Showing 1 - 19 results of 19 for search 'FINANCIAL ECONOMICS', query time: 0.92s Refine Results
  1. 1
    Financial Hazard Map: Financial Vulnerability Predicted by a Random Forests Classification Model
    by Katsuyuki Tanaka, Takuji Kinkyo, Shigeyuki Hamori
    Published 2018-05-01
    Subjects: “...financial hazard map...”
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    Article
  2. 2
    Recent Advancements in Section “Financial Technology and Innovation”
    by Shigeyuki Hamori
    Published 2020-12-01
    “...Journal of Risk and Financial Management...”
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    Article
  3. 3
    Empirical Finance
    by Shigeyuki Hamori
    Published 2020-01-01
    Subjects: “...financial econometrics...”
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    Article
  4. 4
    Ensemble Learning or Deep Learning? Application to Default Risk Analysis
    “...Journal of Risk and Financial Management...”
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    Article
  5. 5
    Can We Forecast Daily Oil Futures Prices? Experimental Evidence from Convolutional Neural Networks
    “...Journal of Risk and Financial Management...”
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    Article
  6. 6
    Predicting Currency Crises: A Novel Approach Combining Random Forests and Wavelet Transform
    by Lei Xu, Takuji Kinkyo, Shigeyuki Hamori
    Published 2018-12-01
    “...Journal of Risk and Financial Management...”
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    Article
  7. 7
    Modeling the Dependence Structure of Share Prices among Three Chinese City Banks
    by Guizhou Liu, Xiao-Jing Cai, Shigeyuki Hamori
    Published 2018-09-01
    “...Journal of Risk and Financial Management...”
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    Article
  8. 8
    Bank Credit and Housing Prices in China: Evidence from a TVP-VAR Model with Stochastic Volatility
    by Xie He, Xiao-Jing Cai, Shigeyuki Hamori
    Published 2018-12-01
    “...Journal of Risk and Financial Management...”
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    Article
  9. 9
    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?
    “...Journal of Risk and Financial Management...”
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    Article
  10. 10
    Conditional Dependence between Oil Prices and Exchange Rates in BRICS Countries: An Application of the Copula-GARCH Model
    by Yijin He, Shigeyuki Hamori
    Published 2019-06-01
    “...Journal of Risk and Financial Management...”
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    Article
  11. 11
    ESG Disclosures and Stock Price Crash Risk
    by Rio Murata, Shigeyuki Hamori
    Published 2021-02-01
    “...Journal of Risk and Financial Management...”
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    Article
  12. 12
    The Predictability of the Exchange Rate When Combining Machine Learning and Fundamental Models
    by Yuchen Zhang, Shigeyuki Hamori
    Published 2020-03-01
    “...Journal of Risk and Financial Management...”
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    Article
  13. 13
    Dependence Structures and Systemic Risk of Government Securities Markets in Central and Eastern Europe: A CoVaR-Copula Approach
    by Lu Yang, Jason Z. Ma, Shigeyuki Hamori
    Published 2018-01-01
    “... financial crisis not only had spillover effects on countries with weak economic fundamentals (e.g., Hungary...”
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    Article
  14. 14
    Does Investor Sentiment Affect Clean Energy Stock? Evidence from TVP-VAR-Based Connectedness Approach
    by Tiantian Liu, Shigeyuki Hamori
    Published 2021-06-01
    “... financial turmoil. Dynamic total volatility connectedness is more sensitive to financial turmoil...”
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    Article
  15. 15
    Spillovers to Renewable Energy Stocks in the US and Europe: Are They Different?
    by Tiantian Liu, Shigeyuki Hamori
    Published 2020-06-01
    “... oil and natural gas) and several important financial variables (stock market index, bonds...”
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    Article
  16. 16
    Influence of Fluctuations in Fossil Fuel Commodities on Electricity Markets: Evidence from Spot and Futures Markets in Europe
    “... for electricity generation, while volatility spillovers are sensitive to extreme financial events....”
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    Article
  17. 17
    Determinants of the Long-Term Correlation between Crude Oil and Stock Markets
    by Lu Yang, Lei Yang, Kung-Cheng Ho, Shigeyuki Hamori
    Published 2019-10-01
    “... between oil prices and stock markets, except during the 2008 global financial crisis and the 2011 European...”
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    Article
  18. 18
    How Does the Spillover among Natural Gas, Crude Oil, and Electricity Utility Stocks Change over Time? Evidence from North America and Europe
    “... America and Europe, which may be a result of the 2008 global financial crisis, and started to fluctuate...”
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    Article
  19. 19
    Measuring the Time-Frequency Dynamics of Return and Volatility Connectedness in Global Crude Oil Markets
    by Yuki Toyoshima, Shigeyuki Hamori
    Published 2018-10-01
    “... and April 2018, namely the Asian currency crisis (1997⁻1998) and the global financial crisis (2007...”
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    Article
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