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Kazuhiko Ōhashi
Observed names:
Kazuhiko Ohashi,
OHASHI, Kazuhiko
Institution:
Hitotsubashi University
Observed institutions:
Hitotsubashi University,
University of Tsukuba,
Institute of Science Tokyo,
Massachusetts Institute of Technology
ORCID:
0000-0003-4983-4287
Observed ORCID:
0000-0003-4983-4287
OpenAlex ID:
A5044298445
Works
36
Awards
6
A structural model for electricity prices with spikes: Measurement of spike risk and optimal policies for hydropower plant operation
2006
·
Takashi Kanamura
, Kazuhiko Ōhashi
·
Energy Economics
·
105
On transition probabilities of regime switching in electricity prices
2007
·
Takashi Kanamura
, Kazuhiko Ōhashi
·
Energy Economics
·
67
Increasing Trends in the Excess Comovement of Commodity Prices
2016
·
Kazuhiko Ohashi
, Tatsuyoshi Okimoto
·
Journal of commodity markets
·
54
A cointegrated commodity pricing model
2011
·
Katsushi Nakajima
, Kazuhiko Ohashi
·
Journal of Futures Markets
·
21
The Most Basic Missing Instrument in Financial Markets: The Case for Forward Starting Bonds
2015
·
Arun Muralidhar
, Kazuhiko Ohashi
, et al.
·
SSRN Electronic Journal
·
16
Endogenous Determination of the Degree of Market-Incompleteness in Futures Innovation
1995
·
Kazuhiko Ōhashi
·
Journal of Economic Theory
·
16
Pricing summer day options by good-deal bounds
2008
·
Takashi Kanamura
, Kazuhiko Ōhashi
·
Energy Economics
·
12
The Relative Asset Pricing Model: Towards a Unified Theory of Asset Pricing
2013
·
Arun Muralidhar
, Sung Hwan Shin
, et al.
·
SSRN Electronic Journal
·
10
The Most Basic Missing Instrument in Financial Markets: The Case for Bonds for Financial Security
2016
·
Arun Muralidhar
, Kazuhiko Ōhashi
, et al.
·
SSRN Electronic Journal
·
9
The Relative Asset Pricing Model: Implications for Asset Allocation, Rebalancing, and Asset Pricing
2014
·
Arun Muralidhar
, Kazuhiko Ohashi
, et al.
·
SSRN Electronic Journal
·
9
The pre-FOMC announcement drift: short-lived or long-lasting? Evidence from financial and volatility markets
2024
·
Katja Ignatieva
, Kazuhiko Ohashi
·
Applied Economics
·
7
PDF
Security Innovation on Several Assets Under Asymmetric Information
1999
·
Kazuhiko Ohashi
·
Japanese Economic Review
·
7
A note on the terminal date security prices in a continuous time trading model with dividends
1991
·
Kazuhiko Ōhashi
·
Journal of Mathematical Economics
·
6
Seasonal variation in the impact of solar power generation on electricity price level and variability
2025
·
Nobuhiro Fuke
, Kazuhiko Ohashi
·
Journal of commodity markets
·
5
Increasing Trends in the Excess Comovement of Commodity Prices
2017
·
Kazuhiko Ohashi
, Tatsuyoshi Okimoto
·
SSRN Electronic Journal
·
4
Increasing Trends in the Excess Comovement of Commodity Prices
2013
·
Kazuhiko Ohashi
, Tatsuyoshi Okimoto
·
SSRN Electronic Journal
·
4
Optimal Futures Innovation in a Dynamic Economy: The Discrete-Time Case
1997
·
Kazuhiko Ōhashi
·
Journal of Economic Theory
·
4
Multiple Lenders, Temporary Debt Restructuring, and Firm Performance: Evidence from Contract-Level Data
2016
·
Daisuke Miyakawa
, Kazuhiko Ōhashi
·
RePEc: Research Papers in Economics
·
3
When is a CAT Index Futures Traded and Preferred to Reinsurance? – Tradeoff Between Basis Risk and Adverse Selection –
2022
·
Kazuhiko Ohashi
·
Journal of Disaster Research
·
2
Emission Allowance as a Derivative on Commodity-Spread
2013
·
Katsushi Nakajima
, Kazuhiko Ohashi
·
Asia-Pacific Financial Markets
·
1
In Search of the Twenty-first Century Company Model III - Financial Market: A Guide to the Next Century--Securities Innovation and Financial System
1995
·
Kazuhiko Ōhashi
·
ビジネスレビュー
·
1
Dynamic Effects of Supply and Demand on Electricity Prices during the Global Energy Crisis: Evidence from Japan
2026
·
Kazuhiko Ohashi
, 承修 吳
, et al.
·
SSRN Electronic Journal
PDF
Seasonality in the Impact of Solar Power Generation On the Electricity Price Level and Variability
2024
·
Nobuhiro Fuke
, Kazuhiko Ohashi
·
SSRN Electronic Journal
Dynamic Relationship between Volatility Risk Premia of Stock and Oil Returns
2023
·
Nobuhiro Nakamura
, Kazuhiko Ohashi
, et al.
·
Journal of risk and financial management
PDF
Seasonality in the Impact of Solar Power Generation on the Electricity Price Level and Variability
2023
·
Nobuhiro Fuke
, Kazuhiko Ohashi
, et al.
·
SSRN Electronic Journal
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Works count:
36
Citation count:
363
H-index:
9
I10-index:
8
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