Cao Guangxi : Citation Profile


Are you Cao Guangxi?

Nanjing University of Science and Technology

6

H index

6

i10 index

138

Citations

RESEARCH PRODUCTION:

8

Articles

RESEARCH ACTIVITY:

   4 years (2012 - 2016). See details.
   Cites by year: 34
   Journals where Cao Guangxi has often published
   Relations with other researchers
   Recent citing documents: 53.    Total self citations: 5 (3.5 %)

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   Permalink: http://citec.repec.org/pgu442
   Updated: 2020-01-18    RAS profile: 2016-01-25    
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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:

Ferreira, Paulo (6)

Krištoufek, Ladislav (6)

He, Ling-Yun (3)

Wang, Gang-Jin (3)

Wang, Yudong (2)

Chen, Feier (2)

Yoon, Seong-Min (1)

Chevallier, Julien (1)

GUPTA, RANGAN (1)

Wohar, Mark (1)

Shen, Dehua (1)

Cites to:

Zhou, Wei-Xing (23)

He, Ling-Yun (17)

He, Ling-Yun (13)

Wang, Yudong (13)

Wang, Yudong (13)

Cajueiro, Daniel (5)

Ang, Andrew (4)

Liu, Ruipeng (4)

Tabak, Benjamin (4)

Baruník, Jozef (4)

Wang, Gang-Jin (3)

Main data


Where Cao Guangxi has published?


Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications6

Recent works citing Cao Guangxi (2018 and 2017)


YearTitle of citing document
2019Multifractality and market efficiency of carbon emission trading market: Analysis using the multifractal detrended fluctuation technique. (2019). Yin, Jiuli ; Lv, Xiangxiang ; Fan, Xinghua ; Liang, Jiaochen ; Tian, Lixin. In: Applied Energy. RePEc:eee:appene:v:251:y:2019:i:c:60.

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2017Dynamic multiscale interactions between European carbon and electricity markets during 2005–2016. (2017). Wei, Yi-Ming ; Chevallier, Julien ; Han, Dong ; Zhu, Bangzhu. In: Energy Policy. RePEc:eee:enepol:v:107:y:2017:i:c:p:309-322.

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2018The impact of Chinese financial markets on commodity currency exchange rates. (2018). Ma, Xiuying ; Wang, Chengqi ; Xu, Xiangyun ; Yang, Zhihua. In: Global Finance Journal. RePEc:eee:glofin:v:37:y:2018:i:c:p:186-198.

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2017Coupling detrended fluctuation analysis for multiple warehouse-out behavioral sequences. (2017). Yao, Can-Zhong ; Zheng, Xu-Zhou ; Lin, Ji-Nan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:465:y:2017:i:c:p:75-90.

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2017Asymmetric MF-DCCA method based on risk conduction and its application in the Chinese and foreign stock markets. (2017). Xu, Wei ; Cao, Guangxi ; Li, Qingchen ; Han, Yan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:468:y:2017:i:c:p:119-130.

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2017Asymmetric joint multifractal analysis in Chinese stock markets. (2017). Chen, Yuwen ; Zheng, Tingting. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:471:y:2017:i:c:p:10-19.

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2017Cointegration and causal linkages in fertilizer markets across different regimes. (2017). Lahmiri, Salim. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:471:y:2017:i:c:p:181-189.

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2017Coupling detrended fluctuation analysis of Asian stock markets. (2017). Zhu, Yingming ; Yang, Liansheng ; Wang, Qizhen . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:471:y:2017:i:c:p:337-350.

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2017Asymmetric correlations in the ozone concentration dynamics of the Mexico City Metropolitan Area. (2017). Echeverria, J C ; Meraz, M ; Alvarez-Ramirez, J. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:471:y:2017:i:c:p:377-386.

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2017Volatility-constrained multifractal detrended cross-correlation analysis: Cross-correlation among Mainland China, US, and Hong Kong stock markets. (2017). Li, Qingchen ; Zhang, Minjia ; Cao, Guangxi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:472:y:2017:i:c:p:67-76.

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2017Power law cross-correlations between price change and volume change of Indian stocks. (2017). Hasan, Rashid ; Salim, Mohammed M. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:473:y:2017:i:c:p:620-631.

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2017Multifractal cross-correlations between crude oil and tanker freight rate. (2017). Chen, Feier ; Li, Tingyi ; Ding, Xiaoxu ; Tian, Kang ; Miao, Yuqi . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:474:y:2017:i:c:p:344-354.

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2017Can economic policy uncertainty help to forecast the volatility: A multifractal perspective. (2017). Liu, Zhicao ; Ma, Feng ; Ye, Yong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:482:y:2017:i:c:p:181-188.

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2017Multifractal analysis of Moroccan family business stock returns. (2017). Lahmiri, Salim. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:486:y:2017:i:c:p:183-191.

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2017Price–volume multifractal analysis of the Moroccan stock market. (2017). el Alaoui, Marwane . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:486:y:2017:i:c:p:473-485.

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2018A sliding windows approach to analyse the evolution of bank shares in the European Union. (2018). Ferreira, Paulo ; Guedes, Everaldo Freitas ; Dionisio, Andreia ; Zebende, Gilney Figueira. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:490:y:2018:i:c:p:1355-1367.

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2018Correlations of stock price fluctuations under multi-scale and multi-threshold scenarios. (2018). Feng, Sida ; Sui, Guo ; Jiang, Meihui ; Liu, Xueyong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:490:y:2018:i:c:p:1501-1512.

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2018The complexity of the HANG SENG Index and its constituencies during the 2007–2008 Great Recession. (2018). Argyroudis, G ; Siokis, F. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:495:y:2018:i:c:p:463-474.

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2018What detrended fluctuation analysis can tell us about NBA results. (2018). Ferreira, Paulo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:500:y:2018:i:c:p:92-96.

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2018Multifractal detrended cross-correlation analysis on air pollutants of University of Hyderabad Campus, India. (2018). Manimaran, P ; Narayana, A C. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:502:y:2018:i:c:p:228-235.

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2018Multifractal detrended cross-correlation analysis on NO, NO2 and O3 concentrations at traffic sites. (2018). Xu, Weijia ; Liu, Yonghong ; Shi, Kai. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:502:y:2018:i:c:p:605-612.

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2018Whether the fluctuation of China’s financial markets have impact on global commodity prices?. (2018). Liao, Jia ; Xu, Xiangyun ; Qian, QI. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:1030-1040.

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2018Multifractal detrended cross-correlations between Chinese stock market and three stock markets in The Belt and Road Initiative. (2018). Zhang, Xin ; Yang, Liansheng ; Zhu, Yingming. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:105-115.

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2018Modelling multifractality and efficiency of GCC stock markets using the MF-DFA approach: A comparative analysis of global, regional and Islamic markets. (2018). Mensi, Walid ; Yoon, Seong-Min ; Hamdi, Atef. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:1107-1116.

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2018Cross-correlations between individual investor sentiment and Chinese stock market return: New perspective based on MF-DCCA. (2018). Ruan, Qingsong ; Zhang, Shuhua ; Lv, Dayong ; Yang, Haiquan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:243-256.

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2018Multifractal analysis of Shanghai and Hong Kong stock markets before and after the connect program. (2018). Zhang, Guofu ; Li, Jingjing. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:611-622.

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2018Oil–gold time varying nexus: A time–frequency analysis. (2018). Khalfaoui, Rabeh . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:86-104.

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2018Asymmetric volatility varies in different dry bulk freight rate markets under structure breaks. (2018). Chen, Feier ; Liu, Junlin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:505:y:2018:i:c:p:316-327.

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2018A simple analytics framework for evaluating mean escape time in different term structures with stochastic volatility. (2018). Ko, Bonggyun ; Song, Jae Wook. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:505:y:2018:i:c:p:398-412.

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2018Long-range dependencies of Eastern European stock markets: A dynamic detrended analysis. (2018). Ferreira, Paulo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:505:y:2018:i:c:p:454-470.

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2018Non-linear dependencies in African stock markets: Was subprime crisis an important factor?. (2018). Ferreira, Paulo ; Correia, Jose ; Dionisio, Andreia. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:505:y:2018:i:c:p:680-687.

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2018The effectiveness of the monetary policy in China: New evidence from long-range cross-correlation analysis and the components of multifractality. (2018). Qin, Jing ; Lu, Xinsheng ; Ge, Jintian . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:506:y:2018:i:c:p:1026-1037.

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2018Comparative analysis of grey detrended fluctuation analysis methods based on empirical research on China’s interest rate market. (2018). He, Ling-Yun ; Jiang, Min ; Cao, Guangxi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:506:y:2018:i:c:p:156-169.

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2018The cross-correlations between online sentiment proxies: Evidence from Google Trends and Twitter. (2018). Shen, Dehua ; Zhang, Zuochao. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:508:y:2018:i:c:p:67-75.

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2018Dynamic relationship between RMB exchange rate index and stock market liquidity: A new perspective based on MF-DCCA. (2018). Li, Wei ; Zhou, Ying ; Ren, Yongping ; Lu, Xinsheng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:508:y:2018:i:c:p:726-739.

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2018SAD and stock returns revisited: Nonlinear analysis based on MF-DCCA and Granger test. (2018). Ruan, Qingsong ; Yang, Haiquan ; Lv, Dayong ; Zhang, Manqian. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:1009-1022.

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2018Topology structure based on detrended cross-correlation coefficient of exchange rate network of the belt and road countries. (2018). Li, Jianxuan ; Cao, Guangxi ; Shi, Yingying. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:1140-1151.

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2018Multifractal detrended cross-correlation analysis of carbon emission allowance and stock returns. (2018). Fang, Sheng ; Qu, Ling ; Li, Jianfeng ; Lu, Xinsheng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:551-566.

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2018The multifractal properties of Euro and Pound exchange rates and comparisons. (2018). Ning, YE ; Wang, Yiming ; Han, Chenyu. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:578-587.

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2018Multiscale fluctuations and complexity synchronization of Bitcoin in China and US markets. (2018). Fang, Wen ; Wang, Jun ; Tian, Shaolin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:512:y:2018:i:c:p:109-120.

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2018Multifractal analysis of the Chinese stock, bond and fund markets. (2018). Wang, Hong-Yong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:512:y:2018:i:c:p:280-292.

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2019Multifractal characterization of air polluted time series in China. (2019). Wang, Qizhen . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:514:y:2019:i:c:p:167-180.

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2019Information flow between Ibovespa and constituent companies. (2019). Jale, Jader S ; Stoi, Borko. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:516:y:2019:i:c:p:233-239.

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2019Multifractal detrended cross correlation analysis of Land-surface temperature anomalies and Soil radon concentration. (2019). Ghosh, Dipak ; Chatterjee, Sucharita ; Kar, Alpa. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:521:y:2019:i:c:p:236-247.

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2019The effects of exchange rate regime reform on RMB markets: A new perspective based on MF-DCCA. (2019). Fan, Limin ; Zhang, Manqian ; Bao, Junjie ; Ruan, Qingsong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:522:y:2019:i:c:p:122-134.

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2019Asymmetric multifractal cross-correlations between the main world currencies and the main cryptocurrencies. (2019). Bouri, Elie ; Kristjanpoller, Werner . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:523:y:2019:i:c:p:1057-1071.

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2019Time-varying lead–lag structure between the crude oil spot and futures markets. (2019). Yang, Yan-Hong ; Shao, Ying-Hui ; Stanley, Eugene H. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:523:y:2019:i:c:p:723-733.

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2019Multifractal characterization of Brazilian market sectors. (2019). , Paulo ; Stosic, Darko. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:525:y:2019:i:c:p:956-964.

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2019Analysis and comparison of the multifractality and efficiency of Chinese stock market: Evidence from dynamics of major indexes in different boards. (2019). Fang, Weining ; Hou, Yongbo ; Kostenko, R ; Lv, Changchun ; Mahmood, R ; Kanetidis, Michael ; Zheng, Liancun ; Hu, Beibei ; Huang, Jianbai ; Zubair, Tamour ; Xie, Chuan-Zhi ; Chen, Guang ; Nguyen, Truong Khang ; Cai, Weihong ; Ahmad, Behzad Ali ; Song, Lin ; Unar, Salahuddin ; Triantis, D ; Qiu, Hanzhao ; Ju, Tingting ; Antoniou, Ioannis ; DUAN, Dongli ; Tang, Daisheng ; Wu, Junjie ; Liu, Chunyan ; Shen, Xinyi ; Usman, Muhammad ; Tlili, I ; Rani, Priya ; Feng, Wenxing ; Wang, Xingyuan ; Vallianatos, F ; Zhao, Yue ; Dai, Lingfei ; Varsakelis, Nikos ; Si, Shubin ; Khorrami, Mohammad ; Zhang, Shuang ; Hamid, Muhammad ; Basu, Banasri ; b
2018Measuring contagion effects between crude oil and Chinese stock market sectors. (2018). Fang, Sheng ; Egan, Paul. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:68:y:2018:i:c:p:31-38.

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2019An analysis of the weak form efficiency, multifractality and long memory of global, regional and European stock markets. (2019). Tiwari, Aviral Kumar ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:72:y:2019:i:c:p:168-177.

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2019Long-Range Behaviour and Correlation in DFA and DCCA Analysis of Cryptocurrencies. (2019). Ferreira, Paulo ; Silva, Cesar ; Costa, Natalia. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:7:y:2019:i:3:p:51-:d:267455.

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2017Impacts of short-term interest rates on stock returns and exchange rates: Empirical evidence from EAGLE countries. (2017). Ozcelebi, Oguzhan ; Yildirim, Nurtac. In: The Journal of International Trade & Economic Development. RePEc:taf:jitecd:v:26:y:2017:i:2:p:228-255.

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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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article56
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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article22
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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article20
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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article10
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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article10
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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article13
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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article6
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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article1

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