Faculty Information - NAKAJIMA Katsushi

■ Education

1.	2007/04～2013/03	〔Doctorial Course〕 Finance, Graduate School of International Corporate Strategy, Hitotsubashi University, Completed, Doctor of Philosophy in Finance
2.	2001/04～2003/03	〔Master Course〕, Graduate School of Media and Governance, Keio University, Completed
3.	1997/04～2001/03	Faculty of General Policy, Keio University, Graduated

■ Message

Your future is what you make it. Good Luck!

■ Current specialized field

Money and Finance, Economic theory (Key Word：Finance, Asset pricing Theory, Comodity Price, General EquilibriumTheory , Mathematical Economics)

■ Books and theses

1.	2022/03	Article	Equilibrium pricing of commodity spot and forward under incomplete markets with implications on convenience yield Annals of Finance 18(1),pp.35-80 (Single)
2.	2020/07	Article	Generalized Filtration and Binomial Asset Pricing Model Operations Research pp.351-358 (Collaboration)
3.	2019/08	Article	Commodity Spot and Futures Prices Under Supply, Demand, and Financial Trading: Single Input–Output Model Asia-Pacific Financial Markets 27,pp.35-59 (Single)
4.	2016/03	Article	Commodity Spread Option with Cointegration Asia-Pacific Financial Markets 23(1),pp.1-44 (Collaboration)
5.	2014/04	Book	Commodity Investment Strategy pp.189-209 (Collaboration)
6.	2013/05	Article	Emission Allowance as a Derivative on Commodity-Spread Asia-Pacific Financial Markets 20(2),pp.183-217 (Collaboration)
7.	2012/11	Article	A Cointegrated Commodity Pricing Model Journal of Futures Markets 32(11),pp.995-1033 (Collaboration)
8.	2007/03	Article	Pricing Commodity Spread Options with Stochastic Term Structure of Convenience Yields and Interest Rates Asia-Pacific Financial Markets 14,pp.157-184 (Collaboration)
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■ Academic or professional association memberships

1.	2010/01	Japanese Association of Financial Econometrics and Engineering
2.	2009/05	Japanese Economic Association
3.	2008/04	Nippon Finance Association

■ Conference presentations

1.	2022/06/30	The Asset Pricing Consequences of Religious Beliefs and Social Norms (SIBR Conference on Interdisciplinary Business and Economics Research)
2.	2020/01/09	The Dynamics of Commodity Spot, Forward, Futures Prices and Convenience Yield
3.	2019/12/18	A Binomial Asset Pricing Model in a Categorical Setting (Quantitative Methods in Finance 2019)
4.	2019/11/09	A Binomial Asset Pricing Model in a Categorical Setting (Yokohama National University and Nanzan University Joint Finance Workshop)
5.	2019/08/05	A Binomial Asset Pricing Model in a Categorical Setting (JAFFE 2019 Summer Meeting)
6.	2019/07/17	A Binomial Asset Pricing Model in a Categorical Setting (The 3rd KAFE-JAFEE International Conference on Financial Engineering)
7.	2019/03/27	A Binomial Asset Pricing Model in a Categorical Setting (F部会)
8.	2019/03/01	A Binomial Asset Pricing Model in a Categorical Setting (The 1st SMU-TMU Joig-Workshop on Mathematical Finance and Financial Engineering)
9.	2018/08/29	Commodity Spot, Forward Prices, and Convenience Yield under Incomplete Market (71st European Meeting of the Econometric Society)
10.	2018/07/18	The Dynamics of Commodity Spot, Forward, Futures Prices and Convenience Yield (10th World Congress of The Bachelier Finance Society)
11.	2017/12/13	Commodity Spot, Forward Prices, and Convenience Yield under Incomplete Market (Quantitative Methods in Finance Conference 2017)
12.	2017/06/14	Commodity Spot, Forward Prices, and Convenience Yield under Incomplete Market (Commodity and Energy Markets Annual Meeting 2017)
13.	2017/02	Commodity Spot, Forward, and Futures Prices with a Firm's Optimal Strategy
14.	2016/12/15	The Dynamics of Commodity Spot and Futures Prices under Production, Storage, and Financial Trading (Quantitative Methods in Finance 2016)
15.	2016/08/09	The Dynamics of Commodity Spot and Futures Prices under Production, Storage, and Financial Trading (JAFEE 2016 夏季大会)
16.	2016/06/24	Commodity Spot and Futures Prices with a Firm's Optimal Strategy (The Energy and Commodity Finance Conference 2016)
17.	2016/05/22	Commodity Spot and Futures Prices with a Firm's Optimal Strategy (日本ファイナンス学会第24回大会)
18.	2015/12/15	Commodity Spot and Futures Prices under Supply, Demand, and Financial Trading (Quantitative Methods in Finance Conference 2015)
19.	2015/07/06	Commodity Spot and Futures Prices under Supply, Demand, and Financial Trading (Stochastics and Computational Finance 2015)
20.	2011/10/20	Analysing Emission Allowance as a Derivative on Commodity-Spread (2011 Financial Management Association Annual Meeting)
21.	2011/03/03	Pricing of Emission Allowance as a Derivative on Commodity-Spread (2011 Midwest Finance Association Annual Meeting)
22.	2010/12/18	Pricing of Emission Allowance as a Derivative on Commodity-Spread (The 1st International Workshop on Finance and Accounting Research in the Asian Pacific Region)
23.	2009/10	Cointegrated Commodity Pricing Model (2009 FMA Annual Meeting)
24.	2009/08/05	Cointegrated Commodity Pricing Model (Horiba International Conference 2009 Far East and South Asia Meeting of the Econometric Society)
25.	2009/07	Cointegrated Commodity Pricing Model (Asian Finance Association International Conference 2009)
26.	2008/07/06	Pricing of Emission Allowance Derivatives (2008 FMA/AsianFA/NFA Doctoral Student Consortium)
27.	2005/12/16	Pricing Commodity Spread Options with Stochastic Term Structure of Convenience Yields and Interest Rates (Quantitative Methods in Finance 2005 Conference)
28.	2005/07/21	Pricing Commodity Spread Options with Stochastic Term Structure of Convenience Yields and Interest Rates (2005 Daiwa International Workshop on Financial Engineering)
29.	2005/03/14	Pricing Commodity Spread Options with Stochastic Term Structure of Convenience Yields and Interest Rates (The 7th JAFEE International Conference)
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■ Research topic, funded research and KAKENHI

1.	2014/04～2016/03	A theoretical and empirical analysis on convenience yield and storage for commodity price (Key Word : )
2.	2003	Commodity pricing theory (Key Word : Asset pricing theory, commodity price, equilibrium, stochastic analysis, time series analysis)

■ Committee and society

1.

2019/08～

Asia-Pacific Financial Markets Associate Editor

■ E-Mail address

■ Homepage

https://researchmap.jp/katsushi-nakajima?lang=en

https://sites.google.com/site/katsushinakajimaresearch/home

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