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Endogenous determination of the degree of market-incompleteness in futures innovation
Ōhashi, Kazuhiko - In: Journal of economic theory 65 (1995) 1, pp. 198-217
Persistent link: https://www.econbiz.de/10001178557
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Optimal futures innovation in a dynamic economy : the discrete-time case
Ōhashi, Kazuhiko - In: Journal of economic theory 74 (1997) 2, pp. 448-465
Persistent link: https://www.econbiz.de/10001219701
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When should a CAT index futures be created?
Ōhashi, Kazuhiko (contributor) - 2003 - [Elektronische Ressource]
Traditionally, insurance risks are borne in reinsurance markets. In 1990s, however, after the sequence of huge natural disasters and huge insurance payments, the reinsurance markets reduced its capability to bear risks, especially those related to catastrophic natural disasters....
Persistent link: https://www.econbiz.de/10001751265
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On transition probabilities of regime switching in electricity prices
Kanamura, Takashi; Ōhashi, Kazuhiko - In: Energy economics 30 (2008) 3, pp. 1158-1172
Persistent link: https://www.econbiz.de/10003744850
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Pricing summer day options by good-deal bounds
Kanamura, Takashi; Ōhashi, Kazuhiko - In: Energy economics 31 (2009) 2, pp. 289-297
Persistent link: https://www.econbiz.de/10003832251
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Incentives to issue low-quality securitized products in the OTD business model
Hattori, Masazumi; Ōhashi, Kazuhiko - 2009
Persistent link: https://www.econbiz.de/10003908066
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A structural model for electricity prices with spikes : measurement of spike risk and optimal policies for hydropower plant operation
Kanamura, Takashi; Ōhashi, Kazuhiko - In: Energy economics 29 (2007) 5, pp. 1010-1032
Persistent link: https://www.econbiz.de/10003603299
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Detrimental effects of retention regulation : incentives for loan screening in securitization under asymmetric information
Hattori, Masazumi; Ōhashi, Kazuhiko - 2011
Persistent link: https://www.econbiz.de/10009311828
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The relative asset pricing model : implications for asset allocation, rebalancing and asset pricing
Muralidhar, Arun S.; Ōhashi, Kazuhiko; Shin, Sunghwan - In: The Journal of financial perspectives 3 (2015) 1, pp. 115-128
Persistent link: https://www.econbiz.de/10011372859
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Increasing trends in the excess comovement of commodity prices
Ōhashi, Kazuhiko; Okimoto, Tatsuyoshi - 2013
Persistent link: https://www.econbiz.de/10009750385