Tatsuyoshi Okimoto : Citation Profile

Keio University

11

H index

14

i10 index

877

Citations

RESEARCH PRODUCTION:

32

Articles

36

Papers

3

Chapters

RESEARCH ACTIVITY:

   17 years (2007 - 2024). See details.
   Cites by year: 51
   Journals where Tatsuyoshi Okimoto has often published
   Relations with other researchers
   Recent citing documents: 129.    Total self citations: 34 (3.73 %)

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   Permalink: http://citec.repec.org/pok16
   Updated: 2026-01-03    RAS profile: 2024-04-07    
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Relations with other researchers

Works with:

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

Is cited by:

GUPTA, RANGAN (16)

Gil-Alana, Luis (16)

Kitao, Sagiri (14)

Tiwari, Aviral (13)

Uddin, Gazi (12)

Miller, Stephen (12)

Canarella, Giorgio (11)

Nautz, Dieter (10)

Koeda, Junko (8)

Rubaszek, Michał (7)

Yamada, Tomoaki (7)

Cites to:

Pesaran, Mohammad (39)

Hamilton, James (38)

Kilian, Lutz (31)

Gilchrist, Simon (28)

Dees, Stephane (28)

Holly, Sean (24)

Smith, L. Vanessa (24)

Teräsvirta, Timo (22)

Castelnuovo, Efrem (21)

Zakrajšek, Egon (21)

Caggiano, Giovanni (19)

Main data

Where Tatsuyoshi Okimoto has published?

Journals with more than one article published# docs
Journal of the Japanese and International Economies5
International Review of Financial Analysis4
Journal of International Financial Markets, Institutions and Money2
Journal of Banking & Finance2
Journal of International Money and Finance2
Energy Economics2
Journal of Commodity Markets2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany2
NBER Working Papers / National Bureau of Economic Research, Inc2

Recent works citing Tatsuyoshi Okimoto (2025 and 2024)

YearTitle of citing document
2024Replikacja szerokiego rynku akcji Giełdy Papierów Wartościowych w Warszawie (GPW S. A.) z wykorzystaniem indeksu inwestycji odpowiedzialnych społecznie WIG-ESG. (2024). Tomaszewski, Jacek. In: Gospodarka Narodowa-The Polish Journal of Economics. RePEc:ags:polgne:360589.

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2024On the Time-Varying Structure of the Arbitrage Pricing Theory using the Japanese Sector Indices. (2024). Noda, Akihiko ; Moriya, Koichiro. In: Papers. RePEc:arx:papers:2305.05998.

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2024Navigating Market Turbulence: Insights from Causal Network Contagion Value at Risk. (2024). Cook, Samantha ; Rigana, Katerina ; Wit, Ernst C. In: Papers. RePEc:arx:papers:2402.06032.

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2024MSTest: An R-Package for Testing Markov Switching Models. (2024). Rodriguez-Rondon, Gabriel ; Dufour, Jean-Marie. In: Papers. RePEc:arx:papers:2411.08188.

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2024Assessing the long-term impact of macroeconomic and environment dynamics: Does sustainable energy production shape the environmental landscape of south ASIAN nations?. (2024). Waris, Umra ; Sri, Pallavi. In: Energy Technologies and Environment. RePEc:bba:j00006:v:2:y:2024:i:1:p:14-31:d:319.

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2024The Role of Oscillations in Macroeconomic and Financial Factors in the Production of Renewable Energy: A Case Study of Selected South Asian Economies. (2024). Ali, Shahid. In: Energy Technologies and Environment. RePEc:bba:j00006:v:2:y:2024:i:3:p:1-16:d:339.

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2025Energy price shocks and their effects on the main macroeconomic variables: a Bayesian SVAR analysis. (2025). Lilla, Francesca ; Infante, Luigi ; Pasetto, Michela E. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_926_25.

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2024Testing for time‐varying nonlinear dependence structures: Regime‐switching and local Gaussian correlation. (2024). Stve, Brd ; Maruotti, Antonello ; Bacri, Timothe ; Gundersen, Kristian ; Hlleland, Sondre ; Bulla, Jan. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:51:y:2024:i:3:p:1012-1060.

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2025Labor Cost Passthrough: Evidence from Japanese Long-term Subnational Data. (2025). Kido, Yosuke ; Suita, Kotaro. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp25e05.

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2025Aging, Population Projections, and Public Pensions. (2025). Imrohoroglu, Selahattin. In: CIGS Working Paper Series. RePEc:cnn:wpaper:25-018e.

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2024Gas price shocks and euro area inflation. (2024). Ferrari Minesso, Massimo ; Adolfsen, Jakob ; Mork, Jente Esther ; van Robays, Ine. In: Working Paper Series. RePEc:ecb:ecbwps:20242905.

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2024Robust portfolio selection with subjective risk aversion under dependence uncertainty. (2024). Li, Yuhan ; Su, Xiaoshan. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999324000233.

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2025Assessing the efficacy of mitigation strategies on the COVID-19 outbreak. (2025). Errico, Lucia ; Sonmez, Sinem ; Silipo, Damiano B ; Rondinella, Sandro. In: Economic Modelling. RePEc:eee:ecmode:v:145:y:2025:i:c:s0264999325000100.

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2025Cross-country risk spillovers: A FHM factor copula approach. (2025). Chen, Zhenlong ; Hao, Xiaozhen ; Chang, Jing. In: Economic Modelling. RePEc:eee:ecmode:v:150:y:2025:i:c:s026499932500118x.

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2024Unraveling the multiscale comovement of green bonds and structural shocks: An oil-driven analysis. (2024). Vo, Xuan Vinh ; Ghardallou, Wafa ; Zeitun, Rami ; Nautiyal, Neeraj ; Ur, Mobeen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000470.

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2024Dynamic linkages and contagion effects: Analyzing the linkages between crude oil prices, US market sector indices and energy markets. (2024). Koczar, Monika W ; Jareo, Francisco ; Escribano, Ana. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001724.

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2025Dynamic connectedness of climate risks, oil shocks, and China’s energy futures market: Time-frequency evidence from Quantile-on-Quantile regression. (2025). Wang, Nairong ; Zhu, Huiming ; Ren, Yinghua. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824001888.

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2025Going Green: Effect of green bond issuance on corporate debt financing costs. (2025). Lv, Dayong ; Li, Chengyu ; Ruan, Qingsong ; Wei, Xiaokun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002249.

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2024Climate risk performance and returns integration of Chinese listed energy companies. (2024). Zhang, Yunhan ; Li, Yan ; Zhao, Wanli ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007703.

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2024A global perspective on the nexus between energy and stock markets in light of the rise of renewable energy. (2024). PETITJEAN, Mikael ; Ansaram, Karishma. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324001142.

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2024Forecasting of clean energy market volatility: The role of oil and the technology sector. (2024). Lyócsa, Štefan ; Lyocsa, Tefan ; Todorova, Neda. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001592.

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2024Examining connections between the fourth industrial revolution and energy markets. (2024). Elsayed, Ahmed ; Billah, Syed ; Hadhri, Sinda ; Goodell, John W. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001841.

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2024Credit default swaps and corporate carbon emissions in Japan. (2024). Okimoto, Tatsuyoshi ; Takaoka, Sumiko. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002123.

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2024Pricing behavior of clean energy stocks? Some trading implications. (2024). Narayan, Paresh Kumar. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002986.

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2024Energy transition and non-energy firms’ financial performance: Do markets value capability-based energy transition strategies?. (2024). Sirin, Selahattin Murat ; Yilmaz, Berna N. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003669.

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2024Do climate risks affect dirty–clean energy stock price dynamic correlations?. (2024). Wu, Zhige ; Tang, Yixuan ; Li, DI. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004213.

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2024Alternative monetary policies and renewable energy stock returns. (2024). Gordo, Natali ; Morley, Bruce ; Hunt, Alistair. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004481.

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2024Political connections and investment efficiency of renewable energy enterprises: The role of marketization. (2024). Lee, Chien-Chiang ; Zheng, Weijia ; Zhang, Mingming. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006261.

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2024Dynamic connectedness in the higher moments between clean energy and oil prices. (2024). Pham, Linh ; Hao, Wei. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006959.

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2025A critique of the inappropriate interpretation of the quantile connectedness approach by Ando et al. (2022). (2025). Tripathi, Abhinava ; Jha, Ravi Raushan ; Vadhava, Charu. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325001148.

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2025Impact of oil prices on key energy mineral prices: Fresh evidence from quantile and wavelet approaches. (2025). Yoon, Seong-Min ; Jiang, Zhuhua ; Dong, Xiyong. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002853.

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2024Is gold a preferable diversifier of cleaner equity risk across diverse scenarios? Evidence from multidimensional connectedness and spillover measures. (2024). Sahay, Arvind ; Shah, Adil Ahmad. In: Energy. RePEc:eee:energy:v:305:y:2024:i:c:s0360544224021856.

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2024Macro-financial transmission of global oil shocks to BRIC countries — International financial (uncertainty) conditions matter. (2024). Yildirim, Zekeriya ; Guloglu, Hasan. In: Energy. RePEc:eee:energy:v:306:y:2024:i:c:s0360544224020711.

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2024Extreme downside risk connectedness between green energy and stock markets. (2024). Alomari, Mohammed ; el Khoury, Rim ; Mensi, Walid ; Vo, Xuan Vinh ; Kang, Sang Hoon. In: Energy. RePEc:eee:energy:v:312:y:2024:i:c:s0360544224032535.

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2025Heterogeneous housing bubbles and monetary policy. (2025). Duan, Kun ; Zhang, Liya ; Chen, Shuyun ; Urquhart, Andrew. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925001668.

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2025Green bonds & clean energy in sustainable finance: Evidence from DCC-GARCH connectedness. (2025). PORCHER, Thomas ; Michaelides, Panayotis ; Konstantakis, Konstantinos ; Prelorentzos, Arsenios-Georgios N ; Koulmas, Pavlos. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002558.

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2024Attractiveness of clean energy stocks in Europe. (2024). Zkan, Ayegl Ukun ; Sanin, Maria Eugenia. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005301.

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2025Tail risk contagion and multiscale spillovers in the green finance index and large US technology stocks. (2025). Zeng, Hongjun ; Abedin, Mohammad Zoynul ; Ma, Shenglin ; Lucey, Brian. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s105752192400797x.

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2024Impact of media hype and fake news on commodity futures prices: A deep learning approach over the COVID-19 period. (2024). Sensoy, Ahmet ; Goodell, John W ; Mahapatra, Biplab ; Banerjee, Ameet Kumar. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323010309.

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2024Corporate credit risk and bond yield spreads: Market reactions to the spreads. (2024). Dong, Xueqin ; Dai, Haiyan ; Xue, Fang. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009632.

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2024Dynamics of persistence in Brazilian economic uncertainty, expectation, and confidence indexes. (2024). de Freitas, Mateus Gonzalez ; de Oliveira, Guilherme. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324012996.

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2025Sustainability labels matter. (2025). Busch, Timo ; Kolling, Christopher. In: Finance Research Letters. RePEc:eee:finlet:v:73:y:2025:i:c:s1544612324016386.

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2025Exploring the correlation between financial leverage and corporate bond credit spreads. (2025). Chen, Shasha ; Yang, Qing ; Lin, ZI. In: Finance Research Letters. RePEc:eee:finlet:v:75:y:2025:i:c:s1544612325001205.

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2025Strengthening provincial export resilience through the digital economy: Analysis of impacts, global value chain integration, and regional disparities in China. (2025). Xiao, Biyun ; Li, Haibo. In: Finance Research Letters. RePEc:eee:finlet:v:76:y:2025:i:c:s1544612325002545.

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2025Sustainable yet similar: Challenging the performance and risk assumptions of sustainable market indices. (2025). Klein, Christian ; Leifhelm, Mathis ; Scholz, Peter. In: Finance Research Letters. RePEc:eee:finlet:v:77:y:2025:i:c:s1544612325002363.

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2025What does green bond prospectus communicate about credit spread?. (2025). Sharma, Udayan. In: Finance Research Letters. RePEc:eee:finlet:v:79:y:2025:i:c:s1544612325005306.

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2025ETF effects: The role of primary versus secondary market activities. (2025). Marta, Thomas ; Comerton-Forde, Carole. In: Journal of Financial Markets. RePEc:eee:finmar:v:75:y:2025:i:c:s1386418125000230.

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2024Macroprudential policy and systemic risk in G20 nations. (2024). Narayan, Shivani ; Kumar, Dilip. In: Journal of Financial Stability. RePEc:eee:finsta:v:75:y:2024:i:c:s1572308924001256.

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2025The green transition and tech firms financial performance: Insights from patent data. (2025). ŞİRİN, Selahattin ; Sirin, Selahattin Murat. In: Global Finance Journal. RePEc:eee:glofin:v:65:y:2025:i:c:s1044028325000390.

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2024Comparing and quantifying tail dependence. (2024). Siburg, Karl Friedrich ; Weiss, Gregor ; Strothmann, Christopher. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:118:y:2024:i:c:p:95-103.

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2024Detecting the risk of cross-product manipulation in the EUREX fixed income futures market. (2024). Stenfors, Alexis ; Mere, Peter ; Dilshani, Kaveesha ; Guo, Andy. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000507.

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2024The nexus of conventional, religious and ethical indexes during crisis. (2024). Ahelegbey, Daniel Felix ; Essanaani, Yassine ; Abdelsalam, Omneya. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:95:y:2024:i:c:s1042443124000933.

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2024Dependence of green energy markets on big data and other fourth industrial revolution technologies. (2024). Vigne, Samuel ; Urom, Christian ; Ndubuisi, Gideon ; Guesmi, Khaled ; Benkraiem, Ramzi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:96:y:2024:i:c:s1042443124001276.

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2024Gas price shocks and euro area inflation. (2024). Ferrari Minesso, Massimo ; Adolfsen, Jakob ; van Robays, Ine ; Mork, Jente Esther. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:149:y:2024:i:c:s0261560624001700.

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2024ETFs and tail dependence: Evidence from Chinese stock market. (2024). Ning, Wei ; Zhao, Jiahua ; Jiang, Fuwei. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:149:y:2024:i:c:s0261560624001815.

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2024The effects of large-scale equity purchases during the coronavirus pandemic. (2024). Fukuda, Shin-Ichi ; Tanaka, Mariko. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:71:y:2024:i:c:s0889158323000588.

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2025Japans inflation under global inflation synchronization. (2025). Kido, Yosuke ; Fukunaga, Ichiro ; Suita, Kotaro. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:77:y:2025:i:c:s0889158325000176.

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2025Short-run and long-run consequences of unconventional monetary policy in Japan. (2025). Fukuda, Shin-Ichi. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:77:y:2025:i:c:s0889158325000243.

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2024Quantile coherency across bonds, commodities, currencies, and equities. (2024). Stenvall, David ; lucey, brian ; Rahman, Md Lutfur ; Uddin, Gazi Salah. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000697.

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2024Oil jump tail risk as a driver of inflation dynamics. (2024). Karadimitropoulou, Aikaterini ; Ferrara, Laurent ; Triantafyllou, Athanasios. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000539.

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2025Commodity correlation risk. (2025). Sakemoto, Ryuta ; Byrne, Joseph P. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000170.

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2025Asymmetric threshold effects of economic growth on renewable energy in response to energy price fluctuations. (2025). Boulanouar, Zakaria ; ben Mahjoub, Lassaad ; Farid, Saqib ; Essid, Lobna. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:31:y:2025:i:c:s1703494925000143.

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2025On the dynamic interdependence between risk factors and clean energy stock prices. (2025). , Mohamed. In: Resources Policy. RePEc:eee:jrpoli:v:105:y:2025:i:c:s0301420725001370.

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2024Asymmetric impacts of coal prices, fintech, and financial stress on clean energy stocks. (2024). Liu, Yongtuan ; Wang, Kewei. In: Resources Policy. RePEc:eee:jrpoli:v:92:y:2024:i:c:s0301420724003210.

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2024Threat or opportunity? Unveiling the impact of population aging on corporate labor investment efficiency. (2024). Shen, Yongjian ; Li, Weiping ; Lan, Meng ; Jiang, Dequan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x24000738.

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2024Can geopolitical risks impact the long-run correlation between crude oil and clean energy markets? Evidence from a regime-switching analysis. (2024). Chen, Zhuoyi ; Liu, Yuanyuan ; Zhang, Hongwei. In: Renewable Energy. RePEc:eee:renene:v:229:y:2024:i:c:s0960148124008425.

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2024Asymmetric effects of commodity and stock market on Chinese green market: Evidence from wavelet-based quantile-on-quantile approach. (2024). Zhang, Shasha ; Niu, Hongli. In: Renewable Energy. RePEc:eee:renene:v:230:y:2024:i:c:s0960148124008620.

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2024Dynamic correlation among renewable energy, technology, and carbon markets: Evidence from a novel nonparametric time-frequency approach. (2024). Olasehinde-Williams, Godwin ; Olanipekun, Ifedolapo Olabisi ; Ozkan, Oktay. In: Renewable Energy. RePEc:eee:renene:v:237:y:2024:i:pb:s096014812401735x.

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2025Is it just green? Asymmetry behavior of returns in green investments. (2025). Vo, Xuan Vinh ; Nautiyal, Neeraj ; Ur, Mobeen. In: International Review of Economics & Finance. RePEc:eee:reveco:v:100:y:2025:i:c:s1059056025002515.

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2024On the transmission mechanism between the inventory arbitrage activity, speculative activity and the commodity price under the US QE policy: Evidence from a TVP-VAR model. (2024). Alexiou, Constantinos ; Yao, Wei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1054-1072.

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2024Connectedness between (un)conventional monetary policy and islamic and advanced equity markets: A returns and volatility spillover analysis. (2024). Umar, Zaghum ; Phiri, Andrew ; Teplova, Tamara ; Choi, Sun-Yong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:348-363.

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2024Exogenous oil supply shocks and global agricultural commodity prices: The role of biofuels. (2024). Qiu, Feng ; Zhang, Xindon ; Guo, Xiaoying ; Li, Changhong ; Wei, Yanfeng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:394-414.

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2024Interdependence and spillovers between big oil companies and regional and global energy equity markets. (2024). Yoon, Seong-Min ; Arreola Hernandez, Jose ; Hanif, Waqas ; Kang, Sang Hoon ; Boako, Gideon. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:451-469.

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2025Dynamic asymmetric tail dependence structure among multi-asset classes for portfolio management: Dynamic skew-t copula approach. (2025). Ito, Kakeru. In: International Review of Economics & Finance. RePEc:eee:reveco:v:97:y:2025:i:c:s1059056024007160.

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2025Resilience or returns: Assessing green equity index performance across market regimes. (2025). Thuy, An Thi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:97:y:2025:i:c:s1059056024008232.

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2024Dynamic spillover between oil price shocks and technology stock indices: A country level analysis. (2024). Umar, Zaghum ; Manel, Youssef ; Gubareva, Mariya ; Mokni, Khaled. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000230.

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2024Sequential management of energy and low-carbon portfolios. (2024). Gargallo, Pilar ; Salvador, Manuel ; Lample, Luis ; Miguel, Jesus A. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000564.

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2024Investment modeling between energy futures and responsible investment. (2024). Sawarn, Ujjawal ; Nandan, Tanuj ; Soni, Rajat Kumar. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001661.

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2024Connectedness with commodities in emerging markets: ESG leaders vs. conventional indexes. (2024). de Boyrie, Maria E ; Pavlova, Ivelina. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002496.

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2025Measuring multi-scale risk contagion between crude oil, clean energy, and stock market: A MODWT-Vine-copula method. (2025). Zhu, Huiming ; Chen, Yaling ; Liu, Yinpeng. In: Research in International Business and Finance. RePEc:eee:riibaf:v:75:y:2025:i:c:s0275531925000467.

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2025Quantile connectedness among climate policy uncertainty, news sentiment, oil and renewables in China. (2025). Cheung, Adrian ; Yan, Wan-Lin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:76:y:2025:i:c:s0275531925000704.

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2025Exploring nonlinear tail dependencies: Cryptocurrencies, stablecoins, and commodity markets amid monetary shifts. (2025). Guven, Murat ; Atik, Zehra ; Calisir, Fethi ; Koksalmis, Gulsah Hancerliogullari ; Guloglu, Bulent. In: Research in International Business and Finance. RePEc:eee:riibaf:v:76:y:2025:i:c:s0275531925001308.

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2025Extreme events and quantile time-frequency volatility connectedness across crude oil, green bonds and low-carbon equity markets. (2025). Wang, Jikai ; Qiao, Gaoxiu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pa:s0275531925001618.

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2025Does passive ownership affect corporate governance? Evidence from the Bank of Japan’s ETF purchasing program. (2025). Yamada, Kazuo ; Sai, Masumi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pb:s0275531925001801.

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2024What drives sustainable investing? Adoption determinants of sustainable investing exchange-traded funds in Europe. (2024). Lechman, Ewa ; Marszk, Adam. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:69:y:2024:i:c:p:63-82.

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2024Do dirty and clean energy investments react to infectious disease-induced uncertainty?. (2024). Uddin, Gazi ; PARK, DONGHYUN ; Ghosh, Sajal ; Kanjilal, Kakali ; Dutta, Anupam. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:205:y:2024:i:c:s0040162524003111.

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2024How Loud is a Soft Voice? Effects of positive screening of ESG performance on the Japanese oil companies. (2024). Takeda, Yosuke ; Yosuke, Takeda ; Masayuki, Keida. In: Discussion papers. RePEc:eti:dpaper:24002.

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2024Macroeconomic Uncertainty and Sectoral Output in Nigeria. (2024). Oyadeyi, Olajide. In: Economies. RePEc:gam:jecomi:v:12:y:2024:i:11:p:304-:d:1518260.

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2025Expected Credit Spreads and Market Choice: Evidence from Japanese Bond Issuers. (2025). Shiiyama, Ikuko. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:9:p:490-:d:1740906.

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2024Dynamic Asymmetric Volatility Spillover and Connectedness Network Analysis among Sectoral Renewable Energy Stocks. (2024). Ben-Salha, Ousama ; Alrweili, Hleil. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:12:p:1816-:d:1412874.

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2024Asymmetric Effects of Renewable Energy Markets on China’s Green Financial Markets: A Perspective of Time and Frequency Dynamic Connectedness. (2024). Jiang, Yonghong ; Meng, Juan ; Zhao, Haiwen ; Tanliang, Ansheng. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:13:p:2038-:d:1426109.

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2024Impact of Geopolitical Risk on G7 Financial Markets: A Comparative Wavelet Analysis between 2014 and 2022. (2024). Panazan, Oana ; Gheorghe, Catalin. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:3:p:370-:d:1325296.

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2025Risk Spillover Effect from Oil to Chinese New-Energy-Related Stock Markets: An R-vine Copula-Based CoVaR Approach. (2025). Zhao, Mingtao ; Xu, Xiaorui ; Zhang, Kongsheng. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:12:p:1934-:d:1676023.

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2024Choice between Sustainable versus Conventional Investments—Relative Efficiency Analysis from Global and Regional Stock Markets. (2024). Rehman, Mohd Ziaur ; Alhashim, Mohammed ; Nain, Md Zulquar ; Bhat, Javed Ahmad. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:13:p:5340-:d:1420596.

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2025Understanding Gas Price Shocks: Elasticities, Volatility and Macroeconomic Transmission. (2025). Toni, Francesco ; Colombo, Daniele. In: GREDEG Working Papers. RePEc:gre:wpaper:2025-20.

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2024The European Renewable Energy Sector in Calm and Turmoil Periods: The Key Role of Sovereign Risk. (2024). DE TRUCHIS, Gilles ; Keddad, Benjamin ; Davin, Marion ; Constant, Karine. In: Post-Print. RePEc:hal:journl:hal-04794038.

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2024The Transmission Mechanism of the European Central Bank Unconventional Monetary Policy: A Global Assessment. (2024). Erem, Emmanuel. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:16:y:2024:i:3:p:50.

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2025The Asymmetric Interaction Between Oil Price Change and Stock Returns of the Renewable Energy Companies in India: A Panel NARDL Approach. (2025). Mishra, Lalatendu ; Acharya, Rajesh H. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:32:y:2025:i:1:d:10.1007_s10690-024-09447-w.

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2024The Dynamic Relationship Between Gas and Crude Oil Markets and the Causal Impact of US Shale Gas. (2024). Tiwari, Aviral ; doğan, buhari ; Abakah, Emmanuel ; Ghosh, Sudeshna ; Aikins, Emmanuel Joel ; Doan, Buhari. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:6:d:10.1007_s10614-023-10415-1.

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2024Empirical Performance of an ESG Assets Portfolio from US Market. (2024). SADEFO KAMDEM, Jules ; Benhmad, Franois ; Pokou, Fredy. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:3:d:10.1007_s10614-023-10491-3.

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2025Portfolio Optimization During the COVID-19 Epidemic: Based on an Improved QBAS Algorithm and a Dynamic Mixed Frequency Model. (2025). Jiang, Kunliang ; Song, Jiashan ; Luo, Pengfei ; Wei, Siyao. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:4:d:10.1007_s10614-024-10621-5.

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More than 100 citations found, this list is not complete...

Works by Tatsuyoshi Okimoto:

YearTitleTypeCited
2016Fiscal Sustainability in Japan In: Asia and the Pacific Policy Studies.
[Full Text][Citation analysis]		article4
2016Fiscal Sustainability in Japan.(2016) In: Asia and the Pacific Policy Studies.
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This paper has nother version. Agregated cites: 4		paper
2020THE EFFECTS OF ASSET PURCHASES AND NORMALIZATION OF U.S. MONETARY POLICY In: Economic Inquiry.
[Full Text][Citation analysis]		article0
2019The Effects of Asset Purchases and Normalization of US Monetary Policy.(2019) In: IMES Discussion Paper Series.
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This paper has nother version. Agregated cites: 0		paper
2014Modified Quasi-Likelihood Ratio Test for Regime Switching In: The Japanese Economic Review.
[Full Text][Citation analysis]		article4
2020Regime shifts in the effects of Japan’s unconventional monetary policies In: Manchester School.
[Full Text][Citation analysis]		article4
2014Asymmetric Increasing Trends in Dependence in International Equity Markets In: AJRC Working Papers.
[Full Text][Citation analysis]		paper13
2014Asymmetric increasing trends in dependence in international equity markets.(2014) In: Journal of Banking & Finance.
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This paper has nother version. Agregated cites: 13		article
2014Asymmetric Increasing Trends in Dependence in International Equity Markets.(2014) In: CAMA Working Papers.
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This paper has nother version. Agregated cites: 13		paper
2008New Evidence of Asymmetric Dependence Structures in International Equity Markets In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article144
2021Overinvestment and macroeconomic uncertainty: Evidence from renewable and non-renewable resource firms In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article10
2020Overinvestment and Macroeconomic Uncertainty: Evidence from Renewable and Non-Renewable Resource Firms.(2020) In: Discussion papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2022Conditional capital surplus and shortfall across renewable and non-renewable resource firms In: Energy Economics.
[Full Text][Citation analysis]		article7
2021Conditional capital surplus and shortfall across renewable and non-renewable resource firms.(2021) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2019Asymmetric reactions of the US natural gas market and economic activity In: Energy Economics.
[Full Text][Citation analysis]		article17
2017Asymmetric Reactions of the U.S. Natural Gas Market and Economic Activity.(2017) In: Discussion papers.
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This paper has nother version. Agregated cites: 17		paper
2021The BOJs ETF purchases and its effects on Nikkei 225 stocks In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article27
2019The BOJs ETF Purchases and Its Effects on Nikkei 225 Stocks.(2019) In: Discussion papers.
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This paper has nother version. Agregated cites: 27		paper
2022International spillover effects of unconventional monetary policies of major central banks In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article4
2020International Spillover Effects of Unconventional Monetary Policies of Major Central Banks.(2020) In: Working Papers.
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This paper has nother version. Agregated cites: 4		paper
2023When does the Japan Empowering Women Index outperform its parent and the ESG Select Leaders Indexes? In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article1
2021When Does the Japan Empowering Women Index Outperform Its Parent and the ESG Select Leaders Indexes?.(2021) In: Discussion papers.
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This paper has nother version. Agregated cites: 1		paper
2024Sustainability and credit spreads in Japan In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article7
2023Sustainability and Credit Spreads in Japan.(2023) In: CAMA Working Papers.
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This paper has nother version. Agregated cites: 7		paper
2021Sustainability and Credit Spreads in Japan.(2021) In: Discussion papers.
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This paper has nother version. Agregated cites: 7		paper
2024Sustainability and Credit Spreads in Japan.(2024) In: Springer Books.
[Citation analysis]
This paper has nother version. Agregated cites: 7		chapter
2020No-arbitrage determinants of credit spread curves under the unconventional monetary policy regime in Japan In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article2
2021The interest rate determination when economic variables are partially observable In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article0
2013Does the price of oil interact with clean energy prices in the stock market? In: Japan and the World Economy.
[Full Text][Citation analysis]		article222
2013Does the price of oil interact with clean energy prices in the stock market?.(2013) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 222		paper
2011Dynamics of international integration of government securities markets In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article34
2022The credit spread curve distribution and economic fluctuations in Japan In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article2
2020The Credit Spread Curve Distribution and Economic Fluctuations in Japan.(2020) In: Discussion papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2019Trend inflation and monetary policy regimes in Japan In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article11
2018Trend Inflation and Monetary Policy Regimes in Japan.(2018) In: Discussion papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
2008Were there structural breaks in the effects of Japanese monetary policy? Re-evaluating policy effects of the lost decade In: Journal of the Japanese and International Economies.
[Full Text][Citation analysis]		article49
2010Decline in the persistence of real exchange rates, but not sufficient for purchasing power parity In: Journal of the Japanese and International Economies.
[Full Text][Citation analysis]		article9
2011Japanese government debt and sustainability of fiscal policy In: Journal of the Japanese and International Economies.
[Full Text][Citation analysis]		article92
2010Japanese Government Debt and Sustainability of Fiscal Policy.(2010) In: NBER Chapters.
[Citation analysis]
This paper has nother version. Agregated cites: 92		chapter
2011Japanese Government Debt and Sustainability of Fiscal Policy.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 92		paper
2017The term structure of credit spreads and business cycle in Japan In: Journal of the Japanese and International Economies.
[Full Text][Citation analysis]		article6
2017Dynamics of integration in East Asian equity markets In: Journal of the Japanese and International Economies.
[Full Text][Citation analysis]		article6
2016Dynamics of Integration in East Asian Equity Markets.(2016) In: Discussion papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2016Increasing trends in the excess comovement of commodity prices In: Journal of Commodity Markets.
[Full Text][Citation analysis]		article32
2016Increasing Trends in the Excess Comovement of Commodity Prices.(2016) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		paper
2013Increasing Trends in the Excess Comovement of Commodity Prices.(2013) In: Discussion papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		paper
2022Uncertainty-dependent and sign-dependent effects of oil market shocks In: Journal of Commodity Markets.
[Full Text][Citation analysis]		article3
2019Uncertainty-Dependent and Sign-Dependent Effects of Oil Market Shocks.(2019) In: Discussion papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2019Uncertainty and Sign-Dependent Effects of Oil Market Shocks In: CAMA Working Papers.
[Full Text][Citation analysis]		paper0
2021Macro uncertainties and tests of capital structure theories across renewable and non-renewable resource companies In: CAMA Working Papers.
[Full Text][Citation analysis]		paper0
2021Macro Uncertainties and Tests of Capital Structure Theories across Renewable and Non-Renewable Resource Companies.(2021) In: Discussion papers.
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This paper has nother version. Agregated cites: 0		paper
2015Trends in Stock-Bond Correlations In: Discussion papers.
[Full Text][Citation analysis]		paper9
2016Trends in stock-bond correlations.(2016) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		article
2017Measuring the Effects of Commodity Price Shocks on Asian Economies In: Discussion papers.
[Full Text][Citation analysis]		paper0
2017The Macroeconomic Effects of Japans Unconventional Monetary Policies In: Discussion papers.
[Full Text][Citation analysis]		paper5
2017No-arbitrage Determinants of Japanese Government Bond Yield and Credit Spread Curves In: Discussion papers.
[Full Text][Citation analysis]		paper0
2019How Does Unconventional Monetary Policy Affect the Global Financial Markets?: Evaluating Policy Effects by Global VAR Models In: Discussion papers.
[Full Text][Citation analysis]		paper1
2021Conditional Capital Surplus and Shortfall across Resource Firms In: Discussion papers.
[Full Text][Citation analysis]		paper0
2021How Do ESG Performance and Awareness Affect Firm Value and Corporate Overinvestment? In: Discussion papers.
[Full Text][Citation analysis]		paper1
2022Exploring the Dynamic Relationship between Mobility and the Spread of COVID-19, and the Role of Vaccines In: Discussion papers.
[Full Text][Citation analysis]		paper2
2022Credit Default Swaps and Corporate Carbon Emissions in Japan In: Discussion papers.
[Full Text][Citation analysis]		paper0
2022Assessing Unconventional Monetary Policy in Japan Using Market Operation-based Monetary Policy Indices In: Discussion papers.
[Full Text][Citation analysis]		paper0
2022Dynamic Relationship between Mobility, Spread of COVID-19, and the Role of Vaccines (Japanese) In: Discussion Papers (Japanese).
[Full Text][Citation analysis]		paper0
2007Dynamics of Persistence in International Inflation Rates In: Journal of Money, Credit and Banking.
[Citation analysis]		article86
2007Dynamics of Persistence in International Inflation Rates.(2007) In: Journal of Money, Credit and Banking.
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This paper has nother version. Agregated cites: 86		article
2010Sources of Variation in Holding Returns for Fed Funds Futures Contracts In: NBER Working Papers.
[Full Text][Citation analysis]		paper10
2011Sources of variation in holding returns for fed funds futures contracts.(2011) In: Journal of Futures Markets.
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This paper has nother version. Agregated cites: 10		article
2012Do Socially Responsible Investment Indexes Outperform Conventional Indexes? In: MPRA Paper.
[Full Text][Citation analysis]		paper52
2012Do socially responsible investment indexes outperform conventional indexes?.(2012) In: Applied Financial Economics.
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This paper has nother version. Agregated cites: 52		article
2022How does unconventional monetary policy affect the global financial markets? In: Empirical Economics.
[Full Text][Citation analysis]		article1
2024Credit Default Swaps and Corporate Environmental Impacts in Japan In: Springer Books.
[Citation analysis]		chapter0

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