences against Food SafetyPrincipal Investigator
- Principal Investigator
  
  NAKATANI Tomoaki
- Project Period (FY)
  2009 – 2011
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  Agro-economics
- Research Institution
  Hokkaido University
フードシステム関連産業の株価変動に関する時系列分析Principal Investigator
- Principal Investigator
  
  中谷朋昭
- Project Period (FY)
  2001 – 2002
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  Agro-economics
- Research Institution
  Obihiro University of Agriculture and Veterinary Medicine
商品先物市場における価格変動の非線形時系列分析Principal Investigator
- Principal Investigator
  
  中谷朋昭
- Project Period (FY)
  1999 – 2000
- Research Category
  
  Grant-in-Aid for Encouragement of Young Scientists (A)
- Research Field
  
  Agro-economics
- Research Institution
  Obihiro University of Agriculture and Veterinary Medicine
商品先物市場における価格変動要因の計量的分析Principal Investigator
- Principal Investigator
  
  中谷朋昭
- Project Period (FY)
  1997 – 1998
- Research Category
  
  Grant-in-Aid for Encouragement of Young Scientists (A)
- Research Field
  
  Agro-economics
- Research Institution
  Obihiro University of Agriculture and Veterinary Medicine
Econometric study on import, storage and futures markets of field crops
- Principal Investigator
  
  ITO Shigeru
- Project Period (FY)
  1997 – 1999
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Agro-economics
- Research Institution
  Obihiro University of Agriculture and Veterinary Medicine

All 2018 2016 2015 2014 2013 2011 2010 Other

All Journal Article Presentation Book

[Book] 食生活と消費に関する事件・事故・法規制と農業・食品関連企業の株価変動、茂野隆一・武見ゆかり編『フードシステム学叢書第1巻現代の食生活と消費行動』2016
- Author(s)
  中谷朋昭
- Publisher
  農林統計出版
- Data Source
  KAKENHI-PROJECT-25292131
[Book] Frontiers of Agricultural Science2015
- Author(s)
  Nakatani, T.
- Total Pages
  277
- Publisher
  Shoukadoh Book Sellers
- Data Source
  KAKENHI-PROJECT-24580310
[Book] Frontiers of Agricultural Science2015
- Author(s)
  Nakatani, T
- Total Pages
  277
- Publisher
  Shoukadoh Book Sellers
- Data Source
  KAKENHI-PROJECT-25292131
[Book] Stated Preference Methods using R2014
- Author(s)
  Aizaki, H., T. Nakatani and K. Sato
- Total Pages
  254
- Publisher
  Chapman and Hall/CRC Press
- Data Source
  KAKENHI-PROJECT-25292131
[Book] Chapman and Hall/CRC Press2014
- Author(s)
  Aizaki, H., T. Nakatani and K. Sato
- Total Pages
  254
- Publisher
  Stated Preference Methods using R
- Data Source
  KAKENHI-PROJECT-24580310
[Book] R パッケージガイドブック2011
- Author(s)
  岡田昌史、中谷朋昭他14名(50音順8番目)
- Total Pages
  496
- Publisher
  東京書籍
- Data Source
  KAKENHI-PROJECT-21780201
[Book] Economic Research Institute, Stockholm School of Economies(Four Essays on Building Conditional Correlation GARCH Models)2010
- Author(s)
  Tomoaki Nakatani
- Total Pages
  173
- Data Source
  KAKENHI-PROJECT-21780201
[Book] Conditional Correlation GARCH Models2010
- Author(s)
  Nakatani, T.
- Total Pages
  173
- Publisher
  Economic Research Institute, Stockholm School of Economics, Four Essays on Building
- Data Source
  KAKENHI-PROJECT-21780201
[Book] Four Essays on Building Conditional Correlation GARCH Models2010
- Author(s)
  Tomoaki Nakatani
- Total Pages
  173
- Publisher
  Economic Research Institute, Stockholm School of Economics
- Data Source
  KAKENHI-PROJECT-21780201
[Journal Article] Impact of Participatory Development Projects on Social Capital: Evidence from Farmland Consolidation Projects in Paddy Areas of Japan2018
- Author(s)
  高山太輔・中谷朋昭
- Journal Title
  
  Japan Agricultural Research Quarterly
  
  Volume: 52(3)
- Open Access / Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17H03881
[Journal Article] 食品安全情報と外食産業における株価変動－超高頻度データのジャンプ検定－2013
- Author(s)
  中谷朋昭
- Journal Title
  
  フードシステム研究
  
  Volume: 20 Pages: 215-220
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-24580310
[Journal Article] コメ先物市場における価格変動－ティックデータによるジャンプ検出－2013
- Author(s)
  中谷朋昭
- Journal Title
  
  日本農業経済学会論文集
  
  Volume: 2013年度 Pages: 234-241
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-24580310
[Journal Article] 東京穀物商品取引所におけるトウモロコシ先物価格の変動2013
- Author(s)
  高城務・中谷朋昭
- Journal Title
  
  フードシステム研究
  
  Volume: 20 Pages: 281-286
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-24580310
[Journal Article] 食に関する事件情報と株式市場の反応-超高頻度株価データによる分析-2011
- Author(s)
  中谷朋昭
- Journal Title
  
  フードシステム研究
  
  Volume: 18巻 Pages: 155-160
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21780201
[Journal Article] 食に関する事件情報と株式市場の反応－超高頻度株価データによる分析－2011
- Author(s)
  中谷朋昭
- Journal Title
  
  フードシステム研究
  
  Volume: 18 Pages: 155-160
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21780201
[Journal Article] 食をめぐる事件と食品関連企業の株価変動2011
- Author(s)
  中谷朋昭
- Journal Title
  
  農業経済研究
  
  Volume: 83巻 Pages: 84-94
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21780201
[Journal Article] 食品関連企業における規範逸脱型不祥事と株価変動-動的相関係数による分析-2010
- Author(s)
  中谷朋昭・座波祐一郎
- Journal Title
  
  フードシステム研究
  
  Volume: 第17巻第3号 Pages: 194-197
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21780201
[Journal Article] 食品関連企業における規範逸脱型不祥事と株価変動-動的相関係数による分析-2010
- Author(s)
  中谷朋昭、座波祐一郎
- Journal Title
  
  フードシステム研究
  
  Volume: 17巻 Pages: 194-197
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21780201
[Journal Article] データ解析環境 R における多変量 GARCH モデルの取り扱いについて-ccgarch パッケージの利用-2010
- Author(s)
  中谷朋昭
- Journal Title
  
  農経論叢
  
  Volume: 65集 Pages: 61-68
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21780201
[Journal Article] データ解析環境Rにおける多変量GARCHモデルの取り扱いについて-ccgarch パッケージの利用-2010
- Author(s)
  中谷朋昭
- Journal Title
  
  農経論叢 65
  
  Pages: 61-68
- Data Source
  KAKENHI-PROJECT-21780201
[Presentation] Handling Conditional Correlation GARCH Models with the ccgarch2 Package2014
- Author(s)
  Nakatani, T.
- Organizer
  the 8th International Conference on Computational and Financial Econometrics
- Place of Presentation
  University of Pisa, Pisa, Italy
- Year and Date
  2014-12-06
- Invited
- Data Source
  KAKENHI-PROJECT-24580310
[Presentation] Handling Conditional Correlation GARCH Models with the ccgarch2 Package2014
- Author(s)
  Nakatani, T．
- Organizer
  the 8th International Conference on Computational and Financial Econometrics
- Place of Presentation
  University of Pisa, Pisa, Italy
- Year and Date
  2014-12-06
- Invited
- Data Source
  KAKENHI-PROJECT-25292131
[Presentation] Estimating Negative Volatility Spillovers in the Conditional Correlation GARCH Models: Some Technical Notes2014
- Author(s)
  Nakatani, T.
- Organizer
  Workshop on High-Frequency Data and Financial Econometrics
- Place of Presentation
  Hitotsubashi University（国立市）
- Data Source
  KAKENHI-PROJECT-24580310
[Presentation] Handling Conditional Correlation GARCH Models with the ccgarch2 Package2014
- Author(s)
  Nakatani, T.
- Organizer
  useR! 2014: the R User Conference 2014
- Place of Presentation
  University of California Los Angeles, Los Angeles, USA
- Year and Date
  2014-07-02
- Data Source
  KAKENHI-PROJECT-24580310
[Presentation] Handling Conditional Correlation GARCH Models with the ccgarch2 Package, useR2014
- Author(s)
  Nakatani, T．
- Organizer
  the R User Conference 2014
- Place of Presentation
  University of California Los Angeles,USA
- Year and Date
  2014-07-02
- Data Source
  KAKENHI-PROJECT-25292131
[Presentation] Jump Detection in High Frequency Corn Futures Prices in Japan2013
- Author(s)
  Takagi, T. and T. Nakatani
- Organizer
  The 2nd Korea University - Hokkaido University Joint Workshop on Statistics
- Place of Presentation
  Korea University (Korea)
- Data Source
  KAKENHI-PROJECT-24580310
[Presentation] An Alternative Test for Causality in Variance in the Conditional Correlation GARCH Models2011
- Author(s)
  Nakatani, T., Terasvirta, T
- Organizer
  経済研究会
- Place of Presentation
  小樽商科大学(小樽市)
- Year and Date
  2011-02-18
- Data Source
  KAKENHI-PROJECT-21780201
[Presentation] 食に関する事件情報と株式市場の反応-超高頻度株価データによる分析-2011
- Author(s)
  中谷朋昭
- Organizer
  2011年度日本フードシステム学会大会
- Place of Presentation
  京都大学(京都市)
- Year and Date
  2011-06-19
- Data Source
  KAKENHI-PROJECT-21780201
[Presentation] An Alternative Test for Causality in Variance in the Conditional Correlation GARCH Models2011
- Author(s)
  Nakatani, T., Terasvirta, T.
- Organizer
  小樽商科大学土曜研究会
- Place of Presentation
  小樽市・小樽商科大学(招待講演)
- Year and Date
  2011-02-18
- Data Source
  KAKENHI-PROJECT-21780201
[Presentation] 食をめぐる事件と食品関連企業の株価変動2010
- Author(s)
  中谷朋昭
- Organizer
  2010年度日本農業経済学会大会
- Place of Presentation
  京都大学(京都市)
- Year and Date
  2010-03-28
- Data Source
  KAKENHI-PROJECT-21780201
[Presentation] An Alternative Test for Causality in Variance in the Conditional Correlation GARCH Models2010
- Author(s)
  Nakatani, T., Terasvirta, T
- Organizer
  Hitotsubashi Conference on Econometrics
- Place of Presentation
  一橋大学(国立市)
- Year and Date
  2010-11-21
- Data Source
  KAKENHI-PROJECT-21780201
[Presentation] 食をめぐる事件と食品関連企業の株価変動2010
- Author(s)
  中谷朋昭
- Organizer
  2010年度日本農業経済学会大会
- Place of Presentation
  京都大学
- Year and Date
  2010-03-28
- Data Source
  KAKENHI-PROJECT-21780201
[Presentation] An Alternative Test for Causality in Variance in the Conditional Correlation GARCH Models2010
- Author(s)
  Nakatani, T., Terasvirta, T.
- Organizer
  Hitotsubashi Conference on Econometrics 2010
- Place of Presentation
  国立市・一橋大学
- Year and Date
  2010-10-21
- Data Source
  KAKENHI-PROJECT-21780201
[Presentation] 消費期限切れ原料使用問題と関連企業の株価変動-動的相関係数による分析-2010
- Author(s)
  中谷朋昭、座波祐一郎
- Organizer
  2010年度日本フードシステム学会大会
- Place of Presentation
  千葉大学(松戸市)
- Year and Date
  2010-06-13
- Data Source
  KAKENHI-PROJECT-21780201
[Presentation] 消費期限切れ原料使用問題と関連企業の株価変動-動的相関係数による分析-2010
- Author(s)
  中谷朋昭・座波祐一郎
- Organizer
  日本フードシステム学会
- Place of Presentation
  松戸市・千葉大学農学部
- Year and Date
  2010-06-13
- Data Source
  KAKENHI-PROJECT-21780201
[Presentation] DCchoice: A Package for Analyzing Dichotomous Choice Contingent Valuation Data
- Author(s)
  Tomoaki Nakatani
- Organizer
  useR! 2013: the R User Conference 2013
- Place of Presentation
  University of Castilla-La Mancha, Albacete, Spain
- Data Source
  KAKENHI-PROJECT-25292131
[Presentation] 食品安全情報と外食産業における株価変動－超高頻度データのジャンプ検定－
- Author(s)
  中谷朋昭
- Organizer
  日本フードシステム学会
- Place of Presentation
  筑波大学（つくば市）
- Data Source
  KAKENHI-PROJECT-24580310
[Presentation] トウモロコシ先物市場における価格変動
- Author(s)
  高城努・中谷朋昭
- Organizer
  日本フードシステム学会
- Place of Presentation
  筑波大学（つくば市）
- Data Source
  KAKENHI-PROJECT-24580310
[Presentation] 統計解析環境Rにおける多変量GARCHモデルの推定とパッケージ化
- Author(s)
  中谷朋昭
- Organizer
  統計数学セミナー
- Place of Presentation
  東京大学（東京都目黒区）
- Data Source
  KAKENHI-PROJECT-24580310
[Presentation] 多変量GARCHモデルを推定するためのR用パッケージccgarch2
- Author(s)
  中谷朋昭
- Organizer
  研究集会「高頻度データを用いた資産市場のミクロ構造とボラティリティの計量分析」
- Place of Presentation
  一橋大学（国立市）
- Data Source
  KAKENHI-PROJECT-24580310
[Presentation] 食に関する事件情報と株式市場の反応－超高頻度株価データによる分析－
- Author(s)
  中谷朋昭
- Organizer
  日本フードシステム学会
- Place of Presentation
  京都大学（京都市）
- Data Source
  KAKENHI-PROJECT-21780201
[Presentation] 多変量GARCHモデルを推定するためのR用パッケージccgarch2
- Author(s)
  中谷朋昭
- Organizer
  2013年度統計関連学会連合退会
- Place of Presentation
  大阪大学（豊中市）
- Data Source
  KAKENHI-PROJECT-24580310
[Presentation] コメ先物市場における価格変動－ティックデータによるジャンプ検出－
- Author(s)
  中谷朋昭
- Organizer
  日本農業経済学会
- Place of Presentation
  東京農業大学（世田谷区）
- Data Source
  KAKENHI-PROJECT-24580310

1. 藤栄剛 (40356316)

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2. 仙田徹志 (00325325)

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3. 山口幸三 (10436751)

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4. SHIGENO Ryuichi (60292512)

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5. ITO Shigeru (00003145)

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6. KANAYAMA Toshihisa (00214445)

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7. 若林勝史 (00502890)

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13. 高山太輔 (50612743)

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22. 吉田嘉雄 (80724012)

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NAKATANI Tomoaki 中谷 朋昭

Research Projects

Research Products

Co-Researchers

Climate change impact on world and regional food securityOngoing

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

農業統計ミクロ・パネルデータの高度利用の展開方向と普及手法に関する研究Ongoing

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

農林業センサスの高度利用に向けた基盤形成－匿名データと疑似データの開発を中心に－Ongoing

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

わが国農業・農村のダイナミズムと政策評価：ミクロデータによる実証研究Ongoing

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Behavioral Economic Analysis of Food Consumption

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Comparative Study of Stock Market Reactions to Offenses against Food SafetyPrincipal Investigator

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Stock Market Reactions to Offences against Food SafetyPrincipal Investigator

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フードシステム関連産業の株価変動に関する時系列分析Principal Investigator

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商品先物市場における価格変動の非線形時系列分析Principal Investigator

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商品先物市場における価格変動要因の計量的分析Principal Investigator

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Econometric study on import, storage and futures markets of field crops

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[Book] 食生活と消費に関する事件・事故・法規制と農業・食品関連企業の株価変動、茂野隆一・武見ゆかり編『フードシステム学叢書第1巻 現代の食生活と消費行動』2016

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[Book] Frontiers of Agricultural Science2015

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[Book] Frontiers of Agricultural Science2015

NAKATANI Tomoaki 中谷朋昭

[Book] 食生活と消費に関する事件・事故・法規制と農業・食品関連企業の株価変動、茂野隆一・武見ゆかり編『フードシステム学叢書第1巻現代の食生活と消費行動』2016

[Journal Article] 食に関する事件情報と株式市場の反応-超高頻度株価データによる分析-2011