Xie He 何协
Assistant Professor, School of Management
Tokyo University of Science
Contact Information
School of Management, Tokyo University of Science
1-11-2 Fujimi, Chiyoda-Ku, Tokyo, JAPAN
102-0071
E-mail: xie_he[at]rs.tus.ac.jp
Google Scholar: https://scholar.google.com/citations?user=bqwHCJ0AAAAJ&hl=en
Researchmap: https://researchmap.jp/xie_he
Research Interests
Financial Econometrics, Empirical Finance, Statistics, Time Series, Data Science, Machine Learning, etc.
Educational Background
Graduate School of Economics, Kobe University
Ph.D. in Economics, April 2020 ~ March 2024
Graduate School of Economics, Kobe University
M.A. in Economics, April 2018 ~ March 2020
School of Mathematics and Statistics, Shaanxi Normal University
B.S. in Statistics, September 2013 ~ July 2017
Professional Background
School of Economics and Management, University of Hyogo
Adjunct Lecturer (course: Introductory Statistics for Economics), October 2021 ~ February 2022
Graduate School of Economics, Kobe University
Research Assistant, April 2019~December 2023
Teaching Assistant (course: Introduction to Data Science), October 2020~February 2021
Teaching Assistant (course: Economic Statistics), October 2021~December 2021
Institute for Promotion of Higher Education, Kobe University
Teaching Assistant (course: Basics of Information and CommunicationTechnology), May 2020~September 2020
Professional Societies
Nippon Finance Association
The Japan Economic Policy Association
American Economic Association
American Finance Association
Achievements and Activities
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.
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.
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.
Proceedings
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
Return and Volatility Spillovers Across the Energy and Carbon Markets: New Evidence from the Time-Frequency Domain, Singapore Economic Review Conference (SERC) 2019
Referee Service for International Academic Journal
International Review of Financial Analysis, The Singapore Economic Review, Frontiers in Environmental Science