Shigeyuki Hamori

6.6k total citations · 1 hit paper
263 papers, 4.8k citations indexed

About

Shigeyuki Hamori is a scholar working on Economics and Econometrics, Finance and General Economics, Econometrics and Finance. According to data from OpenAlex, Shigeyuki Hamori has authored 263 papers receiving a total of 4.8k indexed citations (citations by other indexed papers that have themselves been cited), including 195 papers in Economics and Econometrics, 126 papers in Finance and 126 papers in General Economics, Econometrics and Finance. Recurrent topics in Shigeyuki Hamori's work include Market Dynamics and Volatility (129 papers), Monetary Policy and Economic Impact (121 papers) and Financial Risk and Volatility Modeling (58 papers). Shigeyuki Hamori is often cited by papers focused on Market Dynamics and Volatility (129 papers), Monetary Policy and Economic Impact (121 papers) and Financial Risk and Volatility Modeling (58 papers). Shigeyuki Hamori collaborates with scholars based in Japan, China and Australia. Shigeyuki Hamori's co-authors include Lu Yang, Wenting Zhang, Xiao Jing Cai, Tadahiro Nakajima, Ramaprasad Bhar, Xie He, Takeshi Inoue, Shuairu Tian, Takuji Kinkyo and Tiantian Liu and has published in prestigious journals such as Journal of Cleaner Production, Energy Policy and Journal of Banking & Finance.

In The Last Decade

Shigeyuki Hamori

252 papers receiving 4.5k citations

Hit Papers

Crude oil market and stock markets during the COVID-19 pa... 2021 2026 2022 2024 2021 50 100 150 200 250

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Shigeyuki Hamori Japan 36 3.8k 1.5k 1.4k 673 408 263 4.8k
Afees A. Salisu Nigeria 38 4.5k 1.2× 1.2k 0.8× 1.3k 0.9× 986 1.5× 361 0.9× 202 5.0k
Chaker Aloui Saudi Arabia 30 3.7k 1.0× 1.4k 0.9× 1.0k 0.7× 636 0.9× 547 1.3× 85 4.1k
Nikolaos Antonakakis Austria 33 5.2k 1.4× 1.4k 0.9× 1.6k 1.1× 1.2k 1.8× 255 0.6× 77 5.9k
Tsangyao Chang Taiwan 39 5.3k 1.4× 909 0.6× 1.8k 1.2× 1.6k 2.4× 327 0.8× 298 6.1k
Simon Potter United States 26 4.8k 1.3× 2.0k 1.3× 3.0k 2.1× 627 0.9× 258 0.6× 91 5.9k
Mohamed El Hédi Arouri France 40 5.8k 1.5× 1.6k 1.0× 1.8k 1.3× 1.8k 2.7× 716 1.8× 124 6.8k
Seema Narayan Australia 41 5.9k 1.5× 1.4k 0.9× 2.2k 1.5× 2.1k 3.1× 462 1.1× 178 7.1k
Seong‐Min Yoon South Korea 39 4.5k 1.2× 1.8k 1.1× 1.1k 0.8× 837 1.2× 231 0.6× 182 4.9k
Les Oxley New Zealand 34 3.7k 1.0× 839 0.5× 897 0.6× 898 1.3× 242 0.6× 257 5.0k
Susan Sunila Sharma Australia 34 4.3k 1.1× 1.3k 0.8× 1.2k 0.8× 1.5k 2.3× 520 1.3× 87 5.0k

Countries citing papers authored by Shigeyuki Hamori

Since Specialization
Citations

This map shows the geographic impact of Shigeyuki Hamori's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Shigeyuki Hamori with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Shigeyuki Hamori more than expected).

Fields of papers citing papers by Shigeyuki Hamori

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Shigeyuki Hamori. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Shigeyuki Hamori. The network helps show where Shigeyuki Hamori may publish in the future.

Co-authorship network of co-authors of Shigeyuki Hamori

This figure shows the co-authorship network connecting the top 25 collaborators of Shigeyuki Hamori. A scholar is included among the top collaborators of Shigeyuki Hamori based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Shigeyuki Hamori. Shigeyuki Hamori is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
2.
He, Xie, Takuji Kinkyo, & Shigeyuki Hamori. (2025). CURRENCY CLUSTER AND VOLATILITY CO-MOVEMENT: THE ROLE OF COMMON GLOBAL FACTORS. The Singapore Economic Review. 1–29.
3.
4.
Zhang, Wenting, Tiantian Liu, Yulian Zhang, & Shigeyuki Hamori. (2024). Can NFTs hedge the risk of traditional assets after the COVID-19 pandemic?. The North American Journal of Economics and Finance. 72. 102149–102149. 4 indexed citations
5.
Zhang, Wenting, Xie He, & Shigeyuki Hamori. (2023). The impact of the COVID-19 pandemic and Russia-Ukraine war on multiscale spillovers in green finance markets: Evidence from lower and higher order moments. International Review of Financial Analysis. 89. 102735–102735. 48 indexed citations
6.
Yang, Lu & Shigeyuki Hamori. (2023). Modeling the global sovereign credit network under climate change. International Review of Financial Analysis. 87. 102618–102618. 28 indexed citations
7.
Hamori, Shigeyuki, et al.. (2023). Do Large Datasets or Hybrid Integrated Models Outperform Simple Ones in Predicting Commodity Prices and Foreign Exchange Rates?. Journal of risk and financial management. 16(6). 298–298. 1 indexed citations
8.
Hamori, Shigeyuki, et al.. (2023). Can ESG investments and new environmental law improve social happiness in China?. Frontiers in Environmental Science. 11. 5 indexed citations
9.
Hamori, Shigeyuki, et al.. (2012). Informational roles of commodity prices for monetary policy: evidence from the Euro area. Economics bulletin. 32(2). 1282–1290. 1 indexed citations
10.
Miyazaki, Takashi, et al.. (2012). Exploring the dynamic interdependence between gold and other financial markets. Economics bulletin. 32(1). 37–50. 27 indexed citations
11.
Hamori, Shigeyuki, et al.. (2012). A dynamic conditional correlation analysis of European stock markets from the perspective of the Greek sovereign debt crisis. Economics bulletin. 32(1). 437–448. 8 indexed citations
12.
Hamori, Shigeyuki, et al.. (2011). Panel cointegration analysis of the Fisher effect: Evidence from the US, the UK, and Japan. Economics bulletin. 31(3). 2674–2682. 19 indexed citations
13.
Hamori, Shigeyuki, et al.. (2009). Empirical Analysis of Import Demand Behavior of Least Developed Countries. Munich Personal RePEc Archive (Ludwig Maximilian University of Munich). 3 indexed citations
14.
Hamori, Shigeyuki, et al.. (2009). Empirical Analysis of Export Demand Behavior of LDCs: Panel Cointegration Approach. Munich Personal RePEc Archive (Ludwig Maximilian University of Munich). 7 indexed citations
15.
Hamori, Shigeyuki. (2008). Trade balances and the terms of trade in g-7 countries: Penal cointegration approach. Applied econometrics and international development. 8(2). 13–22. 6 indexed citations
16.
Hamori, Shigeyuki, et al.. (2008). Import Demand Function: Some Evidence from Madagascar and Mauritius. SSRN Electronic Journal. 1 indexed citations
17.
Bhar, Ramaprasad & Shigeyuki Hamori. (2003). New Evidence of Linkages Among G7 Stock Markets. SSRN Electronic Journal. 4 indexed citations
18.
Hamori, Shigeyuki, et al.. (2003). Trade and Growth Relationship: Some Evidence from Comoros, Madagascar, Mauritius and Seychelles. Kyoto University Research Information Repository (Kyoto University). 3(3). 174–185. 9 indexed citations
19.
Hamori, Shigeyuki, et al.. (2002). Some International Evidence on the Seasonality of Stock Prices. International journal of business and economics. 1(1). 79–86. 7 indexed citations
20.
Hamori, Shigeyuki, et al.. (1992). SMALL SAMPLE PROPERTIES OF GENERALIZED METHOD OF MOMENTS ESTIMATOR WITH MA (1) ERROR. 22(2). 161–172. 2 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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