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Last Updated :2024/09/05

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Master

Affiliation (Master)

  • Faculty of Economics and Business　Accounting　Accounting

Affiliation (Master)

  • Faculty of Economics and Business　Accounting　Accounting

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Profile and Settings

Affiliation

  • Hokkaido University, Faculty of Economics and Business, Associate Professor

Profile and Settings

  • Name (Japanese)

    Sakemoto

  • Name (Kana)

    Ryuta

  • Name

    202001001384298012

Affiliation

  • Hokkaido University, Faculty of Economics and Business, Associate Professor

Achievement

Research Interests

  • Risk Factor   Currency Portfolio   Commodity Price   Carry Trade   Market Co-movement   Market Uncertainty   Time-varying model   Factor Model   

Research Areas

  • Humanities & social sciences / Money and finance / Asset Pricing

Research Experience

  • 2024/04 - Today Hokkaido University Graduate School of Economics and Business Administration Division of Accounting Associate Professor
  • 2020/04 - 2024/03 Okayama University Graduate School of Humanities and Social Sciences Associate Professor
  • 2018/01 - 2020/03 YJFX, Inc
  • 2009/04 - 2013/08 Daiwa SB Investments Ltd. Tokyo

Education

  • 2014/09 - 2017/10  Heriot-Watt University  School of Social Science  Economics
  • 2013/09 - 2014/08  University of Exeter  Business School  Economics and Econometrics
  • 2011/04 - 2013/03  University of Tsukuba  Graduate School of Business Sciences
  • 2007/04 - 2009/03  The University of Tokyo  Public Policy School  Economic Policy
  • 2003/04 - 2007/03  Keio University  Faculty of Business and Commerce

Awards

  • 2020/04 The Japanese Association of Financial Econometrics and Engineering 2019 JAFEE Best Paper Award for Young Researchers
     Direct Estimation of Lead–Lag Relationships Using Multinomial Dynamic Time Warping
  • 2015/01 University of Exeter Exeter Business School Dean’s Commendation
  • 2009/03 University of Tokyo, Graduate School of Public Policy Master in Public Policy with Distinction

Published Papers

  • Yasuhiro Iwanaga, Ryuta Sakemoto
    Journal of International Money and Finance 148 103170 - 103170 0261-5606 2024/10 [Refereed]
  • Kei Nakagawa, Ryuta Sakemoto
    International Review of Financial Analysis 95 103493 - 103493 1057-5219 2024/10 [Refereed]
  • Takao Asano, Xiaojing Cai, Ryuta Sakemoto
    Finance Research Letters 65 105534 - 105534 1544-6123 2024/07 [Refereed]
  • Ryuta Sakemoto
    Financial Review 1 - 26 0732-8516 2024/05/20 [Refereed]
     
    Abstract We employ a time‐varying price of risk model that allows us to track the change in prices of risk. We find that the output gap generates the time‐varying prices of market and momentum risks, but the exposures to the output gap have the opposite signs. In contrast, we do not observe that the output gap is linked to time variations in the prices of value and investment risks. We uncover that the output gaps impact the prices of market risk for European and Japanese portfolios, while there are weak relationships between the prices of momentum risk and output gaps.
  • Ryuta Sakemoto
    Journal of International Financial Markets, Institutions and Money 89 101854 - 101854 1042-4431 2023/12 [Refereed]
  • Kei Nakagawa, Ryuta Sakemoto
    Finance Research Letters 104585 - 104585 1544-6123 2023/10 [Refereed]
  • Kei Nakagawa, Ryuta Sakemoto
    The European Journal of Finance 1 - 22 1351-847X 2023/07/03 [Refereed]
  • Kei Nakagawa, Ryuta Sakemoto
    Applied Finance Letters, 11 146 - 158 2253-5799 2023/02 [Refereed][Not invited]
     
    This study investigates the relationship between expected returns on cryptocurrencies and macroeconomic fundamentals. Investors employ a lot of macroeconomic indicators for their investment decision, and hence adopting a few macroeconomic indicators is not sufficient in capturing a change in economic states. Moreover, due to aggregation, macroeconomic indicators are not measured precisely. To overcome these problems, we employ a dynamic factor model and extract common factors from a large number of macroeconomic indicators. We find that the common factors are strongly linked to the cryptocurrency expected returns at a quarterly frequency, while we do not observe this relationship using macroeconomic indicators such as inflation and money supply. This suggests that macroeconomic information matters in a longer term, which contrasts with the previous literature that explores a short-term relationship. The cryptocurrency prices are not determined by macroeconomic fundamentals in a short-term period since speculators impact the prices. However, in a long-term period, the prices are more linked to macroeconomic fundamentals.
  • Yasuhiro Iwanaga, Ryuta Sakemoto
    Journal of Futures Markets 43 (2) 1 - 19 0270-7314 2022/10 [Refereed]
  • Ryuta Sakemoto
    International Journal of Finance & Economics 1099-1158 2022/10 [Refereed]
  • Kei Nakagawa, Ryuta Sakemoto
    Finance Research Letters 103216 - 103216 1544-6123 2022/08 [Refereed]
  • Cai, Xiaojing, Sakemoto, Ryuta
    Frontiers in Environmental Science 2022 (10) 2022/05 [Refereed]
     
    This study investigates whether the El Nino Southern Oscillation (ENSO) affects primary commodity prices over time. We employ a wavelet approach that allows us to disentangle the time and frequency domains and to uncover time-varying nonlinear relationships at different frequency levels. Moreover, we adopt partial wavelet coherence (PWC) and eliminate macroeconomic effects on commodity prices. We observe that ENSO is associated with agricultural, food, and raw material commodity prices at lower frequencies of 32-64 and 64-128 months. These results are stronger from 2000 onward, which are not observed using a conventional wavelet method. Our results suggest a recent strong relationship between ENSO and commodity prices, which has important implications for policymakers regarding climate change risk.
  • 機械学習による為替フォワード取引期間の判別モデルおよび運用シミュレーション
    雉子波 晶, 杉本 誠忠, 酒本 隆太, 鈴木 智也
    ジャフィー・ジャーナル 2022 (20) 22 - 40 2022/04 [Refereed]
  • Byrne, J.P., Ibrahim, B.M., Sakemoto, R.
    Journal of International Money and Finance 124 102636 - 102636 0261-5606 2022/03 [Refereed]
  • Nakagawa, K., Sakemoto, R.
    Finance Research Letters 46 102375 - 102375 1544-6123 2022 [Refereed]
  • Xiaojing Cai, Yingnan Cong, Ryuta Sakemoto
    Applied Economics Letters 1 - 5 1350-4851 2021/09/30 [Refereed][Not invited]
     
    The COVID-19 pandemic has caused stock market crashes and collapse of economic activities in many countries. As a result, many investors changed their stock and bond market expectations. This study investigates whether the number of COVID-19 confirmed cases influences the forward-looking stock-bond correlations. We apply a quantile approach that is beneficial to explore non-linear relationships between the forward-looking stock-bond return correlations and the COVID-19 cases. The correlations are estimated using the DCC-GARCH model for 21 financial markets from three regions (North American, Asia-Pacific, and Europe). We present empirical evidence that there are heterogeneous responses across regions and countries. Specifically, the negative stock-bond correlations weaken as the number of COVID-19 cases in the regions of North America (the U.S. and Canada) and Asia-Pacific (Australia and Japan) increases. Our results suggest that the number of COVID-19 cases is not important. Investors sell risky stocks and buy safe Treasury bonds at the beginning of the pandemic, while they adjust their portfolios risk levels when they obtain more information. Our result also highlights that this pattern is not observed in European countries.
  • Joseph P. Byrne, Ryuta Sakemoto
    Journal of International Financial Markets, Institutions and Money 74 101415 - 101415 1042-4431 2021/09 [Refereed]
  • 国内輸入に伴う貿易通貨比率とゴトオビアノマリーの関係
    秋山 朋也, 杉本 誠忠, 酒本 隆太, 鈴木 智也
    ジャフィー・ジャーナル 19 57 - 78 2021/04 [Refereed]
  • Stock Market Prediction and Structural Change: Wavelet Approach
    Senoguchi, J, Obata, T, Sakemoto. R, Kurahashi, S
    Gendai Finance 42 71 - 89 2020/07 [Refereed][Not invited]
  • Joseph P. Byrne, Boulis Maher Ibrahim, Ryuta Sakemoto
    Journal of International Money and Finance 96 121 - 129 0261-5606 2019/09 [Refereed][Not invited]
     
    © 2019 This paper investigates the importance of commodity prices for the returns of currency carry trade portfolios. We adopt a recently developed empirical factor model to capture commodity commonalities and heterogeneity. Agricultural material and metal price risk factors are found to have explanatory power on the cross-section of currency returns, while commodity common and oil factors do not. Although stock market risk is strongly linked to currencies in developed countries, the agricultural material factor is more important for emerging currencies compared to the stock market factor. This suggests that emerging currencies are somewhat segmented from a common financial market shock.
  • Joseph P Byrne, Ryuta Sakemoto, Bing Xu
    European Review of Agricultural Economics 1464-3618 2019/05/07 [Refereed][Not invited]
  • Ryuta Sakemoto
    International Review of Financial Analysis 63 198 - 208 1057-5219 2019/05 [Refereed][Not invited]
     
    © 2019 Elsevier Inc. This study employs a conditional factor model in order to investigate the time-varying profitability of currency carry trades. To that end, I estimate conditional alphas and betas on the popular dollar and carry factors through the use of a nonparametric approach. The empirical results illustrate that the alphas and betas vary over time. Furthermore, I find that the alpha of a high interest rate currency portfolio increases in a trough in a business cycle and in a state of high market uncertainty. However, the beta on the dollar factor decreases in these market conditions, suggesting that investors reduce the foreign currency risk exposure.
  • Katsuya Ito, Ryuta Sakemoto
    Asia-Pacific Financial Markets 1387-2834 2019 [Refereed][Not invited]
     
    © 2019, Springer Japan KK, part of Springer Nature. This paper investigates the lead–lag relationships in high-frequency data. We propose multinomial dynamic time warping (MDTW) that deals with non-synchronous observation, vast data, and time-varying lead–lag. MDTW directly estimates the lead–lags without lag candidates. Its computational complexity is linear with respect to the number of observation and it does not depend on the number of lag candidates. The experiments adopting artificial data and market data illustrate the effectiveness of our method compared to the existing methods.
  • Ryuta Sakemoto
    Economics and Business Letters 7 (1) 24 - 35 2018/03 [Refereed][Not invited]
     
    © 2018, Oviedo University Press. All rights reserved. This study explores whether conditional correlations between precious metals and stock markets impact upon expected returns on precious metals. The empirical evidence presents that there is no significant trade–off between conditional correlations and expected returns. This study reveals that the impacts of conditional correlation are dependent upon the level of the expected returns. Interestingly, high absolute values of conditional correlations lead to increases in expected returns, suggesting that the unstable cross-asset market condition is associated with the expected returns. This result is due to a safe haven property for precious metals, and the impact is stronger on silver than on gold.
  • Ryuta Sakemoto
    Finance Research Letters 24 256 - 262 1544-6123 2018/03 [Refereed][Not invited]
     
    © 2017 Elsevier Inc. This study explores whether metals act as hedges and safe havens for currency investing portfolios. Three widely used currency investment strategies: carry, momentum and value are adopted. The empirical results argue that gold and silver do exhibit hedge and safe haven properties for all three strategies. Silver works as a strong hedge during extreme market conditions. However, these hedge and safe haven properties became weaker after the year 2000. We also find that industrial metals do not work as either hedges or safe havens for carry portfolios.
  • Joseph P. Byrne, Boulis Maher Ibrahim, Ryuta Sakemoto
    Journal of International Financial Markets, Institutions and Money 52 37 - 47 1042-4431 2018/01 [Refereed][Not invited]
     
    © 2017 Elsevier B.V. Carry returns have been widely observed in the FX market. This study exploits the common information embedded in several factors previously identified as relevant to carry trade returns. We find that the extracted common factor successfully models the time series and cross-sectional characteristics of carry returns. Empirical evidence is presented that the common factor produces smaller pricing errors than other well known factors, such as innovations of exchange rate volatility and the downside stock market excess return. Our results also suggest that stock market risk is somewhat segmented from FX market risk.
  • Ryuta Sakemoto
    International Review of Economics and Finance 53 25 - 38 1059-0560 2018/01 [Refereed][Not invited]
     
    © 2017 Elsevier Inc. This study explores the co-movement between equity and bond markets and decomposes it into the equity-bond, equity, and bond co-movements. Moreover, the estimation method captures the heterogeneity between developed and emerging equity markets. It reveals that both equity-bond and equity co-movements are important for the developed equity markets. Although the idiosyncratic component plays a substantial role in the emerging equity and bond markets, the global financial crisis has impacted on the co-movement of the emerging equity markets, while does not have an effect on that of the emerging bond markets. The co-movements depend upon market uncertainty measured by VIX.
  • Ryuta Sakemoto
    International Journal of Financial Research 8 (2) 40 - 40 1923-4031 2017/02 [Refereed][Not invited]
  • 酒本 隆太
    証券アナリストジャーナル 日本証券アナリスト協会 52 (2) 64 - 71 0287-7929 2014/02 [Refereed][Not invited]

MISC

  • Hiroaki Shirokawa, Kohei Yamaguchi, Takahiro Obata, Ryuta Sakemoto  SSRN Electronic Journal  2024/02
  • Takao Asano, Xiaojing Cai, Ryuta Sakemoto  SSRN Electronic Journal  2023/08
  • Yasuhiro Iwanaga, Ryuta Sakemoto  SSRN Electronic Journal  2023/04
  • Joseph Byrne, Ryuta Sakemoto  SSRN Electronic Journal  2022/11
  • Ryuta Sakemoto  SSRN Electronic Journal  2021/01  [Not refereed]
  • 近年の通貨投資に関する研究動向
    酒本隆太  岡山大学経済学会雑誌  52-  (2)  25  -32  2020/11  [Not refereed][Not invited]
  • SAKEMOTO Ryuta, HO Alden, ICHIKAWA Yoshihiko  Proceedings of the Annual Conference of JSAI  2019-  (0)  2O3J1303  -2O3J1303  2019  [Not refereed][Not invited]
     

    This paper investigates a hedge and safe haven asset for Bitcoin investors. Bitcoin has been receiving high attention from finance investors because of its high upside return and volatility. The recent finance literature focused upon Bitcoin characteristics as an alternative asset. We take Bitcoin investors' perspectives and consider how to manage the high volatility of Bitcoin. We employ the definitions of hedge and safe haven based on the finance literature and conduct the respective statistical analyses. Our definition distinguishes a weak and strong hedge (safe haven). Our empirical results show that traditional assets such as global equities and global bonds are weak hedges for Bitcoin. Furthermore, we observe that gold acts as a strong hedge against Bitcoin during an extreme bearish Bitcoin market, although the impact is marginal. There is no strong safe haven asset identified in our data period. Our results imply that the fundamental value of Bitcoin is still unclear, and it is difficult for Bitcoin investors to manage their portfolio risk.

  • 酒本 隆太  人工知能 : 人工知能学会誌 : journal of the Japanese Society for Artificial Intelligence  33-  (2)  240  -243  2018/03  [Not refereed][Not invited]

Presentations

  • Ryuta Sakemoto
    Waseda Workshop on Economics of Uncertainty and its Related Field  2024/06
  • Ryuta Sakemoto
    慶應義塾大学院商学研究科ワークショップ  2024/06
  • 通貨市場におけるクロスセクション・シグナルの利用  [Invited]
    東京ファイナンスフォーラム 第37回研究会(東京都立大学)  2024/02
  • Discussant: Prediction of currency portfolios using a machine learning approach  [Not invited]
    Ryuta Sakemto
    日本ファイナンス学会 第５回秋季研究大会  2023/11
  • Ryuta Sakemoto
    2023年第4回金融研究会（一橋大学）  2023/06
  • Ryuta Sakemoto
    慶應義塾大学 経済研究所 計量経済学ワークショップ  2023/05
  • Ryuta Sakemoto
    The NFA 31st Annual Conference  2023/05
  • Time-varying factor comovements and business cycles
    Ryuta Sakemoto
    Waseda Workshop on Economics of Uncertainty and its Related Field  2023/03
  • Time-varying factor comovements and business cycles  [Invited]
    Ryuta Sakemoto
    TKU ファイナンス研究会  2023/02
  • Ryuta Sakemoto
    金融工学・数理計量ファイナンスの諸問題 2022  2022/12
  • Ryuta Sakemoto
    政策的不確実性と国際経済に関する研究会  2022/11
  • Discussant: “Individual preference and risk-return relationships
    Ryuta Sakemoto
    日本経営財務研究学会 西日本部会 2022  2022/08
  • Discussant:International Pecking Order (Dr. Zhou, H)
    Ryuta Sakemoto
    2022 Asian Finance Association Annual Conference  2022/06
  • The Long-run Risk Premium in the ICAPM: International Evidence  [Not invited]
    Ryuta Sakemoto
    2022 Asian Finance Association Annual Conference  2022/06
  • Ryuta Sakemoto
    The 30th Anniversary Annual Meeting of the Nippon Finance Association  2022/06
  • Discussant: Value Premium in Japanese Market: Statistical (Re)appraisal (Dr. Leonardo Cadamuro)
    Ryuta Sakemoto
    30th Annual Conference of Nippon Finance Association  2022/06
  • Ryuta Sakemoto
    Annual Event of Finance Research Letters  2022/04
  • Discussant: Performance evaluation of banks asset and liability management with integrated entropy TOPSIS model (Dr. Lee, P.F)
    Ryuta Sakemoto
    Annual Event of Finance Research Letters  2022/04
  • The Long-run Risk Premium in the ICAPM: International Evidence  [Not invited]
    Ryuta Sakemoto
    NFA 3rd Fall Conference  2021/11
  • Risk-return Trade-off on the Currency Portfolios
    Ryuta Sakemoto
    27th Annual Conference of Nippon Finance Association  2019/06
  • What is a Hedge or Safe Haven Asset for Bitcoin Investors?
    Ryuta Sakemoto
    The 33rd Annual Conference of the Japanese Society for Artificial Intelligence  2019/06
  • Risk-return Trade-off on the Currency Portfolios
    Ryuta Sakemoto
    第49回JAFEE大会  2018/08
  • Time-Varying Risk Price of Currency Carry Trades
    Ryuta sakemoto
    26th Annual Conference of Nippon Finance Association  2018/06
  • Currency Carry Trades and the Conditional Factor Model
    Ryuta Sakemoto
    7th International Conference of the Financial Engineering and Banking Society  2017/06
  • Currency Carry Trades and the Conditional Factor Model
    Ryuta Sakemoto
    Workshop on Financial Econometrics and Empirical Modeling of Financial Markets  2017/04
  • Time-Varying Risk Price of Currency Carry Trades  [Not invited]
    Ryuta Sakemoto
    Royal Economic Society 2017 Annual Conference  2017/04
  • Time-Varying Risk Price and Currency Carry Trades
    Ryuta Sakemoto
    Money, Macro, and Finance Research Group 48th Annual Conference  2016/09
  • Currency Carry Trades and Risk Factors: A Dynamic Hierarchical Factor Model Approach
    Ryuta Sakemoto
    Money, Macro, and Finance Research Group 47th Annual Conference  2015/09
  • Currency Carry Trades and Risk Factors: A Dynamic Hierarchical Factor Model Approach
    Ryuta Sakemoto
    PhD conference in Monetary and Financial Economics  2015/06
  • Currency Carry Trades and Risk Factors: A Dynamic Hierarchical Factor Model Approach
    Ryuta Sakemoto
    2nd Young Finance Scholar’s Conference  2015/06
  • Dynamic Conditional Correlations in International Stock Market
    酒本隆太
    39th Annual Meeting of Japanese Association of Financial Econometrics and Engineering  2013/08

Teaching Experience

  • Seminar（Undergraduate）Seminar（Undergraduate） Hokkaido University
  • Management Science IManagement Science I Hokkaido University
  • Finance IIIFinance III Hokkaido University
  • Finance IFinance I Hokkaido University
  • Corporate Finance IICorporate Finance II Okayama University
  • Corporate Finance 2Corporate Finance 2 Okayama University
  • Corporate Finance 1（Master course）Corporate Finance 1（Master course） Okayama University
  • Graduation Research SeminarGraduation Research Seminar Okayama University
  • Basic SeminarBasic Seminar Okayama University
  • Corporate FinanceCorporate Finance Okayama University
  • FinanceFinance The Open University of Japan
  • Seminar on Corporate Finance BSeminar on Corporate Finance B Okayama University
  • Topics in Risk Engineering in Doctoral Program(Business Risk)Topics in Risk Engineering in Doctoral Program(Business Risk) University of Tsukuba

Association Memberships

  • European Finance Association   Financial Management Association   日本金融・証券計量・工学学会   日本ファイナンス学会   日本証券アナリスト協会   

Research Projects

  • 日本学術振興会：科学研究費助成事業
    Date (from‐to) : 2024/04 -2027/03 
    Author : 酒本 隆太
  • Japan Society for the Promotion of Science：Grants-in-Aid for Scientific Research Grant-in-Aid for Early-Career Scientists
    Date (from‐to) : 2022/04 -2024/03 
    Author : 酒本 隆太
  • 日本学術振興会：科学研究費助成事業 研究活動スタート支援
    Date (from‐to) : 2020/09 -2022/03 
    Author : 酒本 隆太
     
    本研究ではファイナンス研究の基礎となっているリスク・リターンの関係について分析を行う。2020年度は米国の株式市場を対象に、投資家のtime horizonを考慮したモデルの実証分析を行い、ABSリスト3の国際査読誌に論文を発表することができた。2021年度は分析対象を為替市場にして、為替戦略ごとのリスク・リターンの関係について実証分析を行った。当該論文もABSリスト3の国際査読誌に掲載が決定した。現在は仮想通貨市場を対象とした研究の改訂を主に、2020年度の研究にMixed-data samplingを利用した研究を進めている。仮想通貨についての研究は論文投稿したさいに基準となるベンチマークの曖昧さを指摘され、その部分を中心に改訂を行っている。Mixed-data samplingを利用した研究については初期の結果を日本ファイナンス学会で発表した。

Social Contribution

  • 岡山県立操山高等学校「未来航路」アドバイザー
    Date (from-to) : 2023/04-2024/03
    Role : Lecturer
    Sponser, Organizer, Publisher  : 岡山県立操山高等学校
  • 大学訪問講師（兵庫県立姫路南高等学校・岡山県美作高等学校）
    Date (from-to) : 2023/12/08-2023/12/08
    Role : Lecturer
  • 大学訪問講師（岡山県立倉敷古城池高等学校）
    Date (from-to) : 2023/11/09-2023/11/09
    Role : Lecturer
    Sponser, Organizer, Publisher  : 岡山県立倉敷古城池高等学校
  • 高校訪問（岡山県立笠岡高等学校）
    Date (from-to) : 2023/10/20-2023/10/20
    Role : Lecturer
    Sponser, Organizer, Publisher  : 岡山県立笠岡高等学校
  • 大学訪問講師（岡山県立津山東高等学校）
    Date (from-to) : 2023/10/06-2023/10/06
    Role : Lecturer
    Sponser, Organizer, Publisher  : 岡山県立津山東高等学校
  • 大学訪問講師（岡山県立岡山芳泉高等学校）
    Date (from-to) : 2023/07/13-2023/07/13
    Role : Lecturer
  • 大学訪問講師（香川県立坂出高等学校）
    Date (from-to) : 2022/10/14-2022/10/14
    Role : Lecturer
  • 大学訪問講師（岡山県立新見高等学校 ）
    Date (from-to) : 2022/07/08-2022/07/08
    Role : Lecturer
  • 高校訪問（岡山県立津山高等学校）
    Date (from-to) : 2022/06/24-2022/06/24
    Role : Lecturer
  • 高校訪問（倉敷高等学校）
    Date (from-to) : 2022/05/20-2022/05/20
    Role : Lecturer

Media Coverage

  • 知らないとマズイFXの危険性とは？
    Date : 2024/01
    Writer: Other than myself
    Publisher, broadcasting station: 株式会社インベストメントブリッジ
    Program, newspaper magazine: いろはにマネー
    https://www.bridge-salon.jp/money/fx/fx-kiken/ Internet
  • ロボアドバイザーはやめた方がいい？
    Date : 2024/01
    Writer: Other than myself
    Publisher, broadcasting station: 株式会社インベストメントブリッジ
    Program, newspaper magazine: いろはにマネー
    https://www.bridge-salon.jp/money/robot-advisor/robo-yameru/ Internet
  • 投資初心者の資産運用方法とは
    Date : 2024/01
    Writer: Other than myself
    Publisher, broadcasting station: 株式会社インベストメントブリッジ
    Program, newspaper magazine: いろはにマネー
    https://www.bridge-salon.jp/money/kiso/sakemoto-asset-interview/ Internet
  • 為替・コモディティの専門家から聞く、分散投資の必要性
    Date : 2023/10/26
    Writer: Other than myself
    Publisher, broadcasting station: 株式会社EXIDEA
    Program, newspaper magazine: HonNe-総合比較メディア（金融）
    https://exidea.co.jp/blog/money/tie-up/sakemoto-professor/ Internet
  • ななスパbiz（金価格について）
    Date : 2023/09/08
    Publisher, broadcasting station: テレビせとうち
    Program, newspaper magazine: ななすぱbiz
    Media report
  • これからの金融業界でキャリア形成するために必要な視点とは？
    Date : 2023/08
    Publisher, broadcasting station: 一般社団法人キャリア協会
    Program, newspaper magazine: 一般社団法人キャリア協会
    https://job.or.jp/interview-sakemoto/ Internet
  • 計量ファイナンスを用いたポートフォリオ構築とは？
    Date : 2023/08
    Publisher, broadcasting station: ベストセレクション株式会社
    https://www.best-selection.co.jp/interview-sakemoto Internet
  • 価格はなぜ変動するのか？実践で応用可能な理 論を探る
    Date : 2023/07/12
    Writer: Other than myself
    Publisher, broadcasting station: 株式会社RUNWAYS
    https://runways.co.jp/1110/ Internet
  • アセットプライシングの研究と投資アドバイス
    Date : 2023/06
    Writer: Other than myself
    Publisher, broadcasting station: 株式会社ロハスタイル
    Program, newspaper magazine: 引越し/暮らしの情報 Livika
    https://livika.jp/16401/ Internet
  • What should we know about currency market prediction?
    Date : 2022/12
    Writer: Myself
    Publisher, broadcasting station: 有限会社グリーン・アース
    https://sxl.co.jp/correct-exchangerate-prediction/ Internet
  • FXで分散投資はできるのか？
    Date : 2022/08
    Writer: Other than myself
    Publisher, broadcasting station: エモーショナルリンク合同会社
    https://emotional-link.co.jp/sakemoto-prof/ Internet
  • 「コモディティ価格」って何？投資をする上で知っておくべきこととは
    Date : 2021/08
    Writer: Other than myself
    Publisher, broadcasting station: 株式会社キュービック
    Program, newspaper magazine: money focus
    https://hoken-room.jp/money/moneyfocus/acd002 Internet
  • 「コモディティ価格」って何？投資をする上で知っておくべきこととは
    Date : 2021/04
    Writer: Other than myself
    Publisher, broadcasting station: 株式会社キュービック
    Program, newspaper magazine: エフプロ
    https://www.fx-cube.jp/content/i033 Internet

Academic Contribution

  • Peer Review
    Date (from-to) :2024/08-2024/08
    Role: Peer review
    Organizer, responsible person: Cogent Economics & Finance
  • Peer Review
    Date (from-to) :2024/08-2024/08
    Role: Peer review
    Organizer, responsible person: Journal of International Financial Markets Institutions & Money
  • Peer Review
    Date (from-to) :2024/06-2024/06
    Role: Peer review
    Type: Peer review etc
    Organizer, responsible person: Finance Research Letters
  • Peer Review
    Date (from-to) :2024/05-2024/05
    Role: Peer review
    Type: Peer review etc
    Organizer, responsible person: Singapore economic review
  • Peer Review
    Date (from-to) :2024/03/22-2024/03/22
    Role: Peer review
    Type: Peer review etc
    Organizer, responsible person: Finance Research Letters
  • Peer Review
    Date (from-to) :2024/03-2024/03
    Role: Peer review
    Type: Peer review etc
    Organizer, responsible person: Applied Economics
  • Peer Review
    Date (from-to) :2024/03-2024/03
    Role: Peer review
    Organizer, responsible person: North American Journal of Economics and Finance
  • Peer Review
    Date (from-to) :2024/03-2024/03
    Role: Peer review
    Organizer, responsible person: Finance Research Letters
  • Peer Review
    Date (from-to) :2024/01/23-2024/01/23
    Role: Peer review
    Organizer, responsible person: Finance Research Letters
  • Peer Review
    Date (from-to) :2024/01-2024/01
    Role: Peer review
    Type: Peer review etc
    Organizer, responsible person: International Journal of Economic Policy Studies
  • Peer Review
    Date (from-to) :2024/01-2024/01
    Role: Peer review
    Organizer, responsible person: Asia-Pacific Financial Markets
  • Peer review
    Date (from-to) :2023/12-2023/12
    Role: Peer review
    Type: Peer review etc
    Organizer, responsible person: Finance Research Letters
  • Peer Review
    Date (from-to) :2023/11-2023/11
    Role: Peer review
    Type: Peer review etc
    Organizer, responsible person: Finance Research Letters
  • Peer Review
    Date (from-to) :2023/11-2023/11
    Role: Peer review
    Type: Peer review etc
    Organizer, responsible person: International Review of Economics and Finance
  • Peer Review
    Date (from-to) :2023/10-2023/10
    Role: Peer review
    Type: Peer review etc
    Organizer, responsible person: Finance Research Letters
  • Peer Review
    Date (from-to) :2023/09/12-2023/09/12
    Role: Peer review
    Type: Peer review etc
    Organizer, responsible person: Finance Research Letters
  • Peer review
    Date (from-to) :2023/09/01-2023/09/01
    Role: Peer review
    Type: Peer review etc
    Organizer, responsible person: Finance Research Letters
  • Peer review
    Date (from-to) :2023/08-2023/08
    Role: Peer review
    Type: Peer review etc
    Organizer, responsible person: Journal of Futures Markets
  • Peer review
    Date (from-to) :2023/08-2023/08
    Role: Peer review
    Type: Peer review etc
    Organizer, responsible person: Finance Research Letters
  • Peer review
    Date (from-to) :2023/07-2023/07
    Role: Peer review
    Type: Peer review etc
    Organizer, responsible person: Finance Research Letters
  • Peer Review
    Date (from-to) :2023/06-2023/06
    Role: Peer review
    Type: Peer review etc
    Organizer, responsible person: Asia-Pacific Financial Markets
  • Peer review
    Date (from-to) :2023/06-2023/06
    Role: Peer review
    Type: Peer review etc
    Organizer, responsible person: Finance Research Letters
  • Peer review
    Date (from-to) :2023/05-2023/05
    Role: Peer review
    Type: Peer review etc
    Organizer, responsible person: Applied Economics Letters
  • Peer review
    Date (from-to) :2023/04-2023/04
    Role: Peer review
    Type: Peer review etc
    Organizer, responsible person: International Review of Economics & Finance
  • Peer review
    Date (from-to) :2023/04-2023/04
    Role: Peer review
    Type: Peer review etc
    Organizer, responsible person: Journal of Futures Markets
  • Peer review
    Date (from-to) :2023/03-2023/03
    Role: Peer review
    Type: Peer review etc
    Organizer, responsible person: International Review of Financial Analysis
  • Peer review
    Date (from-to) :2023/02-2023/02
    Role: Peer review
    Type: Peer review etc
    Organizer, responsible person: Finance Research Letters
  • Peer Review
    Date (from-to) :2022/12-2022/12
    Role: Peer review
    Type: Peer review etc
    Organizer, responsible person: Australian Journal of Agricultural and Resource Economics.
  • Peer Review
    Date (from-to) :2022/08-2022/08
    Role: Peer review
    Type: Peer review etc
    Organizer, responsible person: Journal of Applied Economics
  • Peer Review
    Date (from-to) :2022/08-2022/08
    Role: Peer review
    Type: Peer review etc
    Organizer, responsible person: Journal of International Money and Finance
  • Peer Review
    Date (from-to) :2022/04-2022/04
    Role: Peer review
    Type: Peer review etc
    Organizer, responsible person: Finance Research Letters
  • Peer Review
    Date (from-to) :2022/03-2022/03
    Role: Peer review
    Organizer, responsible person: Journal of International Financial Markets, Institutions & Money
  • Peer Review
    Date (from-to) :2021/09-2021/09
    Role: Peer review
    Type: Peer review etc
    Organizer, responsible person: Applied Economics
  • Peer Review
    Date (from-to) :2021/09-2021/09
    Role: Peer review
    Type: Peer review etc
    Organizer, responsible person: Journal of International Financial Markets, Institutions & Money
  • Peer review
    Date (from-to) :2021/08/20-2021/08/20
    Role: Peer review
    Type: Peer review etc
    Organizer, responsible person: International Review of Financial Analysis
  • peer review
    Date (from-to) :2021/08/04-2021/08/04
    Role: Peer review
    Organizer, responsible person: Asia-Pacific Financial Markets
  • Peer Review
    Date (from-to) :2021/07/31-2021/07/31
    Role: Peer review
    Type: Peer review etc
    Organizer, responsible person: Applied Economics
  • PhD thesis external examiner
    Date (from-to) :2021/07-2021/07
    Role: Review
    Type: Review
    Organizer, responsible person: Tohoku university graduate school of economics and management
  • Peer Review
    Date (from-to) :2021/05/21-2021/05/21
    Role: Peer review
    Type: Peer review etc
    Organizer, responsible person: Asia-Pacific Financial Markets
  • Grant review
    Date (from-to) :2021/05/03-2021/05/03
    Role: Review
    Type: Review
    Organizer, responsible person: Xi'an Jiaotong-Liverpool University
  • Peer review
    Date (from-to) :2021/04/20-2021/04/20
    Role: Peer review
    Type: Peer review etc
    Organizer, responsible person: Journal of International Financial Markets, Institutions and Money
  • Peer Review
    Date (from-to) :2021/02/26-2021/02/26
    Role: Peer review
    Type: Peer review etc
    Organizer, responsible person: Journal of International Money and Finance
  • Peer review
    Date (from-to) :2021/01/21-2021/01/21
    Role: Peer review
    Organizer, responsible person: The Indian Economic Journal
  • Peer review
    Date (from-to) :2021/01/08-2021/01/08
    Role: Peer review
    Type: Peer review etc
    Organizer, responsible person: International Review of Economics and Finance
  • Peer Review
    Date (from-to) :2020/12/26-2020/12/26
    Role: Peer review
    Type: Peer review etc
    Organizer, responsible person: Asia-Pacific Financial Markets
  • Refereeing
    Date (from-to) :2020/11/19-2020/11/19
    Role: Peer review
    Type: Peer review etc
    Organizer, responsible person: Finance Research Letters
  • Peer Review
    Date (from-to) :2020/05/01
    Role: Peer review
    Type: Peer review etc
    Organizer, responsible person: North American Journal of Economics and Finance
  • Peer Review
    Date (from-to) :2020/03/25
    Role: Peer review
    Type: Peer review etc
    Organizer, responsible person: Journal of Multinational Financial Management
  • Peer Review
    Date (from-to) :2019/12/19
    Role: Peer review
    Type: Peer review etc
    Organizer, responsible person: Research in International Business and Finance
  • Peer Review
    Date (from-to) :2019/12/01
    Role: Peer review
    Type: Peer review etc
    Organizer, responsible person: Financial Innovation
  • Peer Review
    Date (from-to) :2019/09/01
    Role: Peer review
    Type: Peer review etc
    Organizer, responsible person: Journal of International Money and Finance
  • Peer Review
    Date (from-to) :2019/07/24
    Role: Peer review
    Type: Peer review etc
    Organizer, responsible person: Economics and Business Letters
  • Peer Review
    Date (from-to) :2019/03/24
    Role: Peer review
    Type: Peer review etc
    Organizer, responsible person: Japanese Economic Review
  • Peer Review
    Date (from-to) :2017/11/03
    Role: Peer review
    Type: Peer review etc
    Organizer, responsible person: Emerging Markets Finance and Trade

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