Ryuta Sakemoto : Citation Profile

Hokkaido University

7

H index

4

i10 index

112

Citations

RESEARCH PRODUCTION:

32

Articles

8

Papers

RESEARCH ACTIVITY:

   10 years (2016 - 2026). See details.
   Cites by year: 11
   Journals where Ryuta Sakemoto has often published
   Relations with other researchers
   Recent citing documents: 33.    Total self citations: 15 (11.81 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psa1540
   Updated: 2026-10-17    RAS profile: 2025-11-12    
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Relations with other researchers

Works with:

Byrne, Joseph (3)

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

Is cited by:

Esposti, Roberto (5)

Ji, Qiang (3)

Lin, Boqiang (3)

GUPTA, RANGAN (3)

Cheung, Yin-Wong (2)

Raheem, Ibrahim (2)

Salisu, Afees (2)

Yin, Libo (2)

Vo, Xuan Vinh (2)

Kollias, Christos (1)

Hoque, Mohammad (1)

Cites to:

Sarno, Lucio (111)

Schrimpf, Andreas (57)

Schmeling, Maik (48)

Menkhoff, Lukas (46)

Verdelhan, Adrien (36)

Campbell, John (35)

French, Kenneth (34)

Roussanov, Nikolai (29)

Harvey, Campbell (29)

Santa-Clara, Pedro (28)

Fama, Eugene (27)

Main data

Where Ryuta Sakemoto has published?

Journals with more than one article published# docs
Finance Research Letters8
International Review of Financial Analysis3
Journal of International Financial Markets, Institutions and Money3
Journal of International Money and Finance3
Journal of Futures Markets3
The Financial Review2

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

Recent works citing Ryuta Sakemoto (2026 and 2025)

YearTitle of citing document
2025Investigating commodity price interdependence with grancer causality networks. (2025). Esposti, Roberto. In: Working Papers. RePEc:anc:wpaper:498.

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2025The impact of climate policy uncertainty on the correlations between green bond and green stock markets. (2025). Liu, Yinpeng ; Dai, Zhifeng ; Jiang, Qinnan ; Chen, Yaling. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925001334.

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2026The impact of carbon information disclosure on supply chain resilience: The mediating effect of financing structure. (2026). Li, Yuanhui ; Yang, Shuning. In: International Review of Financial Analysis. RePEc:eee:finana:v:114:y:2026:i:c:s1057521926001031.

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2026Does ESG reduce financial distress risk? Evidence from economic downturns. (2026). Chen, Ling ; Yuan, Dan ; Song, Xianwei. In: Finance Research Letters. RePEc:eee:finlet:v:105:y:2026:i:c:s1544612326007373.

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2025Political stability as a risk factor in global markets. (2025). Jeutang, Noel Pavel ; Kesse, Kwabena ; Payne, Brian C. In: Finance Research Letters. RePEc:eee:finlet:v:73:y:2025:i:c:s1544612324016878.

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2025Institutional environment, credit risk expectations, and firms investment strategies. (2025). Li, Jian ; Wei, Xiaohui. In: Finance Research Letters. RePEc:eee:finlet:v:81:y:2025:i:c:s1544612325006312.

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2025Black market prices as inflation predictor: Evidence from China’s hyperinflation. (2025). Sha, Yezhou ; Wu, XI. In: Finance Research Letters. RePEc:eee:finlet:v:84:y:2025:i:c:s1544612325010633.

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2025Market expectations and the holding behaviors of bitcoin whales, dolphins, and minnows. (2025). Payne, James ; Gunay, Samet ; Koutmos, Dimitrios. In: Finance Research Letters. RePEc:eee:finlet:v:86:y:2025:i:pe:s1544612325018446.

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2025From fee to tax: Can legal system strengthening enhance environmental performance?. (2025). Ren, Zhongfu ; Xu, Han. In: Finance Research Letters. RePEc:eee:finlet:v:86:y:2025:i:pf:s1544612325020549.

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2025An intertemporal international asset pricing model: Theory and evidence. (2025). Jacoby, Gady ; Liao, Rose C ; Wang, Yan ; Wu, Zhenyu. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:102:y:2025:i:c:s1042443125000526.

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2025Anticipated psychological spreads: Cryptocurrencies’ hidden short-term monitors and implications for price forecasting. (2025). Ma, Jules Mandeng ; Mbakob, Gilles Brice ; Mfouapon, Georges Kriyoss. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:104:y:2025:i:c:s1042443125001143.

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2026Factor timing in currency markets. (2026). Choi, Jiyoon. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:110:y:2026:i:c:s1042443126000673.

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2025Regret aversion in Japanese and U.S. stock markets: Analyzing the effects of market conditions. (2025). Ohk, Kiyool ; Kim, Somyung. In: Japan and the World Economy. RePEc:eee:japwor:v:74:y:2025:i:c:s0922142525000155.

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2025Decomposing the reversal effect: Exploring low-to-price and other indicators. (2025). Iwanaga, Yasuhiro. In: Japan and the World Economy. RePEc:eee:japwor:v:76:y:2025:i:c:s0922142525000386.

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2026Dynamic effects of the global common volatility on precious metals and energy markets: Fourier quantile-on-quantile and Fourier quantile regressions. (2026). Chishti, Muhammad Zubair ; Vo, Xuan Vinh ; Xaisongkham, Sorphasith ; Zkan, Oktay ; Gubareva, Mariya. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:41:y:2026:i:c:s2405851326000061.

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2026Speculative pressure, extreme connectedness, and price bubbles in oil and agricultural commodity markets. (2026). Lin, Boqiang ; Zheng, Qingying ; Wu, Jintao. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:42:y:2026:i:c:s2405851326000231.

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2025Using metals to hedge carbon emission allowances – Tail-risk and Omega ratio analysis. (2025). Ivkov, Dejan ; Japundi, Milo ; Kuzman, Boris. In: Resources Policy. RePEc:eee:jrpoli:v:100:y:2025:i:c:s0301420724008146.

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2026Investigating commodity price interdependence with Granger causality networks. (2026). Esposti, Roberto. In: Resources Policy. RePEc:eee:jrpoli:v:112:y:2026:i:c:s0301420725003629.

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2026Performance-based regularization for downside-risk cryptocurrency portfolios: Evidence from mean-lower partial moment strategies. (2026). Yan, Jingzhou ; Liu, Zhuang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:97:y:2026:i:c:s0927538x26000302.

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2026ESG disclosure synergy mechanism between shipper and carrier under demand uncertainty. (2026). Li, Jian ; Liu, Jiaguo ; Chen, Jihong. In: International Journal of Production Economics. RePEc:eee:proeco:v:296:y:2026:i:c:s0925527325002373.

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2026Are safe-haven assets really safe? Heterogeneity under economic, political and climate risks. (2026). Wei, Xianhua ; Gao, Lijun ; Guo, Kun ; Wu, Junda ; Bei, Dongsheng. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:105:y:2026:i:c:s1062976925001292.

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2025Revisiting the currency-commodity nexus: New insights into the R2 decomposed connectedness and the role of global shocks. (2025). Xia, Xiaohua ; An, Chaofan ; Liu, Mengai ; Chen, Baifan ; Huang, Jionghao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000152.

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2025A hybrid deep learning model for cryptocurrency returns forecasting: Comparison of the performance of financial markets and impact of external variables. (2025). Jirou, Ismail ; Jebabli, Ikram ; Lahiani, Amine. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003684.

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2026Regime-switching in bitcoin volatility under global uncertainty: Markov-switching GARCH and hidden Markov Copula approaches. (2026). Azimli, Asil ; Shakourloo, Amin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:83:y:2026:i:c:s027553192600022x.

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2026Dynamic spillover of geopolitical risks on the shipping and commodity markets: Insights from ripple spreading network model. (2026). Zhao, Haibo ; Li, Yingchen ; Qiao, Sen ; Chang, Yuan. In: Transport Policy. RePEc:eee:trapol:v:185:y:2026:i:c:s0967070x26002337.

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2025Liquidity Risk and Currency Premia. (2025). Sderlind, Paul ; Somogyi, Fabricius. In: Management Science. RePEc:inm:ormnsc:v:71:y:2025:i:1:p:518-537.

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2025Dynamic Interlinkages Between Precious Metal, Exchange Rate and Crude Oil: Evidence from an Extended TVP‑VAR Analysis. (2025). Aik, Abdullah ; Yildirim, Durmu Ari ; Polat, Onur ; Ertugrul, Hasan Murat. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:2:d:10.1007_s10614-024-10750-x.

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2026Enhancing Cryptocurrency Price Prediction through Inter-Coin Volatility and Hyperparameter Optimization. (2026). Khoudi, Zakaria ; Hafidi, Nasreddine ; Lyaqini, Soufian ; Nachaoui, Mourad. In: Computational Economics. RePEc:kap:compec:v:67:y:2026:i:4:d:10.1007_s10614-025-10987-0.

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2025Asset Allocation, Diversification, and Co-Movement Effects: A Global Analysis of Bonds and Equities Issued by the Same Firm. (2025). Clarkson, Peter ; Liu, Lewis. In: Journal of Asset Management. RePEc:pal:assmgt:v:26:y:2025:i:6:d:10.1057_s41260-025-00422-2.

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2025Determinants of Carrying Trade with Indian Rupee: Variables and Methods. (2025). Barai, Parama ; Ranjana, Jyoti. In: Global Business Review. RePEc:sae:globus:v:26:y:2025:i:5:p:1167-1191.

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2025ETF construction on CRIX. (2025). Husler, Konstantin ; Hrdle, Wolfgang. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-025-00762-3.

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2026Cryptocurrencies as shock transmitters: dynamic connectedness, hedging strategies, and portfolio management across financial markets for higher-order moments. (2026). Duramaz, Selim ; Erer, Elif ; Gle, Tuna Can. In: Financial Innovation. RePEc:spr:fininn:v:12:y:2026:i:1:d:10.1186_s40854-025-00886-6.

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2026How to Mitigate the Impact of ESG on Beta: The Hidden Power of Internal Controls. (2026). Savio, Riccardo ; Morrone, Carla ; Gotti, Giacomo ; di Ventura, Emanuele. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:33:y:2026:i:3:p:3737-3761.

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Works by Ryuta Sakemoto:

YearTitleTypeCited
2025Risk price decomposition and the output gap In: The Financial Review.
[Full Text][Citation analysis]		article0
2025Time‐varying group common factors in the stock market anomalies In: The Financial Review.
[Full Text][Citation analysis]		article0
2026Does overnight return predict the first half-hour return for U.S. market indices? In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article0
2019Currency carry trades and the conditional factor model In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article4
2024Commodity sectors and factor investment strategies In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article2
2025Conditional currency momentum portfolios In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article1
2026Does high-frequency consumption data predict equity risk premiums? In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2018Do precious and industrial metals act as hedges and safe havens for currency portfolios? In: Finance Research Letters.
[Full Text][Citation analysis]		article34
2022Cryptocurrency network factors and gold In: Finance Research Letters.
[Full Text][Citation analysis]		article7
2022Market uncertainty and correlation between Bitcoin and Ether In: Finance Research Letters.
[Full Text][Citation analysis]		article8
2023Do commodity factors work as inflation hedges and safe havens? In: Finance Research Letters.
[Full Text][Citation analysis]		article1
2024Currency portfolios and global foreign exchange ambiguity In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2025Stochastic ESG scores and nonpecuniary ESG preferences: An extension to CAPM In: Finance Research Letters.
[Full Text][Citation analysis]		article4
2025New behaviorally-based cross-sectional reversal portfolios in the cryptocurrency market and market uncertainty In: Finance Research Letters.
[Full Text][Citation analysis]		article2
2018Common information in carry trade risk factors In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article8
2016Common Information in Carry Trade Risk Factors.(2016) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2021The conditional volatility premium on currency portfolios In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article2
2023The long-run risk premium in the intertemporal CAPM: International evidence In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article1
2025Global foreign exchange volatility, ambiguity, and currency carry trades In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article0
2022The time-varying risk price of currency portfolios In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article0
2024Cross-momentum strategies in the equity futures and currency markets In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article0
2019Carry trades and commodity risk factors In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article10
2017Carry Trades and Commodity Risk Factors.(2017) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2025Commodity correlation risk In: Journal of Commodity Markets.
[Full Text][Citation analysis]		article2
Commodity Correlation Risk.() In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2018Co-movement between equity and bond markets In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article10
2020Direct Estimation of Lead–Lag Relationships Using Multinomial Dynamic Time Warping In: Asia-Pacific Financial Markets.
[Full Text][Citation analysis]		article0
2023Time-varying ambiguity shocks and business cycles In: KIER Working Papers.
[Full Text][Citation analysis]		paper0
2020Commodity price co-movement: heterogeneity and the time-varying impact of fundamentals In: European Review of Agricultural Economics.
[Full Text][Citation analysis]		article11
2017Commodity Price Co-movement: Heterogeneity and the Time Varying Impact of Fundamentals.(2017) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
2018The intertemporal relation between expected returns and conditional correlations between precious metals and the stock market In: Economics and Business Letters.
[Full Text][Citation analysis]		article1
2021Economic Evaluation of Cryptocurrency Investment In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2017The Time-Varying Risk Price of Currency Carry Trades In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2020The Conditional Risk and Return Trade-Off on Currency Portfolios In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2023COVID-19 and the forward-looking stock-bond return relationship In: Applied Economics Letters.
[Full Text][Citation analysis]		article0
2023Dynamic allocations for currency investment strategies In: The European Journal of Finance.
[Full Text][Citation analysis]		article1
2022Multi‐scale inter‐temporal capital asset pricing model In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article0
2023Commodity momentum decomposition In: Journal of Futures Markets.
[Full Text][Citation analysis]		article2
2025Prices of Risk Estimation for Commodity Factors In: Journal of Futures Markets.
[Full Text][Citation analysis]		article0
2025USD Interest Rate Swaption Strategies During the Unconventional Monetary Policy and Pandemic Eras In: Journal of Futures Markets.
[Full Text][Citation analysis]		article0

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