Cao Guangxi : Citation Profile

Are you Cao Guangxi?

Nanjing University of Science and Technology

11

H index

12

i10 index

355

Citations

RESEARCH PRODUCTION:

31

Articles

1

Books

RESEARCH ACTIVITY:

   12 years (2012 - 2024). See details.
   Cites by year: 29
   Journals where Cao Guangxi has often published
   Relations with other researchers
   Recent citing documents: 52.    Total self citations: 15 (4.05 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgu442
   Updated: 2024-11-04    RAS profile: 2024-10-10    
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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 (15)

Lv, Dayong (15)

Bouri, Elie (9)

Krištoufek, Ladislav (7)

Bekiros, Stelios (6)

Minutolo, Marcel (6)

Yoon, Seong-Min (5)

Wang, Gang-Jin (5)

Caporale, Guglielmo Maria (5)

Yousaf, Imran (4)

Tiwari, Aviral (3)

Cites to:

Zhou, Wei-Xing (50)

He, Ling-Yun (48)

Bouri, Elie (28)

He, Ling-Yun (23)

Wang, Yudong (17)

Wang, Yudong (15)

Tabak, Benjamin (14)

Wang, Gang-Jin (13)

Roubaud, David (12)

Diebold, Francis (12)

Yilmaz, Kamil (12)

Main data

Where Cao Guangxi has published?

Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications12
Chaos, Solitons & Fractals4
The North American Journal of Economics and Finance2
Finance Research Letters2
Discrete Dynamics in Nature and Society2
Sustainability2
International Journal of Financial Engineering (IJFE)2

Recent works citing Cao Guangxi (2024 and 2023)

YearTitle of citing document
2023Coupling correlation adaptive detrended analysis for multiple nonstationary series. (2023). Han, Guosheng ; Wang, Fang. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:177:y:2023:i:c:s0960077923011979.

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2024Segmented multifractal detrended fluctuation analysis for assessing inefficiency in North African stock markets. (2024). Saadaoui, Foued. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:181:y:2024:i:c:s0960077924002030.

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2024Dynamics of asymmetric multifractal cross-correlations between cryptocurrencies and global stock markets: Role of gold and portfolio implications. (2024). Guang-XI, Cao ; Mei-Jun, Ling. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:182:y:2024:i:c:s0960077924002911.

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2023Comparing 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.

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2024Clustering effects and evolution of the global major 10-year government bond market structure: A network perspective. (2024). Peng, Hongjuan ; Tang, Pan ; Zhang, Ditian ; Zhuang, Yangyang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001870.

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2024Dependence structure between NFT, DeFi and cryptocurrencies in turbulent times: An Archimax copula approach. (2024). Fernandez Bariviera, Aurelio ; Jeribi, Ahmed ; Bejaoui, Azza ; Fakhfekh, Mohamed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940824000032.

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2023Climate 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.

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2023Modeling extreme risk spillovers between crude oil and Chinese energy futures markets. (2023). Ren, Xiaohang ; JAWADI, Fredj ; Li, Yiying ; Bu, Ruijun ; Sun, Xianming. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005054.

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2023Connectedness and portfolio management between renewable energy tokens and metals: Evidence from TVP-VAR approach. (2023). Ijaz, Muhammad Shahzad ; Ali, Shoaib ; Yousaf, Imran. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323006011.

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2023Exploring 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.

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2023Extreme risk dependence and time-varying spillover between crude oil, commodity market and inflation in China. (2023). Huang, Xinya ; Li, Houjian ; Guo, Lili. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323005881.

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2023The 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.

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2023NFTs, 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.

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2023Asymmetric volatility in the cryptocurrency market: New evidence from models with structural breaks. (2023). Nichols, Brian ; Jaffri, Ali ; Butt, Hassan Anjum ; Aharon, David Y. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001679.

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2024Heterogeneous impacts of climate change news on Chinas financial markets. (2024). Ji, Qiang ; Zhang, Yunhan ; Ma, Dandan ; Zhai, Pengxiang ; Zhao, Wan-Li. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005239.

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2023Dynamic volatility connectedness among cryptocurrencies and Chinas financial assets in standard times and during the COVID-19 pandemic. (2023). Zhou, QI ; Gan, Kai ; Li, Xingyi. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006523.

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2023COVID-19 and risk spillovers of Chinas major financial markets: Evidence from time-varying variance decomposition and wavelet coherence analysis. (2023). Li, Jingyu ; Zheng, Xiaolong ; Liu, Ranran ; Cheng, LU ; Xie, Qiwei. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007218.

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2023Connectedness between DeFi, cryptocurrency, stock, and safe-haven assets. (2023). Ugolini, Andrea ; Mensi, Walid ; Reboredo, Juan C. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000661.

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2023The effect of Chinas low carbon city pilot policy on corporate financialization. (2023). Lv, Lingli ; Liu, Xiangsheng. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001605.

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2023How did major global asset classes respond to Silicon Valley Bank failure?. (2023). Nobanee, Haitham ; Azmi, Shujaat Naeem ; Anwer, Zaheer. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004956.

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2023The impact of the Bitcoin price on carbon neutrality: Evidence from futures markets. (2023). Ding, Shusheng ; Wu, Xiangling. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323005007.

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2023How Russian-Ukrainian geopolitical risks affect Chinese commodity and financial markets?. (2023). Su, Yuquan ; Wang, Min. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323005512.

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2023Dynamic connectedness between China green bond, carbon market and traditional financial markets: Evidence from quantile connectedness approach. (2023). Yang, Yunglieh ; Gong, Zhenting ; Zhang, HE ; Chen, Fan. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323008450.

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2023Spillover effect among carbon bond market, carbon stock market and energy stock market: Evidence from China. (2023). Hao, Yixue ; Wang, YI ; Guo, Xiaozhu ; Zhang, Wenwen. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323008930.

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2024The interdependence structure of cryptocurrencies and Chinese financial assets. (2024). Du, Dongying ; Wang, Huaiming ; Gao, Ting. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001168.

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2024Exploring connectedness among cryptocurrency, technology communication, and FinTech through dynamic and fractal analysis. (2024). Demir, Ender ; Mokni, Khaled ; Assaf, Ata. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324002903.

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2024A multifractal detrended fluctuation analysis of Islamic and conventional financial markets efficiency during the COVID-19 pandemic. (2024). Suleman, Muhammed Tahir ; Shah, Nida ; Raza, Syed Ali. In: International Economics. RePEc:eee:inteco:v:177:y:2024:i:c:s2110701723000756.

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2023Realized 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.

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2023Analyzing interconnection among selected commodities in the 2008 global financial crisis and the COVID-19 pandemic. (2023). Caporin, Massimiliano ; Khosravi, Reza ; Ghazani, Majid Mirzaee. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006006.

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2023Asymmetric 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.

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2023Realized semi variance quantile connectedness between oil prices and stock market: Spillover from Russian-Ukraine clash. (2023). Tedeschi, Marco ; Zhang, Anqi ; Tarczyska-Uniewska, Magorzata ; Mallek, Sabrine ; Si, Kamel. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723005093.

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2023Asymmetric efficiency in petroleum markets before and during COVID-19. (2023). Yousaf, Imran ; Farid, Saqib ; Naeem, Muhammad Abubakr ; Kang, Sang Hoon. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723009054.

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2023Efficiency 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.

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2023A 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.

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2023Asymmetric 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.

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2024Blockchain ETFs and the cryptocurrency and Nasdaq markets: Multifractal and asymmetric cross-correlations. (2024). Bouri, Elie ; Nekhili, Ramzi ; Kristjanpoller, Werner. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:637:y:2024:i:c:s0378437124000979.

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2024Insights into the dynamics of market efficiency spillover of financial assets in different equity markets. (2024). Choi, Sun-Yong ; Lee, Min-Jae. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:641:y:2024:i:c:s0378437124002280.

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2023What impacts foreign capital flows to Chinas stock markets? Evidence from financial risk spillover networks. (2023). Li, Songsong ; Xu, Hao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:559-577.

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2023Does economic policy uncertainty drive the dynamic spillover among traditional currencies and cryptocurrencies? The role of the COVID-19 pandemic. (2023). Al-Shboul, Mohammad ; Mokni, Khaled ; Assaf, Ata. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002100.

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2024Could the Russia-Ukraine war stir up the persistent memory of interconnectivity among Islamic equity markets, energy commodities, and environmental factors?. (2024). ben Jabeur, Sami ; Asl, Mahdi Ghaemi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000527.

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2024Clean energy stock price forecasting and response to macroeconomic variables: A novel framework using Facebooks Prophet, NeuralProphet and explainable AI. (2024). Jana, Rabin K ; Ghosh, Indranil. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:200:y:2024:i:c:s0040162523008338.

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2024Multi-scale impacts of oil shocks on travel and leisure stocks: A MODWT-Bayesian TVP model with shrinkage approach. (2024). Cao, Yan ; Cheng, Sheng ; Liang, Ruibin. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:200:y:2024:i:c:s0040162523008764.

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2023An Analysis of Dynamic Correlations among Oil, Natural Gas and Ethanol Markets: New Evidence from the Pre- and Post-COVID-19 Crisis. (2023). Ferreira, Paulo ; Oliveira, Marcia ; Ogino, Cristiane ; Quintino, Derick. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:5:p:2349-:d:1084017.

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2023A 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.

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2023Does government support affect private partners’ profitability in public–private partnerships? Evidence from China. (2023). Xu, Han. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-01723-w.

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2023The extreme spillover from climate policy uncertainty to the Chinese sector stock market: wavelet time-varying approach. (2023). Alqaralleh, Huthaifa Sameeh. In: Letters in Spatial and Resource Sciences. RePEc:spr:lsprsc:v:16:y:2023:i:1:d:10.1007_s12076-023-00352-w.

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2023The Cryptocurrency Market and the Financial Stability. (2023). Delia, Iacob ; Cristian, Donoiu Paul. In: Proceedings of the International Conference on Business Excellence. RePEc:vrs:poicbe:v:17:y:2023:i:1:p:1769-1778:n:19.

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Works by Cao Guangxi:

YearTitleTypeCited
2022Spillover effects in Chinese carbon, energy and financial markets In: International Finance.
[Full Text][Citation analysis]		article2
2017Simulation analysis of multifractal detrended methods based on the ARFIMA process In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article2
2022Asymmetry and conduction direction of the interdependent structure between cryptocurrency and US dollar, renminbi, and gold markets In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article3
2016Multifractal features of EUA and CER futures markets by using multifractal detrended fluctuation analysis based on empirical model decomposition In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article17
2017Causal relationship between the global foreign exchange market based on complex networks and entropy theory In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article11
2021The impact of the shutdown policy on the asymmetric interdependence structure and risk transmission of cryptocurrency and China’s financial market In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article5
2024Volatility and returns connectedness between cryptocurrency and China’s financial markets: A TVP-VAR extended joint connectedness approach In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article0
2022Asymmetric dynamic spillover effect between cryptocurrency and Chinas financial market: Evidence from TVP-VAR based connectedness approach In: Finance Research Letters.
[Full Text][Citation analysis]		article18
2023Forecasting and backtesting systemic risk in the cryptocurrency market In: Finance Research Letters.
[Full Text][Citation analysis]		article1
2012Multifractal detrended cross-correlations between the Chinese exchange market and stock market In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article72
2013Asymmetric 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]		article57
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.
[Full Text][Citation analysis]		article36
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.
[Full Text][Citation analysis]		article16
2015Extreme 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]		article15
2016Nonlinear 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]		article24
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.
[Full Text][Citation analysis]		article14
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.
[Full Text][Citation analysis]		article15
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.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		article4
2019Asymmetric risk transmission effect of cross-listing stocks between mainland and Hong Kong stock markets based on MF-DCCA method In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article5
2022Detrended multiple moving average cross-correlation analysis and its application in the correlation measurement of stock market in Shanghai, Shenzhen, and Hong Kong In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article1
2023The asymmetric impact of crude oil futures on the clean energy stock market: Based on the asymmetric variable coefficient quantile regression model In: Renewable Energy.
[Full Text][Citation analysis]		article1
2021The Impact of Participation in PPP Projects on Total Factor Productivity of Listed Companies in China In: Sustainability.
[Full Text][Citation analysis]		article2
2022The Information Spillover among the Carbon Market, Energy Market, and Stock Market: A Case Study of China’s Pilot Carbon Markets In: Sustainability.
[Full Text][Citation analysis]		article6
2021The Optimal PPP Model of Emergency Rescue Service In: Discrete Dynamics in Nature and Society.
[Full Text][Citation analysis]		article0
2017Structure 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]		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.
[Full Text][Citation analysis]		article12
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.
[Full Text][Citation analysis]		article5
2018Multifractal Detrended Analysis Method and Its Application in Financial Markets In: Springer Books.
[Citation analysis]		book8
2024Extreme risk spillovers across energy and carbon markets: Evidence from the quantile extended joint connectedness approach In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article1
2024The interdependence and risk transmission between southward, northward capital and China’s stock, foreign exchange market In: International Journal of Financial Engineering (IJFE).
[Full Text][Citation analysis]		article0
2024Carbon trading price forecasting based on parameter optimization VMD and deep network CNN–LSTM model In: International Journal of Financial Engineering (IJFE).
[Full Text][Citation analysis]		article0

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