羽森茂之

ハモリシゲユキ | Hamori Shigeyuki

所属機関・部署：
職名：教授
ホームページURL (2件)： http://www2.kobe-u.ac.jp/~hamori/Jhamori/index.html , http://www2.kobe-u.ac.jp/~hamori/Ehamori/index.html

研究分野 (2件)：経済統計 , 金融、ファイナンス

研究キーワード (4件)：計量経済学 , 計量ファイナンス , 応用時系列分析 , データサイエンス

競争的資金等の研究課題 (13件)：

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 データサイエンスのアプローチによる金融リスク管理とその波及メカニズムに関する研究
2017 - 2019 市場経済の持続的成長可能性に関する研究:データサイエンスによる挑戦
2016 - 2019 幸福度指標と都市圏及び都市の階層性に関する実証的研究

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論文 (282件)：

Xie He, Shigeyuki Hamori. Asymmetric Higher-Moment spillovers between sustainable and traditional investments. Journal of International Financial Markets, Institutions and Money. 2024. 97. #102078
Peiyou Yu, Hui Dai, Jianhua Zhu, Shigeyuki Hamori, Rebecca Kechen Dong, Xiaoguang Yue. How does venture capital play a role in corporate green innovation? Evidence from China. International Review of Economics & Finance. 2024. #103654
Jin Shang, Shigeyuki Hamori. The response of oil-importing and oil-exporting countries’ macroeconomic aggregates to crude oil price shocks: some international evidence. Eurasian Economic Review. 2024
Shangyang Mou, Qiang Xue, Wenting Zhang, Takuji Kinkyo, Shigeyuki Hamori, Jinhui Chen, Tetsuya Takiguchi, Yasuo Ariki. Integrating Textual and Financial Time Series Data for Enhanced Forecasting*. 2024 16th IIAI International Congress on Advanced Applied Informatics (IIAI-AAI). 2024. 541-544
Xie He, Shigeyuki Hamori. The higher the better? Hedging and investment strategies in cryptocurrency markets: Insights from higher moment spillovers. International Review of Financial Analysis. 2024. #103359

MISC (5件)：

Takuji Kinkyo, Takeshi Inoue, Shigeyuki Hamori. Financial linkages, remittances, and resource dependence in East Asia. Financial Linkages, Remittances, and Resource Dependence in East Asia. 2016. 1-219
Takuji Kinkyo, Yoichi Matsubayashi, Shigeyuki Hamori. Financial globalization and regionalism in East Asia. Financial Globalization and Regionalism in East Asia. 2013. 1-208
Takuji Kinkyo, Yoichi Matsubayashi, Shigeyuki Hamori. Global linkages and economic rebalancing in East Asia. Global Linkages and Economic Rebalancing in East Asia. 2012. 1-213
Shigeyuki Hamori, Hisashi Tanizaki. Structural var approach to the sources of exchange rate fluctuations in sub-saharan African countries. Economics of Developing Countries. 2009. 3-18
Shigeyuki Hamori, Naoko Hamori. Introduction of the euro and the monetary policy of the European central bank. Introduction of the Euro and the Monetary Policy of the European Central Bank. 2009. 1-199

書籍 (31件)：

Energy Trading and Risk Management: Commentary on Arbitrage, Risk Measurement, and Hedging Strategy
Springer 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

講演・口頭発表等 (29件)：

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)

学歴 (2件)：

1988 - 1991 デューク大学大学院経済学研究科
1981 - 1986 神戸大学大学院経済学研究科

学位 (2件)：

経済学修士 (神戸大学)
Ph. D. (デューク大学)

経歴 (7件)：

2024/04 - 現在大和大学政治経済学部教授
2024/04 - 現在神戸大学名誉教授
2003/04 - 2024/03 神戸大学大学院経済学研究科教授
2000/04 - 2003/03 神戸大学大学院経済学研究科助教授
1994/04 - 2000/03 神戸大学経済学部助教授

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委員歴 (27件)：

2024/09 - 現在 Energies Special Issue, International Finance and Energy Markets: Energy Supplying, Prices, Investments and Trends
2024/08 - 現在 FinTech Topical Advisory Panel
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 (旧名称: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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受賞 (12件)：

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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所属学会 (5件)：

International Research Institute for Economics and Management , Institute of Data Science and Artificial Intelligence , International Engineering and Technology Institute , Western Economic Association , 日本統計学会

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