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 | 295 | 2021 |
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 | 62 | 2022 |
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 | 35 | 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 | 25 | 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 | 10 | 2021 |
Do machine learning techniques and dynamic methods help forecast US natural gas crises? W Zhang, S Hamori Energies 13 (9), 2371, 2020 | 10 | 2020 |
ESG Investment in the Global Economy T Nakajima, S Hamori, X He, G Liu, W Zhang, Y Zhang, T Liu Springer, 2021 | 9 | 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 | 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 |
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 | 5 | 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 | 5 | 2021 |
ESG Investment in the Global Economy T Liu, Y Zhang, W Zhang, G Liu, X He, S Hamori, T Nakajima Springer, 2021 | 2 | 2021 |
Can NFTs hedge the risk of traditional assets after the COVID-19 pandemic? W Zhang, T Liu, Y Zhang, S Hamori The North American Journal of Economics and Finance 72, 102149, 2024 | | 2024 |
THE CONNECTEDNESS BETWEEN THE SENTIMENT INDEX AND STOCK RETURN VOLATILITY UNDER COVID-19: A TIME-VARYING PARAMETER VECTOR AUTOREGRESSION APPROACH W Zhang, S Hamori The Singapore Economic Review, 1-32, 2021 | | 2021 |