Shigeyuki Hamori

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Ramaprasad BharAssociate Professor, Risk and Actuarial StudiesVerified email at unsw.edu.au
inoue takeshiAssociate professor, Kobe UniversityVerified email at people.kobe-u.ac.jp
Lu YangShenzhen UniversityVerified email at szu.edu.cn
Tadahiro NakajimaThe Kansai Transmission and Distribution, Inc.Verified email at a4.kepco.co.jp
Guifu CHENAssociate Professor of Economics, Xiamen UniversityVerified email at xmu.edu.cn
Xie HeTokyo University of ScienceVerified email at rs.tus.ac.jp
Wenting ZhangInstitute of Statistical MathematicsVerified email at ism.ac.jp
Tiantian LiuGraduate School of Economics, Kobe UniversityVerified email at stu.kobe-u.ac.jp
Kaiji MotegiAssociate Professor, Graduate School of Economics, Kobe UniversityVerified email at econ.kobe-u.ac.jp
Yoshihiro HASHIGUCHIInstitute of Developing Economies, JETROVerified email at ide.go.jp
David A. AndersonCentre CollegeVerified email at centre.edu
Zheng FangSingapore University of Social SciencesVerified email at suss.edu.sg
Youngho ChangSchool of Business, Singapore University of Social SciencesVerified email at suss.edu.sg
Tetsuya TakiguchiProfessor, Kobe UniversityVerified email at kobe-u.ac.jp
Dr. 東出卓朗, 博士(工学), MBA(Finance...au Asset Management (CIO, Managing Director) / Hitotsubashi University (Lecturer)/ Chuo unversityVerified email at kddi-am.com
Zheng ZhangAssociate Professor (with tenure), Institute of Statistics & Big Data, Renmin University of ChinaVerified email at ruc.edu.cn
Zhaojie LuoOsaka University Assistant ProfessorVerified email at irl.sys.es.osaka-u.ac.jp
Kaoru KawamotoProfessor, Data Science División, Shiga University, JapanVerified email at osakagas.co.jp
Lei XuPh.D., Kobe UniversityVerified email at people.kobe-u.ac.jp

Shigeyuki Hamori

Yamato University and Kobe University

Verified email at econ.kobe-u.ac.jp

Applied Time Series Analysis Empirical Finance Data Science International Finance


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
Crude oil market and stock markets during the COVID-19 pandemic: Evidence from the US, Japan, and Germany W Zhang, S Hamori International Review of Financial Analysis 74, 101702, 2021	278	2021
Does the crude oil price influence the exchange rates of oil-importing and oil-exporting countries differently? A wavelet coherence analysis L Yang, XJ Cai, S Hamori International Review of Economics & Finance 49, 536-547, 2017	218	2017
The effect of financial deepening on inequality: Some international evidence S Hamori, Y Hashiguchi Journal of Asian Economics 23 (4), 353-359, 2012	210	2012
Hidden Markov models: applications to financial economics R Bhar, S Hamori Springer Science & Business Media, 2004	166	2004
Impact of subsidy policies on diffusion of photovoltaic power generation Y Zhang, J Song, S Hamori Energy Policy 39 (4), 1958-1964, 2011	160	2011
Globalization, financial depth and inequality in Sub-Saharan Africa H Kai, S Hamori Economics Bulletin 29 (3), 2025-2037, 2009	137	2009
Ensemble learning or deep learning? Application to default risk analysis S Hamori, M Kawai, T Kume, Y Murakami, C Watanabe Journal of Risk and Financial Management 11 (1), 12, 2018	136	2018
Financial access and economic growth: Evidence from Sub-Saharan Africa T Inoue, S Hamori Emerging Markets Finance and Trade 52 (3), 743-753, 2016	129	2016
Economic returns to schooling in urban China: OLS and the instrumental variables approach C Guifu, S Hamori China Economic Review 20 (2), 143-152, 2009	125	2009
Testing for a unit root in the presence of a variance shift S Hamori, A Tokihisa Economics Letters 57 (3), 245-253, 1997	124	1997
The determinants of citizen complaints on environmental pollution: An empirical study from China Y Dong, M Ishikawa, X Liu, S Hamori Journal of Cleaner Production 19 (12), 1306-1314, 2011	111	2011
How has financial deepening affected poverty reduction in India? Empirical analysis using state-level panel data T Inoue, S Hamori Applied Financial Economics 22 (5), 395-408, 2012	110	2012
Macroeconomic impacts of oil prices and underlying financial shocks W Chen, S Hamori, T Kinkyo Journal of International Financial Markets, Institutions and Money 29, 1-12, 2014	107	2014
Random forests-based early warning system for bank failures K Tanaka, T Kinkyo, S Hamori Economics Letters 148, 118-121, 2016	106	2016
Interdependence of foreign exchange markets: A wavelet coherence analysis L Yang, XJ Cai, H Zhang, S Hamori Economic Modelling 55, 6-14, 2016	101	2016
Interdependence between oil and East Asian stock markets: Evidence from wavelet coherence analysis XJ Cai, S Tian, N Yuan, S Hamori Journal of International Financial Markets, Institutions and Money 48, 206-223, 2017	96	2017
Co-movements among major European exchange rates: A multivariate time-varying asymmetric approach G Tamakoshi, S Hamori International Review of Economics & Finance 31, 105-113, 2014	96	2014
Test of C-CAPM for Japan: 1980–1988 S Hamori Economics letters 38 (1), 67-72, 1992	96	1992
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 T Nakajima, S Hamori Energy Policy 38 (5), 2470-2476, 2010	95	2010
Testing for causality between the gold return and stock market performance: evidence for ‘gold investment in case of emergency’ T Miyazaki, S Hamori Applied financial economics 23 (1), 27-40, 2013	92	2013

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