Details about Cao Guangxi

Access statistics for papers by Cao Guangxi.

Last updated 2024-10-10. Update your information in the RePEc Author Service.

Short-id: pgu442

Journal Articles

2024

1. Carbon trading price forecasting based on parameter optimization VMD and deep network CNN–LSTM model
   International Journal of Financial Engineering (IJFE), 2024, 11, (01), 1-39
2. Extreme risk spillovers across energy and carbon markets: Evidence from the quantile extended joint connectedness approach
   International Journal of Finance & Economics, 2024, 29, (2), 2155-2175 View citations (2)
3. The interdependence and risk transmission between southward, northward capital and China’s stock, foreign exchange market
   International Journal of Financial Engineering (IJFE), 2024, 11, (01), 1-21
4. Volatility and returns connectedness between cryptocurrency and China’s financial markets: A TVP-VAR extended joint connectedness approach
   The North American Journal of Economics and Finance, 2024, 74, (C) View citations (1)

2023

5. Forecasting and backtesting systemic risk in the cryptocurrency market
   Finance Research Letters, 2023, 54, (C) View citations (3)
6. The asymmetric impact of crude oil futures on the clean energy stock market: Based on the asymmetric variable coefficient quantile regression model
   Renewable Energy, 2023, 218, (C) View citations (1)

2022

7. Asymmetric dynamic spillover effect between cryptocurrency and China's financial market: Evidence from TVP-VAR based connectedness approach
   Finance Research Letters, 2022, 49, (C) View citations (29)
8. Asymmetry and conduction direction of the interdependent structure between cryptocurrency and US dollar, renminbi, and gold markets
   Chaos, Solitons & Fractals, 2022, 155, (C) View citations (6)
9. Detrended multiple moving average cross-correlation analysis and its application in the correlation measurement of stock market in Shanghai, Shenzhen, and Hong Kong
   Physica A: Statistical Mechanics and its Applications, 2022, 590, (C) View citations (1)
10. Spillover effects in Chinese carbon, energy and financial markets
    International Finance, 2022, 25, (3), 416-434 View citations (3)
11. The Information Spillover among the Carbon Market, Energy Market, and Stock Market: A Case Study of China’s Pilot Carbon Markets
    Sustainability, 2022, 14, (8), 1-18 View citations (7)

2021

12. The Impact of Participation in PPP Projects on Total Factor Productivity of Listed Companies in China
    Sustainability, 2021, 13, (14), 1-20 View citations (2)
13. The Optimal PPP Model of Emergency Rescue Service
    Discrete Dynamics in Nature and Society, 2021, 2021, 1-12
14. The impact of the shutdown policy on the asymmetric interdependence structure and risk transmission of cryptocurrency and China’s financial market
    The North American Journal of Economics and Finance, 2021, 58, (C) View citations (7)

2019

15. Asymmetric risk transmission effect of cross-listing stocks between mainland and Hong Kong stock markets based on MF-DCCA method
    Physica A: Statistical Mechanics and its Applications, 2019, 526, (C) View citations (5)

2018

16. Comparative analysis of grey detrended fluctuation analysis methods based on empirical research on China’s interest rate market
    Physica A: Statistical Mechanics and its Applications, 2018, 506, (C), 156-169
17. Topology structure based on detrended cross-correlation coefficient of exchange rate network of the belt and road countries
    Physica A: Statistical Mechanics and its Applications, 2018, 509, (C), 1140-1151 View citations (5)

2017

18. Asymmetric MF-DCCA method based on risk conduction and its application in the Chinese and foreign stock markets
    Physica A: Statistical Mechanics and its Applications, 2017, 468, (C), 119-130 View citations (16)
19. Causal relationship between the global foreign exchange market based on complex networks and entropy theory
    Chaos, Solitons & Fractals, 2017, 99, (C), 36-44 View citations (12)
20. Simulation analysis of multifractal detrended methods based on the ARFIMA process
    Chaos, Solitons & Fractals, 2017, 105, (C), 235-243 View citations (3)
21. Structure Characteristics of the International Stock Market Complex Network in the Perspective of Whole and Part
    Discrete Dynamics in Nature and Society, 2017, 2017, 1-11 View citations (2)
22. Volatility-constrained multifractal detrended cross-correlation analysis: Cross-correlation among Mainland China, US, and Hong Kong stock markets
    Physica A: Statistical Mechanics and its Applications, 2017, 472, (C), 67-76 View citations (16)

2016

23. Multifractal features of EUA and CER futures markets by using multifractal detrended fluctuation analysis based on empirical model decomposition
    Chaos, Solitons & Fractals, 2016, 83, (C), 212-222 View citations (19)
24. Nonlinear structure analysis of carbon and energy markets with MFDCCA based on maximum overlap wavelet transform
    Physica A: Statistical Mechanics and its Applications, 2016, 444, (C), 505-523 View citations (30)

2015

25. Effects of climatic events on the Chinese stock market: applying event analysis
    Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, 2015, 77, (3), 1979-1992 View citations (5)
26. Extreme values in the Chinese and American stock markets based on detrended fluctuation analysis
    Physica A: Statistical Mechanics and its Applications, 2015, 436, (C), 25-35 View citations (17)

2014

27. Detrended cross-correlation analysis approach for assessing asymmetric multifractal detrended cross-correlations and their application to the Chinese financial market
    Physica A: Statistical Mechanics and its Applications, 2014, 393, (C), 460-469 View citations (44)
28. Multifractal detrended cross-correlations between the CSI 300 index futures and the spot markets based on high-frequency data
    Physica A: Statistical Mechanics and its Applications, 2014, 414, (C), 308-320 View citations (21)

2013

29. Asymmetric multifractal scaling behavior in the Chinese stock market: Based on asymmetric MF-DFA
    Physica A: Statistical Mechanics and its Applications, 2013, 392, (4), 797-807 View citations (66)

2012

30. Multifractal detrended cross-correlations between the Chinese exchange market and stock market
    Physica A: Statistical Mechanics and its Applications, 2012, 391, (20), 4855-4866 View citations (79)
31. 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
    Emerging Markets Finance and Trade, 2012, 48, 230-248 View citations (13)

Books

2018

1. Multifractal Detrended Analysis Method and Its Application in Financial Markets
   Springer Books, Springer View citations (9)