Shigeyuki Hamori : Citation Profile

Are you Shigeyuki Hamori?

Kobe University

23

H index

68

i10 index

2141

Citations

RESEARCH PRODUCTION:

218

Articles

29

Papers

6

Books

44

Chapters

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   31 years (1992 - 2023). See details.
   Cites by year: 69
   Journals where Shigeyuki Hamori has often published
   Relations with other researchers
   Recent citing documents: 385.    Total self citations: 94 (4.21 %)

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   Permalink: http://citec.repec.org/pha320
   Updated: 2023-11-04    RAS profile: 2023-07-26    
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Relations with other researchers

Works with:

Yang, Lu (14)

Nakajima, Tadahiro (7)

Tanaka, Katsuyuki (5)

Chang, Youngho (3)

Fang, Zheng (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Shigeyuki Hamori.

Is cited by:

Asongu, Simplice (56)

Tiwari, Aviral (34)

Miller, Stephen (20)

Shahbaz, Muhammad (16)

Vo, Xuan Vinh (15)

GUPTA, RANGAN (13)

Bouri, Elie (12)

Toyoshima, Yuki (11)

Ahmad, Wasim (10)

Reboredo, Juan (10)

Wohar, Mark (9)

Cites to:

Engle, Robert (84)

Diebold, Francis (82)

Yilmaz, Kamil (76)

Bollerslev, Tim (49)

Nguyen, Duc Khuong (48)

Pesaran, Mohammad (48)

Yang, Lu (41)

GUPTA, RANGAN (40)

Reboredo, Juan (39)

Hammoudeh, Shawkat (35)

Frankel, Jeffrey (33)

Main data

Where Shigeyuki Hamori has published?

Journals with more than one article published# docs
Economics Bulletin28
Applied Economics Letters23
Energies14
JRFM12
Applied Economics11
The North American Journal of Economics and Finance9
International Review of Financial Analysis7
Japan and the World Economy7
Economics Letters6
Journal of Reviews on Global Economics6
Sustainability5
Emerging Markets Finance and Trade5
Journal of Asian Economics5
Empirical Economics4
Economic Modelling4
Journal of International Financial Markets, Institutions and Money4
International Journal of Financial Research3
International Review of Economics & Finance3
The Singapore Economic Review (SER)3
Energy Policy3
Research in International Business and Finance2
Applied Econometrics and International Development2
Journal of Economics and Finance2
Economic Systems2
Journal of Futures Markets2
Journal of Multivariate Analysis2
Economic Analysis and Policy2
International Journal of Business and Economics2
Applied Economics and Finance2
Annals of Financial Economics (AFE)2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany11
Discussion Papers / Graduate School of Economics, Kobe University10
IDE Discussion Papers / Institute of Developing Economies, Japan External Trade Organization(JETRO)8

Recent works citing Shigeyuki Hamori (2023 and 2022)

YearTitle of citing document
2022Population growth and economic growth: a panel causality analysis. (2022). Gonzalez, Fernando ; Ignacio, Fernando Antonio ; Cayssials, Gaston ; London, Silvia. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4574.

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2022.

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2023.

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2022The double whammy of COVID-19 and oil price collapse: Spillover effects on inflation and exchange rates. (2022). Ayad, Hicham ; Djedaiet, Aissa . In: Review of Socio - Economic Perspectives. RePEc:aly:journl:202206.

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2022Deep Learning in Business Analytics: A Clash of Expectations and Reality. (2022). Schmitt, Marc Andreas. In: Papers. RePEc:arx:papers:2205.09337.

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2022Deep Learning vs. Gradient Boosting: Benchmarking state-of-the-art machine learning algorithms for credit scoring. (2022). Schmitt, Marc. In: Papers. RePEc:arx:papers:2205.10535.

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2023Stock Trend Prediction: A Semantic Segmentation Approach. (2023). Bagherzadeh, Nader ; Nabiee, Shima. In: Papers. RePEc:arx:papers:2303.09323.

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2023On the Time-Varying Structure of the Arbitrage Pricing Theory using the Japanese Sector Indices. (2023). Noda, Akihiko ; Moriya, Koichiro. In: Papers. RePEc:arx:papers:2305.05998.

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2022The Role of Financial Inclusion on Economic Growth in Sub Saharan African (SSA) Region. (2022). Bakar, Hamad Omar ; Albiman, Masoud Mohammed. In: Athens Journal of Business & Economics. RePEc:ate:journl:ajbev8i4-4.

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2023Remittances in times of crisis: evidence from Italian corridors. (2023). Ciarlone, Alessio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1402_23.

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2022A component Markov regime?switching autoregressive conditional range model. (2022). Mazibas, Murat. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:2:p:650-683.

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2022Has the Belt and Road Initiative Improved the Quality of Food Imported by Chinese Enterprises?. (2022). Yu, Linhui ; Fang, Qiaoyun ; Lu, Futao ; Kumar, Sanjay ; Zhou, Kexuan. In: China & World Economy. RePEc:bla:chinae:v:30:y:2022:i:2:p:60-83.

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2023Towards Better Banking Crisis Prediction: Could an Automatic Variable Selection Process Improve the Performance?. (2023). Liu, Xianglong. In: The Economic Record. RePEc:bla:ecorec:v:99:y:2023:i:325:p:288-312.

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2022Temporal and spatial Taylors law: Application to Japanese subnational mortality rates. (2022). Shang, Han Lin ; Cohen, Joel E ; Yang, Yang. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:185:y:2022:i:4:p:1979-2006.

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2022.

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2022Fossil and Renewable Energy Stock Indices: Connectedness and the COP Meetings. (2022). Almajali, Awon ; Spagnolo, Nicola ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9824.

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2023On the role of financial investors in carbon markets: Insights from commitment reports and carbon literature. (2023). Pardo, Angel ; Mansanet-Bataller, Maria. In: Working Papers. RePEc:crb:wpaper:2023-01.

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2023Energy News Shocks and their Propagation to Renewable and Fossil Fuels Use. (2023). Puch, Luis ; Guinea, Laurentiu ; Ruiz, Jesus. In: UC3M Working papers. Economics. RePEc:cte:werepe:37355.

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2023Do Methane Gas Prices Interact with Stock Indices?. (2023). Wainberg, Dorin ; Iuga, Iulia Cristina ; Hada, Teodor ; Barbuta-Misu, Nicoleta. In: Economics and Applied Informatics. RePEc:ddj:fseeai:y:2023:i:2:p:90-100.

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2022The COVID-19 effects on cryptocurrency markets: robust evidence from time-frequency analysis. (2022). Hung, Ngo Thai. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00769.

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2022Oil Price Change and Economic Growth: Evidence from Net Sub-Saharan Africa Oil Exporting Countries. (2022). Mohd, Niaz Ahmad ; Babuga, Umar Tijjani. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-02-41.

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2022Investigating the Nexus between Crude Oil Price and Stock Prices of Oil Exploration Companies. (2022). Bhagav, Shravan ; Shaikh, Saheem ; Hawaldar, Iqbal Thonse ; Pinto, Prakash ; Kumar, Abhaya K ; Padmanabha, B. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-04-5.

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2023Exploring the Time-varying Connectedness and Contagion Effects among Exchange Rates of BRICS, Energy Commodities, and Volatilities. (2023). Boateng, Ebenezer ; Asafo-Adjei, Emmanuel ; Idun, Anthony Adu-Asare ; Adam, Anokye M ; Qabhobho, Thobekile. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-30.

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2023Modeling an early warning system for household debt risk in Korea: A simple deep learning approach. (2023). Park, Sung Y. ; Kwon, Yujin. In: Journal of Asian Economics. RePEc:eee:asieco:v:84:y:2023:i:c:s1049007822001300.

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2022Lead-lag grey forecasting model in the new community group buying retailing. (2022). Kong, Dekai ; Kang, Yuxiao ; Xiao, Xinping ; Zhu, Huimin. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:158:y:2022:i:c:s096007792200234x.

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2022A singular value decomposition entropy approach to assess the impact of Covid-19 on the informational efficiency of the WTI crude oil market. (2022). Alvarez-Ramirez, J ; Rodriguez, E ; Espinosa-Paredes, G. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:160:y:2022:i:c:s0960077922004489.

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2022Oil price, US stock market and the US business conditions in the era of COVID-19 pandemic outbreak. (2022). Managi, Shunsuke ; ben Lahouel, Bechir ; ben Mabrouk, Nejah ; ben Zaied, Younes ; Yousfi, Mohamed. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:129-139.

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2022Volatility spillovers among Northeast Asia and the US: Evidence from the global financial crisis and the COVID-19 pandemic. (2022). Choi, Sun-Yong. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:179-193.

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2022The efficiency of primary sovereign bond markets in Turkey: The so-called Fisher puzzle reconsidered. (2022). Sunal, Onur . In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:255-261.

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2022The impacts of COVID-19 crisis on spillovers between the oil and stock markets: Evidence from the largest oil importers and exporters. (2022). Ali, Syed Riaz Mahmood ; Kang, Sanghoon ; Rahman, Mishkatur ; Anik, Kaysul Islam ; Mensi, Walid ; Mahmood, Syed Riaz. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:345-372.

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2022Economic uncertainty and natural language processing; The case of Russia. (2022). Rybinski, Krzysztof ; Rybiski, Krzysztof ; Makarova, Svetlana ; Charemza, Wojciech. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:546-562.

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2022Can government subsidies promote the green technology innovation transformation? Evidence from Chinese listed companies. (2022). Chen, Zhongfei ; Shao, Yanmin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:716-727.

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2022Dynamic dependence and hedging strategies in BRICS stock markets with oil during crises. (2022). ben Larbi, Ons ; Boubaker, Heni. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:76:y:2022:i:c:p:263-279.

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2022Has COVID-19 intensified the oil price–exchange rate nexus?. (2022). Garg, Bhavesh ; Chowdhury, Kushal Banik. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:76:y:2022:i:c:p:280-298.

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2023Financial inclusion and income inequality nexus: A case of Africa. (2023). Selvanathan, Saroja ; Naranpanawa, Athula ; Kebede, Jeleta. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:539-557.

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2023Frequency spillovers between green bonds, global factors and stock market before and during COVID-19 crisis. (2023). Vo, Xuan Vinh ; Kang, Sang Hoon ; Ko, Hee-Un ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:558-580.

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2023Are climate and geopolitics the challenges to sustainable development? Novel evidence from the global supply chain. (2023). Manta, Alina Georgiana ; Lobon, Oana-Ramona ; Umar, Muhammad ; Su, Chi-Wei ; Qin, Meng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:748-763.

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2022Economic Modelling at thirty-five: A retrospective bibliometric survey. (2022). Lim, Weng Marc ; Burton, Bruce ; Kumar, Satish ; Pattnaik, Debidutta. In: Economic Modelling. RePEc:eee:ecmode:v:107:y:2022:i:c:s0264999321003011.

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2022Can trade explain the rising trends in income inequality? Insights from 40 years of empirical studies. (2022). Yan, Wenshou ; Huang, Kaixing ; Guo, Yuqing ; Sim, Nicholas ; Xie, Fang. In: Economic Modelling. RePEc:eee:ecmode:v:107:y:2022:i:c:s026499932100314x.

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2022Do realized higher moments have information content? - VaR forecasting based on the realized GARCH-RSRK model. (2022). Yan, Hong ; Huang, Zhuo ; Liang, Fang ; Wang, Tianyi. In: Economic Modelling. RePEc:eee:ecmode:v:109:y:2022:i:c:s026499932200027x.

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2022Exchange rates and the global transmission of equity market shocks. (2022). Reboredo, Juan C ; Ojea-Ferreiro, Javier. In: Economic Modelling. RePEc:eee:ecmode:v:114:y:2022:i:c:s0264999322001602.

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2022Does the asymmetric dependence volatility affect risk spillovers between the crude oil market and BRICS stock markets?. (2022). Ye, Wuyi ; Jiang, Kunliang. In: Economic Modelling. RePEc:eee:ecmode:v:117:y:2022:i:c:s0264999322002838.

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2023Connectedness between fossil and renewable energy stock indices: The impact of the COP policies. (2023). Almajali, Awon ; Spagnolo, Nicola ; Caporale, Guglielmo Maria. In: Economic Modelling. RePEc:eee:ecmode:v:123:y:2023:i:c:s0264999323000858.

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2022Predicting the portfolio risk of high-dimensional international stock indices with dynamic spatial dependence. (2022). Liu, Xing ; Tan, Chunzhi ; Zhang, Wei Guo ; Mo, Guoli. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001765.

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2022How does investor attention matter for crude oil prices and returns? Evidence from time-frequency quantile causality analysis. (2022). Hau, Liya ; Yu, Dongwei ; Zhu, Huiming ; Chen, Qitong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001844.

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2022The intermediating role of the Chinese renminbi in Asian currency markets: Evidence from partial wavelet coherence. (2022). Kinkyo, Takuji. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001984.

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2022Dynamic volatility spillovers between industries in the US stock market: Evidence from the COVID-19 pandemic and Black Monday. (2022). Choi, Sun-Yong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002102.

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2022The dynamic connectedness and hedging opportunities of implied and realized volatility: Evidence from clean energy ETFs. (2022). Vergili, Gizem ; Hol, Arife Ozdemir ; Sak, Ahmet Furkan ; Elik, Smail. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000262.

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2022Time-frequency effect of crude oil and exchange rates on stock markets in BRICS countries: Evidence from wavelet quantile regression analysis. (2022). Ye, Fangyu ; Wu, Hao ; Hau, Liya ; Yu, Dongwei ; Zhu, Huiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000602.

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2022Contagion effects in ASEAN-5 exchange rates during the Covid-19 pandemic. (2022). Shahrier, Nur Ain. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000596.

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2022Heterogeneity dependence between oil prices and exchange rate: Evidence from a parametric test of Granger causality in quantiles. (2022). Ma, Chao-Qun ; Narayan, Seema ; Ren, Yi-Shuai ; Jiang, Yong ; Yang, Xiao-Guang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000638.

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2022Economic policy uncertainty, oil price volatility and stock market returns: Evidence from a nonlinear model. (2022). Ma, Yong ; Du, Wanying ; Wang, Yunyuan ; Liu, Xiaojun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001176.

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2022The transition of the global financial markets connectedness during the COVID-19 pandemic. (2022). Yamaka, Woraphon ; Jaipong, Peemmawat ; Kaewtathip, Nuttaphong ; Maneejuk, Paravee. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001516.

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2022Bond markets integration in the EU: New empirical evidence from the Eastern non-euro member-states. (2022). Kiohos, Apostolos ; Stoupos, Nikolaos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001620.

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2022The impact of VIX on China’s financial market: A new perspective based on high-dimensional and time-varying methods. (2022). Sun, Yan-Lin ; Chen, Bin-Xia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001668.

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2022Time-frequency transmission mechanism of EPU, investor sentiment and financial assets: A multiscale TVP-VAR connectedness analysis. (2022). Mao, Weifang ; Zhang, Zhongqingyang ; Zhu, Huiming ; Qiao, Xingzhi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001784.

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2023Stablecoins as a tool to mitigate the downside risk of cryptocurrency portfolios. (2023). Huelamo, Diego ; Esparcia, Carlos ; Diaz, Antonio. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001735.

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2023Stock index direction forecasting using an explainable eXtreme Gradient Boosting and investor sentiments. (2023). Su, Zhihao ; Zhu, Yingke ; Huang, Xiaoru ; Deng, Shangkun ; Shimada, Tatsuro ; Fu, Zhe. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001838.

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2023GARCH-MIDAS-GAS-copula model for CoVaR and risk spillover in stock markets. (2023). Li, Min-Jian ; Yao, Can-Zhong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000335.

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2023Effects of macroeconomic factors on stock prices for BRICS using the variational mode decomposition and quantile method. (2023). Zhang, Shuguang ; Huang, Qian ; Wang, Xiangning. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000621.

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2023Time-frequency co-movement and network connectedness between green bond and financial asset markets: Evidence from multiscale TVP-VAR analysis. (2023). Deng, XI ; Hau, Liya ; Zhu, Huiming ; Huang, Zishan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000682.

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2022Macroeconomic responses of emerging market economies to oil price shocks: An analysis by region and resource profile. (2022). Koenda, Even ; Togonidze, Sophio. In: Economic Systems. RePEc:eee:ecosys:v:46:y:2022:i:3:s0939362522000504.

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2022Banks to basics! Why banking regulation should focus on equity. (2022). le Quang, Gaetan ; Durand, Pierre. In: European Journal of Operational Research. RePEc:eee:ejores:v:301:y:2022:i:1:p:349-372.

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2023Copula sensitivity analysis for portfolio credit derivatives. (2023). Hu, Jian-Qiang ; Fu, Michael C ; Peng, Yijie ; Lei, Lei. In: European Journal of Operational Research. RePEc:eee:ejores:v:308:y:2023:i:1:p:455-466.

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2022Dependence dynamics of stock markets during COVID-19. (2022). Vo, Xuan Vinh ; Hussain, Syed Jawad ; Ahmad, Nasir ; Ur, Mobeen. In: Emerging Markets Review. RePEc:eee:ememar:v:51:y:2022:i:pb:s1566014122000115.

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2022Does economic growth stimulate energy consumption? The role of human capital and R&D expenditures in China. (2022). Vo, Xuan Vinh ; Shahbaz, Muhammad ; Ahmad, Shabbir ; Song, Malin. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321005193.

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2022Connectedness of energy markets around the world during the COVID-19 pandemic. (2022). Uddin, Gazi Salah ; Molnar, Peter ; Cepni, Oguzhan ; Akyildirim, Erdinc. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322000810.

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2022Chinas energy stock market jumps: To what extent does the COVID-19 pandemic play a part?. (2022). Wang, Qunwei ; Bi, Xiaoyi ; Dai, Xingyu ; Tong, Yuan. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001153.

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2022The asymmetric relationship between returns and implied higher moments: Evidence from the crude oil market. (2022). Zhang, Gongqiu ; Xu, Yahua ; Bouri, Elie. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s014098832200127x.

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2022Volatility spillovers amid crude oil, natural gas, coal, stock, and currency markets in the US and China based on time and frequency domain connectedness. (2022). Tiwari, Aviral ; Roubaud, David ; Asadi, Mehrad. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001372.

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2022Tail risk connectedness in the refined petroleum market: A first look at the impact of the COVID-19 pandemic. (2022). Gabauer, David ; de Gracia, Fernando Perez ; Chatziantoniou, Ioannis. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322002195.

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2022Going beyond sustainability: The diversification benefits of green energy financial products. (2022). Naqvi, Bushra ; Abbas, Syed Kumail ; Hasnaoui, Amir ; Shao, Xuefeng. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322002705.

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2022Implications of clean energy, oil and emissions pricing for the GCC energy sector stock. (2022). Nasir, Muhammad Ali ; Chaudhuri, Kausik ; Alkathery, Mohammed A. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s014098832200278x.

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2022The role of oil price shocks on exchange rates for the selected Asian countries: Asymmetric evidence from nonlinear ARDL and generalized IRFs approaches. (2022). Baek, Jungho ; Zhang, Xiang. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322003309.

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2022Renewable energy stocks forecast using Twitter investor sentiment and deep learning. (2022). Naranpanawa, Athula ; Su, Jen-Je ; Constantino, Michel ; Herrera, Gabriel Paes. In: Energy Economics. RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322004170.

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2022Financial stress and crude oil implied volatility: New evidence from continuous wavelet transformation framework. (2022). Basu, Sankarshan ; Dutta, Anupam ; Maitra, Debasish ; Das, Debojyoti. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322005175.

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2022Does crude oil fire the emerging markets currencies contagion spillover? A systemic perspective. (2022). Singh, Vipul Kumar ; Kumar, Pawan. In: Energy Economics. RePEc:eee:eneeco:v:116:y:2022:i:c:s0140988322005138.

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2023Economic policy uncertainty and dynamic correlations in energy markets: Assessment and solutions. (2023). Ren, Xiaohang ; Jawadi, Fredj ; Bu, Ruijun ; Li, Jingyao ; Wang, Xiong. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006041.

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2023Analysis of individual natural gas consumption and price elasticity: Evidence from billing data in Italy. (2023). Grossi, Luigi ; Favero, Filippo. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988322006132.

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2023Blockchain market and green finance: The enablers of carbon neutrality in China. (2023). Badarcea, Roxana Maria ; Li, Yameng ; Zhang, Xiaojing ; Qin, Meng. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988322006302.

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2023Interdependence of clean energy and green markets with cryptocurrencies. (2023). Karim, Sitara ; Mirza, Nawazish ; Boubaker, Sabri ; Naeem, Muhammad Abubakr ; Arfaoui, Nadia. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000828.

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2023Analysis of the spillover effects between green economy, clean and dirty cryptocurrencies. (2023). Tzeremes, Panayiotis ; Brahim, Mariem ; Dogan, Eyup ; Sharif, Arshian. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000920.

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2023Forecasting oil inventory changes with Google trends: A hybrid wavelet decomposer and ARDL-SVR ensemble model. (2023). Zhao, Lu-Tao ; Wei, Yi-Ming ; Zheng, Zhi-Yi. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001019.

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2023A threshold effect of COVID-19 risk on oil price returns. (2023). Wang, YU ; Suo, Chenyi ; Li, Delong ; Sun, Yiguo. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001160.

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2023Oil price shocks and exchange rate dynamics: Evidence from decomposed and partial connectedness measures for oil importing and exporting economies. (2023). Gözgör, Giray ; Elsayed, Ahmed ; Gozgor, Giray ; Gabauer, David ; Chatziantoniou, Ioannis. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001251.

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2023Impact of economic policy uncertainty on the volatility of Chinas emission trading scheme pilots. (2023). Xu, Liang ; Xue, Shan ; Wei, Yigang ; Guan, Xinyue ; Liu, Tao. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s014098832300124x.

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2023Sustainability and stability: Will ESG investment reduce the return and volatility spillover effects across the Chinese financial market?. (2023). Luo, Liangqing ; Ping, Weiying ; Guo, Tongji ; Liu, Min. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s014098832300172x.

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2023Research on tail risk contagion in international energy markets—The quantile time-frequency volatility spillover perspective. (2023). Xiong, Xiong ; Jia, Kai-Wen ; Wu, Zhuo-Cheng ; Zhao, Min ; Gong, Xiao-Li. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001767.

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2022The non-operating solar projects: Examining the impact of the feed-in tariff amendment in Japan. (2022). Takeuchi, Kenji ; Chu, Ling. In: Energy Policy. RePEc:eee:enepol:v:160:y:2022:i:c:s0301421521005772.

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2022Assessing the relationship between electricity and natural gas prices in European markets in times of distress. (2022). Uribe, Jorge ; Mosquera-López, Stephania ; Arenas, Oscar J ; Mosquera-Lopez, Stephania. In: Energy Policy. RePEc:eee:enepol:v:166:y:2022:i:c:s0301421522002439.

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2023Combined third-party ownership and aggregation business model for the adoption of rooftop solar PV–battery systems: Implications from the case of Miyakojima Island, Japan. (2023). Mori, Akihisa ; Yamashiro, Ririka. In: Energy Policy. RePEc:eee:enepol:v:173:y:2023:i:c:s0301421522006115.

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2023In the post-subsidy era: How to encourage mere consumers to become prosumers when subsidy reduced?. (2023). Xu, Tiantong ; Qi, Suntong ; Liu, Diyi. In: Energy Policy. RePEc:eee:enepol:v:174:y:2023:i:c:s0301421523000368.

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2022The economic value of high-frequency data in equity-oil hedge. (2022). Kuang, Wei. In: Energy. RePEc:eee:energy:v:239:y:2022:i:pa:s0360544221021526.

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2022Is the oil price a barometer of Chinas automobile market? From a wavelet-based quantile-on-quantile regression perspective. (2022). Liu, LU ; Xiao, Yidong ; Su, Chi-Wei ; Wang, Kai-Hua. In: Energy. RePEc:eee:energy:v:240:y:2022:i:c:s036054422102750x.

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2022Time-frequency connectedness among clean-energy stocks and fossil fuel markets: Comparison between financial, oil and pandemic crisis. (2022). Naeem, Muhammad Abubakr ; Farid, Saqib ; Umar, Muhammad. In: Energy. RePEc:eee:energy:v:240:y:2022:i:c:s0360544221029510.

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2022Access to financial services and lighting energy consumption: Empirical evidence from rural Ghana. (2022). Agyeman, Annette Serwaa ; Asante, Dennis ; Twumasi, Martinson Ankrah ; Tang, Wenjin ; Addai, Bismark. In: Energy. RePEc:eee:energy:v:253:y:2022:i:c:s036054422201012x.

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2022Risk spread in multiple energy markets: Extreme volatility spillover network analysis before and during the COVID-19 pandemic. (2022). Chen, Jin ; Zhou, Wei. In: Energy. RePEc:eee:energy:v:256:y:2022:i:c:s0360544222014839.

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2023The equity-oil hedge: A comparison between volatility and alternative risk frameworks. (2023). Kuang, Wei. In: Energy. RePEc:eee:energy:v:271:y:2023:i:c:s0360544223004395.

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Shigeyuki Hamori has edited the books:

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Works by Shigeyuki Hamori:

YearTitleTypeCited
2018ARTIFICIAL INTELLIGENCE AND ECONOMIC GROWTH In: Advances in Decision Sciences.
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2009Solution to the Dilemma of the Migrant Labor Shortage and the Rural Labor Surplus in China In: China & World Economy.
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2019ANALYZING INDUSTRY?LEVEL VULNERABILITY BY PREDICTING FINANCIAL BANKRUPTCY In: Economic Inquiry.
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2008Trade Balances and the Terms of Trade in G-7 Countries: Penal Cointegration Approach In: Applied Econometrics and International Development.
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2009An Empirical Analysis of Chinese Rural Labour Migration Using a Multinomial Logit Model In: Applied Econometrics and International Development.
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2005An Empirical Analysis of FDI Competitiveness in Sub-Saharan Africa and Developing Countries In: Economics Bulletin.
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2007The information role of commodity prices in formulating monetary policy: some evidence from Japan In: Economics Bulletin.
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2007Sources of Real and Nominal Exchange Rate Movements for the Euro In: Economics Bulletin.
[Full Text][Citation analysis]		article4
2007An Empirical Analysis about Population, Technological Progress, and Economic Growth in Taiwan In: Economics Bulletin.
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2007International Capital Flows and the Frankel-Dooley-Mathieson Puzzle In: Economics Bulletin.
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2009An Empirical Analysis of the Money Demand Function in India In: Economics Bulletin.
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2008An empirical analysis of the money demand function in India.(2008) In: IDE Discussion Papers.
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2014An Empirical Analysis of the Money Demand Function in India.(2014) In: World Scientific Book Chapters.
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2009On the Sustainability of Budget Deficits in the Euro Area In: Economics Bulletin.
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2009Price and Wage Setting in Japan: An Empirical Investigation In: Economics Bulletin.
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2008Do Chinese employers discriminate against females when hiring employees ? In: Economics Bulletin.
[Full Text][Citation analysis]		article3
2014Do Chinese Employers Discriminate Against Females When Hiring Employees?.(2014) In: SpringerBriefs in Economics.
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2008Empirical Analysis of the Money Demand Function in Sub-Saharan Africa In: Economics Bulletin.
[Full Text][Citation analysis]		article19
2009Empirical analysis of import demand behavior of least developed countries In: Economics Bulletin.
[Full Text][Citation analysis]		article3
2009Empirical Analysis of Import Demand Behavior of Least Developed Countries.(2009) In: MPRA Paper.
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2009Saving-Investment Relationship and Capital Mobility: Evidence from Chinese Provincial Data, 1980—2007 In: Economics Bulletin.
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2009Saving-Investment Relationship and Capital Mobility:Evidence from Chinese Provincial Data, 1980—2007.(2009) In: MPRA Paper.
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2009Empirical analysis of export demand behavior of LDCs: Panel cointegration approach In: Economics Bulletin.
[Full Text][Citation analysis]		article6
2009Empirical Analysis of Export Demand Behavior of LDCs: Panel Cointegration Approach.(2009) In: MPRA Paper.
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2009Globalization, financial depth, and inequality in Sub-Saharan Africa In: Economics Bulletin.
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2009Globalization, Financial Depth, and Inequality in Sub-Saharan Africa.(2009) In: Discussion Papers.
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2009What Explains Real and Nominal Exchange Rate Fluctuations?: Evidence from SVAR Analysis for India In: Economics Bulletin.
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2009What Explains Real and Nominal Exchange Rate Fluctuations? Evidence from SVAR Analysis for India.(2009) In: IDE Discussion Papers.
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2010The Interdependence of Taiwanese and Japanese Stock Prices In: Economics Bulletin.
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2010The interdependence of Taiwanese and Japanese stock prices.(2010) In: MPRA Paper.
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2010The size of the underground economy in Japan In: Economics Bulletin.
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2010The size of the underground economy in Japan.(2010) In: MPRA Paper.
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2010Dynamic linkages of stock prices among G7 countries: effects of the American financial crisis In: Economics Bulletin.
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2010The efficiency of the Chinese stock market and the role of market liberalization In: Economics Bulletin.
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2011Estimating the import demand function in the autoregressive distributed lag framework: The case of China In: Economics Bulletin.
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2011Panel cointegration analysis of the Fisher effect: Evidence from the US, the UK, and Japan In: Economics Bulletin.
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2011The Sustainability of Trade Balances in China In: Economics Bulletin.
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2012A dynamic conditional correlation analysis of European stock markets from the perspective of the Greek sovereign debt crisis In: Economics Bulletin.
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2011An empirical analysis on the efficiency of the microfinance investment market In: Economics Bulletin.
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2010An empirical analysis on the efficiency of the microfinance investment market.(2010) In: IDE Discussion Papers.
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2011Transmission of stock prices amongst European countries before and during the Greek sovereign debt crisis In: Economics Bulletin.
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2012Exploring the dynamic interdependence between gold and other financial markets In: Economics Bulletin.
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2012Informational roles of commodity prices for monetary policy: evidence from the Euro area In: Economics Bulletin.
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2012Small sample properties of CIPS panel unit root test under conditional and unconditional heteroskedasticity In: Economics Bulletin.
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2010Small sample properties of CIPS panel unit root test under conditional and unconditional heteroscedasticity.(2010) In: MPRA Paper.
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2010Bivariate probit analysis of differences between male and female formal employment in urban China In: Journal of Asian Economics.
[Full Text][Citation analysis]		article2
2014Bivariate Probit Analysis of the Differences Between Male and Female Formal Employment in Urban China.(2014) In: SpringerBriefs in Economics.
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2012Dynamic linkages of stock prices between the BRICs and the United States: Effects of the 2008–09 financial crisis In: Journal of Asian Economics.
[Full Text][Citation analysis]		article33
2012The effect of financial deepening on inequality: Some international evidence In: Journal of Asian Economics.
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2013Asymmetric dynamics in stock market correlations: Evidence from Japan and Singapore In: Journal of Asian Economics.
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2020Dependence structures and risk spillover in China’s credit bond market: A copula and CoVaR approach In: Journal of Asian Economics.
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2009Economic returns to schooling in urban China: OLS and the instrumental variables approach In: China Economic Review.
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2021Systemic risk and economic policy uncertainty: International evidence from the crude oil market In: Economic Analysis and Policy.
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2022A connectedness analysis among BRICS’s geopolitical risks and the US macroeconomy In: Economic Analysis and Policy.
[Full Text][Citation analysis]		article5
1998Defying the conventional wisdom: US consumers are found to be more risk averse than those of Japan In: Economic Modelling.
[Full Text][Citation analysis]		article2
2008Information content of commodity futures prices for monetary policy In: Economic Modelling.
[Full Text][Citation analysis]		article24
2015Modeling dependence structures among international stock markets: Evidence from hierarchical Archimedean copulas In: Economic Modelling.
[Full Text][Citation analysis]		article25
2016Interdependence of foreign exchange markets: A wavelet coherence analysis In: Economic Modelling.
[Full Text][Citation analysis]		article27
2014Spillovers among CDS indexes in the US financial sector In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article8
2014The conditional dependence structure of insurance sector credit default swap indices In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article9
2015Interdependence between the bond markets of CEEC-3 and Germany: A wavelet coherence analysis In: The North American Journal of Economics and Finance.
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2016Time-varying price shock transmission and volatility spillover in foreign exchange, bond, equity, and commodity markets: Evidence from the United States In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article25
2018What determines the long-term correlation between oil prices and exchange rates? In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article20
2018Dependence structures between Chinese stock markets and the international financial market: Evidence from a wavelet-based quantile regression approach In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article16
2019Complexity of financial stress spillovers: Asymmetry and interaction effects of institutional quality and foreign bank ownership In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article2
2020Oil, Gas, or Financial Conditions-Which One Has a Stronger Link with Growth? In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article3
2021Continuous wavelet analysis of Chinese renminbi: Co-movement and lead-lag relationship between onshore and offshore exchange rates In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article5
2016Random forests-based early warning system for bank failures In: Economics Letters.
[Full Text][Citation analysis]		article38
1992Test of C-CAPM for Japan: 1980-1988 In: Economics Letters.
[Full Text][Citation analysis]		article16
1992On the structural stability of preference parameters obtained from Japanese financial market data In: Economics Letters.
[Full Text][Citation analysis]		article3
1993Test of the international equity integration of Japan In: Economics Letters.
[Full Text][Citation analysis]		article1
1997Testing for a unit root in the presence of a variance shift1 In: Economics Letters.
[Full Text][Citation analysis]		article62
2004Empirical characteristics of the permanent and transitory components of stock return: analysis in a Markov switching heteroscedasticity framework In: Economics Letters.
[Full Text][Citation analysis]		article12
2007Co-movement in the price of risk of aggregate equity markets In: Economic Systems.
[Full Text][Citation analysis]		article1
2008Demand for money in the Euro area In: Economic Systems.
[Full Text][Citation analysis]		article30
2005Causality in variance and the type of traders in crude oil futures In: Energy Economics.
[Full Text][Citation analysis]		article16
2010Change in consumer sensitivity to electricity prices in response to retail deregulation: A panel empirical analysis of the residential demand for electricity in the United States In: Energy Policy.
[Full Text][Citation analysis]		article46
2011Impact of subsidy policies on diffusion of photovoltaic power generation In: Energy Policy.
[Full Text][Citation analysis]		article47
2013Testing causal relationships between wholesale electricity prices and primary energy prices In: Energy Policy.
[Full Text][Citation analysis]		article19
2018Determinants of dependence structures of sovereign credit default swap spreads between G7 and BRICS countries In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article17
2021Crude oil market and stock markets during the COVID-19 pandemic: Evidence from the US, Japan, and Germany In: International Review of Financial Analysis.
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2021Not all bank systemic risks are alike: Deposit insurance and bank risk revisited In: International Review of Financial Analysis.
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2021The role of the carbon market in relation to the cryptocurrency market: Only diversification or more? In: International Review of Financial Analysis.
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2022Volatility spillover and investment strategies among sustainability-related financial indexes: Evidence from the DCC-GARCH-based dynamic connectedness and DCC-GARCH t-copula approach In: International Review of Financial Analysis.
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2023Modeling the global sovereign credit network under climate change In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article0
2023The impact of the COVID-19 pandemic and Russia-Ukraine war on multiscale spillovers in green finance markets: Evidence from lower and higher order moments In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article0
2012Asymmetric dynamics in correlations of treasury and swap markets: Evidence from the US market In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article5
2014Macroeconomic impacts of oil prices and underlying financial shocks In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article38
2014Dependence structure between CEEC-3 and German government securities markets In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article8
2017Interdependence between oil and East Asian stock markets: Evidence from wavelet coherence analysis In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article44
2000An empirical analysis of economic fluctuations in Japan: 1885-1940 In: Japan and the World Economy.
[Full Text][Citation analysis]		article2
2000Volatility of real GDP: some evidence from the United States, the United Kingdom and Japan In: Japan and the World Economy.
[Full Text][Citation analysis]		article22
2000A theory of quality signaling in the marriage market In: Japan and the World Economy.
[Full Text][Citation analysis]		article5
2001An empirical analysis on the stability of Japans aggregate import demand function In: Japan and the World Economy.
[Full Text][Citation analysis]		article14
2001Seasonality and stock returns: some evidence from Japan In: Japan and the World Economy.
[Full Text][Citation analysis]		article2
2003Alternative characterization of the volatility in the growth rate of real GDP In: Japan and the World Economy.
[Full Text][Citation analysis]		article30
1997Risk premiums and conditional covariances in tests of asset pricing models: Some evidence from Japan In: Japan and the World Economy.
[Full Text][Citation analysis]		article1
2015Modeling interest rate volatility: A Realized GARCH approach In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article15
2021Is volatility spillover enough for investor decisions? A new viewpoint from higher moments In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article9
2019Calibration estimation of semiparametric copula models with data missing at random In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]		article1
2020Copula-based regression models with data missing at random In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]		article2
2021Do crude oil prices and the sentiment index influence foreign exchange rates differently in oil-importing and oil-exporting countries? A dynamic connectedness analysis In: Resources Policy.
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2014Spillover effect of US monetary policy to ASEAN stock markets: Evidence from Indonesia, Singapore, and Thailand In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article9
2021Do news sentiment and the economic uncertainty caused by public health events impact macroeconomic indicators? Evidence from a TVP-VAR decomposition approach In: The Quarterly Review of Economics and Finance.
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2014Co-movements among major European exchange rates: A multivariate time-varying asymmetric approach In: International Review of Economics & Finance.
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2017Does the crude oil price influence the exchange rates of oil-importing and oil-exporting countries differently? A wavelet coherence analysis In: International Review of Economics & Finance.
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2023Risk spillover from international financial markets and Chinas macro-economy: A MIDAS-CoVaR-QR model In: International Review of Economics & Finance.
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2014On cross-currency transmissions between US dollar and euro LIBOR-OIS spreads In: Research in International Business and Finance.
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2016Time-varying co-movements and volatility spillovers among financial sector CDS indexes in the UK In: Research in International Business and Finance.
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2018The long-run relationship between farm size and productivity In: China Agricultural Economic Review.
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2008A new approach to analysing comovement in European equity markets In: Studies in Economics and Finance.
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2018Measuring the Time-Frequency Dynamics of Return and Volatility Connectedness in Global Crude Oil Markets In: Energies.
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2019Connectedness Between Natural Gas Price and BRICS Exchange Rates: Evidence from Time and Frequency Domains In: Energies.
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2019Determinants of the Long-Term Correlation between Crude Oil and Stock Markets In: Energies.
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2020Forecasting Crude Oil Market Crashes Using Machine Learning Technologies In: Energies.
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2020The Response of US Macroeconomic Aggregates to Price Shocks in Crude Oil vs. Natural Gas In: Energies.
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2020Spillovers to Renewable Energy Stocks in the US and Europe: Are They Different? In: Energies.
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2020Forecasts of Value-at-Risk and Expected Shortfall in the Crude Oil Market: A Wavelet-Based Semiparametric Approach In: Energies.
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2020How Does the Spillover among Natural Gas, Crude Oil, and Electricity Utility Stocks Change over Time? Evidence from North America and Europe In: Energies.
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2020Can One Reinforce Investments in Renewable Energy Stock Indices with the ESG Index? In: Energies.
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2020Influence of Fluctuations in Fossil Fuel Commodities on Electricity Markets: Evidence from Spot and Futures Markets in Europe In: Energies.
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2020Do Machine Learning Techniques and Dynamic Methods Help Forecast US Natural Gas Crises? In: Energies.
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2021On the Predictability of China Macro Indicator with Carbon Emissions Trading In: Energies.
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2018Ensemble Learning or Deep Learning? Application to Default Risk Analysis In: JRFM.
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2018Ensemble Learning or Deep Learning? Application to Default Risk Analysis.(2018) In: Discussion Papers.
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2018Modeling the Dependence Structure of Share Prices among Three Chinese City Banks In: JRFM.
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2018Predicting Currency Crises: A Novel Approach Combining Random Forests and Wavelet Transform In: JRFM.
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2018Bank Credit and Housing Prices in China: Evidence from a TVP-VAR Model with Stochastic Volatility In: JRFM.
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2019Can We Forecast Daily Oil Futures Prices? Experimental Evidence from Convolutional Neural Networks In: JRFM.
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2019Conditional Dependence between Oil Prices and Exchange Rates in BRICS Countries: An Application of the Copula-GARCH Model In: JRFM.
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2020Recent Advancements in Section “Financial Technology and Innovation” In: JRFM.
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2020Diversification and Desynchronicity: An Organizational Portfolio Perspective on Corporate Risk Reduction In: Risks.
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2018A Sustainable Metropolis: Perspectives of Population, Productivity and Parity In: Sustainability.
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2018Dependence Structures and Systemic Risk of Government Securities Markets in Central and Eastern Europe: A CoVaR-Copula Approach In: Sustainability.
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2018Financial Hazard Map: Financial Vulnerability Predicted by a Random Forests Classification Model In: Sustainability.
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2017Financial Hazard Map: Financial Vulnerability Predicted by a Random Forests Classification Model.(2017) In: Discussion Papers.
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2020The Influence of Quality and Variety of New Imports on Enterprise Innovation: Evidence from China In: Sustainability.
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2019Remittance Inflows and Financial Inclusion: Do Workers’ Remittances Promote Access to Finance? In: World Scientific Book Chapters.
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2013GLOBALIZATION AND ECONOMIC GROWTH IN EAST ASIA In: World Scientific Book Chapters.
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2014Introduction In: World Scientific Book Chapters.
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2014Is India Ready to Adopt a Policy Framework Targeting Inflation? In: World Scientific Book Chapters.
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2014What are the Sources of Real and Nominal Exchange Rate Fluctuations? Evidence from SVAR Analysis for India In: World Scientific Book Chapters.
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2014Concluding Remarks: Monetary Policy and Financial Sector for Sustainable Economic Growth and Poverty Reduction In: World Scientific Book Chapters.
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2016Introduction In: World Scientific Book Chapters.
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2016Business Cycle Volatility and Hot Money in Emerging East Asian Markets In: World Scientific Book Chapters.
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2016Dynamic Impacts of Remittances on Economic Growth in Asia: Evidence from the Dynamic Heterogeneous Panel In: World Scientific Book Chapters.
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