Tokyo University of Science · Graduate School of Business Administration / Faculty of Business Administration · 講師

Research keywords応用時系列分析・実証ファイナンス・データサイエンス

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• Currency cluster and volatility co-movement: The role of common global factors2025 · SINGAPORE ECONOMIC REVIEW
• Spillover Effects Between Policy Uncertainty, Economy and Financial System in China and the United States: A Mixed-Frequency Connectedness Approach2025 · SINGAPORE ECONOMIC REVIEW
• Asymmetric Higher-Moment spillovers between sustainable and traditional investments2024 · Journal of International Financial Markets Institutions & Money
• The higher the better? Hedging and investment strategies in cryptocurrency markets: Insights from higher moment spillovers2024 · International Review of Financial Analysis

• Climate Risks and Green Finance-Real Economy Spillovers
• 廃タイヤ由来ナイロンのバイオロジカルな再資源化
• 気候変動リスクの実体経済・金融システムへの波及メカニズム： 混合頻度ネットワーク分析に基づく

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