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Kanamura, Takashi's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
2,539 |
Total
Citations
13 |
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1.
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Kanamura, Takashi
J-POWER Ohashi, Kazuhiko
Hitotsubashi University - Graduate School of International Corporate Strategy
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468
(28,130)
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5
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electricity, price spike, demand/supply, optimal power generation
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2.
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Kanamura, Takashi
J-POWER
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| Posted: |
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11 Feb 09
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Last Revised:
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19 Jul 10
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442
(30,312)
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Convenience Yield, Stochastic Discount Factor, Incomplete Markets, Commodity Futures
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3.
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Kanamura, Takashi
J-POWER
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347
(41,027)
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2
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Carbon markets, EU-ETS, futures prices, convenience yield, commodities, mean reversion, seasonality, dynamic conditional correlation, volatility smile
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4.
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Kanamura, Takashi
J-POWER
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317
(45,698)
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Energy prices, volatility, supply curve, inverse Box-Cox transformation, inverse leverage effect, volatility-in-mean effect
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5.
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Ohashi, Kazuhiko
Hitotsubashi University - Graduate School of International Corporate Strategy Kanamura, Takashi
J-POWER
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262
(56,871)
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3
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Electricity, Price Spikes, Transition probabilities
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6.
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Kanamura, Takashi
J-POWER
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197
(76,712)
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1
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Energy, agriculture, commodity futures, dynamic conditional correlation, biofuel, diesel, ethanol, pairs trading
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7.
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Kanamura, Takashi
J-POWER
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119
(120,033)
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convenience yield, stochastic volatility, commodity futures trading
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8.
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Kanamura, Takashi
J-POWER
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118
(120,859)
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Security prices, volatility, demand curve, inverse Box-Cox transformation, asymmetric volatility, volatility-in-mean effect
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9.
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Kanamura, Takashi
J-POWER Ohashi, Kazuhiko
Hitotsubashi University - Graduate School of International Corporate Strategy
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105
(132,038)
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Weather derivatives, Incomplete markets, Good - deal bounds, Summer days
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10.
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Kanamura, Takashi
J-POWER
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91
(145,507)
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2
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EUA, FTSE 100, DAX, Futures, Dynamic Conditional Correlation, Contagion
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11.
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Kanamura, Takashi
J-POWER
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| Posted: |
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11 Dec 11
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Last Revised:
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24 May 13
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52
(198,978)
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Freight markets, supply and demand, Capesize and Panamax vessels
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12.
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Kanamura, Takashi
J-POWER
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21
(274,292)
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EUA, sCER, spot and futures markets, correlation, volatility, contagion, leverage effect
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Records 1 -
12
of 12 matches
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