12
H index
14
i10 index
437
Citations
| 12 H index 14 i10 index 437 Citations RESEARCH PRODUCTION: 31 Articles 1 Books RESEARCH ACTIVITY:
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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: |
| Year | Title of citing document |
|---|---|
| 2025 | The impact of external uncertainties on the extreme return connectedness between food, fossil energy, and clean energy markets. (2025). Zhou, Wei-Xing ; Zhang, Ting ; Xu, Hai-Chuan. In: Papers. RePEc:arx:papers:2503.06603. Full description at Econpapers || Download paper |
| 2024 | Skewed multifractal cross-correlation between price and volume during the COVID-19 pandemic: Evidence from China and European carbon markets. (2024). Li, Zhihui ; Tian, Yun. In: Applied Energy. RePEc:eee:appene:v:371:y:2024:i:c:s0306261924010997. Full description at Econpapers || Download paper |
| 2024 | Complex non-linear relationship between conventional and green bonds: Insights amidst COVID-19 and the RU–UA conflict. (2024). Koji, Milena ; Miti, Petar ; Schlter, Stephan ; Raki, Slobodan. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:43:y:2024:i:c:s2214635024000819. Full description at Econpapers || Download paper |
| 2024 | Segmented multifractal detrended fluctuation analysis for assessing inefficiency in North African stock markets. (2024). Saâdaoui, Foued ; Saadaoui, Foued. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:181:y:2024:i:c:s0960077924002030. Full description at Econpapers || Download paper |
| 2024 | Dynamics of asymmetric multifractal cross-correlations between cryptocurrencies and global stock markets: Role of gold and portfolio implications. (2024). Mei-Jun, Ling ; Guang-XI, Cao. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:182:y:2024:i:c:s0960077924002911. Full description at Econpapers || Download paper |
| 2024 | Decoding compositional complexity: Identifying composers using a model fusion-based approach with nonlinear signal processing and chaotic dynamics. (2024). Tunay, Gnl Paaci ; Pekcan, Nder ; Hekimolu, Mustafa ; Bayka, Tuner ; Mirza, Fuat Kaan. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:187:y:2024:i:c:s0960077924010026. Full description at Econpapers || Download paper |
| 2024 | Extreme time-frequency connectedness between energy sector markets and financial markets. (2024). Belghouthi, Houssem Eddine ; Alomari, Mohammed ; Kang, Sang Hoon ; Vo, Xuan Vinh ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:847-877. Full description at Econpapers || Download paper |
| 2025 | Entrepreneurial miracles in the low-carbon transition: Causal inference from Chinas low carbon city pilot. (2025). Yan, Zihan ; Liao, Lewei. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:1374-1390. Full description at Econpapers || Download paper |
| 2025 | Dynamic spillovers between Shanghai crude oil futures and Chinas green markets: Evidence from quantile-on-quantile connectedness approach. (2025). Liu, Hongfei ; Ping, Weiying. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:78-93. Full description at Econpapers || Download paper |
| 2024 | Clustering effects and evolution of the global major 10-year government bond market structure: A network perspective. (2024). Zhuang, Yangyang ; Tang, Pan ; Peng, Hongjuan ; Zhang, Ditian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001870. Full description at Econpapers || Download paper |
| 2024 | Dependence structure between NFT, DeFi and cryptocurrencies in turbulent times: An Archimax copula approach. (2024). Fernandez Bariviera, Aurelio ; Fakhfekh, Mohamed ; Bejaoui, Azza ; Jeribi, Ahmed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940824000032. Full description at Econpapers || Download paper |
| 2024 | Dynamic credit risk transmissions among global major industries: Evidence from the TVP-VAR spillover approach. (2024). Choi, Sun-Yong ; Lim, Seo-Yeon. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001761. Full description at Econpapers || Download paper |
| 2025 | Identifying risk transmission in carbon, energy and metal markets: Evidence from a novel quantile frequency connectedness approach. (2025). Huang, Yuan ; Wu, Hao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002791. Full description at Econpapers || Download paper |
| 2025 | Investigation of emerging market stress under various frequency bands: Evidence from FX market uncertainty and liquidity. (2025). Dömötör, Barbara ; Vg, Attila Andrs ; Dmtr, Barbara ; Gunay, Samet. In: Emerging Markets Review. RePEc:eee:ememar:v:65:y:2025:i:c:s1566014125000111. Full description at Econpapers || Download paper |
| 2024 | Assessing the impact of renewable energy tokens on BRICS stock markets: A new diversification approach. (2024). Ali, Shoaib ; Shan, Shan ; Umar, Muhammad ; Naveed, Muhammad. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002317. Full description at Econpapers || Download paper |
| 2025 | Are interconnectedness and spillover alike across green sectors during the COVID-19 and the Russia–Ukraine conflict?. (2025). Hammoudeh, Shawkat ; Arfaoui, Nadia ; el Khoury, Rim ; Hanif, Waqas. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325001161. Full description at Econpapers || Download paper |
| 2024 | Nexus between carbon, stock, and energy markets in New Zealand: An analysis of causal domains. (2024). Poletti, Stephen ; Sheng, Mingyue Selena ; Tao, Miaomiao ; Wen, LE. In: Energy. RePEc:eee:energy:v:299:y:2024:i:c:s0360544224011824. Full description at Econpapers || Download paper |
| 2024 | COVID-19, the Russian-Ukrainian conflict and the extreme spillovers between fossil energy, electricity, and carbon markets. (2024). Lin, Boqiang ; Ye, Yingjin ; Wang, Chonghao ; Cai, Sijie ; Que, Dingfei. In: Energy. RePEc:eee:energy:v:311:y:2024:i:c:s036054422403175x. Full description at Econpapers || Download paper |
| 2025 | Interactions among correlations: How does the volatility of the carbon-energy price correlations transmit across different time scales?. (2025). Li, Huiru ; Yu, Hui. In: Energy. RePEc:eee:energy:v:320:y:2025:i:c:s036054422500831x. Full description at Econpapers || Download paper |
| 2025 | Time-frequency spillovers between carbon, fossil fuels, and clean energy markets: New insights from the TVP-VAR framework. (2025). Jiang, Yuanying ; Yi, Qing. In: Energy. RePEc:eee:energy:v:323:y:2025:i:c:s0360544225013799. Full description at Econpapers || Download paper |
| 2025 | Modeling climate policy uncertainty into cryptocurrency volatilities. (2025). Cui, Tianxiang ; Wu, Xiangling ; Ding, Shusheng ; Goodell, John W ; Du, Anna Min. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925001176. Full description at Econpapers || Download paper |
| 2025 | Asymmetric impacts of energy market-related uncertainty on clean energy stock volatility: The role of extreme shocks. (2025). Chen, Gengxuan ; Li, Sitong ; Yi, Siyu ; Liu, Yanchen. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002935. Full description at Econpapers || Download paper |
| 2025 | Can cryptocurrency or gold rescue BRICS stocks amid the Russia-Ukraine conflict?. (2025). Stankov, Petar ; Enilov, Martin ; Wang, Wei. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925004089. Full description at Econpapers || Download paper |
| 2024 | Heterogeneous impacts of climate change news on Chinas financial markets. (2024). Zhang, Yunhan ; Zhao, Wan-Li ; Ji, Qiang ; Zhai, Pengxiang ; Ma, Dandan. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005239. Full description at Econpapers || Download paper |
| 2024 | New evidence of interdependence in forex markets: A connection of connection analysis. (2024). Xu, Xin ; Sun, Xiaotong ; Wu, Tao ; Xuan, Siyuan ; Jia, Nanfei. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002758. Full description at Econpapers || Download paper |
| 2024 | Dynamic spillover effects and interconnectedness of DeFi assets, commodities, and Islamic stock markets during crises. (2024). Younis, Ijaz ; Du, Anna Min ; Gupta, Himani ; Shah, Waheed Ullah. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924004952. Full description at Econpapers || Download paper |
| 2024 | Tail risk spillovers in the stock and forex markets at the major emergencies: Evidence from the G20 countries. (2024). Li, Kelong ; Feng, Yusen ; Mo, Tingcheng ; Xie, Chi ; Ouyang, Yingbo. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006446. Full description at Econpapers || Download paper |
| 2024 | The interdependence structure of cryptocurrencies and Chinese financial assets. (2024). Gao, Ting ; Wang, Huaiming ; Du, Dongying. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001168. Full description at Econpapers || Download paper |
| 2024 | Exploring 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. Full description at Econpapers || Download paper |
| 2024 | Are the leading indicators really leading? Evidence from mixed-frequency spillover approach. (2024). Zhou, Xiaorui ; Wang, Zhuo ; Ren, Lin ; Shang, Yue ; Wei, YU. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012625. Full description at Econpapers || Download paper |
| 2024 | Corporate ESG indices and stability during periods of deep concerns in financial markets. (2024). Puciennik, Piotr ; Janik, Bogna. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324013102. Full description at Econpapers || Download paper |
| 2025 | Earthquakes in Chile and Peru: How are they reflected in the copper financial market?. (2025). Pastn-Henrquez, Boris ; Tapia-Grien, Pablo ; Seplveda-Velsquez, Jorge. In: Finance Research Letters. RePEc:eee:finlet:v:71:y:2025:i:c:s1544612324014582. Full description at Econpapers || Download paper |
| 2025 | Conciliating environmental and financial performance in emerging countries. (2025). Dallocchio, Maurizio ; Pistolesi, Francesco ; Teti, Emanuele. In: Finance Research Letters. RePEc:eee:finlet:v:74:y:2025:i:c:s1544612325000467. Full description at Econpapers || Download paper |
| 2025 | Tail risk spillovers between international agricultural commodity and Chinas financial markets: based on quantile time-frequency perspective. (2025). Pu, Yuqi ; Jiang, Heng ; Huang, Xianming ; Liu, Luying. In: Finance Research Letters. RePEc:eee:finlet:v:78:y:2025:i:c:s1544612325004829. Full description at Econpapers || Download paper |
| 2024 | Unveiling interconnectedness and risk spillover among cryptocurrencies and other asset classes. (2024). Kumar, Dilip ; Narayan, Shivani. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000905. Full description at Econpapers || Download paper |
| 2024 | The influence of European MiCa regulation on cryptocurrencies. (2024). Conlon, Thomas ; Corbet, Shaen ; Oxley, Les. In: Global Finance Journal. RePEc:eee:glofin:v:63:y:2024:i:c:s1044028324001121. Full description at Econpapers || Download paper |
| 2025 | Asymmetric tail risk dynamics, efficiency and risk spillover among FinTech stocks, cryptocurrencies and traditional assets. (2025). Wali, G M ; Ferdous, Mohammad Ashraful ; Abdullah, Mohammad. In: Global Finance Journal. RePEc:eee:glofin:v:64:y:2025:i:c:s1044028325000092. Full description at Econpapers || Download paper |
| 2024 | A multifractal detrended fluctuation analysis of Islamic and conventional financial markets efficiency during the COVID-19 pandemic. (2024). Raza, Syed Ali ; Shah, Nida ; Suleman, Muhammed Tahir. In: International Economics. RePEc:eee:inteco:v:177:y:2024:i:c:s2110701723000756. Full description at Econpapers || Download paper |
| 2025 | Multidimensional information spillover between cryptocurrencies and China’s financial markets under shocks from stringent government regulations. (2025). Wu, Xin ; Chen, Yiru ; Hu, Jingwen ; Yang, Ming-Yuan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:100:y:2025:i:c:s1042443125000241. Full description at Econpapers || Download paper |
| 2024 | Asymmetric Higher-Moment spillovers between sustainable and traditional investments. (2024). Hamori, Shigeyuki ; He, Xie. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001446. Full description at Econpapers || Download paper |
| 2025 | Pricing efficiency in cryptocurrencies: The case of centralized and decentralized markets. (2025). Perlin, Marcelo Scherer ; Almeida, Lucas Mussoi ; Mller, Fernanda Maria. In: Journal of Economics and Business. RePEc:eee:jebusi:v:133:y:2025:i:c:s0148619524000663. Full description at Econpapers || Download paper |
| 2025 | The midstream amplifier: Risk spillovers in Chinas lithium supply chain from mining to batteries. (2025). Yang, Lanyong ; Dou, Shiquan ; Liu, Gang ; Xu, Deyi ; Zhu, Yongguang. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000157. Full description at Econpapers || Download paper |
| 2025 | Conditional generalized quantiles as systemic risk measures: Properties, estimation, and application. (2025). Syuhada, Khreshna ; Salman, A. N. M., ; Hakim, Arief. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:235:y:2025:i:c:p:60-84. Full description at Econpapers || Download paper |
| 2024 | Sectoral responses to economic policy uncertainty and geopolitical risk in the US stock market. (2024). Choi, Sun-Yong. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:76:y:2024:i:c:s1042444x24000392. Full description at Econpapers || Download paper |
| 2024 | Blockchain ETFs and the cryptocurrency and Nasdaq markets: Multifractal and asymmetric cross-correlations. (2024). NEKHILI, Ramzi ; Kristjanpoller, Werner ; Bouri, Elie. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:637:y:2024:i:c:s0378437124000979. Full description at Econpapers || Download paper |
| 2024 | Insights 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. Full description at Econpapers || Download paper |
| 2024 | Green cryptocurrencies versus sustainable investments dynamics: Exploration of multifractal multiscale analysis, multifractal detrended cross-correlations and nonlinear Granger causality. (2024). Koji, Milena ; Vogl, Markus. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:653:y:2024:i:c:s0378437124005946. Full description at Econpapers || Download paper |
| 2024 | Can Bitcoin trigger speculative pressures on the US Dollar? A novel ARIMA-EGARCH-Wavelet Neural Networks. (2024). Fernndez-Gmez, Manuel ; Salas-Comps, Beln M ; Alaminos, David. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:654:y:2024:i:c:s0378437124006496. Full description at Econpapers || Download paper |
| 2025 | Can topological transitions in cryptocurrency systems serve as early warning signals for extreme fluctuations in traditional markets?. (2025). Song, Shijia ; Li, Handong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:657:y:2025:i:c:s0378437124007039. Full description at Econpapers || Download paper |
| 2025 | Multi-period impacts and network connectivity of cryptocurrencies to international stock markets. (2025). Tao, Chen ; Zhong, Guang-Yan ; Li, Jiang-Cheng ; Xu, Yi-Zhen. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:658:y:2025:i:c:s0378437124008094. Full description at Econpapers || Download paper |
| 2025 | Day of the week effect on the cryptomarket: A high-frequency asymmetric multifractal analysis. (2025). Tabak, Benjamin Miranda ; Kristjanpoller, Werner. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:658:y:2025:i:c:s0378437124008161. Full description at Econpapers || Download paper |
| 2025 | Multi-scale dynamic correlation and information spillover effects between climate risks and digital cryptocurrencies: Based on wavelet analysis and time-frequency domain QVAR. (2025). Lin, Yaoyang ; Sun, Rengui ; Ouyang, Wenpei ; Liu, Baoliu ; Shu, Mingyu. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:663:y:2025:i:c:s0378437125000950. Full description at Econpapers || Download paper |
| 2025 | Multifractal Cross-Correlations of Dirty and Clean Cryptocurrencies with main financial indices. (2025). Tabak, Benjamin ; Kristjanpoller, Werner. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:668:y:2025:i:c:s0378437125001931. Full description at Econpapers || Download paper |
| 2025 | Dynamic cross-correlation in emerging cryptocurrency market. (2025). Ma, Jiahao ; Zhang, Jiu ; Xiong, Long ; Jiang, Xiongfei ; Zheng, BO ; Jin, Lifu. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:668:y:2025:i:c:s0378437125002201. Full description at Econpapers || Download paper |
| 2025 | How Bitcoin market trends affect major cryptocurrencies?. (2025). el Alaoui, Marwane ; Benbachir, Soufiane ; Bouri, Elie. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:668:y:2025:i:c:s0378437125002390. Full description at Econpapers || Download paper |
| 2024 | Natural gas volatility prediction via a novel combination of GARCH-MIDAS and one-class SVM. (2024). Wang, Xing ; Liang, Chao. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:98:y:2024:i:c:s1062976924001339. Full description at Econpapers || Download paper |
| 2024 | Dynamic risk spillover and hedging efficacy of China’s carbon-energy-finance markets: Economic policy uncertainty and investor sentiment non-linear causal effects. (2024). Man, Yuanyuan ; He, Yongda ; Zhang, Sunpei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:1397-1416. Full description at Econpapers || Download paper |
| 2025 | Optimizing investment strategies: Harnessing the power of K-line complex networks. (2025). Lan, Qiujun ; Li, Haojie ; Mi, Xianhua ; Zhang, Chunyu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:99:y:2025:i:c:s105905602500187x. Full description at Econpapers || Download paper |
| 2024 | Could 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. Full description at Econpapers || Download paper |
| 2024 | Spillover dynamics in DeFi, G7 banks, and equity markets during global crises: A TVP-VAR analysis. (2024). Hanif, Waqas ; Shah, Waheed Ullah ; Younis, Ijaz ; Gupta, Himani ; Du, Anna Min. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001983. Full description at Econpapers || Download paper |
| 2024 | Cryptocurrency volatility: A review, synthesis, and research agenda. (2024). Kumar, Satish ; Ahmed, Mohamed Shaker ; Al-Maghyereh, Aktham I ; El-Masry, Ahmed A. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002654. Full description at Econpapers || Download paper |
| 2025 | Inter- and intra-connectedness between energy, gold, Bitcoin, and Gulf cooperation council stock markets: New evidence from various financial crises. (2025). Tang, Xuan ; Shah, Waheed Ullah ; Naeem, Muhammad Abubakr ; Younis, Ijaz. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003416. Full description at Econpapers || Download paper |
| 2025 | Quantile connectedness among climate policy uncertainty, news sentiment, oil and renewables in China. (2025). Cheung, Adrian ; Yan, Wan-Lin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:76:y:2025:i:c:s0275531925000704. Full description at Econpapers || Download paper |
| 2024 | Clean 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. Full description at Econpapers || Download paper |
| 2024 | Multi-scale impacts of oil shocks on travel and leisure stocks: A MODWT-Bayesian TVP model with shrinkage approach. (2024). Cao, Yan ; Li, Xinran ; Cheng, Sheng ; Liang, Ruibin. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:200:y:2024:i:c:s0040162523008764. Full description at Econpapers || Download paper |
| 2025 | Exploring the Asymmetric Multifractal Dynamics of DeFi Markets. (2025). Beraich, Mohamed ; Amzile, Karim ; Benbachir, Soufiane. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:3:p:122-:d:1599917. Full description at Econpapers || Download paper |
| 2025 | Valuing Carbon Assets for Sustainability: A Dual-Approach Assessment of China’s Certified Emission Reductions. (2025). Chen, Xinyue ; Wang, Jiayi ; Liu, Jiawen ; Deng, Liyuan. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:11:p:4777-:d:1662097. Full description at Econpapers || Download paper |
| 2025 | Ripple Effects of Climate Policy Uncertainty: Risk Spillovers Between Traditional Energy and Green Financial Markets. (2025). Liu, Jianing ; Guo, Jingyi ; Man, Yuanyuan. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:12:p:5500-:d:1679036. Full description at Econpapers || Download paper |
| 2024 | Basel IV and the structural relationship between SA and IMA. (2024). Rossignolo, Adrin F. In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance). RePEc:imx:journl:v:19:y:2024:i:2:a:1. Full description at Econpapers || Download paper |
| 2025 | The Asymmetric Interaction Between Oil Price Change and Stock Returns of the Renewable Energy Companies in India: A Panel NARDL Approach. (2025). Mishra, Lalatendu ; Acharya, Rajesh H. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:32:y:2025:i:1:d:10.1007_s10690-024-09447-w. Full description at Econpapers || Download paper |
| 2025 | Time-Varying and Frequency-Based Spillover Connectedness Between Cryptocurrencies and Non-ferrous Industrial Metals in Light of Market Plummets. (2025). Idun, Anthony Adu-Asare ; Kawor, Seyram ; Bambir, John ; Adam, Anokye M ; Junior, Peterson Owusu ; Woode, John Kingsley. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:3:d:10.1007_s10614-024-10778-z. Full description at Econpapers || Download paper |
| 2025 | Multifractal relationship between decomposed oil price shocks and trading volume. (2025). Apergis, Nicholas ; Yan, Huanhuan ; He, Pengchao ; Lu, Xunfa. In: Humanities and Social Sciences Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-05227-7. Full description at Econpapers || Download paper |
| 2025 | . Full description at Econpapers || Download paper |
| 2024 | . Full description at Econpapers || Download paper |
| 2025 | . Full description at Econpapers || Download paper |
| 2025 | Dynamic connectedness between trading volumes and retail investor sentiment in the Russian stock market with Bitcoin during external shock periods. (2025). Kurkin, Aleksei ; Teplova, Tamara ; Fayzulin, Maksim. In: Applied Econometrics. RePEc:ris:apltrx:021523. Full description at Econpapers || Download paper |
| 2024 | Time-varying Connectedness Between ESG Stocks and BRVM Traditional Stocks. (2024). Owusu Junior, Peterson ; Barson, Zynobia ; Ofori, Kwame Simpe ; Boakye, Kwabena G ; Appiagyei, George Oppong. In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:23:y:2024:i:3:p:306-335. Full description at Econpapers || Download paper |
| 2024 | Industrial metal and cryptocurrency market plummets: Interdependence, policy uncertainty, or investor sentiments?. (2024). Owusu Junior, Peterson ; Idun, Anthony Adu-Asare ; Adam, Anokye M ; Woode, John Kingsley. In: Economia e Politica Industriale: Journal of Industrial and Business Economics. RePEc:spr:epolin:v:51:y:2024:i:4:d:10.1007_s40812-024-00315-2. Full description at Econpapers || Download paper |
| 2024 | Dynamic spillovers between natural gas and BRICS stock markets during health and political crises. (2024). Jeribi, Ahmed ; Alnafisah, Hind ; Dammak, Wael ; Dhoha, Mellouli. In: Eurasian Economic Review. RePEc:spr:eurase:v:14:y:2024:i:2:d:10.1007_s40822-023-00254-8. Full description at Econpapers || Download paper |
| 2025 | Are rare earth stocks efficient? Novel insights using asymmetric MF-DFA. (2025). Nasir, Rana Muhammad ; Liangrong, Song ; Ashfaq, Saira ; Mujtaba, Ghulam ; Wan, Pengbo. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00744-x. Full description at Econpapers || Download paper |
| 2024 | Spillover effects of carbon, energy, and stock markets considering economic policy uncertainty. (2024). Yan, BO ; Liu, Yanping. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:48:y:2024:i:3:d:10.1007_s12197-024-09665-y. Full description at Econpapers || Download paper |
| 2024 | Do cryptocurrencies integrate with the indices of equity, sustainability, clean energy, and crude oil? A wavelet coherency approach. (2024). Jayaraman, Sivakumar Vepur ; Annamalaisamy, Bhuvaneskumar. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:3:p:3372-3392. Full description at Econpapers || Download paper |
| 2025 | Japanese stock market sectoral dynamics: A time and frequency analysis. (2025). el Khoury, Rim ; Polat, Onur ; Alshater, Muneer M. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:2:p:1249-1274. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2022 | Spillover effects in Chinese carbon, energy and financial markets In: International Finance. [Full Text][Citation analysis] | article | 7 |
| 2017 | Simulation analysis of multifractal detrended methods based on the ARFIMA process In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 3 |
| 2022 | Asymmetry and conduction direction of the interdependent structure between cryptocurrency and US dollar, renminbi, and gold markets In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 8 |
| 2016 | Multifractal 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] | article | 18 |
| 2017 | Causal relationship between the global foreign exchange market based on complex networks and entropy theory In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 13 |
| 2021 | The 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] | article | 10 |
| 2024 | Volatility 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] | article | 5 |
| 2022 | Asymmetric dynamic spillover effect between cryptocurrency and Chinas financial market: Evidence from TVP-VAR based connectedness approach In: Finance Research Letters. [Full Text][Citation analysis] | article | 38 |
| 2023 | Forecasting and backtesting systemic risk in the cryptocurrency market In: Finance Research Letters. [Full Text][Citation analysis] | article | 6 |
| 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 | 72 |
| 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 | 63 |
| 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 | 40 |
| 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 | 16 |
| 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 | 16 |
| 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 | 28 |
| 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 | 16 |
| 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 | 5 |
| 2019 | Asymmetric 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] | article | 5 |
| 2022 | Detrended 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] | article | 1 |
| 2023 | The 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] | article | 4 |
| 2021 | The Impact of Participation in PPP Projects on Total Factor Productivity of Listed Companies in China In: Sustainability. [Full Text][Citation analysis] | article | 3 |
| 2022 | The 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] | article | 9 |
| 2021 | The Optimal PPP Model of Emergency Rescue Service In: Discrete Dynamics in Nature and Society. [Full Text][Citation analysis] | article | 0 |
| 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 | 14 |
| 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 | 6 |
| 2018 | Multifractal Detrended Analysis Method and Its Application in Financial Markets In: Springer Books. [Citation analysis] | book | 10 |
| 2024 | Extreme 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] | article | 4 |
| 2024 | The 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] | article | 0 |
| 2024 | Carbon 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] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team