Research Programs: Industry Frontiers

Economic and Financial Analysis of Commodity Markets

Project Leader/Sub-Leader

OHASHI Kazuhiko

OHASHI Kazuhiko (Faculty Fellow)



This project analyzes commodity markets through the knowledge and methodology of finance in order to support the valuation, risk management, and investment decision making on commodities. More specifically, it focuses on the analyses of (1) characteristics of commodity prices, (2) price relations between commodities and other assets, e.g., stocks and bonds, (3) effects of commodity prices on macro-economies, (4) determinants of electricity prices in the Japan Electric Power Exchange (JEPX), and (5) relations between electricity deregulation and corporate finance.

August 22, 2016 - March 31, 2018

Major Research Results


RIETI Discussion Papers


RIETI Discussion Papers


RIETI Discussion Papers