Cao Guangxi : Citation Profile


Are you Cao Guangxi?

Nanjing University of Science and Technology

9

H index

8

i10 index

224

Citations

RESEARCH PRODUCTION:

13

Articles

1

Books

RESEARCH ACTIVITY:

   6 years (2012 - 2018). See details.
   Cites by year: 37
   Journals where Cao Guangxi has often published
   Relations with other researchers
   Recent citing documents: 45.    Total self citations: 9 (3.86 %)

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   Permalink: http://citec.repec.org/pgu442
   Updated: 2022-01-15    RAS profile: 2020-01-27    
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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:

Lv, Dayong (12)

Ferreira, Paulo (12)

Bouri, Elie (8)

Krištoufek, Ladislav (7)

Minutolo, Marcel (5)

Wang, Gang-Jin (4)

Dionisio, Andreia (3)

Yoon, Seong-Min (3)

Vo, Xuan Vinh (2)

Wang, Yudong (2)

Chen, Feier (2)

Cites to:

Zhou, Wei-Xing (35)

He, Ling-Yun (32)

He, Ling-Yun (20)

Wang, Yudong (13)

Wang, Yudong (13)

Wang, Gang-Jin (7)

Cajueiro, Daniel (7)

Tabak, Benjamin (6)

Ang, Andrew (4)

Granger, Clive (4)

Baruník, Jozef (4)

Main data


Where Cao Guangxi has published?


Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications10

Recent works citing Cao Guangxi (2021 and 2020)


YearTitle of citing document
2020Multifractal behavior in return and volatility series of Bitcoin and gold in comparison. (2020). Chen, Hongzhuan ; Telli, Ahin. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:139:y:2020:i:c:s0960077920303933.

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2021Cross-correlations between price and volume in Chinas crude oil futures market: A study based on multifractal approaches. (2021). Zhang, Hongwei ; Cheng, Hui ; Guo, Yaoqi. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:144:y:2021:i:c:s096007792031033x.

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2021Long-term wealth growth portfolio allocation under parameter uncertainty: A non-conservative robust approach. (2021). Zhang, Tianlun ; Zhu, BO. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000620.

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2021Does oil price variability affect the long memory and weak form efficiency of stock markets in top oil producers and oil Consumers? Evidence from an asymmetric MF-DFA approach. (2021). Vo, Xuan Vinh ; Mensi, Walid ; Yoon, Seong-Min ; Lee, Yun-Jung. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000747.

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2021A study of the efficiency of the Chinese clean energy stock market and its correlation with the crude oil market based on an asymmetric multifractal scaling behavior analysis. (2021). Zhang, Ze-Kun ; Mo, Yi-Na ; Yao, Can-Zhong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001352.

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2020The pass-through effects of oil price shocks on Chinas inflation: A time-varying analysis. (2020). Chen, Jinyu ; Li, Hailing ; Zhu, Xuehong. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988320300347.

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2021Comparative efficiency of green and conventional bonds pre- and during COVID-19: An asymmetric multifractal detrended fluctuation analysis. (2021). Farid, Saqib ; Naeem, Muhammad Abubakr ; Hussain, Syed Jawad ; Ferrer, Roman. In: Energy Policy. RePEc:eee:enepol:v:153:y:2021:i:c:s0301421521001543.

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2020The impact of oil price shocks on clean energy stocks: Fresh evidence from multi-scale perspective. (2020). Cai, Guixin ; Zhang, Hao ; Yang, Dongxiao. In: Energy. RePEc:eee:energy:v:196:y:2020:i:c:s0360544220302061.

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2020How the supply and demand of steam coal affect the investment in clean energy industry? Evidence from China. (2020). Fan, Ying ; Guo, Jianfeng ; Wang, Jiqiang. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420719303344.

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2020Volatility connectedness in global foreign exchange markets. (2020). Wang, Gang-Jin ; Wen, Tiange. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:54:y:2020:i:c:s1042444x20300062.

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2020Financial stability and real estate price fluctuation in China. (2020). Liu, Chao ; Wang, Chao ; Zhao, QI ; Zheng, Ying. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:540:y:2020:i:c:s0378437119316851.

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2020Analysis of the human gait rhythm in Neurodegenerative disease: A multifractal approach using Multifractal detrended cross correlation analysis. (2020). Chatterjee, Sucharita. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:540:y:2020:i:c:s0378437119317765.

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2020Dynamic relationship between Chinese RMB exchange rate index and market anxiety: A new perspective based on MF-DCCA. (2020). Liu, Xinghua ; Lu, Xinsheng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:541:y:2020:i:c:s037843711931903x.

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2020Multifractal analysis of the impact of US–China trade friction on US and China soy futures markets. (2020). Zhu, Yingming ; Zhang, Xin ; Ji, Qiangbiao. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:542:y:2020:i:c:s0378437119318102.

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2020Cryptocurrencies and equity funds: Evidence from an asymmetric multifractal analysis. (2020). Bouri, Elie ; Kristjanpoller, Werner ; Takaishi, Tetsuya. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:545:y:2020:i:c:s0378437119320667.

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2020Multifractal analysis of the WTI crude oil market, US stock market and EPU. (2020). Ju, Wei-Jia ; Liu, Cheng ; Yao, Can-Zhong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:550:y:2020:i:c:s0378437119322629.

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2020Are clean energy stocks efficient? Asymmetric multifractal scaling behaviour. (2020). Krištoufek, Ladislav ; Nasir, Rana Muhammad ; Kayani, Ghulam Mujtaba ; Bouri, Elie ; Hussain, Syed Jawad. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:550:y:2020:i:c:s037843712030234x.

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2020China’s soybean crush spread: Nonlinear analysis based on MF-DCCA. (2020). Fan, Liming ; Cui, Hao ; Ruan, Qingsong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:554:y:2020:i:c:s0378437119321648.

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2020MF-DCCA between molecular properties and aqueous solubility. (2020). Jia, Guozhu ; Zhu, LI ; Chen, Hong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:556:y:2020:i:c:s0378437120303502.

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2020Multifractal analysis of Indian public sector enterprises. (2020). Manimaran, P ; Krishna, Gopal M ; Charutha, S. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:557:y:2020:i:c:s0378437120304568.

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2020Multivariate cumulants in outlier detection for financial data analysis. (2020). Domino, Krzysztof . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:558:y:2020:i:c:s0378437120305197.

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2020A comparative study on the volatility of EU and China’s carbon emission permits trading markets. (2020). Xiang, Meiqi ; Sun, Limei ; Shen, Qing. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:560:y:2020:i:c:s0378437120305409.

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2020Multifractal detrended cross-correlation analysis on benchmark cryptocurrencies and crude oil prices. (2020). Khosravi, Reza ; Ghazani, Majid Mirzaee. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:560:y:2020:i:c:s0378437120306129.

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2021Hedging effectiveness of Chinese Treasury bond futures: New evidence based on nonlinear analysis. (2021). Lv, Dayong ; Yin, Linsen ; Zhou, MI ; Ruan, Qingsong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:565:y:2021:i:c:s0378437120308517.

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2021Asymmetric efficiency of cryptocurrencies during COVID19. (2021). Vo, Xuan Vinh ; Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Peng, Zhe ; Bouri, Elie ; Naeem, Muhammad Abubakr. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:565:y:2021:i:c:s0378437120308608.

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2021Impact of Global Warming on SENSEX fluctuations — A study based on Multifractal detrended cross correlation analysis between the temperature anomalies and the SENSEX fluctuations. (2021). Ghosh, Dipak ; Chatterjee, Sucharita. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:571:y:2021:i:c:s037843712100087x.

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2021Asymmetric multi-fractal cross-correlations of the price of electricity in the US with crude oil and the natural gas. (2021). Minutolo, Marcel ; Kristjanpoller, Werner. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:572:y:2021:i:c:s0378437121001023.

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2021Cross-correlations between the P2P interest rate, Shibor and treasury yields. (2021). Li, Jianfeng ; Lu, Xinsheng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:574:y:2021:i:c:s037843712100217x.

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2021Analysis of stock market efficiency during crisis periods in the US stock market: Differences between the global financial crisis and COVID-19 pandemic. (2021). Choi, Sun-Yong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:574:y:2021:i:c:s0378437121002600.

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2021An innovative approach for constructing a shipping index based on dynamic weighted complex networks. (2021). Gu, Yimiao ; Zhong, Huiling ; Wan, Yanchun ; Liang, Fenfen ; Cai, Wenxue . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:578:y:2021:i:c:s0378437121003745.

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2021Exploring asymmetric multifractal cross-correlations of price–volatility and asymmetric volatility dynamics in cryptocurrency markets. (2021). Umeno, Ken ; Kakinaka, Shinji. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:581:y:2021:i:c:s0378437121005100.

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2021Is Brazilian music getting more predictable? A statistical physics approach for different music genres. (2021). Ferreira, Paulo ; Cantarinha, Ana ; Aslam, Faheem ; Dionisio, Andreia ; Wundervald, Bruna ; Quintino, Derick. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:583:y:2021:i:c:s0378437121006002.

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2021Analysis and measurement of multifactor risk in underground coal mine accidents based on coupling theory. (2021). Qiao, Wanguan. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:208:y:2021:i:c:s0951832021000053.

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2021Does the US-China trade war affect co-movements between US and Chinese stock markets?. (2021). Ke, Jian ; Wang, Liming ; Shi, Yujie. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000982.

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2021Asymmetric multifractal features of the price–volume correlation in China’s gold futures market based on MF-ADCCA. (2021). Zhang, Hongwei ; Chen, Weixun ; Cheng, Hui ; Xiyu, Chen ; Guo, Yaoqi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921001161.

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2020Analysis of the Informational Efficiency of the EU Carbon Emission Trading Market: Asymmetric MF-DFA Approach. (2020). Yoon, Seong-Min ; Choi, Ki-Hong ; Kim, Neung-Woo ; Lee, Yun-Jung. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:9:p:2171-:d:352974.

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2021Dynamic Spillovers and Asymmetric Spillover Effect between the Carbon Emission Trading Market, Fossil Energy Market, and New Energy Stock Market in China. (2021). Li, Xiyu ; Nie, Dan. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:19:p:6438-:d:652055.

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2020Return and Volatility Transmission between World-Leading and Latin American Stock Markets: Portfolio Implications. (2020). Wong, Wing-Keung ; Ali, Shoaib ; Yousaf, Imran. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:7:p:148-:d:381691.

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2020From Big Data to Econophysics and Its Use to Explain Complex Phenomena. (2020). , Hernane ; Ferreira, Paulo. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:7:p:153-:d:383955.

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2020An Econophysics Study of the S&P Global Clean Energy Index. (2020). Loures, Luis Carlos ; Ferreira, Paulo. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:2:p:662-:d:309473.

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2021Analyzing the Characteristics and Evolution of Chinese Enterprises’ Outward Forward Direct Investment Host Country Network. (2021). Tang, Decai ; Zhang, Xiaoling ; Bethel, Brandon J. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:17:p:9824-:d:627319.

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2021What Factors Affect the RMB Carry Trade Return for Sustainability? An Empirical Analysis by Using an ARDL Model. (2021). Guo, Sen ; Zhang, Ziyun. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:24:p:13533-:d:696934.

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2020Stock Market Temporal Complex Networks Construction, Robustness Analysis, and Systematic Risk Identification: A Case of CSI 300 Index. (2020). Zhang, Chi ; Wan, Xiaole ; Meng, Qingchun. In: Complexity. RePEc:hin:complx:7195494.

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2020Dynamic long-range dependences in the Swiss stock market. (2020). Ferreira, Paulo. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:4:d:10.1007_s00181-018-1549-x.

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2021Dynamic cross-correlation and dynamic contagion of stock markets: a sliding windows approach with the DCCA correlation coefficient. (2021). el Boukfaoui, My Youssef ; Ferreira, Paulo ; Tilfani, Oussama. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:3:d:10.1007_s00181-019-01806-1.

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Works by Cao Guangxi:


YearTitleTypeCited
2012Multifractal detrended cross-correlations between the Chinese exchange market and stock market In: Physica A: Statistical Mechanics and its Applications.
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article67
2013Asymmetric multifractal scaling behavior in the Chinese stock market: Based on asymmetric MF-DFA In: Physica A: Statistical Mechanics and its Applications.
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article39
2014Detrended 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.
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article29
2014Multifractal 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.
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article13
2015Extreme values in the Chinese and American stock markets based on detrended fluctuation analysis In: Physica A: Statistical Mechanics and its Applications.
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article14
2016Nonlinear structure analysis of carbon and energy markets with MFDCCA based on maximum overlap wavelet transform In: Physica A: Statistical Mechanics and its Applications.
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article19
2017Asymmetric 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.
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article13
2017Volatility-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.
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article11
2018Comparative 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.
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article0
2018Topology 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.
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article2
2017Structure Characteristics of the International Stock Market Complex Network in the Perspective of Whole and Part In: Discrete Dynamics in Nature and Society.
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article2
2012Time-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.
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article9
2015Effects 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.
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article2
2018Multifractal Detrended Analysis Method and Its Application in Financial Markets In: Springer Books.
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book4

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