| Volatility spillover and investment strategies among sustainability-related financial indexes: Evidence from the DCC-GARCH-based dynamic connectedness and DCC-GARCH t-copula … W Zhang, X He, S Hamori International Review of Financial Analysis 83, 102223, 2022 | 51 | 2022 |
| Spillover effects between energies, gold, and stock: the United States versus China X He, T Takiguchi, T Nakajima, S Hamori Energy & Environment 31 (8), 1416-1447, 2020 | 39 | 2020 |
| Is volatility spillover enough for investor decisions? A new viewpoint from higher moments X He, S Hamori Journal of International Money and Finance 116, 102412, 2021 | 37 | 2021 |
| How does the spillover among natural gas, crude oil, and electricity utility stocks change over time? Evidence from North America and Europe W Zhang, X He, T Nakajima, S Hamori Energies 13 (3), 727, 2020 | 33 | 2020 |
| Influence of fluctuations in fossil fuel commodities on electricity markets: evidence from spot and futures markets in Europe T Liu, X He, T Nakajima, S Hamori Energies 13 (8), 1900, 2020 | 21 | 2020 |
| Bank credit and housing prices in China: Evidence from a TVP-VAR model with stochastic volatility X He, XJ Cai, S Hamori Journal of Risk and Financial Management 11 (4), 90, 2018 | 19 | 2018 |
| Oil, gas, or financial conditions-which one has a stronger link with growth? Y Zhang, X He, T Nakajima, S Hamori The North American Journal of Economics and Finance 54, 101220, 2020 | 17 | 2020 |
| The impact of the COVID-19 pandemic and Russia-Ukraine war on multiscale spillovers in green finance markets: Evidence from lower and higher order moments W Zhang, X He, S Hamori International Review of Financial Analysis 89, 102735, 2023 | 15 | 2023 |
| Does ESG index have strong conditional correlations with sustainability related stock indices? T Nakajima, S Hamori, X He, G Liu, W Zhang, Y Zhang, T Liu, W Zhang, ... ESG Investment in the Global Economy, 21-35, 2021 | 8 | 2021 |
| ESG Investment in the Global Economy T Nakajima, S Hamori, X He, G Liu, W Zhang, Y Zhang, T Liu Springer, 2021 | 7 | 2021 |
| How does the environmental, social, and governance Index impacts the financial market and macro-economy? T Nakajima, S Hamori, X He, G Liu, W Zhang, Y Zhang, T Liu, Y Zhang, ... ESG investment in the global economy, 71-100, 2021 | 6 | 2021 |
| ESG Investment T Nakajima, S Hamori, X He, G Liu, W Zhang, Y Zhang, T Liu, T Nakajima ESG Investment in the Global Economy, 1-19, 2021 | 6 | 2021 |
| Which Factors Will Affect the ESG Index in the USA and Europe: Stock, Crude Oil, or Gold? T Nakajima, S Hamori, X He, G Liu, W Zhang, Y Zhang, T Liu, T Liu, ... ESG Investment in the Global Economy, 53-70, 2021 | 4 | 2021 |
| Measuring tail dependencies between ESG and renewable energy stocks: A copula approach T Nakajima, S Hamori, X He, G Liu, W Zhang, Y Zhang, T Liu, X He, G Liu, ... ESG Investment in the Global Economy, 37-52, 2021 | 4 | 2021 |
| ESG Investment in the Global Economy T Liu, Y Zhang, W Zhang, G Liu, X He, S Hamori, T Nakajima Springer, 2021 | 1 | 2021 |
| 中国高技术产业空间格局演变特征研究 何龙斌， 何协， 杨婉楹 中国科技论坛 2 (9), 42-51, 2021 | 1 | 2021 |
| The Higher the Better? Hedging and Investment Strategies in Cryptocurrency Markets: Insights from Higher Moment Spillovers X He, S Hamori Graduate School of Economics, Kobe University Discussion Papers, 2023 | | 2023 |
| Asymmetry in Higher Moment Spillovers: Evidence from Sustainable and Traditional Investments X He, S Hamori Graduate School of Economics, Kobe University Discussion Papers, 2023 | | 2023 |
| Different Moments Create Different Spillovers: A Study of Commodity Markets X He, S Hamori The Singapore Economic Review, 1-22, 2023 | | 2023 |
| North American Journal of Economics and Finance Y Zhang, X He, T Nakajima, S Hamori North American Journal of Economics and Finance 54, 101220, 2020 | | 2020 |
Shigeyuki HamoriYamato University and Kobe UniversityVerified email at econ.kobe-u.ac.jp
