||Condensed matter system with strong electron correlation host numerous intriguing phenomena, such as the superconductor-metal-insulator transition, (anti-)ferromagnetism, ferroelectricity, multiferroelectricity, and so on, and such are arising from strong interaction among fundamental degrees of freedom in the solid, i.e., charge, spin, orbital, and lattice. Their proper understanding is important to deepen our knowledge of the nature and also for the technical usage of novel functionality. We investigate these novel phenomena by using optical spectroscopy exploiting the light-matter interaction, and aim at revealing the working principles and designing new functional devices. Exploiting linear/nonlinear spectroscopy in the broad spectral range from terahertz to ultraviolet and also equiping spatially-resolved and time-resolved capability, following topics are being investigated: (i) we investigate the Mott metal-insulator transition, and contribute to develop switching/memory devices and solar cell based on it. (ii) we aim at the development of the non-dissipative spintronic device based on the spin-orbit coupling. (iii) we also investigate the magnetoelectric coupling to control the magnetic property via electric field and/or the electric property via magnetic.