Ryuta Sakemoto : Citation Profile


Are you Ryuta Sakemoto?

Okayama University (90% share)
Keio University (10% share)

4

H index

1

i10 index

45

Citations

RESEARCH PRODUCTION:

12

Articles

6

Papers

RESEARCH ACTIVITY:

   6 years (2016 - 2022). See details.
   Cites by year: 7
   Journals where Ryuta Sakemoto has often published
   Relations with other researchers
   Recent citing documents: 33.    Total self citations: 5 (10 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psa1540
   Updated: 2023-01-28    RAS profile: 2022-11-20    
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Relations with other researchers


Works with:

Byrne, Joseph (8)

Authors registered in RePEc who have co-authored more than one work in the last five years with Ryuta Sakemoto.

Is cited by:

GUPTA, RANGAN (3)

Esposti, Roberto (3)

Vo, Xuan Vinh (2)

Salisu, Afees (2)

Raheem, Ibrahim (2)

Ji, Qiang (2)

faff, robert (1)

Mishra, Anil (1)

Wohar, Mark (1)

Odei-Mensah, Jones (1)

Oliyide, Johnson (1)

Cites to:

Sarno, Lucio (59)

Schrimpf, Andreas (34)

Schmeling, Maik (29)

Menkhoff, Lukas (29)

Verdelhan, Adrien (23)

Campbell, John (22)

Jagannathan, Ravi (16)

Roussanov, Nikolai (16)

Lustig, Hanno (16)

Rossi, Barbara (15)

Nagel, Stefan (15)

Main data


Where Ryuta Sakemoto has published?


Journals with more than one article published# docs
Journal of International Money and Finance2
Finance Research Letters2
Journal of International Financial Markets, Institutions and Money2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany6

Recent works citing Ryuta Sakemoto (2022 and 2021)


YearTitle of citing document
2022DATING COMMON COMMODITY PRICE AND INFLATION SHOCKS WITH ALTERNATIVE APPROACHES. (2022). Esposti, Roberto. In: Working Papers. RePEc:anc:wpaper:469.

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2022WHO MOVES FIRST? COMMODITY PRICE INTERDEPENDENCE THROUGH TIME-VARYING GRANGER CAUSALITY. (2022). Esposti, Roberto. In: Working Papers. RePEc:anc:wpaper:471.

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2021Stock and Bond Return Comovement as a Different Way to Assess Information Content: The Case of Debt Covenant Violation Disclosures. (2021). Lont, David ; Purdon, Kurt ; Griffin, Paul A. In: Abacus. RePEc:bla:abacus:v:57:y:2021:i:1:p:101-125.

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2022Commodity Price Effects on Currencies. (2022). Wang, Wenhao ; Cheung, Yin-Wong. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9967.

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2022The existence of flight-to-quality under extreme conditions: Evidence from a nonlinear perspective in Chinese stocks and bonds sectors. (2022). Peng, Cheng ; Wang, Gangjin ; Su, Xiaojian ; Deng, Chao. In: Economic Modelling. RePEc:eee:ecmode:v:113:y:2022:i:c:s0264999322001419.

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2021Effects of idiosyncratic jumps and co-jumps on oil, gold, and copper markets. (2021). Gözgör, Giray ; Xu, Bing ; Marco, Chi Keung ; Gozgor, Giray ; Semeyutin, Artur. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s014098832100517x.

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2022High-dimensional CoVaR network connectedness for measuring conditional financial contagion and risk spillovers from oil markets to the G20 stock system. (2022). Hussain, Nazim ; Ji, Qiang ; Fan, Ying ; Liu, Bing-Yue. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321005946.

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2022Oil and gold as a hedge and safe-haven for metals and agricultural commodities with portfolio implications. (2022). Kang, Sang Hoon ; Suleman, Muhammad Tahir ; Arif, Muhammad ; Hasan, Mudassar ; Naeem, Muhammad Abubakr. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321006022.

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2022Geopolitical risk and dynamic connectedness between commodity markets. (2022). Xu, Jun ; Gong, XU. In: Energy Economics. RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322001979.

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2021Connectedness structures of sovereign bond markets in Central and Eastern Europe. (2021). Karkowska, Renata ; Urjasz, Szczepan. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521920302866.

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2021Assessing the safe haven property of the gold market during COVID-19 pandemic. (2021). Vo, Xuan Vinh ; Salisu, Afees ; Raheem, Ibrahim. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000090.

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2021Spillovers and connectedness between major precious metals and major currency markets: The role of frequency factor. (2021). Vo, Xuan Vinh ; Kang, Sang Hoon ; Yoon, Seong-Min ; Hernandez, Jose Arroeola ; Mensi, Walid. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000156.

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2021Covid-19 pandemic and tail-dependency networks of financial assets. (2021). Sensoy, Ahmet ; Nguyen, Duc Khuong ; Do, Hung Xuan ; Le, Trung Hai. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320316147.

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2022Commodity tail-risk and exchange rates. (2022). Rillo, Giovanni ; Bondatti, Massimiliano. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612322001994.

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2021Economic policy uncertainty and the volatility connectedness between oil shocks and metal market: An extension. (2021). Khan, Muhammad A ; Adekoya, Oluwasegun B ; Oliyide, Johnson A. In: International Economics. RePEc:eee:inteco:v:167:y:2021:i:c:p:136-150.

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2021To hedge or not to hedge: Carry trade dynamics in the emerging economies. (2021). Ozyildirim, Suheyla ; Geyiki, Utku Bora. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000779.

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2022Revisiting the PPP puzzle: Nominal exchange rate rigidity and region of inaction. (2022). Choi, Jae Hoon ; Song, Seongho. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:78:y:2022:i:c:s1042443122000300.

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2021Attractive and non-attractive currencies. (2021). Marsh, Ian W ; James, Jessica ; Dupuy, Philippe. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302096.

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2021On the long-term common movement of resource and commodity prices.A methodological proposal. (2021). Esposti, Roberto. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000271.

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2021Clustering commodity markets in space and time: Clarifying returns, volatility, and trading regimes through unsupervised machine learning. (2021). Vo, Xuan Vinh ; Ur, Mobeen ; Chen, James Ming. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001768.

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2022Time-varying spillovers between trade policy uncertainty and precious metal markets: Evidence from China-US trade conflict. (2022). Qu, Jingxiao ; Ren, Xiaohang ; Huang, Yuxin ; Chen, Jinyu. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722000289.

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2022Multiscale dependence, spillovers, and connectedness between precious metals and currency markets: A hedge and safe-haven analysis. (2022). Kang, Sanghoon ; Vo, Xuan Vinh ; Mahmood, Syed Riaz ; Mensi, Walid. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722002008.

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2022A novel hybrid model integrating modified ensemble empirical mode decomposition and LSTM neural network for multi-step precious metal prices prediction. (2022). Lin, Zixiao ; Liao, Qidong ; Tan, Bin ; Yu, Yuanyuan. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003294.

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2022Good oil volatility, bad oil volatility, and stock return predictability. (2022). Wang, Yudong ; Xiao, Jihong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:80:y:2022:i:c:p:953-966.

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2021Oil market uncertainty and excess returns on currency carry trade. (2021). Yin, Libo ; Mo, Xuan ; Su, Zhi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:56:y:2021:i:c:s027553192100012x.

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2021Multiscale stock-bond correlation: Implications for risk management. (2021). McMillan, David ; Alomari, Mohammad ; al Rababaa, Abdel Razzaq. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000568.

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2021Silver in Equity Portfolio Risk Optimization: Polish Investor Perspective. (2021). Pruchnicka-Grabias, Izabela. In: European Research Studies Journal. RePEc:ers:journl:v:xxiv:y:2021:i:3:p:716-728.

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2021Carry Trade Returns and Segmented Risk Pricing. (2021). Schulze, Gordon. In: Atlantic Economic Journal. RePEc:kap:atlecj:v:49:y:2021:i:1:d:10.1007_s11293-021-09698-2.

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2021Who’s behind the wheel? The role of social and media news in driving the stock–bond correlation. (2021). Alkhataybeh, Ahmad ; El-Nader, Ghaith ; al Rababaa, Abdel Razzaq ; Alomari, Mohammad. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:57:y:2021:i:3:d:10.1007_s11156-021-00967-4.

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2021Assessing the safe haven property of the gold market during COVID-19 pandemic. (2021). Salisu, Afees ; Raheem, Ibrahim ; Vo, Xuan. In: MPRA Paper. RePEc:pra:mprapa:105353.

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2021Is gold a safe haven for the dynamic risk of foreign exchange?. (2021). Lee, Yuan-Ming ; Thi, Thanh-Binh Nguyen ; Wang, Kuan-Min. In: Future Business Journal. RePEc:spr:futbus:v:7:y:2021:i:1:d:10.1186_s43093-021-00101-9.

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2022Industry market reaction to natural disasters: do firm characteristics and disaster magnitude matter?. (2022). faff, robert ; Malik, Ihtisham A. In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards. RePEc:spr:nathaz:v:111:y:2022:i:3:d:10.1007_s11069-021-05164-z.

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2022Are cryptocurrencies connected to gold? A wavelet?based quantile?in?quantile approach. (2022). Odei-Mensah, Jones ; Kumah, Seyram Pearl. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:3:p:3640-3659.

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Works by Ryuta Sakemoto:


YearTitleTypeCited
2019Currency carry trades and the conditional factor model In: International Review of Financial Analysis.
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article0
2018Do precious and industrial metals act as hedges and safe havens for currency portfolios? In: Finance Research Letters.
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article20
2022Cryptocurrency network factors and gold In: Finance Research Letters.
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article0
2018Common information in carry trade risk factors In: Journal of International Financial Markets, Institutions and Money.
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article5
2016Common Information in Carry Trade Risk Factors.(2016) In: MPRA Paper.
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This paper has another version. Agregated cites: 5
paper
2021The conditional volatility premium on currency portfolios In: Journal of International Financial Markets, Institutions and Money.
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article1
2022The time-varying risk price of currency portfolios In: Journal of International Money and Finance.
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article0
2019Carry trades and commodity risk factors In: Journal of International Money and Finance.
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article4
2017Carry Trades and Commodity Risk Factors.(2017) In: MPRA Paper.
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This paper has another version. Agregated cites: 4
paper
2018Co-movement between equity and bond markets In: International Review of Economics & Finance.
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article8
2020Direct Estimation of Lead–Lag Relationships Using Multinomial Dynamic Time Warping In: Asia-Pacific Financial Markets.
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article0
2020Commodity price co-movement: heterogeneity and the time-varying impact of fundamentals In: European Review of Agricultural Economics.
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article5
2017Commodity Price Co-movement: Heterogeneity and the Time Varying Impact of Fundamentals.(2017) In: MPRA Paper.
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This paper has another version. Agregated cites: 5
paper
2018The intertemporal relation between expected returns and conditional correlations between precious metals and the stock market In: Economics and Business Letters.
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article1
2021Economic Evaluation of Cryptocurrency Investment In: MPRA Paper.
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paper0
2017The Time-Varying Risk Price of Currency Carry Trades In: MPRA Paper.
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paper1
2020The Conditional Risk and Return Trade-Off on Currency Portfolios In: MPRA Paper.
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paper0
2022Multi?scale inter?temporal capital asset pricing model In: International Journal of Finance & Economics.
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article0

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