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    (Last updated : 2020-03-30 10:04:06)
  NAKAJIMA Katsushi
   Department   College of International Management
   Position   Associate Professor
■ Education
1. 2007/04~2013/03 〔Doctoral course〕 Finance, Graduate School of International Corporate Strategy, Hitotsubashi University, Completed, Doctor of Philosophy in Finance
2. 2001/04~2003/03 〔Master degree program〕, 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/ Finance, Economic theory 
■ Books and theses
1. 2019/08 Article Commodity Spot and Futures Prices Under Supply, Demand, and Financial Trading: Single Input–Output Model Asia-Pacific Financial Markets  (Single) 
2. 2016/03 Article Commodity Spread Option with Cointegration Asia-Pacific Financial Markets 23(1),pp.1-44 (Collaboration) 
3. 2014/04 Book Commodity Investment Strategy  pp.189-209 (Collaboration) 
4. 2013/05 Article Emission Allowance as a Derivative on Commodity-Spread Asia-Pacific Financial Markets 20(2),pp.183-217 (Collaboration) 
5. 2012/11 Article A Cointegrated Commodity Pricing Model Journal of Futures Markets 32(11),pp.995–1033-995–1033 (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. 2020/01/09 The Dynamics of Commodity Spot, Forward, Futures Prices and Convenience Yield
2. 2019/12/18 A Binomial Asset Pricing Model in a Categorical Setting (Quantitative Methods in Finance 2019)
3. 2019/11/09 A Binomial Asset Pricing Model in a Categorical Setting (Yokohama National University and Nanzan University Joint Finance Workshop)
4. 2019/08/05 A Binomial Asset Pricing Model in a Categorical Setting (JAFFE 2019 Summer Meeting)
5. 2019/07/17 A Binomial Asset Pricing Model in a Categorical Setting (The 3rd KAFE-JAFEE International Conference on Financial Engineering)
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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
  kyoin_mail
■ Homepage
   https://sites.google.com/site/katsushinakajimaresearch/home