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2018 Fiscal Year Annual Research Report

Research on the Sustainable Growth of Market Economy: Challenge based on Data Science

Research Project

Project/Area Number 17K18564
Research InstitutionKobe University

Principal Investigator

羽森 茂之  神戸大学, 経済学研究科, 教授 (60189628)

Co-Investigator(Kenkyū-buntansha) 有木 康雄  神戸大学, 都市安全研究センター, 名誉教授 (10135519)
中村 保  神戸大学, 経済学研究科, 教授 (00237413)
金京 拓司  神戸大学, 経済学研究科, 教授 (50527637)
竹内 憲司  神戸大学, 経済学研究科, 教授 (40299962)
衣笠 智子  神戸大学, 社会システムイノベーションセンター, 教授 (70324902)
滝口 哲也  神戸大学, 都市安全研究センター, 教授 (40397815)
井上 武  神戸大学, 国際協力研究科, 准教授 (20450546)
田中 克幸  神戸大学, 経済学研究科, 経済学研究科研究員 (80448167)
Project Period (FY) 2017-06-30 – 2019-03-31
Keywords持続的成長可能性 / データサイエンス / 環境・エネルギー / 人口・食料 / 途上国の貧困・格差 / 金融リスク
Outline of Annual Research Achievements

本年度の研究実績に関して、3冊の英文研究書、26篇の学術論文(内、査読付き学術論文が21篇、国際共同論文が13件)、および国際カンファレンスでの研究報告が8件であった。研究概要は以下の通りである。
環境・エネルギー問題:(a)気候変動リスク管理に関する分析。(b)ガーナにおけるエネルギー支出に関する分析。(c)東アジアにおける気候変動の国際貿易に与える影響に関する分析。人口・農業・食料問題:(a)日本農業の技術効率性と過剰投入に関する地域別分析。(b)東アジアにおける経済成長と産業構造の変化に関する分析。途上国の貧困・格差問題:(a)開発途上国における金融包摂、海外送金、経済成長、及び貧困削減に関する分析。(b)インドにおける金融包摂と貧困削減に関する分析。金融リスク問題:(a)深層学習を用いた原油価格の予測に関する分析。(b)世界の金融機関を対象に、機械学習の手法を用いた信用リスク評価に関する分析。(c)機械学習を用いた通貨危機の予測に関する分析。持続可能性指数の提案:「population」「productivity」「parity」の3つの観点から、新たな持続可能性指数を提案し、シンガポールのケーススタディを行った。
海外の研究者とのネットワーク構築:(a)研究代表者(羽森)がJournal of Risk and Financial ManagementのGuest Editorとして、Special Issue, "Empirical Finance"の編集・出版を行った。(b)環太平洋の諸大学と共同して国際カンファレンスを開催し積極的な国際共同研究の推進に向けて努力を行った。

  • Research Products

    (40 results)

All 2019 2018 Other

All Int'l Joint Research (2 results) Journal Article (26 results) (of which Int'l Joint Research: 13 results,  Peer Reviewed: 21 results,  Open Access: 9 results) Presentation (8 results) (of which Int'l Joint Research: 8 results,  Invited: 1 results) Book (3 results) Funded Workshop (1 results)

  • [Int'l Joint Research] Renmin University of China(中国)

    • Country Name
      CHINA
    • Counterpart Institution
      Renmin University of China
  • [Int'l Joint Research] Zhongnan University of Economics and Law(中国)

    • Country Name
      CHINA
    • Counterpart Institution
      Zhongnan University of Economics and Law
  • [Journal Article] Can We Forecast Daily Oil Futures Prices? Experimental Evidence from Convolutional Neural Networks2019

    • Author(s)
      Luo Zhaojie、Cai Xiaojing、Tanaka Katsuyuki、Takiguchi Tetsuya、Kinkyo Takuji、Hamori Shigeyuki
    • Journal Title

      Journal of Risk and Financial Management

      Volume: 12(1) Pages: 1-13

    • DOI

      https://doi.org/10.3390/jrfm12010009

    • Peer Reviewed / Open Access / Int'l Joint Research
  • [Journal Article] Calibration estimation of semiparametric copula models with data missing at random2019

    • Author(s)
      Hamori Shigeyuki、Motegi Kaiji、Zhang Zheng
    • Journal Title

      Journal of Multivariate Analysis

      Volume: 173 Pages: 85~109

    • DOI

      https://doi.org/10.1016/j.jmva.2019.02.003

    • Peer Reviewed / Int'l Joint Research
  • [Journal Article] Size, Internationalization, and University Rankings: Evaluating and Predicting Times Higher Education (THE) Data for Japan2019

    • Author(s)
      McAleer Michael、Nakamura Tamotsu、Watkins Clinton
    • Journal Title

      Sustainability

      Volume: 11(5) Pages: 1-12

    • DOI

      https://doi.org/10.3390/su11051366

    • Peer Reviewed / Open Access / Int'l Joint Research
  • [Journal Article] Household energy expenditure in Ghana: A double-hurdle model approach2019

    • Author(s)
      Adusah-Poku Frank、Takeuchi Kenji
    • Journal Title

      World Development

      Volume: 117 Pages: 266~277

    • DOI

      https://doi.org/10.1016/j.worlddev.2019.01.018

    • Peer Reviewed / Int'l Joint Research
  • [Journal Article] 金融包摂と国際送金の貧困削減効果に関する実証分析2019

    • Author(s)
      井上武
    • Journal Title

      国民経済雑誌

      Volume: 219(2) Pages: 55-67

  • [Journal Article] Oil Price Forecasting Using Supervised GANs with Continuous Wavelet Transform Features2018

    • Author(s)
      Luo, Z., Chen, J., Cai,X.J., Tanaka,K., Takiguchi, T., Kinkyo, T., and Hamori, S.
    • Journal Title

      Proceedings - International Conference on Pattern Recognition

      Volume: - Pages: 830-835

    • Peer Reviewed / Int'l Joint Research
  • [Journal Article] Financial Hazard Map: Financial Vulnerability Predicted by a Random Forests Classification Model2018

    • Author(s)
      Tanaka Katsuyuki、Kinkyo Takuji、Hamori Shigeyuki
    • Journal Title

      Sustainability

      Volume: 10(5) Pages: 1-18

    • DOI

      https://doi.org/10.3390/su10051530

    • Peer Reviewed / Open Access
  • [Journal Article] Modeling the Dependence Structure of Share Prices among Three Chinese City Banks2018

    • Author(s)
      Liu Guizhou、Cai Xiao-Jing、Hamori Shigeyuki
    • Journal Title

      Journal of Risk and Financial Management

      Volume: 11(4) Pages: 1-18

    • DOI

      https://doi.org/10.3390/jrfm11040057

    • Peer Reviewed / Open Access / Int'l Joint Research
  • [Journal Article] MODELING THE DYNAMICS OF INTERNATIONAL AGRICULTURAL COMMODITY PRICES: A COMPARISON OF GARCH AND STOCHASTIC VOLATILITY MODELS2018

    • Author(s)
      YANG LU、HAMORI SHIGEYUKI
    • Journal Title

      Annals of Financial Economics

      Volume: 13(03) Pages: 1-20

    • DOI

      DOI: 10.1142/S2010495218500100

    • Peer Reviewed / Int'l Joint Research
  • [Journal Article] The long-run relationship between farm size and productivity2018

    • Author(s)
      Yao Wanjun、Hamori Shigeyuki
    • Journal Title

      China Agricultural Economic Review

      Volume: 印刷中 Pages: 印刷中

    • DOI

      https://doi.org/10.1108/CAER-05-2017-0103

    • Peer Reviewed / Int'l Joint Research
  • [Journal Article] Artificial Intelligence and Economic Growth2018

    • Author(s)
      Hamori, S. and Kume, T.
    • Journal Title

      Advances in Decision Sciences

      Volume: - Pages: 1-22

    • Peer Reviewed / Open Access
  • [Journal Article] Measuring the Time-Frequency Dynamics of Return and Volatility Connectedness in Global Crude Oil Markets2018

    • Author(s)
      Toyoshima Yuki、Hamori Shigeyuki
    • Journal Title

      Energies

      Volume: 11(11) Pages: 1-18

    • DOI

      https://doi.org/10.3390/en11112893

    • Peer Reviewed / Open Access
  • [Journal Article] A Sustainable Metropolis: Perspectives of Population, Productivity and Parity2018

    • Author(s)
      Chang Youngho、Fang Zheng、Hamori Shigeyuki、Chow Dawn
    • Journal Title

      Sustainability

      Volume: 10(11) Pages: 1-17

    • DOI

      https://doi.org/10.3390/su10114264

    • Peer Reviewed / Open Access / Int'l Joint Research
  • [Journal Article] Predicting Currency Crises: A Novel Approach Combining Random Forests and Wavelet Transform2018

    • Author(s)
      Xu Lei、Kinkyo Takuji、Hamori Shigeyuki
    • Journal Title

      Journal of Risk and Financial Management

      Volume: 11(4) Pages: 1-11

    • DOI

      https://doi.org/10.3390/jrfm11040086

    • Peer Reviewed / Open Access / Int'l Joint Research
  • [Journal Article] Bank Credit and Housing Prices in China: Evidence from a TVP-VAR Model with Stochastic Volatility2018

    • Author(s)
      He Xie、Cai Xiao-Jing、Hamori Shigeyuki
    • Journal Title

      Journal of Risk and Financial Management

      Volume: 11(4) Pages: 1-16

    • DOI

      https://doi.org/10.3390/jrfm11040090

    • Peer Reviewed / Open Access / Int'l Joint Research
  • [Journal Article] Solow meets Stone-Geary: Technological progress and the demographic transition2018

    • Author(s)
      Nakamura Tamotsu
    • Journal Title

      Metroeconomica

      Volume: 69 Pages: 768~790

    • DOI

      https://doi.org/10.1111/meca.12212

    • Peer Reviewed
  • [Journal Article] Changing patterns of Asian currencies’ co-movement with the US dollar and the Chinese renminbi: Evidence from a wavelet multiresolution analysis2018

    • Author(s)
      Xu Lei.、Kinkyo Takuji.
    • Journal Title

      Applied Economics Letters

      Volume: 26 Pages: 465~472

    • DOI

      https://doi.org/10.1080/13504851.2018.1486976

    • Peer Reviewed / Int'l Joint Research
  • [Journal Article] THE IMPACT OF CLIMATE VARIABILITY ON DROUGHT MANAGEMENT: EVIDENCE FROM JAPANESE RIVER BASINS2018

    • Author(s)
      TEMBATA KAORI、TAKEUCHI KENJI
    • Journal Title

      Climate Change Economics

      Volume: 9(4) Pages: 11-20

    • DOI

      https://doi.org/10.1142/S2010007818500100

    • Peer Reviewed
  • [Journal Article] Floods and Exports: An Empirical Study on Natural Disaster Shocks in Southeast Asia2018

    • Author(s)
      Tembata Kaori、Takeuchi Kenji
    • Journal Title

      Economics of Disasters and Climate Change

      Volume: 3 Pages: 39~60

    • DOI

      DOI: 10.1007/s41885-018-0033-6

    • Peer Reviewed
  • [Journal Article] Rebound effect across seasons: evidence from the replacement of air conditioners in Japan2018

    • Author(s)
      Mizobuchi Kenichi、Takeuchi Kenji
    • Journal Title

      Environmental Economics and Policy Studies

      Volume: 21 Pages: 123~140

    • DOI

      https://doi.org/10.1007/s10018-018-0224-y

    • Peer Reviewed
  • [Journal Article] Psychological characteristics of potential SRI investors and its motivation in Japan: an experimental approach2018

    • Author(s)
      Nakai Miwa、Honda Tomonori、Nishino Nariaki、Takeuchi Kenji
    • Journal Title

      Journal of Sustainable Finance & Investment

      Volume: 8 Pages: 349~367

    • DOI

      https://doi.org/10.1080/20430795.2018.1490556

    • Peer Reviewed
  • [Journal Article] Climate Agreement and Technology Diffusion: Impact of the Kyoto Protocol on International Patent Applications for Renewable Energy Technologies2018

    • Author(s)
      Miyamoto, M., Takeuchi, K.
    • Journal Title

      Discussion Papers 1820, Graduate School of Economics, Kobe University.

      Volume: - Pages: 1-42

  • [Journal Article] Does a Small Difference Make a Difference? Impact of Feed-in Tariff on Renewable Power Generation in China2018

    • Author(s)
      Du, Y., Takeuchi, K.
    • Journal Title

      Discussion Papers 1828, Graduate School of Economics, Kobe University

      Volume: - Pages: 1-37

    • Int'l Joint Research
  • [Journal Article] Financial inclusion and poverty reduction in India2018

    • Author(s)
      Inoue Takeshi
    • Journal Title

      Journal of Financial Economic Policy

      Volume: 11(1) Pages: 21-33

    • DOI

      https://doi.org/10.1108/JFEP-01-2018-0012

    • Peer Reviewed
  • [Journal Article] 郵便ネットワークの金融包摂効果に関する研究:戦後日本の所得格差に与えた影響2018

    • Author(s)
      井上武
    • Journal Title

      ゆうちょ資産研究

      Volume: 25 Pages: 1-26

  • [Journal Article] 日本農業の技術効率性と過剰投入に関する地域別分析 : DEAおよびクラスカル・ワリス検定を用いた計量的研究2018

    • Author(s)
      衣笠智子・髙松良樹
    • Journal Title

      国民経済雑誌

      Volume: 217 Pages: 79-94.

  • [Presentation] Improving Stock Return Density Forecasts using Regular Vine Copulas2019

    • Author(s)
      Xiao-Jing Cai
    • Organizer
      Western Economic Association International
    • Int'l Joint Research
  • [Presentation] Financial Hazard Map: Financial Vulnerability Predicted by a Random Forests Classification Model2018

    • Author(s)
      Shigeyuki Hamori
    • Organizer
      Shanghai Business School, Research Center of Finance (RCF), Academic Seminar Series
    • Int'l Joint Research
  • [Presentation] Muti-horizon dependence between oil (gold) and East Asian stock markets: Implications for risk management2018

    • Author(s)
      Xiao-Jing Cai
    • Organizer
      The 2nd INFINITI Conference on International Finance ASIA-PACIFIC
    • Int'l Joint Research
  • [Presentation] Artificial Intelligence and Its Application to Economic Analysis: A Case of Data Concerning Economic Growth2018

    • Author(s)
      Takahiro Kume
    • Organizer
      SIBR 2018 HONG KONG CONFERENCE ON INTERDISCIPLINARY BUSINESS & ECONOMICS RESEARCH
    • Int'l Joint Research
  • [Presentation] Modeling the Dependence Structure of Share Prices Among Three Chinese City Banks2018

    • Author(s)
      Guizhou Liu
    • Organizer
      SIBR 2018 HONG KONG CONFERENCE ON INTERDISCIPLINARY BUSINESS & ECONOMICS RESEARCH
    • Int'l Joint Research
  • [Presentation] Calibration Estimation of Semiparametric Copula Models with Data Missing at Random2018

    • Author(s)
      Kaiji Motegi
    • Organizer
      Workshop at Institute of Statistics and Big Data, Renmin University of China
    • Int'l Joint Research
  • [Presentation] Oil Price Forecasting Using Supervised GANs with Continuous Wavelet Transform Features2018

    • Author(s)
      Zhaojie Luo and Xiao Jing Cai
    • Organizer
      2018 24th International Conference On Pattern Recognition (ICPR)
    • Int'l Joint Research
  • [Presentation] Financial Hazard Map : Financial Vulnerability Predicted by a Random Forests Classification Model2018

    • Author(s)
      Shigeyuki Hamori
    • Organizer
      The 3rd International Conference on Economics and Management Innovations 2018
    • Int'l Joint Research / Invited
  • [Book] Financial Inclusion, Remittance Inflows, and Poverty Reduction in Developing Countries: Evidence from Empirical Analyses2019

    • Author(s)
      Inoue, T. and Hamori, S.
    • Total Pages
      150
    • Publisher
      World Scientific
    • ISBN
      ISBN-10: 9813278927
  • [Book] Technological Progress, Income Distribution, and Unemployment Theory and Empirics2019

    • Author(s)
      Adachi, H., Inagaki, K., Nakamura, T., and Yasuyuki Osumi, Y.
    • Total Pages
      104
    • Publisher
      Springer
    • ISBN
      ISBN-10: 981133725X
  • [Book] Economic Growth and Transition of Industrial Structure in East Asia2018

    • Author(s)
      Kinugasa, T., Yu, L., Chen, Q., and Feng, Z.
    • Total Pages
      108
    • Publisher
      Springer
    • ISBN
      ISBN-10: 9811328676
  • [Funded Workshop] The 4rd Annual International Conference on Applied Econometrics2018

URL: 

Published: 2019-12-27  

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