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Publications by Shigeyuki Hamori

Can One Reinforce Investments in Renewable Energy Stock Indices With the ESG Index?

Energies
ControlElectronic EngineeringEnergy EngineeringRenewable EnergyEnergyFuel TechnologySustainabilityOptimizationElectricalPower Technologythe Environment
2020English

On the Relationship Between Estimate and Its ≪i>t</I> Value

Theoretical Economics Letters
2015English

The Predictability of the Exchange Rate When Combining Machine Learning and Fundamental Models

Journal of Risk and Financial Management
2020English

On the Influence of Oil Price Shocks on Economic Activity, Inflation, and Exchange Rates

International Journal of Financial Research
FinanceBusinessEconomicsInternational ManagementAccountingEconometrics
2013English

On Least-Squares Bias in the AR(p) Models: Bias Correction Using the Bootstrap Methods

Statistical Papers
UncertaintyStatisticsProbability
2006English

Volatility Transmission Between Japan, UK and USA in Daily Stock Returns

Empirical Economics
StatisticsProbabilityEconomicsEconometricsMathematicsSocial Sciences
2008English

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