Whisk together all ingredients except the salmon, then add the salmon and cover with the marinade. Cover and refrigerate overnight or for a few hours before baking.
Preheat the oven to 400°F. Line a baking sheet with parchment paper and lay half of the sliced citrus in the center. Place the whole salmon filet over the citrus and cover with the remaining sliced citrus. Bake for about 20-25 minutes, depending on thickness of the salmon, until cooked through.