2024年07月17日
研究情報
この度、HUB-SBA FS Summer Conference on Finance 2024を開催することになりました。
日 時：2024年7月25日（木）13:00-17:40 （開場12:30～）
場 所：一橋大学千代田キャンパス6F 第4講義室
報告者：Vitali Alexeev (The University of Technology Sydney)
Katja Ignatieva (The University of New South Wales)
Yoshio Nozawa (The University of Toronto)
Kazuhiko Ohashi (Hitotsubashi University)
Hidetoshi Nakagawa (Hitotsubashi University)
Yoshiki Shimizu (Hitotsubashi University)
論 題：Program & Abstract (Download)を参照ください。
言 語：英語
懇談会：カンファレンス終了後、懇談会を行います。会費制・
（時間は変更になる場合がございます）
詳細は後日、参加者のみへ連絡いたします。
| Session | Presenter | Affiliation | Title |
|---|---|---|---|
| Session 1 13:00 - 13:40 |
Vitali Alexeev | The University of Technology Sydney | Public perception, identification, and market impact of ESG events |
| Session 2 13:45 - 14:25 |
Katja Ignatieva | The University of New South Wales | Modelling High Frequency Crude Oil Dynamics using Affine and Non-Affine Jump-Diffusion Models |
| Session 3 14:30 - 15:10 |
Kazuhiko Ohashi | Hitotsubashi University | Structural change in the relationship between electricity and fuel prices: Evidence from the Japanese electricity market before and after the Great East Japan Earthquake and Fukushima nuclear accident in 2011 |
| Session 4 15:30 - 16:10 |
Yoshio Nozawa | The University of Toronto | The Low Frequency Trading Arms Race: Machines Versus Delays |
| Session 5 16:15 - 16:55 |
Hidetoshi Nakagawa | Hitotsubashi University | Dynamics of Market Spread of First-to-Default Swap in an Information-Based Approach |
| Session 6 17:00 - 17:40 |
Yoshiki Shimizu | Hitotsubashi University | The impact of homeless encampments on housing prices |