IDEAS home Printed from https://ideas.repec.org/f/pka1711.html
   My authors  Follow this author

Takashi Kanamura

Personal Details

First Name:Takashi
Middle Name:
Last Name:Kanamura
Suffix:
RePEc Short-ID:pka1711
[This author has chosen not to make the email address public]

Research output

as
Jump to: Working papers Articles

Working papers

  1. Saculsan, Phoebe & Kanamura, Takashi, 2019. "Examining risk and return profiles of renewable energy investment in developing countries: The Case of the Philippines," MPRA Paper 97473, University Library of Munich, Germany.
  2. Kanamura, Takashi, 2019. "Volumetric Risk Hedging Strategies and Basis Risk Premium for Solar Power," MPRA Paper 92009, University Library of Munich, Germany.
  3. Macon, Luke & McLellan, Benjamin & Kanamura, Takashi, 2019. "Climate Policies and the Tax-Interaction Effect, in Context," MPRA Paper 97053, University Library of Munich, Germany.
  4. Takashi KANAMURA, 2018. "Diversification Effect of Commodity Futures on Financial Markets," Discussion papers 18019, Research Institute of Economy, Trade and Industry (RIETI).
  5. Kanamura, Takashi & Rachev, Svetlozar T. & Fabozzi, Frank J., 2011. "A profit model for spread trading with an application to energy futures," Working Paper Series in Economics 27, Karlsruhe Institute of Technology (KIT), Department of Economics and Management.

Articles

  1. Kanamura, Takashi, 2025. "Stochastic behavior of green bond premiums," International Review of Financial Analysis, Elsevier, vol. 97(C).
  2. Kanamura, Takashi, 2025. "A quantitative model of sustainability risk in finance," Journal of Commodity Markets, Elsevier, vol. 37(C).
  3. Kanamura, Takashi, 2025. "Sustainability arbitrage pricing of ESG derivatives," International Review of Financial Analysis, Elsevier, vol. 104(PA).
  4. Takashi Kanamura, 2023. "Portfolio diversification and sustainable assets from new perspectives," Journal of Asset Management, Palgrave Macmillan, vol. 24(7), pages 581-600, December.
  5. Takashi Kanamura, 2023. "A difference in COVID-19 impact on bank stocks between Japan and the US," SN Business & Economics, Springer, vol. 3(7), pages 1-23, July.
  6. Takashi Kanamura, 2023. "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, Springer, vol. 25(9), pages 9779-9819, September.
  7. Takashi Kanamura, 2023. "An impact assessment of the COVID-19 pandemic on Japanese and US hotel stocks," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-51, December.
  8. Rassi, Samin & Kanamura, Takashi, 2023. "Electricity price spike formation and LNG prices effect under gross bidding scheme in JEPX," Energy Policy, Elsevier, vol. 177(C).
  9. Takashi Kanamura, 2022. "A model of price correlations between clean energy indices and energy commodities," Journal of Sustainable Finance & Investment, Taylor & Francis Journals, vol. 12(2), pages 319-359, April.
  10. Kanamura, Takashi, 2022. "Timing differences in the impact of Covid-19 on price volatility between assets," Finance Research Letters, Elsevier, vol. 46(PB).
  11. Kanamura, Takashi & Bunn, Derek W., 2022. "Market making and electricity price formation in Japan," Energy Economics, Elsevier, vol. 107(C).
  12. Kanamura, Takashi & Homann, Lasse & Prokopczuk, Marcel, 2021. "Pricing analysis of wind power derivatives for renewable energy risk management," Applied Energy, Elsevier, vol. 304(C).
  13. Kanamura, Takashi, 2021. "Risk Mitigation and Return Resilience for High Yield Bond ETFs with ESG Components," Finance Research Letters, Elsevier, vol. 41(C).
  14. Kanamura, Takashi, 2020. "Are green bonds environmentally friendly and good performing assets?," Energy Economics, Elsevier, vol. 88(C).
  15. Kanamura, Takashi, 2016. "Role of carbon swap trading and energy prices in price correlations and volatilities between carbon markets," Energy Economics, Elsevier, vol. 54(C), pages 204-212.
  16. Kanamura, Takashi, 2009. "A supply and demand based volatility model for energy prices," Energy Economics, Elsevier, vol. 31(5), pages 736-747, September.
  17. Kanamura, Takashi & Ohashi, Kazuhiko, 2009. "Pricing summer day options by good-deal bounds," Energy Economics, Elsevier, vol. 31(2), pages 289-297, March.
  18. Kanamura, Takashi & O[combining macron]hashi, Kazuhiko, 2008. "On transition probabilities of regime switching in electricity prices," Energy Economics, Elsevier, vol. 30(3), pages 1158-1172, May.
  19. Kanamura, Takashi & Ohashi, Kazuhiko, 2007. "A structural model for electricity prices with spikes: Measurement of spike risk and optimal policies for hydropower plant operation," Energy Economics, Elsevier, vol. 29(5), pages 1010-1032, September.
  20. Takashi Kanamura, . "A supply-and-demand based price model for financial assets," Journal of Investment Strategies, Journal of Investment Strategies.
  21. Takashi Kanamura, . "An operational risk-based regime-switching model for stock prices," Journal of Operational Risk, Journal of Operational Risk.
  22. Takashi Kanamura, . "A structural linkage model for freight rates," Journal of Energy Markets, Journal of Energy Markets.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ENE: Energy Economics (4) 2011-05-30 2019-02-18 2019-12-09 2019-12-23
  2. NEP-ENV: Environmental Economics (2) 2011-05-30 2019-12-09
  3. NEP-FMK: Financial Markets (2) 2018-04-23 2019-12-23
  4. NEP-RMG: Risk Management (2) 2018-04-23 2019-02-18
  5. NEP-CFN: Corporate Finance (1) 2019-12-23
  6. NEP-SEA: South East Asia (1) 2019-12-23

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Takashi Kanamura should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.