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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 |
[ 全著者名 ] Wenting Zhang, Xie He, Shigeyuki Hamori |
[ 掲載誌名 ] International Review of Financial Analysis |
[ 掲載年月 ] 2023年 10月 |
[ 著作区分 ] レフェリー付学術論文(外国語) |
Volatility spillover and investment strategies among sustainability-related financial indexes: Evidence from the DCC-GARCH-based dynamic connectedness and DCC-GARCH t-copula approach |
[ 全著者名 ] Wenting Zhang, Xie He, Shigeyuki Hamori |
[ 掲載誌名 ] International Review of Financial Analysis |
[ 掲載年月 ] 2022年 10月 |
[ 著作区分 ] レフェリー付学術論文(外国語) |
Is volatility spillover enough for investor decisions? A new viewpoint from higher moments |
[ 全著者名 ] Xie He, Shigeyuki Hamori |
[ 掲載誌名 ] JOURNAL OF INTERNATIONAL MONEY AND FINANCE |
[ 掲載年月 ] 2021年 9月 |
[ 著作区分 ] レフェリー付学術論文(外国語) |
Oil, Gas, or Financial Conditions-Which One Has a Stronger Link with Growth? |
[ 全著者名 ] Yulian Zhang, Xie He, Tadahiro Nakajima, Shigeyuki Hamori |
[ 掲載誌名 ] North American Journal of Economics and Finance |
[ 掲載年月 ] 2020年 11月 |
[ 著作区分 ] レフェリー付学術論文(外国語) |
Influence of Fluctuations in Fossil Fuel Commodities on Electricity Markets: Evidence from Spot and Futures Markets in Europe |
[ 全著者名 ] Tiantian Liu, Xie He, Tadahiro Nakajima, Shigeyuki Hamori |
[ 掲載誌名 ] Energies |
[ 掲載年月 ] 2020年 4月 |
[ 著作区分 ] レフェリー付学術論文(外国語) |
Spillover effects between energies, gold, and stock: the United States versus China |
[ 全著者名 ] Xie He, Tetsuya Takiguchi, Tadahiro Nakajima, Shigeyuki Hamori |
[ 掲載誌名 ] Energy & Environment |
[ 掲載年月 ] 2020年 3月 |
[ 著作区分 ] レフェリー付学術論文(外国語) |
How Does the Spillover among Natural Gas, Crude Oil, and Electricity Utility Stocks Change over Time? Evidence from North America and Europe |
[ 全著者名 ] Wenting Zhang, Xie He, Tadahiro Nakajima, Shigeyuki Hamori |
[ 掲載誌名 ] Energies |
[ 掲載年月 ] 2020年 2月 |
[ 著作区分 ] レフェリー付学術論文(外国語) |
Bank credit and housing prices in China: evidence from a TVP-VAR model with stochastic volatility |
[ 全著者名 ] Xie He, Xiao-Jing Cai, Shigeyuki Hamori |
[ 掲載誌名 ] Journal of Risk and Financial Management |
[ 掲載年月 ] 2018年 12月 |
[ 著作区分 ] レフェリー付学術論文(外国語) |
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