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Shigeyuki Hamori

Global rank #3971 95%

Institution: Yamato University

Primary Field: Energy (weighted toward more recent publications)

Homepage: https://researchmap.jp/read0034833?lang=en

First Publication: 1989

Most Recent: 2025

RePEc ID: pha320 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 2.01 1.01 0.00 5.23
Last 10 Years 0.00 2.01 1.01 0.00 7.24
All Time 0.00 3.02 6.70 0.00 24.92

Publication Statistics

Raw Publications 32
Coauthorship-Adjusted Count 34.23

Publications (32)

Year Article Journal Tier Authors
2025 Conditional threshold effects of stock market volatility on crude oil market volatility Energy Economics A 2
2024 Quantile time-frequency connectedness analysis between crude oil, gold, financial markets, and macroeconomic indicators: Evidence from the US and EU Energy Economics A 2
2024 Changes in subjective mortality expectations and savings during COVID-19: empirical analysis using questionnaire data in Japan Applied Economics C 5
2021 Is volatility spillover enough for investor decisions? A new viewpoint from higher moments Journal of International Money and Finance B 2
2019 ANALYZING INDUSTRY‐LEVEL VULNERABILITY BY PREDICTING FINANCIAL BANKRUPTCY Economic Inquiry C 4
2016 Interdependence of foreign exchange markets: A wavelet coherence analysis Economic Modeling C 4
2016 Random forests-based early warning system for bank failures Economics Letters C 3
2016 Financial development and financial openness nexus: the precondition of banking competition Applied Economics C 3
2016 Dynamic correlation and equicorrelation analysis of global financial turmoil: evidence from emerging East Asian stock markets Applied Economics C 3
2016 Asymmetric correlations in gold and other financial markets Applied Economics C 2
2015 Modeling dependence structures among international stock markets: Evidence from hierarchical Archimedean copulas Economic Modeling C 4
2015 Modeling interest rate volatility: A Realized GARCH approach Journal of Banking & Finance B 2
2014 The effects of oil price shocks on expenditure category CPI Applied Economics C 2
2014 Empirical research on monetary policy, asset prices and inflation: an analysis based on provincial panel data in China Applied Economics C 3
2014 Crowding-out effects of affordable and unaffordable housing in China, 1999-2010 Applied Economics C 2
2013 Testing causal relationships between wholesale electricity prices and primary energy prices Energy Policy B 2
2013 An empirical analysis of the relationship between economic development and population growth in China Applied Economics C 3
2011 Impact of subsidy policies on diffusion of photovoltaic power generation Energy Policy B 3
2011 An empirical analysis of real exchange rate movements in the euro Applied Economics C 2
2010 Change 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 Energy Policy B 2
2008 Information content of commodity futures prices for monetary policy Economic Modeling C 2
2005 Causality in variance and the type of traders in crude oil futures Energy Economics A 2
2004 Empirical characteristics of the permanent and transitory components of stock return: analysis in a Markov switching heteroscedasticity framework Economics Letters C 2
2003 Some international evidence on the stability of aggregate import demand function Applied Economics C 2
2000 The transmission mechanism of business cycles among Germany, Japan, the UK and the USA Applied Economics C 1
1998 Defying the conventional wisdom: US consumers are found to be more risk averse than those of Japan Economic Modeling C 1
1997 Testing for a unit root in the presence of a variance shift1 Economics Letters C 2
1997 The characteristics of the business cycle in Japan Applied Economics C 2
1993 Test of the international equity integration of Japan Economics Letters C 1
1992 Test of C-CAPM for Japan: 1980-1988 Economics Letters C 1
1992 On the structural stability of preference parameters obtained from Japanese financial market data Economics Letters C 1
1989 repec:bla:scandj:v:91:y:1989:i:3:p:535-46 Scandanavian Journal of Economics B 1