Research
Refereed Papers
He, X., Cai, X. J., & Hamori, S. (2018). Bank credit and housing prices in China: evidence from a TVP-VAR model with stochastic volatility. Journal of Risk and Financial Management, 11(4), 90.
He, X., Takiguchi, T., Nakajima, T., & Hamori, S. (2020). Spillover effects between energies, gold, and stock: the United States versus China. Energy and Environment, 31(8), 1416-1447.
Zhang, W., He, X., Nakajima, T., & Hamori, S. (2020). How does the spillover among natural gas, crude oil, and electricity utility stocks change over time? Evidence from North America and Europe. Energies, 13(3), 727.
Zhang, Y., He, X., Nakajima, T., & Hamori, S. (2020). Oil, gas, or financial conditions-which one has a stronger link with growth? The North American Journal of Economics and Finance, 54, 101220.
Liu, T., He, X., Nakajima, T., & Hamori, S. (2020). Influence of fluctuations in fossil fuel commodities on electricity markets: evidence from spot and futures markets in Europe. Energies 13 (8): 1900.
He, X., & Hamori, S. (2021). Is volatility spillover enough for investor decisions? A new viewpoint from higher moments. Journal of International Money and Finance, 116, 102412. 【ABS 3】
He, L., He, X., & Yang, W. (2021). Analysis of Spatial Pattern Evolution Characteristics of High-Tech Industry in China. Forum on Science and Technology in China 2021(9): 42-51.
Zhang, W., He, X., & Hamori, S. (2022). Volatility spillover and investment strategies among sustainability-related financial indexes: Evidence from the DCC-GARCH-based dynamic connectedness and DCC-GARCH t-copula approach. International Review of Financial Analysis, 83, 102223. 【ABS 3】
He, X., & Hamori, S. (2023). Different moments create different spillovers: A study of commodity markets. The Singapore Economic Review. 1-22.
Zhang W, He X, & Hamori S. (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, 102735. 【ABS 3】
He, X., & Hamori, S. (2024). The Higher the Better? Hedging and Investment Strategies in Cryptocurrency Markets : Insights from Higher Moment Spillovers. International Review of Financial Analysis, 103359. 【ABS 3】
He, X., & Hamori, S. (2024). Asymmetric Higher-Moment Spillovers between Sustainable and Traditional Investment, Journal of International Financial Markets, Institutions & Money, 97, 102078. 【ABS 3】
Misc.
He, X., & Hamori, S. (2023). The Higher the Better? Hedging and Investment Strategies in Cryptocurrency Markets : Insights from Higher Moment Spillovers. Discussion Papers 2315, Graduate School of Economics, Kobe University.
He, X., & Hamori, S. (2023). Asymmetry in Higher Moment Spillovers: Evidence from Sustainable and Traditional Investments. Discussion Papers 2316, Graduate School of Economics, Kobe University.
Books etc
Nakajima, T., Hamori, S., He, X., Liu, G., Zhang, W., Zhang, Y., & Liu, T. (2021). ESG Investment in the Global Economy. Springer.
Conference Activities & Talks
Aug. 2019. Return and Volatility Spillovers Across the Energy and Carbon Markets: New Evidence from the Time-Frequency Domain, Singapore Economic Review Conference (SERC) 2019
Nov. 2024. Asymmetric Higher-Moment Spillovers between Sustainable and Traditional Investment, Nippon Finance Association (NFA) 6th Fall Conference
Special Issue (Guest Editor)
Guest Co-Editor, Special Issue in Energies: "International Finance and Energy Markets: Energy Supplying, Prices, Investments and Trends" (2024.8 ~ 2025.6)
Referee Services
International Review of Financial Analysis, Applied Economics, Financial Innovation, Humanities and Social Sciences Communications, The Singapore Economic Review, Frontiers in Environmental Science, Cogent Economics & Finance