金村 宗

Last Update: 2019/09/06 14:01:28

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Name(Kanji/Kana/Abecedarium Latinum)
金村 宗/カナムラ タカシ/Kanamura, Takashi
Primary Affiliation(Org1/Job title)
総合生存学館/Associate Professor
Academic Organizations You are Affiliated to in Japan
Organization name(Japanese) Organization name(English)
日本ファイナンス学会
Academic Organizations Overaseas You are Affiliated to
Organization name Country
The Commodity & Energy Markets Association (CEMA)
Academic Degree
Field(Japanese) Field(English) University(Japanese) University(English) Method
修士(工学) 京都大学
修士(経営) 一橋大学
博士(経営) 一橋大学
Undergraduate School / Major(s)
University(Japanese) University(English) Faculty(Japanese) Faculty(English) Major(s)(Japanese) Major(s)(English) Degree
京都大学 農学部農業工学科 卒業
Work Experience
Period Organization(Japanese) Organization(English) Job title(Japanese) Job title(English)
1997/04/01-2014/03/31 電源開発株式会社 J-POWER 課長(2010年〜) Manager (from 2010)
Personal Profile
(English)
Takashi Kanamura, Ph.D., is currently an associate professor of Finance at Kyoto University where he teaches in both theoretical and practical programs in finance. He is also an associate editor of the Journal of Energy Markets, Journal of Commodity Markets, and Frontiers in Applied Mathematics and Statistics (Mathematical Finance). He has worked for more than 15 years at J-POWER, one of the largest Japanese utility companies, where he conducted integrations between business practices and academic theories. His research interests include commodity finance, energy finance, carbon finance, risk management, asset pricing, real options, electricity markets, and weather derivatives. His work has been published in a variety of journals, including Energy Economics, the Journal of Alternative Investments, the Journal of Trading, the Journal of Energy Markets, and the Journal of Investment Strategies.
researchmap URL
https://researchmap.jp/7000008090
Research Topics
(Japanese)
コモディティファイナンス,エナジーファイナンス,サステナブルファイナンス,リスクマネジメント,アセットプライシング,リアルオプション,天候デリバティブ,ESG投資,電力市場,カーボン市場
(English)
His research interests cover commodity finance, energy finance, sustainable finance, risk management, asset pricing, real options, weather derivatives, ESG investing, electricity markets, and carbon markets.
Overview of the research
(Japanese)
ファイナンス理論を軸に,コモディティ市場・エネルギー市場・カーボン市場並びにサステナブル投資に関するグローバル問題の解決に向けた研究を行なっている。具体的には,これまでに行ってきたエネルギー市場・カーボン市場のリスクマネジメントに関する研究に加え,クリーンエナジー投資・グリーンボンド・ESG投資などサステナブルファイナンスの実効性に関する研究に興味を持っている。
(English)
Based on the theory of finance, I conduct research to solve global issues in commodity markets, energy markets, carbon markets and sustainable investment. Specifically, in addition to the research on energy and carbon market risk management, I am interested in research on the effectiveness of sustainable finance such as clean energy investment, green bond and ESG investment.
Fields of research (key words)
Key words(Japanese) Key words(English)
ファイナンス,金融工学,エネルギー経済学,環境経済学,リスクマネジメント Finance, Financial Engineering, Energy Economics, Environmental Economics, Risk Management
Published Papers
Author Author(Japanese) Author(English) Title Title(Japanese) Title(English) Bibliography Bibliography(Japanese) Bibliography(English) Publication date Refereed paper Language Publishing type Disclose
Takashi Kanamura 金村 宗 Takashi Kanamura Supply-Side Perspective for Carbon Pricing Supply-Side Perspective for Carbon Pricing Supply-Side Perspective for Carbon Pricing Quantitative Finance and Economics, 3, 1, 109-123 Quantitative Finance and Economics, 3, 1, 109-123 Quantitative Finance and Economics, 3, 1, 109-123 2019/03 Refereed English Research paper(scientific journal) Disclose to all
Takashi Kanamura 金村 宗 Takashi Kanamura Diversification Effect of Commodity Futures on Financial Markets Diversification Effect of Commodity Futures on Financial Markets Diversification Effect of Commodity Futures on Financial Markets Quantitative Finance and Economics, 2, 4, 821-836 Quantitative Finance and Economics, 2, 4, 821-836 Quantitative Finance and Economics, 2, 4, 821-836 2018/10 Refereed English Research paper(scientific journal) Disclose to all
Takashi Kanamura 金村 宗 Takashi Kanamura An operational risk-based regime-switching model for stock prices An operational risk-based regime-switching model for stock prices An operational risk-based regime-switching model for stock prices Journal of Operational Risk, 12, 3, 1-15 Journal of Operational Risk, 12, 3, 1-15 Journal of Operational Risk, 12, 3, 1-15 2017/09 Refereed English Research paper(scientific journal) Disclose to all
Takashi Kanamura 金村 宗 Takashi Kanamura Role of carbon swap trading and energy prices in price correlations and volatilities between carbon markets Role of carbon swap trading and energy prices in price correlations and volatilities between carbon markets Role of carbon swap trading and energy prices in price correlations and volatilities between carbon markets Energy Economics, 54, 204-212 Energy Economics, 54, 204-212 Energy Economics, 54, 204-212 2016/02 Refereed English Research paper(scientific journal) Disclose to all
Takashi Kanamura 金村 宗 Takashi Kanamura The Role of Incompleteness in Commodity Futures Markets The Role of Incompleteness in Commodity Futures Markets The Role of Incompleteness in Commodity Futures Markets Frontiers in Applied Mathematics and Statistics (Mathematical Finance)/Frontiers Frontiers in Applied Mathematics and Statistics (Mathematical Finance)/Frontiers Frontiers in Applied Mathematics and Statistics (Mathematical Finance)/Frontiers 2015/10 Refereed English Research paper(scientific journal) Disclose to all
Takashi Kanamura 金村 宗 Takashi Kanamura A Supply-and-Demand Based Price Model for Financial Assets A Supply-and-Demand Based Price Model for Financial Assets A Supply-and-Demand Based Price Model for Financial Assets The Journal of Investment Strategies, 4, 2, 19-53 The Journal of Investment Strategies, 4, 2, 19-53 The Journal of Investment Strategies, 4, 2, 19-53 2015/03 Refereed English Research paper(scientific journal) Disclose to all
Takashi Kanamura 金村 宗 Takashi Kanamura Dynamic Price Linkage and Volatility Structure Model Between Carbon Markets Dynamic Price Linkage and Volatility Structure Model Between Carbon Markets Dynamic Price Linkage and Volatility Structure Model Between Carbon Markets Stochastic Models, Statistics and Their Applications: Wrocław, Poland, February 2015, Springer Proceedings in Mathematics & Statistics, 122, 301-308 Stochastic Models, Statistics and Their Applications: Wrocław, Poland, February 2015, Springer Proceedings in Mathematics & Statistics, 122, 301-308 Stochastic Models, Statistics and Their Applications: Wrocław, Poland, February 2015, Springer Proceedings in Mathematics & Statistics, 122, 301-308 2015/02 Refereed English Research paper(scientific journal) Disclose to all
Takashi Kanamura Takashi Kanamura Takashi Kanamura A Structural Linkage Model for Freight Rates A Structural Linkage Model for Freight Rates A Structural Linkage Model for Freight Rates The Journal of Energy Markets, 7, 3, 71-85 The Journal of Energy Markets, 7, 3, 71-85 The Journal of Energy Markets, 7, 3, 71-85 2014/09 Refereed English Research paper(scientific journal) Disclose to all
Takashi Kanamura Takashi Kanamura Takashi Kanamura Financial Turmoil in Carbon Markets Financial Turmoil in Carbon Markets Financial Turmoil in Carbon Markets The Journal of Alternative Investments, 15, 3, 92-113 The Journal of Alternative Investments, 15, 3, 92-113 The Journal of Alternative Investments, 15, 3, 92-113 2013 Refereed English Research paper(scientific journal) Disclose to all
Takashi Kanamura 金村 宗 Takashi Kanamura Comparison of Futures Pricing Models for Carbon Assets and Traditional Energy Commodities Comparison of Futures Pricing Models for Carbon Assets and Traditional Energy Commodities Comparison of Futures Pricing Models for Carbon Assets and Traditional Energy Commodities The Journal of Alternative Investments, 14, 3, 42-52 The Journal of Alternative Investments, 14, 3, 42-52 The Journal of Alternative Investments, 14, 3, 42-52 2012 Refereed English Research paper(scientific journal) Disclose to all
Takashi Kanamura, Svetlozar T Rachev, Frank J Fabozzi Takashi Kanamura, Svetlozar T Rachev, Frank J Fabozzi Takashi Kanamura, Svetlozar T Rachev, Frank J Fabozzi A Profit Model for Spread Trading with an Application to Energy Futures A Profit Model for Spread Trading with an Application to Energy Futures A Profit Model for Spread Trading with an Application to Energy Futures The Journal of Trading, 5, 1, 48-62 The Journal of Trading, 5, 1, 48-62 The Journal of Trading, 5, 1, 48-62 2010 Refereed English Research paper(scientific journal) Disclose to all
Takashi Kanamura Takashi Kanamura Takashi Kanamura A Supply and Demand Based Volatility Model for Energy Prices A Supply and Demand Based Volatility Model for Energy Prices A Supply and Demand Based Volatility Model for Energy Prices Energy Economics, 31, 5, 736-747 Energy Economics, 31, 5, 736-747 Energy Economics, 31, 5, 736-747 2009/09 Refereed English Research paper(scientific journal) Disclose to all
Takashi Kanamura, Kazuhiko Ohashi Takashi Kanamura, Kazuhiko Ohashi Takashi Kanamura, Kazuhiko Ohashi Pricing summer day options by good-deal bounds Pricing summer day options by good-deal bounds Pricing summer day options by good-deal bounds Energy Economics, 31, 2, 289-297 Energy Economics, 31, 2, 289-297 Energy Economics, 31, 2, 289-297 2009/03 Refereed English Research paper(scientific journal) Disclose to all
Takashi Kanamura Takashi Kanamura Monitoring the Upsurge of Biofuels in Commodity Futures Markets Monitoring the Upsurge of Biofuels in Commodity Futures Markets Monitoring the Upsurge of Biofuels in Commodity Futures Markets The ICFAI Journal of Derivatives Markets, 6, 1, 29-48 The ICFAI Journal of Derivatives Markets, 6, 1, 29-48 The ICFAI Journal of Derivatives Markets, 6, 1, 29-48 2009/01 Refereed English Research paper(scientific journal) Disclose to all
Takashi Kanamura, Kazuhiko Ohashi Takashi Kanamura, Kazuhiko Ohashi Takashi Kanamura, Kazuhiko Ohashi On transition probabilities of regime switching in electricity prices On transition probabilities of regime switching in electricity prices On transition probabilities of regime switching in electricity prices Energy Economics, 30, 3, 1158-1172 Energy Economics, 30, 3, 1158-1172 Energy Economics, 30, 3, 1158-1172 2008/05 Refereed English Research paper(scientific journal) Disclose to all
Almira Biglova, Takashi Kanamura, Svetlozar T. Rachev, Stoyan Stoyanov Almira Biglova, Takashi Kanamura, Svetlozar T. Rachev, Stoyan Stoyanov Almira Biglova, Takashi Kanamura, Svetlozar T. Rachev, Stoyan Stoyanov Modeling, Risk Assessment and Portfolio Optimization of Energy Futures,'' Investment Management and Financial Innovations Modeling, Risk Assessment and Portfolio Optimization of Energy Futures,'' Investment Management and Financial Innovations Modeling, Risk Assessment and Portfolio Optimization of Energy Futures,'' Investment Management and Financial Innovations Investment Management and Financial Innovations, 5, 1, 17-31 Investment Management and Financial Innovations, 5, 1, 17-31 Investment Management and Financial Innovations, 5, 1, 17-31 2008/05 Refereed English Research paper(scientific journal) Disclose to all
Takashi Kanamura, Kazuhiko Ohashi Takashi Kanamura, Kazuhiko Ohashi Takashi Kanamura, Kazuhiko Ohashi A Structural Model for Electricity Prices with Spikes: Measurement of spike risk and optimal policies for hydropower plant operation A Structural Model for Electricity Prices with Spikes: Measurement of spike risk and optimal policies for hydropower plant operation A Structural Model for Electricity Prices with Spikes: Measurement of spike risk and optimal policies for hydropower plant operation Energy Economics, 29, 5, 1010-1032 Energy Economics, 29, 5, 1010-1032 Energy Economics, 29, 5, 1010-1032 2007/09 Refereed English Research paper(scientific journal) Disclose to all
大橋 和彦, 金村 宗 大橋 和彦, 金村 宗 天候デリバティブによる電力会社のリスク管理 天候デリバティブによる電力会社のリスク管理 先物取引研究, 10, 1, 15-40 先物取引研究, 10, 1, 15-40 , 10, 1, 15-40 2006/12 Japanese Disclose to all
Masaru Matsumoto, Yoshiyuki Daito, Takashi Kanamura, Yoshinori Shigemura, Satoru Sakuma, Hiroshi Ishizaki Masaru Matsumoto, Yoshiyuki Daito, Takashi Kanamura, Yoshinori Shigemura, Satoru Sakuma, Hiroshi Ishizaki Wind-induced vibration of cables of cable-stayed bridges Wind-induced vibration of cables of cable-stayed bridges Wind-induced vibration of cables of cable-stayed bridges Journal of Wind Engineering and Industrial Aerodynamics, 74-76, 1015-1027 Journal of Wind Engineering and Industrial Aerodynamics, 74-76, 1015-1027 Journal of Wind Engineering and Industrial Aerodynamics, 74-76, 1015-1027 1998/04 Refereed English Disclose to all
DAITO Yoshiyuki, MATSUMOTO Masaru, SHIRATO Hiromichi, KANAMURA Takashi 大東 義志, 松本 勝, 白土 博通, 金村 宗 DAITO Yoshiyuki, MATSUMOTO Masaru, SHIRATO Hiromichi, KANAMURA Takashi The study of Aerodynamics of the elastic cable ケーブルの空力弾性挙動に関する考察 The study of Aerodynamics of the elastic cable JWE : 日本風工学研究会誌, 71, 77-78 JWE : 日本風工学研究会誌, 71, 77-78 JWE : 日本風工学研究会誌, 71, 77-78 1997/04/30 Japanese Disclose to all
SHIGEMURA Yoshinori, MATSUMOTO Masaru, SHIRATO Hiromichi, DITO Yoshiyuki, KANAMURA Takashi 重村 好則, 松本 勝, 白土 博通, 大東 義志, 金村 宗 SHIGEMURA Yoshinori, MATSUMOTO Masaru, SHIRATO Hiromichi, DITO Yoshiyuki, KANAMURA Takashi Response Characteristics of Cables of Cable-Stayed Bridges with Various Structural Damping and Shape 構造減衰及び断面形状をパラメータとした斜張橋ケーブルの振動応答特性の評価 Response Characteristics of Cables of Cable-Stayed Bridges with Various Structural Damping and Shape JWE : 日本風工学研究会誌, 71, 79-80 JWE : 日本風工学研究会誌, 71, 79-80 JWE : 日本風工学研究会誌, 71, 79-80 1997/04/30 Japanese Disclose to all
MATSUMOTO Masaru, KANAMURA Takashi, DAITO Yoshiyuki, SAKUMA Satoru, INOUE Hiroo 松本 勝, 金村 宗, 大東 義志, 佐久間 智, 井上 浩男 MATSUMOTO Masaru, KANAMURA Takashi, DAITO Yoshiyuki, SAKUMA Satoru, INOUE Hiroo WIND-INDUCED BEHAVIOUR OF CABLES OF CABLE-STAYED BRIDGE AND ITS WAVELET ANALYSIS 実橋観測されたケーブルの空力弾性挙動とウェーブレット解析 WIND-INDUCED BEHAVIOUR OF CABLES OF CABLE-STAYED BRIDGE AND ITS WAVELET ANALYSIS 風工学シンポジウム論文集, 14, 389-394 風工学シンポジウム論文集, 14, 389-394 風工学シンポジウム論文集, 14, 389-394 1996/12 Refereed Japanese Disclose to all

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Title language:
Books etc
Author Author(Japanese) Author(English) Title Title(Japanese) Title(English) Publisher Publisher(Japanese) Publisher(English) Publication date Language Type Disclose
Takashi Kanamura 金村 宗 Takashi Kanamura A Supply and Demand Based Energy Pricing Model (In Marcel Prokopczuk, ed.: Energy Pricing Models: Recent Advances, Methods, and Tools) A Supply and Demand Based Energy Pricing Model (In Marcel Prokopczuk, ed.: Energy Pricing Models: Recent Advances, Methods, and Tools) A Supply and Demand Based Energy Pricing Model (In Marcel Prokopczuk, ed.: Energy Pricing Models: Recent Advances, Methods, and Tools) Palgrave Macmillan Palgrave Macmillan Palgrave Macmillan 2014/12 English Contributor Disclose to all
Title language:
Teaching subject(s)
Name(Japanese) Name(English) Term Department Period
グローバル問題解決学 Science for Solving Global Issues 前期 全学共通科目 2015/04-2016/03
エナジー・ファイナンス論 Energy Finance 前期 総合生存学館 2015/04-2016/03
リスクマネジメント論 Risk Management 後期 総合生存学館 2015/04-2016/03
ILASセミナー ILAS Seminar 前期 全学共通科目 2016/04-2017/03
特別研究Ⅰ(含国内インターンシップ) Special Research Seminar I 通年 総合生存学館 2016/04-2017/03
産官連携特別セミナー(熟議)Ⅱ Special lectures and discussion for leadership (Juku-gi)II 通年 総合生存学館 2016/04-2017/03
産官連携特別セミナー(熟議)Ⅰ Special lectures and discussion for leadership (Juku-gi)I 通年 総合生存学館 2016/04-2017/03
エナジー・ファイナンス論 Energy Finance 前期 総合生存学館 2016/04-2017/03
リスクマネジメント論 Risk Management 後期 総合生存学館 2016/04-2017/03
ILASセミナー ILAS Seminar 前期 全学共通科目 2017/04-2018/03
特別研究Ⅰ(含国内インターンシップ) Special Research Seminar I 通年 総合生存学館 2017/04-2018/03
産官連携特別セミナー(熟議)Ⅱ Special lectures and discussion for leadership (Juku-gi)II 通年 総合生存学館 2017/04-2018/03
産官連携特別セミナー(熟議)Ⅰ Special lectures and discussion for leadership (Juku-gi)I 通年 総合生存学館 2017/04-2018/03
エナジー・ファイナンス論 Energy Finance 前期 総合生存学館 2017/04-2018/03
リスクマネジメント論 Risk Management 後期 総合生存学館 2017/04-2018/03
ILASセミナー ILAS Seminar 前期 全学共通科目 2018/04-2019/03
熟議A Juku-giA 前期 総合生存学館 2018/04-2019/03
熟議B Juku-giB 後期 総合生存学館 2018/04-2019/03
産官連携特別セミナー(熟議)Ⅱ Special lectures and discussion for leadership (Juku-gi)II 通年 総合生存学館 2018/04-2019/03
総合生存学概論 Introduction to Advanced and Integrated Studies in Human Survivability 前期 総合生存学館 2018/04-2019/03
エナジー・ファイナンス論 Energy Finance 前期 総合生存学館 2018/04-2019/03
リスクマネジメント論 Risk Management 後期 総合生存学館 2018/04-2019/03
ILASセミナー ILAS Seminar 前期 全学共通科目 2019/04-2020/03
熟議A Juku-giA 前期 総合生存学館 2019/04-2020/03
熟議B Juku-giB 後期 総合生存学館 2019/04-2020/03
産官連携特別セミナー(熟議)Ⅱ Special lectures and discussion for leadership (Juku-gi)II 通年 総合生存学館 2019/04-2020/03
総合生存学概論 Introduction to Advanced and Integrated Studies in Human Survivability 前期 総合生存学館 2019/04-2020/03
エナジー・ファイナンス論 Energy Finance 前期 総合生存学館 2019/04-2020/03
リスクマネジメント論 Risk Management 後期 総合生存学館 2019/04-2020/03

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School management (title, position)
Title Period
点検・評価実行委員会 委員 2014/10/01-
大学評価委員会点検・評価実行委員会 委員 2014/10/01-
教職教育委員会教職科目連絡小委員会 委員 2016/04/01-2017/03/31
大学評価委員会点検・評価実行委員会 委員 2014/10/01-2018/03/31
学生総合支援センター管理運営委員会 委員 2019/04/01-2021/03/31
教職教育委員会教職科目連絡小委員会 委員 2019/04/01-2020/03/31
国際教育委員会企画運営委員会USRN小委員会 委員 2018/10/01-
京都大学教職教育委員会教職科目連絡小委員会 委員 2019/04/01-2020/03/31
Faculty management (title, position)
Title Period
総合生存学館自己点検・評価委員会副委員長 2019/04/01-2020/03/31
総合生存学館財務委員会委員 2017/04/01-2020/03/31
総合生存学館企画委員会委員 2018/04/01-2019/03/31
総合生存学館入試委員会委員 2017/04/01-2018/03/31
総合生存学館入試委員会副委員長 2018/04/01-2019/03/31
総合生存学館入試委員会委員 2019/04/01-2020/03/31
総合生存学館教務委員会副委員長 2017/04/01-2019/03/31
総合生存学館教務委員会委員 2019/04/01-2020/03/31
総合生存学館国際委員会委員 2019/04/01-2020/03/31
総合生存学館思修館プログラム委員会委員 2017/04/01-2020/03/31
総合生存学館ELP運営委員会委員 2017/04/01-2018/03/31

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Academic organizations (editor, editing team)
Organization name(Japanese) Organization name(English) Journal name(Japanese) Journal name(English) Title Period
Incisive Media The Journal of Energy Markets Associate Editor 2015/04/-
Elsevier Journal of Commodity Markets Associate Editor 2015/05/-
Frontiers Frontiers in Applied Mathematics and Statistics (Mathematical Finance) Associate Editor 2014/11/-
Taylor & Francis Energy Sources, Part B: Economics, Planning, and Policy Editorial Advisory Board 2018/01/-
Elsevier Heliyon Associate Editor 2018/09/-
Academic organizaions (peer-reviewer)
Organization name(Japanese) Organization name(English) Journal name(Japanese) Journal name(English) Period
Taylor & Francis Applied Mathematical Finance -
Springer Asia-Pacific Financial Markets -
Elsevier Automatica -
Taylor & Francis Climate Policy -
Elsevier Economic Modelling -
Elsevier Energy Economics -
Springer Energy Efficiency -
Taylor & Francis Energy Sources, Part B: Economics, Planning, and Policy -
Springer Environmental and Resource Economics -
Elsevier Journal of Banking & Finance -
Incisive Media The Journal of Energy Markets -
Wiley-Blackwell Journal of Futures Markets -
Emerald International Journal of Energy Sector Management -
Elsevier Research in International Business and Finance -
Taylor & Francis Quantitative Finance -
The International Association for Energy Economics The Energy Journal -
Elsevier Tourism Management -

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