Details about Takashi Kanamura

Access statistics for papers by Takashi Kanamura.

Last updated 2025-06-25. Update your information in the RePEc Author Service.

Short-id: pka1711

Working Papers

2019

1. Climate Policies and the Tax-Interaction Effect, in Context
   MPRA Paper, University Library of Munich, Germany
2. Examining risk and return profiles of renewable energy investment in developing countries: The Case of the Philippines
   MPRA Paper, University Library of Munich, Germany View citations (3)
3. Volumetric Risk Hedging Strategies and Basis Risk Premium for Solar Power
   MPRA Paper, University Library of Munich, Germany

2018

4. Diversification Effect of Commodity Futures on Financial Markets
   Discussion papers, Research Institute of Economy, Trade and Industry (RIETI)

2011

5. A profit model for spread trading with an application to energy futures
   Working Paper Series in Economics, Karlsruhe Institute of Technology (KIT), Department of Economics and Management View citations (4)

Journal Articles

2025

1. A quantitative model of sustainability risk in finance
   Journal of Commodity Markets, 2025, 37, (C)
2. Stochastic behavior of green bond premiums
   International Review of Financial Analysis, 2025, 97, (C)
3. Sustainability arbitrage pricing of ESG derivatives
   International Review of Financial Analysis, 2025, 104, (PA)

2023

4. A difference in COVID-19 impact on bank stocks between Japan and the US
   SN Business & Economics, 2023, 3, (7), 1-23
5. An impact assessment of the COVID-19 pandemic on Japanese and US hotel stocks
   Financial Innovation, 2023, 9, (1), 1-51 View citations (1)
6. Clean energy and (E)SG investing from energy and environmental linkages
   Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, 2023, 25, (9), 9779-9819 View citations (2)
7. Electricity price spike formation and LNG prices effect under gross bidding scheme in JEPX
   Energy Policy, 2023, 177, (C) View citations (4)
8. Portfolio diversification and sustainable assets from new perspectives
   Journal of Asset Management, 2023, 24, (7), 581-600 View citations (1)

2022

9. A model of price correlations between clean energy indices and energy commodities
   Journal of Sustainable Finance & Investment, 2022, 12, (2), 319-359 View citations (3)
10. Market making and electricity price formation in Japan
    Energy Economics, 2022, 107, (C) View citations (6)
11. Timing differences in the impact of Covid-19 on price volatility between assets
    Finance Research Letters, 2022, 46, (PB) View citations (2)

2021

12. Pricing analysis of wind power derivatives for renewable energy risk management
    Applied Energy, 2021, 304, (C) View citations (9)
13. Risk Mitigation and Return Resilience for High Yield Bond ETFs with ESG Components
    Finance Research Letters, 2021, 41, (C) View citations (18)

2020

14. Are green bonds environmentally friendly and good performing assets?
    Energy Economics, 2020, 88, (C) View citations (92)

2016

15. Role of carbon swap trading and energy prices in price correlations and volatilities between carbon markets
    Energy Economics, 2016, 54, (C), 204-212 View citations (31)

2009

16. A supply and demand based volatility model for energy prices
    Energy Economics, 2009, 31, (5), 736-747 View citations (22)
17. Pricing summer day options by good-deal bounds
    Energy Economics, 2009, 31, (2), 289-297 View citations (8)

2008

18. On transition probabilities of regime switching in electricity prices
    Energy Economics, 2008, 30, (3), 1158-1172 View citations (37)

2007

19. A structural model for electricity prices with spikes: Measurement of spike risk and optimal policies for hydropower plant operation
    Energy Economics, 2007, 29, (5), 1010-1032 View citations (38)

Undated

20. A structural linkage model for freight rates
    Journal of Energy Markets
21. A supply-and-demand based price model for financial assets
    Journal of Investment Strategies
22. An operational risk-based regime-switching model for stock prices
    Journal of Operational Risk