Ryuta Sakemoto : Citation Profile

Hokkaido University

6

H index

1

i10 index

87

Citations

RESEARCH PRODUCTION:

30

Articles

8

Papers

RESEARCH ACTIVITY:

   9 years (2016 - 2025). See details.
   Cites by year: 9
   Journals where Ryuta Sakemoto has often published
   Relations with other researchers
   Recent citing documents: 24.    Total self citations: 13 (13 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psa1540
   Updated: 2025-12-27    RAS profile: 2025-11-12    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Byrne, Joseph (4)

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 (4)

GUPTA, RANGAN (3)

Cheung, Yin-Wong (2)

Vo, Xuan Vinh (2)

Raheem, Ibrahim (2)

Salisu, Afees (2)

Ji, Qiang (2)

Oliyide, Johnson (1)

Pham, Linh (1)

Qiu, Feng (1)

Stankov, Petar (1)

Cites to:

Sarno, Lucio (108)

Schrimpf, Andreas (56)

Schmeling, Maik (47)

Menkhoff, Lukas (45)

Verdelhan, Adrien (34)

Campbell, John (30)

French, Kenneth (30)

Roussanov, Nikolai (26)

Santa-Clara, Pedro (26)

Jagannathan, Ravi (24)

Rossi, Barbara (23)

Main data

Where Ryuta Sakemoto has published?

Journals with more than one article published# docs
Finance Research Letters7
Journal of Futures Markets3
Journal of International Financial Markets, Institutions and Money3
Journal of International Money and Finance3
International Review of Financial Analysis3
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 (2025 and 2024)

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

Full description at Econpapers || Download paper

2024The role of comovement and time-varying dynamics in forecasting commodity prices. (2024). Venditti, Fabrizio ; Allayioti, Anastasia. In: Working Paper Series. RePEc:ecb:ecbwps:20242901.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Asymmetric liquidity risk and currency returns before and during COVID-19 pandemic. (2024). Al-Faryan, Mamdouh Abdulaziz Sa ; Palwishah, Rana ; Kashif, Muhammad ; Ur, Mobeen. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004350.

Full description at Econpapers || Download paper

2024Connectedness across meme assets and sectoral markets: Determinants and portfolio management. (2024). Elsayed, Ahmed ; Billah, Syed ; Hoque, Mohammad Enamul ; Alam, Md Kausar. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001091.

Full description at Econpapers || Download paper

2024International interest rate arbitrage: Study on a novel strategy. (2024). Feng, Xuan ; Li, Zhuoran ; Wu, Wei. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006379.

Full description at Econpapers || Download paper

2024A U-shaped relationship between the crypto fear-greed index and the price synchronicity of cryptocurrencies. (2024). Hsu, Yuan-Teng ; Wang, Jying-Nan ; Liu, Hung-Chun. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011352.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Decentralization illusion in Decentralized Finance: Evidence from tokenized voting in MakerDAO polls. (2024). Sermpinis, Georgios ; Sun, Xiaotong ; Stasinakis, Charalampos. In: Journal of Financial Stability. RePEc:eee:finsta:v:73:y:2024:i:c:s1572308924000718.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Financial integration and hedging and safe haven properties of metals for sovereign bonds. (2024). Schertler, Andrea ; Hfler, Markus. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:149:y:2024:i:c:s0261560624001827.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Beyond the glitter: An empirical assessment of the true risk and hedging role of precious metals. (2024). Chakrabarti, Gagari ; Sen, Chitrakalpa. In: Resources Policy. RePEc:eee:jrpoli:v:96:y:2024:i:c:s0301420724006056.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Precious metals and currency markets during the Russia-Ukraine conflict’s inflationary periods. (2024). Raza, Syed ; Anwar, Rija ; Benkraiem, Ramzi ; Guesmi, Khaled. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002647.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Portfolio management under capital market frictions: a grey clustering approach. (2024). Tilica, Elena ; Dragotă, Victor ; Ttaru, Rzvan Ioan ; Delcea, Camelia. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00634-2.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Commodity Markets Outlook, October 2024. (2024). Bank, World. In: World Bank Publications - Books. RePEc:wbk:wbpubs:42219.

Full description at Econpapers || Download paper

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
2019Currency carry trades and the conditional factor model In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article3
2024Commodity sectors and factor investment strategies In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article1
2025Conditional currency momentum portfolios In: International Review of Financial Analysis.
[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]		article32
2022Cryptocurrency network factors and gold In: Finance Research Letters.
[Full Text][Citation analysis]		article4
2022Market uncertainty and correlation between Bitcoin and Ether In: Finance Research Letters.
[Full Text][Citation analysis]		article7
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]		article0
2025New behaviorally-based cross-sectional reversal portfolios in the cryptocurrency market and market uncertainty In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2018Common information in carry trade risk factors In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article7
2016Common Information in Carry Trade Risk Factors.(2016) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		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]		article9
2017Carry Trades and Commodity Risk Factors.(2017) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2025Commodity correlation risk In: Journal of Commodity Markets.
[Full Text][Citation analysis]		article0
Commodity Correlation Risk.() In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2018Co-movement between equity and bond markets In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article8
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]		article9
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: 9		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]		article0
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]		article1
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

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team