Japanese National Police will start an investigation on the murder in accordance to the law that states that when Japanese citezen are killed in another country the local police could investigate.

The hostage crisis began on Jan. 20, when the extremist group posted its first video showing a masked man, known colloquially as "Jihadi John," threatening to kill Goto and Yukawa.

He claimed that Japan had joined a "crusade" against the Islamic State group and demanded a $200 million ransom for the pair, the same amount Abe had recently pledged in nonmilitary aid to help countries "contending with" the Islamic State group.

In a new video posted online early in the morning, the same masked man seen in previous Islamic State hostage videos is shown standing next to Goto, who was executed.