9
H index
9
i10 index
283
Citations
Cao Guangxi : Citation Profile
Nanjing University of Science and Technology | RESEARCH PRODUCTION: 13 Articles 1 Books RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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6 years (2012 - 2018). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Cao Guangxi. | Is cited by:
| Cites to:
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Main data
Where Cao Guangxi has published?
| Journals with more than one article published | # docs |
|---|---|
| Physica A: Statistical Mechanics and its Applications | 10 |
Recent works citing Cao Guangxi (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Comparing asymmetric price efficiency in regional ESG markets before and during COVID-19. (2023). Yousaf, Imran ; Farid, Saqib ; Tiwari, Aviral Kumar ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003327. Full description at Econpapers || Download paper |
| 2023 | Climate events matter in the global natural gas market. (2023). Zhang, Dayong ; Ji, Qiang ; Sun, Xiaolei ; Shen, Yiran. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003857. Full description at Econpapers || Download paper |
| 2023 | Exploring downside risk dependence across energy markets: Electricity, conventional energy, carbon, and clean energy during episodes of market crises. (2023). Arfaoui, Nadia ; Naeem, Muhammad Abubakr. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323005807. Full description at Econpapers || Download paper |
| 2023 | The dynamic spillovers among carbon, fossil energy and electricity markets based on a TVP-VAR-SV method. (2023). Zhang, Kai Quan ; Yu, Zheng ; Dang, Yi Jing ; Qiao, Sen. In: Energy. RePEc:eee:energy:v:266:y:2023:i:c:s0360544222032303. Full description at Econpapers || Download paper |
| 2023 | NFTs, DeFi, and other assets efficiency and volatility dynamics: An asymmetric multifractality analysis. (2023). Shi, Baofeng ; Abedin, Mohammad Zoynul ; Alam, Masud ; Abdullah, Mohammad ; Ferdous, Mohammad Ashraful. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001588. Full description at Econpapers || Download paper |
| 2023 | Realized higher-order moments spillovers between commodity and stock markets: Evidence from China. (2023). Xu, Yahua ; Gao, Wang ; Bouri, Elie ; Jin, Chen ; Zhang, Hongwei. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000320. Full description at Econpapers || Download paper |
| 2023 | Asymmetric efficiency and connectedness among green stocks, halal tourism stocks, cryptocurrencies, and commodities: Portfolio hedging implications. (2023). Chowdhury, Mohammad Ashraful ; Sulong, Zunaidah ; Ferdous, Mohammad Ashraful ; Abdullah, Mohammad. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723001277. Full description at Econpapers || Download paper |
| 2023 | Efficiency of the financial markets during the COVID-19 crisis: Time-varying parameters of fractional stable dynamics. (2023). Garcin, Matthieu ; Ammy-Driss, Ayoub. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:609:y:2023:i:c:s0378437122008937. Full description at Econpapers || Download paper |
| 2023 | A local fitting based multifractal detrend fluctuation analysis method. (2023). Kim, Junseok ; Wu, Xinpei ; Huang, Menghao ; Wang, Jian. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:611:y:2023:i:c:s0378437123000316. Full description at Econpapers || Download paper |
| 2023 | Asymmetric multifractal spectrum distribution based on detrending moving average cross-correlation analysis. (2023). Chen, Jiayi ; Shen, NA. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:615:y:2023:i:c:s0378437123001140. Full description at Econpapers || Download paper |
| 2023 | A Multi-market Comparison of the Intraday Lead–Lag Relations Among Stock Index-Based Spot, Futures and Options. (2023). Chen, Zhang-Hangjian ; Xiong, Xiong ; Li, Sai-Ping ; Cai, Mei-Ling ; Ren, Fei. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:1:d:10.1007_s10614-022-10268-0. Full description at Econpapers || Download paper |
Works by Cao Guangxi:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2012 | Multifractal detrended cross-correlations between the Chinese exchange market and stock market In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 74 |
| 2013 | Asymmetric multifractal scaling behavior in the Chinese stock market: Based on asymmetric MF-DFA In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 58 |
| 2014 | Detrended cross-correlation analysis approach for assessing asymmetric multifractal detrended cross-correlations and their application to the Chinese financial market In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 35 |
| 2014 | Multifractal detrended cross-correlations between the CSI 300 index futures and the spot markets based on high-frequency data In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 17 |
| 2015 | Extreme values in the Chinese and American stock markets based on detrended fluctuation analysis In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 15 |
| 2016 | Nonlinear structure analysis of carbon and energy markets with MFDCCA based on maximum overlap wavelet transform In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 24 |
| 2017 | Asymmetric MF-DCCA method based on risk conduction and its application in the Chinese and foreign stock markets In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 15 |
| 2017 | Volatility-constrained multifractal detrended cross-correlation analysis: Cross-correlation among Mainland China, US, and Hong Kong stock markets In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 15 |
| 2018 | Comparative analysis of grey detrended fluctuation analysis methods based on empirical research on China’s interest rate market In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 0 |
| 2018 | Topology structure based on detrended cross-correlation coefficient of exchange rate network of the belt and road countries In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 4 |
| 2017 | Structure Characteristics of the International Stock Market Complex Network in the Perspective of Whole and Part In: Discrete Dynamics in Nature and Society. [Full Text][Citation analysis] | article | 2 |
| 2012 | Time-Varying Effects of Changes in the Interest Rate and the RMB Exchange Rate on the Stock Market of China: Evidence from the Long-Memory TVP-VAR Model In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 12 |
| 2015 | Effects of climatic events on the Chinese stock market: applying event analysis In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards. [Full Text][Citation analysis] | article | 4 |
| 2018 | Multifractal Detrended Analysis Method and Its Application in Financial Markets In: Springer Books. [Citation analysis] | book | 8 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2024. Contact: CitEc Team