World's Best Scientists 2026 revealed!
Shigeyuki Hamori

Shigeyuki Hamori

D-Index & Metrics

Economics and Finance

D-Index
45
Citations
7186
World Ranking
1767
National Ranking
9

Overview

Shigeyuki Hamori is affiliated with Yamato University in Japan and has contributed extensively to the field of Economics, Econometrics, and Finance, with a particular focus on several subfields including Economics and Econometrics, Finance, Renewable Energy, Sustainability and the Environment, and Management Science and Operations Research. Their research portfolio encompasses themes such as Market Dynamics and Volatility, Energy, Environment, Economic Growth, Monetary Policy and Economic Impact, Financial Risk and Volatility Modeling, Energy, Environment, and Transportation Policies, Stock Market Forecasting Methods, and Global Energy and Sustainability Research.

Their recent papers reflect a focus on energy markets, financial volatility, and sustainability. Key publications include:

  • "Crude oil market and stock markets during the COVID-19 pandemic: Evidence from the US, Japan, and Germany" (2021), published in International Review of Financial Analysis
  • "Volatility spillover and investment strategies among sustainability-related financial indexes: Evidence from the DCC-GARCH-based dynamic connectedness and DCC-GARCH t-copula approach" (2022), published in International Review of Financial Analysis
  • "ESG Disclosures and Stock Price Crash Risk" (2021), published in Journal of risk and financial management
  • "The impact of economic uncertainty caused by COVID-19 on renewable energy stocks" (2021), published in Empirical Economics
  • "Spillovers to Renewable Energy Stocks in the US and Europe: Are They Different?" (2020), published in Energies

Shigeyuki Hamori frequently collaborates with a network of coauthors, including Tadahiro Nakajima, Xie He, Wenting Zhang, Yulian Zhang, and Jin Shang, with whom they have published multiple works.

The scientist has a publication record spanning notable venues such as:

  • Energies
  • The Singapore Economic Review
  • International Review of Financial Analysis
  • Journal of risk and financial management
  • Frontiers in Environmental Science

Hamori has also contributed to academic book literature, with titles published by Springer International Publishing and Springer Nature. Notable books include "ESG Investment in the Global Economy" (2021) and "Energy Trading and Risk Management" (2022).

Best Publications

  • Crude oil market and stock markets during the COVID-19 pandemic: Evidence from the US, Japan, and Germany

    Wenting Zhang;Shigeyuki Hamori

  • Does the crude oil price influence the exchange rates of oil-importing and oil-exporting countries differently? A wavelet coherence analysis

    Lu Yang;Xiao Jing Cai;Shigeyuki Hamori

  • The effect of financial deepening on inequality: Some international evidence

    Shigeyuki Hamori;Yoshihiro Hashiguchi

  • Hidden Markov Models: Applications to Financial Economics

    Shigeyuki Hamori;Ramaprasad Bhar

  • Impact of subsidy policies on diffusion of photovoltaic power generation

    Yu Zhang;Junghyun Song;Shigeyuki Hamori

  • Volatility spillover and investment strategies among sustainability-related financial indexes: Evidence from the DCC-GARCH-based dynamic connectedness and DCC-GARCH t-copula approach

    Unknown

  • Interdependence of foreign exchange markets: A wavelet coherence analysis

    Lu Yang;Xiao Jing Cai;Huimin Zhang;Shigeyuki Hamori

  • Economic returns to schooling in urban China: OLS and the instrumental variables approach

    Guifu Chen;Shigeyuki Hamori

  • Testing for a unit root in the presence of a variance shift

    Shigeyuki Hamori;Akira Tokihisa

  • Globalization, Financial Depth, and Inequality in Sub-Saharan Africa

    Hisako Kai;Shigeyuki Hamori

  • Financial Access and Economic Growth: Evidence from Sub-Saharan Africa

    Takeshi Inoue;Shigeyuki Hamori

  • The determinants of citizen complaints on environmental pollution: an empirical study from China

    Yanli Dong;Masanobu Ishikawa;Xianbing Liu;Shigeyuki Hamori

  • Macroeconomic impacts of oil prices and underlying financial shocks

    Wang Chen;Shigeyuki Hamori;Takuji Kinkyo

  • How has financial deepening affected poverty reduction in India? Empirical analysis using state-level panel data

    Takeshi Inoue;Shigeyuki Hamori

  • Random forests-based early warning system for bank failures

    Katsuyuki Tanaka;Takuji Kinkyo;Shigeyuki Hamori

  • Ensemble Learning or Deep Learning? Application to Default Risk Analysis

    Shigeyuki Hamori;Minami Kawai;Takahiro Kume;Yuji Murakami

  • Interdependence between oil and East Asian stock markets: Evidence from wavelet coherence analysis

    Xiao Jing Cai;Shuairu Tian;Nannan Yuan;Shigeyuki Hamori

  • 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

    Tadahiro Nakajima;Shigeyuki Hamori

  • Testing for causality between the gold return and stock market performance: evidence for ‘gold investment in case of emergency’

    Takashi Miyazaki;Shigeyuki Hamori

  • ESG Disclosures and Stock Price Crash Risk

    Rio Murata;Shigeyuki Hamori

  • Co-movements among major European exchange rates: A multivariate time-varying asymmetric approach

    Go Tamakoshi;Shigeyuki Hamori

  • Test of C-CAPM for Japan: 1980–1988

    Shigeyuki Hamori

  • Purchasing Power Parity

    Ivohasina Fizara Razafimahefa;Shigeyuki Hamori

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