Details about Tadahiro Nakajima

Access statistics for papers by Tadahiro Nakajima.

Last updated 2023-05-05. Update your information in the RePEc Author Service.

Short-id: pna354

Journal Articles

2022

1. The impact of economic uncertainty caused by COVID-19 on renewable energy stocks
   Empirical Economics, 2022, 62, (4), 1495-1515 View citations (14)

2020

2. CAN BRICS’S CURRENCY BE A HEDGE OR A SAFE HAVEN FOR ENERGY PORTFOLIO? AN EVIDENCE FROM VINE COPULA APPROACH
   The Singapore Economic Review (SER), 2020, 65, (04), 805-836 View citations (2)
3. Examination of the Spillover Effects among Natural Gas and Wholesale Electricity Markets Using Their Futures with Different Maturities and Spot Prices
   Energies, 2020, 13, (7), 1-14 View citations (7)
4. How Does the Spillover among Natural Gas, Crude Oil, and Electricity Utility Stocks Change over Time? Evidence from North America and Europe
   Energies, 2020, 13, (3), 1-26 View citations (18)
5. Influence of Fluctuations in Fossil Fuel Commodities on Electricity Markets: Evidence from Spot and Futures Markets in Europe
   Energies, 2020, 13, (8), 1-20 View citations (10)
6. Oil, Gas, or Financial Conditions-Which One Has a Stronger Link with Growth?
   The North American Journal of Economics and Finance, 2020, 54, (C) View citations (8)
7. Spillover effects between energies, gold, and stock: the United States versus China
   Energy & Environment, 2020, 31, (8), 1416-1447 View citations (18)

2019

8. Connectedness Between Natural Gas Price and BRICS Exchange Rates: Evidence from Time and Frequency Domains
   Energies, 2019, 12, (20), 1-28 View citations (5)
9. Expectations for Statistical Arbitrage in Energy Futures Markets
   JRFM, 2019, 12, (1), 1-12 View citations (8)
10. Measurement of Connectedness and Frequency Dynamics in Global Natural Gas Markets
    Energies, 2019, 12, (20), 1-15 View citations (6)

2018

11. Test for volatility spillover effects in Japan’s oil futures markets by a realized variance approach
    Studies in Economics and Finance, 2018, 36, (2), 224-239

2014

12. Price Formation of Coffee Beans: New Evidence from the Japanese Market
    Research in World Economy, 2014, 5, (2), 23-30

2013

13. Crude oil hedging strategy: new evidence from the data of the financial crisis
    Applied Financial Economics, 2013, 23, (12), 1033-1041 View citations (15)
14. Inefficient and opaque price formation in the Japan Electric Power Exchange
    Energy Policy, 2013, 55, (C), 329-334 View citations (9)
15. Testing causal relationships between wholesale electricity prices and primary energy prices
    Energy Policy, 2013, 62, (C), 869-877 View citations (20)

2012

16. Testing for Rational Bubbles in the Commodity Market
    Accounting and Finance Research, 2012, 1, (2), 101 View citations (1)

2010

17. 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
    Energy Policy, 2010, 38, (5), 2470-2476 View citations (48)
18. The residential demand for electricity in Japan: An examination using empirical panel analysis techniques
    Journal of Asian Economics, 2010, 21, (4), 412-420 View citations (24)

Books

2021

1. ESG Investment in the Global Economy
   SpringerBriefs in Economics, Springer View citations (4)

Chapters

2021

1. Does ESG Index Have Strong Conditional Correlations with Sustainability Related Stock Indices?
   Springer View citations (4)
2. ESG Investment
   Springer
3. How Does the Environmental, Social, and Governance Index Impacts the Financial Market and Macro-Economy?
   Springer View citations (1)
4. Which Factors Will Affect the ESG Index in the USA and Europe: Stock, Crude Oil, or Gold?
   Springer View citations (3)