Updated on 2024/04/17

写真a

 
SHANG Jin
 
Organization
Graduate School of Economics Department of Socio-Economic System Socio-Environmental System Assistant Professor
Undergraduate School
School of Economics Department of Economics
Title
Assistant Professor
External link

Degree 1

  1. Ph.D. (Economics) （ 2024.3   Kobe University ） 

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Research Interests 3

  1. Applied Time Series Analysis

  2. Data Science

  3. International Finance

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Research Areas 2

  1. Humanities & Social Sciences / Economic statistics

  2. Humanities & Social Sciences / Money and finance

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Research History 1

  1. Nagoya University   Assistant Professor

    2024.4

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Education 2

  1. Kobe University

    2021.4 - 2024.3

  2. Kobe University

    2019.4 - 2021.3

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Professional Memberships 1

  1. American Economic Association

    2023.10

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Papers 6

  1. Do crude oil prices and the sentiment index influence foreign exchange rates differently in oil-importing and oil-exporting countries? A dynamic connectedness analysis Reviewed International journal

    Jin Shang, Shigeyuki Hamori

    Resources Policy   Vol. 74   page： 102400   2021.10

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    Authorship：Lead author   Language：English   Publishing type：Research paper (scientific journal)   Publisher：Resources Policy  

    DOI： https://doi.org/10.1016/j.resourpol.2021.102400

    DOI： doi.org/10.1016/j.resourpol.2021.102400

  2. Quantile time-frequency connectedness analysis between crude oil, gold, financial markets, and macroeconomic indicators: Evidence from the US and EU Reviewed International journal

    Jin Shang, Shigeyuki Hamori

    Energy Economics   Vol. 132   page： 107473   2024.3

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    Authorship：Lead author   Language：English   Publishing type：Research paper (scientific journal)   Publisher：Energy Economics  

    DOI： https://doi.org/10.1016/j.eneco.2024.107473

    DOI： doi.org/10.1016/j.eneco.2024.107473

  3. The Response of US Macroeconomic Aggregates to Price Shocks in Crude Oil vs. Natural Gas Reviewed International journal

    Jin Shang, Shigeyuki Hamori

    Energies   Vol. 13 ( 10 ) page： 2603   2020.5

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    Authorship：Lead author   Language：English   Publishing type：Research paper (scientific journal)   Publisher：Energies  

    DOI： https://doi.org/10.3390/en13102603

    DOI： doi.org/10.3390/en13102603

  4. Do Large Datasets or Hybrid Integrated Models Outperform Simple Ones in Predicting Commodity Prices and Foreign Exchange Rates? Reviewed International journal

    Jin Shang, Shigeyuki Hamori

    Journal of Risk and Financial Management   Vol. 16 ( 6 ) page： 298   2023.6

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    Authorship：Lead author   Language：English   Publishing type：Research paper (scientific journal)   Publisher：Journal of Risk and Financial Management  

    DOI： https://doi.org/10.3390/jrfm16060298

    DOI： doi.org/10.3390/jrfm16060298

  5. Differential Tail Dependence between Crude Oil and Forex Markets in Oil-Importing and Oil-Exporting Countries during Recent Crisis Periods Reviewed International journal

    Jin Shang, Shigeyuki Hamori

    Sustainability   Vol. 15 ( 19 ) page： 14445   2023.10

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    Authorship：Lead author   Language：English   Publishing type：Research paper (scientific journal)   Publisher：Sustainability  

    DOI： https://doi.org/10.3390/su151914445

    DOI： doi.org/10.3390/su151914445

  6. Time-Varying Frequency Connectedness Analysis across Crude Oil, Geopolitical Risk, Economic Policy Uncertainty, and Stock Markets Reviewed International journal

    Jin Shang, Shigeyuki Hamori

    The Singapore Economic Review     2024.1

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    Authorship：Lead author   Language：English   Publishing type：Research paper (scientific journal)   Publisher：The Singapore Economic Review  

    DOI： https://doi.org/10.1142/S0217590824500085

    DOI： doi.org/10.1142/S0217590824500085

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