12
H index
12
i10 index
385
Citations
Nanjing University of Science and Technology | 12 H index 12 i10 index 385 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: |
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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). 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). Guang-XI, Cao ; Mei-Jun, Ling. 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). Pekcan, Nder ; Hekimolu, Mustafa ; Bayka, Tuner ; Mirza, Fuat Kaan ; Tunay, Gnl Paaci. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:187:y:2024:i:c:s0960077924010026. 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). 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. 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 ; 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. 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 ; Cai, Sijie ; Que, Dingfei ; Ye, Yingjin ; Wang, Chonghao. In: Energy. RePEc:eee:energy:v:311:y:2024:i:c:s036054422403175x. Full description at Econpapers || Download paper |
2024 | Heterogeneous 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. 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). Du, Dongying ; Wang, Huaiming ; Gao, Ting. 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 |
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 | A 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. 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 |
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). Bouri, Elie ; Nekhili, Ramzi ; Kristjanpoller, Werner. 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 |
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 | 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 |
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 ; 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 |
2024 | Time-varying Connectedness Between ESG Stocks and BRVM Traditional Stocks. (2024). Ofori, Kwame Simpe ; Boakye, Kwabena G ; Appiagyei, George Oppong ; Barson, Zynobia ; Junior, Peterson Owusu. 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). Junior, Peterson Owusu ; Adam, Anokye M ; Woode, John Kingsley ; Idun, Anthony Adu-Asare. 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 |
2025 | Are rare earth stocks efficient? Novel insights using asymmetric MF-DFA. (2025). Mujtaba, Ghulam ; Wan, Pengbo ; Nasir, Rana Muhammad ; Liangrong, Song ; Ashfaq, Saira. 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 |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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2022 | Spillover effects in Chinese carbon, energy and financial markets In: International Finance. [Full Text][Citation analysis] | article | 3 |
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 | 6 |
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 | 17 |
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 | 12 |
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 | 6 |
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 | 1 |
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 | 25 |
2023 | Forecasting and backtesting systemic risk in the cryptocurrency market In: Finance Research Letters. [Full Text][Citation analysis] | article | 3 |
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 | 60 |
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 | 37 |
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 | 15 |
2016 | Nonlinear structure analysis of carbon and energy markets with MFDCCA based on maximum overlap wavelet transform In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 27 |
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 | 1 |
2021 | The Impact of Participation in PPP Projects on Total Factor Productivity of Listed Companies in China In: Sustainability. [Full Text][Citation analysis] | article | 2 |
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 | 7 |
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 | 13 |
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 | 5 |
2018 | Multifractal Detrended Analysis Method and Its Application in Financial Markets In: Springer Books. [Citation analysis] | book | 9 |
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 | 1 |
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 |
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