Hamori Shigeyuki

ハモリシゲユキ | Hamori Shigeyuki

Affiliation and department：
Job title： Professor
Homepage URL (2)： http://www2.kobe-u.ac.jp/~hamori/Jhamori/index.html , http://www2.kobe-u.ac.jp/~hamori/Ehamori/index.html

Research field (2)： Economic statistics , Money and finance

Research keywords (4)： econometrics , empirical finance , applied time series analysis , data science

Research theme for competitive and other funds (13)：

2022 - 2025 金融システムのリスク管理と経済社会の持続可能性
2021 - 2024 新型コロナウイルス流行の寿命予測と貯蓄行動に対する影響
2017 - 2021 Research on financial risk management and its spillover mechanisms using a data science approach
2017 - 2019 Research on the Sustainable Growth of Market Economy: Challenge based on Data Science
2016 - 2019 Empirical Study on Happiness Index and Urban Area and Urban Hierarchy

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Papers (271)：

Wenting Zhang, Shigeyuki Hamori. Can NFTs hedge the risk of traditional assets after the COVID-19 pandemic?. North American Journal of Economics and Finance. 2024. 72. #102149
Jin Shang, Shigeyuki Hamori. Quantile time-frequency connectedness analysis between crude oil, gold, financial markets, and macroeconomic indicators: Evidence from the US and EU. Energy Economics. 2024. 132. #107473
Koji Yasuda, Tomoko Kinugasa, Shigeyuki Hamori, Kazufumi Yugami, Kouhei Masumoto. Empirical study about the effect of parental and child longevity on child education under COVID-19. International Journal of Economic Policy Studies. 2024
Otilia Manta, Mohammed K. A. Kaabar, Valentina Vasile, Shigeyuki Hamori. Editorial: Collaborative economy CE5P (planet, people, partnership, prosperity, peace). Frontiers in Environmental Science. 2024. 12
Peiyao Lu, Shigeyuki Hamori, Li Sun, Shuairu Tian. Does the electric vehicle industry help achieve sustainable development goals?-evidence from China. Frontiers in Environmental Science. 2024. 11

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Books (31)：

Energy Trading and Risk Management: Commentary on Arbitrage, Risk Measurement, and Hedging Strategy
2022 ISBN:9811956022
データサイエンスの考え方: 社会に役立つAI×データ活用のために
オーム社 2021 ISBN:4274227979
ESG Investment in the Global Economy
Springer 2021 ISBN:9811629927
Sustainability and environmental decision making
Springer 2021 ISBN:9811592861
データサイエンス基礎 (データサイエンス講座 1)
培風館 2021 ISBN:4563016101

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Lectures and oral presentations (29)：

Time-varying frequency connectedness analysis across crude oil, geopolitical risk, economic policy uncertainty, and stock markets
(International Conference on Time Series Econometrics 2024)
The Impact of Economic and Financial Uncertainty Caused by COVID-19 on Renewable Energy Stock Markets
(Financial and Monetary Economics FME 2023 2023)
NFT: Present and Future
(2022 International Conference on Digitalization and Future Commerce 2022)
データサイエンスの実践 ~データを正しく捉えられるビジネスパーソンに~
(デジタルユニバーシティ産学連携セミナー 2022)
General Education in Japan: Taking Data Science Education as an Example
(The 3rd International Conference on General Education and Contemporary Development 2021)

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Education (2)：

1988 - 1991 デューク大学大学院経済学研究科
1981 - 1986 Kobe University Graduate School of Economics

Professional career (2)：

経済学修士 (神戸大学)
Ph. D. (デューク大学)

Work history (7)：

2024/04 - 現在 Yamato University Faculty of Political Science and Economics Professor
2024/04 - 現在 Kobe University Professor Emeritus
2003/04 - 2024/03 Kobe University Graduate School of Economics Professor
2000/04 - 2003/03 Kobe University Graduate School of Economics
1994/04 - 2000/03 Kobe University Faculty of Economics

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Committee career (25)：

2023/12 - 現在 Advances in Decision Sciences Editorial Board
2022/09 - 現在 Frontiers in Environmental Science Associate Editor
2021/07 - 現在 National Academy of Technology Board Member
2020/11 - 現在 Singapore Economic Review Co-Editor
2020/08 - 現在 Mathematical Problems in Engineering Editorial Board Member

2020/04 - 現在 International Research Institute for Economics and Management (IRIEM) President

2020/03 - 現在 International Engineering and Technology Institute (IETI) Executive Committee Member

2020 - 現在 Eurasian Economic Review Associate Editor (2020-November 2022) Editorial Board (December 2022- )

2019/08 - 現在 Humanities & Social Sciences Communications (Palgrave Communications) Editorial Board Member

2019 - 現在 SAGE Open Editorial Board Member

2019 - 現在 Energies Topic Editor (2019-2021) , Topical Advisory Panel (2021 - )

2018 - 現在 International Review of Financial Analysis Associate Editor

2017 - 現在 Journal of Risk and Financial Management Advisory Board Member(2017 - June 2019), Section-Editor-in-Chief (June 2019 - )

2012 - 現在 Accounting and Finance Research Editorial Board Member

2023 - 2024 Frontiers in Environmental Science Guest Editor, Research Topic, "Collaborative economy CE5P (Planet, People, Partnership, Prosperity, Peace)"

2022 - 2022 Frontiers in Environmental Science Guest Editor, Special Issue, "ESG Investment and Its Societal Impacts"

2018 - 2020/10 Singapore Economic Review Associate Editor

2018/10 - 2020/03 International Research Institute for Economics and Management (IRIEM) Vice President

2020 - Energies Guest Editor, Special Issue, "Empirical Analysis of Natural Gas Markets"

2020 - Journal of Risk and Financial Management Guest Editor, Special Issue, "AI and Financial Markets"

2017 - 2019 Journal of Management Information and Decision Sciences, International Advisory Board Member

2014 - 2019 International Economics and Finance Journal, Associate Editor

2012 - 2019 Journal of Reviews on Global Economics, Editorial Board Member

2018 - Journal of Risk and Financial Management, Guest Editor, Special Issue, "Empirical Finance"

2016 - Emerging Markets Finance and Trade, Guest Editor, Special Issue, "Financial Inclusion, Poverty Reduction, and Economic Growth”

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Awards (12)：

2024/04 - IETI Transactions on Data Analysis and Forecasting (iTDAF) Best Paper Award
2024/03 - Singapore Economic Review Outstanding Reviewer in 2023
2022/07 - International Engineering and Technology Institute IETI Annual Scientific Award
2021/01 - Institute of Data Science and Artificial Intelligence Distinguished Fellow (DFIDSAI)
2020/04 - Journal of Risk and Financial Management, Outstanding Reviewer Award

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Association Membership(s) (5)：

International Research Institute for Economics and Management , Institute of Data Science and Artificial Intelligence , International Engineering and Technology Institute , Western Economic Association , Japan Statisical Society

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