Katja Ignatieva, 大橋和彦. The pre-FOMC announcement drift: short-lived or long-lasting? Evidence from financial and volatility markets. Applied Economics. 2024. 1-17
中村信弘, 大橋和彦, 横内大介. 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
Nobuhiro Nakamura, Kazuhiko Ohashi. Dynamic Relation between Volatility Risk Premia of Stock and Oil Returns (共著). RIETI (Research Institute of Economy, Trade and Industry) Discussion Paper Series 18-E-027. 2018
Dynamic Relationship between Volatility Risk Premia of Stock and Oil Returns” in “Commodity Market Finance” edited by Kentaro Iwatsubo
MDPI 2023 ISBN:9783036590295
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年 第30回 日本ファイナンス学会大会 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)
Ph D(Management) (Massachusetts Institute of Technology (U.S.A))
経歴 (8件):
2021/04 - 現在 東京工業大学 エネルギー・情報卓越教育院 教授
2018/04/01 - 現在 一橋大学 経営管理研究科 経営管理専攻 教授
2007/04/01 - 2018/03/31 一橋大学 国際企業戦略研究科 教授
1999/04 - 2007/03 一橋大学 国際企業戦略研究科 助教授
1999/03 - 2000/01 University of Chicago School of Business Visiting Scholar
1998/04 - 1999/03 一橋大学 商学研究科 助教授
1997/04 - 1999/03 一橋大学 商学部 専任講師
1994/04 - 1997/03 筑波大学 社会工学系 講師
全件表示
受賞 (1件):
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
所属学会 (6件):
日本金融・証券計量・工学学会
, American Finance Association
, 日本経済学会
, 日本ファイナンス学会
, The Econometric Society
, アジアファイナンス学会