Rchr
J-GLOBAL ID:200901091189970912   Update date: Mar. 12, 2024

Ohashi Kazuhiko

オオハシ カズヒコ | Ohashi Kazuhiko
Affiliation and department:
Job title: Professor
Other affiliations (1):
Research field  (1): Money and finance
Research keywords  (4): Commodities ,  財務管理 ,  Energy ,  Finance
Research theme for competitive and other funds  (14):
  • 2000 - 現在 Financial intermediation
  • 2000 - 現在 Energy Finance
  • 1903 - 現在 Securities Innovation.
  • 2021 - 2024 経済危機を「自然実験」とした本邦企業による流動性保有の実体的効果の実証分析
  • 2021 - 2024 Effects of hierarchical volatility, co-skewness and covariance on asset prices
Show all
Papers (47):
  • Katja Ignatieva, Kazuhiko Ohashi. The pre-FOMC announcement drift: short-lived or long-lasting? Evidence from financial and volatility markets. Applied Economics. 2024. 1-17
  • Nobuhiro Nakamura, Kazuhiko Ohashi, Daisuke Yokouchi. Dynamic Relationship between Volatility Risk Premia of Stock and Oil Returns. Journal of Risk and Financial Management. 2023. 17. 3. 173-173
  • Kazuhiko Ohashi. When is a CAT Index Futures Traded and Preferred to Reinsurance? - Tradeoff Between Basis Risk and Adverse Selection -. Journal of Disaster Research. 2022. 17. 2. 218-229
  • Kazuhiko OHASHI. Application of big data and AI to finance. IMES DISCUSSION PAPER SERIES, Institute for Monetary and Economic Studies, Bank of Japan. 2020. 39. 3. 15-21
  • Nobuhiro Nakamura, Kazuhiko Ohashi. Dynamic Relation between Volatility Risk Premia of Stock and Oil Returns (jointly worked). RIETI (Research Institute of Economy, Trade and Industry) Discussion Paper Series 18-E-027. 2018
more...
Books (17):
  • 「ESGを巡る投資家と企業の行動の関係について」、『日本の金融システム : ポスト世界金融危機の新しい挑戦とリスク』第7章コメント
    東京大学出版会 2023 ISBN:9784130461399
  • Dynamic Relationship between Volatility Risk Premia of Stock and Oil Returns” in “Commodity Market Finance” edited by Kentaro Iwatsubo
    MDPI 2023 ISBN:9783036590295
  • MBA Challenge, Finance (jointly worked)
    2017 ISBN:9784502217814
  • Risk and Liquidity (Translation)
    Toyo Keizai Shimpo Sha 2015
  • 「コモディティ市場と投資戦略」 第8章 (共著)
    勁草書房 2014
more...
Lectures and oral presentations  (31):
  • Keynote Speech
    (2023)
  • Seasonality in the impact of solar power generation on the electricity price level and variability
    (2023 Asian Finance Association Annual Meeting 2023)
  • Seasonality in the impact of solar power generation on the electricity price level and variability
    (2022 Asian Meeting of the Econometric Society in East and South-East Asia 2022)
  • Structural change in the relationship between electricity and fuel prices: Evidence from the Japanese electricity market
    (2022 the 30th Nippon Finance Association Annual Meeting 2022)
  • Seasonality in the impact of solar power generation on the electricity price level and variability
    (Keynote lecture, The 1st Energy and Informatics International Forum (Tokyo Institute of Technology, Tokyo, Japan, Online) 2021)
more...
Education (3):
  • 1988 - 1993 Massachusetts Institute of Technology, Sloon School of Management Graduate School, Division of Administration Management (Finance)
  • 1986 - 1988 Hitotsubashi University Graduate School of Economics
  • 1982 - 1986 Hitotsubashi University Faculty of Economics
Professional career (3):
  • Master (Hitotsubashi University)
  • 博士(経営学) (マサチューセッツ工科大学(米国))
  • Ph D(Management) (Massachusetts Institute of Technology (U.S.A))
Work history (8):
  • 2021/04 - 現在 Tokyo Institute of Technology Tokyo Tech Academy of Energy and Informatics Professor
  • 2018/04/01 - 現在 Hitotsubashi University Graduate School of Business Administration Department of Business Administration Professor
  • 2007/04/01 - 2018/03/31 Hitotsubashi University Graduate School of International Corporate Strategy Professor
  • 1999/04 - 2007/03 Hitotsubashi University Graduate School of International Corporate Strategy Associate Professor
  • 1999/03 - 2000/01 University of Chicago School of Business Visiting Scholar
Show all
Awards (1):
  • 2014/03 - IMCA(Investment Management Consultants Association) IMCA(Investment Management Consultants Association)Edward D. Baker III Journal Award Honorable Distinction The Relative Asset Pricing Model: Toward a Unified Theory of Asset Pricing
Association Membership(s) (6):
日本金融・証券計量・工学学会 ,  American Finance Association ,  日本経済学会 ,  Nippon Finance Association ,  The Econometric Society ,  Asian Finance Association
※ Researcher’s information displayed in J-GLOBAL is based on the information registered in researchmap. For details, see here.

Return to Previous Page