Cao Guangxi
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Affiliations
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Nanjing University of Science and Technology
/ School of Economics and Management
Research profile
author of:
- Spillover effects in Chinese carbon, energy and financial markets (RePEc:bla:intfin:v:25:y:2022:i:3:p:416-434)
by Guangxi Cao & Fei Xie & Meijun Ling - Simulation analysis of multifractal detrended methods based on the ARFIMA process (RePEc:eee:chsofr:v:105:y:2017:i:c:p:235-243)
by Cao, Guangxi & Shi, Yingying - Asymmetry and conduction direction of the interdependent structure between cryptocurrency and US dollar, renminbi, and gold markets (RePEc:eee:chsofr:v:155:y:2022:i:c:s0960077921010250)
by Cao, Guangxi & Ling, Meijun - Multifractal features of EUA and CER futures markets by using multifractal detrended fluctuation analysis based on empirical model decomposition (RePEc:eee:chsofr:v:83:y:2016:i:c:p:212-222)
by Cao, Guangxi & Xu, Wei - Causal relationship between the global foreign exchange market based on complex networks and entropy theory (RePEc:eee:chsofr:v:99:y:2017:i:c:p:36-44)
by Cao, Guangxi & Zhang, Qi & Li, Qingchen - The impact of the shutdown policy on the asymmetric interdependence structure and risk transmission of cryptocurrency and China’s financial market (RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001327)
by Cao, Guangxi & Xie, Wenhao - Volatility and returns connectedness between cryptocurrency and China’s financial markets: A TVP-VAR extended joint connectedness approach (RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001566)
by Xie, Wenhao & Cao, Guangxi - Asymmetric dynamic spillover effect between cryptocurrency and China's financial market: Evidence from TVP-VAR based connectedness approach (RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003026)
by Cao, Guangxi & Xie, Wenhao - Forecasting and backtesting systemic risk in the cryptocurrency market (RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001617)
by Fang, Sheng & Cao, Guangxi & Egan, Paul - Multifractal detrended cross-correlations between the Chinese exchange market and stock market (RePEc:eee:phsmap:v:391:y:2012:i:20:p:4855-4866)
by Cao, Guangxi & Xu, Longbing & Cao, Jie - Asymmetric multifractal scaling behavior in the Chinese stock market: Based on asymmetric MF-DFA (RePEc:eee:phsmap:v:392:y:2013:i:4:p:797-807)
by Cao, Guangxi & Cao, Jie & Xu, Longbing - Detrended cross-correlation analysis approach for assessing asymmetric multifractal detrended cross-correlations and their application to the Chinese financial market (RePEc:eee:phsmap:v:393:y:2014:i:c:p:460-469)
by Cao, Guangxi & Cao, Jie & Xu, Longbing & He, LingYun - Multifractal detrended cross-correlations between the CSI 300 index futures and the spot markets based on high-frequency data (RePEc:eee:phsmap:v:414:y:2014:i:c:p:308-320)
by Cao, Guangxi & Han, Yan & Cui, Weijun & Guo, Yu - Extreme values in the Chinese and American stock markets based on detrended fluctuation analysis (RePEc:eee:phsmap:v:436:y:2015:i:c:p:25-35)
by Cao, Guangxi & Zhang, Minjia - Nonlinear structure analysis of carbon and energy markets with MFDCCA based on maximum overlap wavelet transform (RePEc:eee:phsmap:v:444:y:2016:i:c:p:505-523)
by Cao, Guangxi & Xu, Wei - Asymmetric MF-DCCA method based on risk conduction and its application in the Chinese and foreign stock markets (RePEc:eee:phsmap:v:468:y:2017:i:c:p:119-130)
by Cao, Guangxi & Han, Yan & Li, Qingchen & Xu, Wei - Volatility-constrained multifractal detrended cross-correlation analysis: Cross-correlation among Mainland China, US, and Hong Kong stock markets (RePEc:eee:phsmap:v:472:y:2017:i:c:p:67-76)
by Cao, Guangxi & Zhang, Minjia & Li, Qingchen - Comparative analysis of grey detrended fluctuation analysis methods based on empirical research on China’s interest rate market (RePEc:eee:phsmap:v:506:y:2018:i:c:p:156-169)
by Cao, Guangxi & Jiang, Min & He, LingYun - Topology structure based on detrended cross-correlation coefficient of exchange rate network of the belt and road countries (RePEc:eee:phsmap:v:509:y:2018:i:c:p:1140-1151)
by Li, Jianxuan & Shi, Yingying & Cao, Guangxi - Asymmetric risk transmission effect of cross-listing stocks between mainland and Hong Kong stock markets based on MF-DCCA method (RePEc:eee:phsmap:v:526:y:2019:i:c:s0378437119303413)
by Cao, Guangxi & Zhou, Ling - Detrended multiple moving average cross-correlation analysis and its application in the correlation measurement of stock market in Shanghai, Shenzhen, and Hong Kong (RePEc:eee:phsmap:v:590:y:2022:i:c:s0378437121009523)
by Cao, Guangxi & Xie, Wenhao - The asymmetric impact of crude oil futures on the clean energy stock market: Based on the asymmetric variable coefficient quantile regression model (RePEc:eee:renene:v:218:y:2023:i:c:s0960148123012181)
by Cao, Guangxi & Xie, Fei - The Impact of Participation in PPP Projects on Total Factor Productivity of Listed Companies in China (RePEc:gam:jsusta:v:13:y:2021:i:14:p:7603-:d:590257)
by Xiangdong Liu & Guangxi Cao - The Information Spillover among the Carbon Market, Energy Market, and Stock Market: A Case Study of China’s Pilot Carbon Markets (RePEc:gam:jsusta:v:14:y:2022:i:8:p:4479-:d:790159)
by Yi Yao & Lixin Tian & Guangxi Cao - The Optimal PPP Model of Emergency Rescue Service (RePEc:hin:jnddns:8413786)
by Guangxi Cao & Ling Zhou & Aihua Li - Structure Characteristics of the International Stock Market Complex Network in the Perspective of Whole and Part (RePEc:hin:jnddns:9731219)
by Guangxi Cao & Yingying Shi & Qingchen Li - 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 (RePEc:mes:emfitr:v:48:y:2012:i:0:p:230-248)
by Guangxi Cao - Effects of climatic events on the Chinese stock market: applying event analysis (RePEc:spr:nathaz:v:77:y:2015:i:3:p:1979-1992)
by Guangxi Cao & Wei Xu & Yu Guo - Multifractal Detrended Analysis Method and Its Application in Financial Markets (RePEc:spr:sprbok:978-981-10-7916-0)
by Guangxi Cao & Ling-Yun He & Jie Cao - Extreme risk spillovers across energy and carbon markets: Evidence from the quantile extended joint connectedness approach (RePEc:wly:ijfiec:v:29:y:2024:i:2:p:2155-2175)
by Guangxi Cao & Fei Xie - The interdependence and risk transmission between southward, northward capital and China’s stock, foreign exchange market (RePEc:wsi:ijfexx:v:11:y:2024:i:01:n:s2424786323500603)
by Guangxi Cao & Wenhao Xie - Carbon trading price forecasting based on parameter optimization VMD and deep network CNN–LSTM model (RePEc:wsi:ijfexx:v:11:y:2024:i:01:n:s2424786324500026)
by Meijun Ling & Guangxi Cao