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Role of carbon swap trading and energy prices in price correlations and volatilities between carbon markets

Kanamura, Takashi - In: Energy economics 54 (2016), pp. 204-212

Persistent link: https://www.econbiz.de/10011662814

Supply-side perspective for carbon pricing

Kanamura, Takashi - In: Quantitative finance and economics 3 (2019) 1, pp. 109-123

Persistent link: https://www.econbiz.de/10012176441

Risk mitigation and return resilience for high yield bond ETFs with ESG components

Kanamura, Takashi - In: Finance research letters 41 (2021), pp. 1-10

Persistent link: https://www.econbiz.de/10013336243

A model of price correlations between clean energy indices and energy commodities

Kanamura, Takashi - In: Journal of sustainable finance & investment 12 (2022) 2, pp. 319-359

Persistent link: https://www.econbiz.de/10013177366

Timing differences in the impact of Covid-19 on price volatility between assets

Kanamura, Takashi - In: Finance research letters 46 (2022) 2, pp. 1-14

Persistent link: https://www.econbiz.de/10013341777

Increasing trends in the excess comovement of commodity prices

Ōhashi, Kazuhiko; Okimoto, Tatsuyoshi - 2016

Persistent link: https://www.econbiz.de/10011757955

A Financialization Model of Crude Oil Markets

Kanamura, Takashi - 2016

This paper theoretically and empirically investigates the financialization of crude oil markets. We propose a simple correlation model between stock and crude oil prices based on the supply and demand relationship taking into account the impact of stock markets on crude oil markets. Based on the...

Persistent link: https://www.econbiz.de/10013001935

A Model of Price Correlations between Clean Energy Indices and Energy Commodities

Kanamura, Takashi - 2019

Persistent link: https://www.econbiz.de/10012870088