| 主な研究業績 |
主要著書
- Nakajima, T. and Hamori S. (2022) Energy Trading and Risk Management: Commentary on Arbitrage, Risk Measurement, and Hedging Strategy, Springer.
- Tamakoshi, G. and Hamori, S. (2020) Credit Default Swap Markets in the Global Economy, Routledge.
- Inoue, T. and Hamori, S. (2019) Financial Inclusion, Remittance Inflows, Economic Growth and Poverty Reduction: Evidence from Macro Empirical Analysis, World Scientific.
- Kabe, S., Ushiyama, R., Kinkyo, T., and Hamori, S. ed., (2016) Moving Up the Ladder: Development Challenges for Low and Middle-Income Asia, World Scientific.
- Tamakoshi,G. and Hamori S. (2015) The European Sovereign Debt Crisis and Its Impacts on Financial Markets, Routledge.
主要論文
- Shang, J. and Hamori, S. (2024) Quantile time-frequency connectedness analysis between crude oil, gold, financial markets, and macroeconomic indicators: Evidence from the US and EU, Energy Economics, Vol.132, #107473
- Zhang, W., He,X., and Hamori, S. (2023) The impact of the COVID-19 pandemic and Russia-Ukraine war on multiscale spillovers in green finance markets: Evidence from lower and higher order moments, International Review of Financial Analysis, Vol.89 #102735
- Yang, L. and Hamori, S. (2023) Modeling the global sovereign credit network under climate change, International Review of Financial Analysis, Vol.87, #102618
- Zhang, W., He, X., and Hamori, S. (2022) Volatility spillover and investment strategies among sustainability-related financial indexes: Evidence from the DCC-GARCH-based dynamic connectedness and DCC-GARCH t-copula approach, International Review of Financial Analysis, Vol.83, #102223
- Zhang, Y. and Hamori, S. (2022) A connectedness analysis among BRICS’s geopolitical risks and the US macroeconomy, Economic Analysis and Policy, Vol.76, pp.182-203.
- Shang, J. and Hamori, S. (2021) Do crude oil prices and the sentiment index influence foreign exchange rates differently in oil-importing and oil-exporting countries? A dynamic connectedness analysis, Resources Policy, Vol.74, #102400.
- Zhang, W. and Hamori, S. (2021) Crude oil market and stock markets during the COVID-19 pandemic: Evidence from the US, Japan, and Germany, International Review of Financial Analysis, Vol.7, #101702.
- He, X. and Hamori, S. (2021) Is volatility spillover enough for investor decisions? A new viewpoint from higher moment, Journal of International Money and Finance, Vol.116, #102412.
- Yang, L. and Hamori, S. (2021) The role of the carbon market in relation to the cryptocurrency market: Only diversification or more? International Review of Financial Analysis, Vol.77, #101864.
- Liu, T., Nakajima, T., and Hamori, S. (2021) The impact of economic uncertainty caused by COVID-19 on renewable energy stocks, Empirical Economics, Vol.62, pp.1495-1515.
- Zhang, W. and Hamori, S. (2021) Crude oil market and stock markets during the COVID-19 pandemic: Evidence from the US, Japan, and Germany, International Review of Financial Analysis, Vol.74, #101702.
- Yang, L. and Hamori, S. (2021) Systemic risk and economic policy uncertainty: International evidence from the crude oil market, Economic Analysis and Policy, Vol.69 pp. 142-158.
- Motegi, K., Cai, X.J., Hamori, S., and Xu, H. (2020) Moving average threshold heterogeneous autoregressive (MAT-HAR) models, Journal of Forecasting, Vol.39, No. 7, pp.1035-1042.
- Tanaka,K., Higashide, T., Kinkyo, T., and Hamori, S. (2019) Analyzing Industry-level Vulnerability by Predicting Financial Bankruptcy, Economic Inquiry, Vol.57, No.4,
- Tanaka, K., Kinkyo, T., and Hamori, S. (2018) Financial Hazard Map: Financial Vulnerability Predicted by a Random Forests Classification Model, Sustainability Vol.10, No.5, pp.1-18.
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