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Cao Guangxi

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First Name:Cao
Middle Name:
Last Name:Guangxi
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RePEc Short-ID:pgu442
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Affiliation

School of Economics and Management
Nanjing University of Science and Technology

Nanjing, China
http://sem.njust.edu.cn/
RePEc:edi:senjucn (more details at EDIRC)

Research output

as
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Articles

  1. Guangxi Cao & Wenhao Xie, 2024. "The interdependence and risk transmission between southward, northward capital and China’s stock, foreign exchange market," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 11(01), pages 1-21, March.
  2. Xie, Wenhao & Cao, Guangxi, 2024. "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, Elsevier, vol. 74(C).
  3. Guangxi Cao & Fei Xie, 2024. "Extreme risk spillovers across energy and carbon markets: Evidence from the quantile extended joint connectedness approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(2), pages 2155-2175, April.
  4. Meijun Ling & Guangxi Cao, 2024. "Carbon trading price forecasting based on parameter optimization VMD and deep network CNN–LSTM model," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 11(01), pages 1-39, March.
  5. Cao, Guangxi & Xie, Fei, 2023. "The asymmetric impact of crude oil futures on the clean energy stock market: Based on the asymmetric variable coefficient quantile regression model," Renewable Energy, Elsevier, vol. 218(C).
  6. Fang, Sheng & Cao, Guangxi & Egan, Paul, 2023. "Forecasting and backtesting systemic risk in the cryptocurrency market," Finance Research Letters, Elsevier, vol. 54(C).
  7. Cao, Guangxi & Xie, Wenhao, 2022. "Asymmetric dynamic spillover effect between cryptocurrency and China's financial market: Evidence from TVP-VAR based connectedness approach," Finance Research Letters, Elsevier, vol. 49(C).
  8. Cao, Guangxi & Ling, Meijun, 2022. "Asymmetry and conduction direction of the interdependent structure between cryptocurrency and US dollar, renminbi, and gold markets," Chaos, Solitons & Fractals, Elsevier, vol. 155(C).
  9. Yi Yao & Lixin Tian & Guangxi Cao, 2022. "The Information Spillover among the Carbon Market, Energy Market, and Stock Market: A Case Study of China’s Pilot Carbon Markets," Sustainability, MDPI, vol. 14(8), pages 1-18, April.
  10. Guangxi Cao & Fei Xie & Meijun Ling, 2022. "Spillover effects in Chinese carbon, energy and financial markets," International Finance, Wiley Blackwell, vol. 25(3), pages 416-434, December.
  11. Cao, Guangxi & Xie, Wenhao, 2022. "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, Elsevier, vol. 590(C).
  12. Guangxi Cao & Ling Zhou & Aihua Li, 2021. "The Optimal PPP Model of Emergency Rescue Service," Discrete Dynamics in Nature and Society, Hindawi, vol. 2021, pages 1-12, January.
  13. Cao, Guangxi & Xie, Wenhao, 2021. "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, Elsevier, vol. 58(C).
  14. Xiangdong Liu & Guangxi Cao, 2021. "The Impact of Participation in PPP Projects on Total Factor Productivity of Listed Companies in China," Sustainability, MDPI, vol. 13(14), pages 1-20, July.
  15. Cao, Guangxi & Zhou, Ling, 2019. "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, Elsevier, vol. 526(C).
  16. Li, Jianxuan & Shi, Yingying & Cao, Guangxi, 2018. "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, Elsevier, vol. 509(C), pages 1140-1151.
  17. Cao, Guangxi & Jiang, Min & He, LingYun, 2018. "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, Elsevier, vol. 506(C), pages 156-169.
  18. Cao, Guangxi & Zhang, Minjia & Li, Qingchen, 2017. "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, Elsevier, vol. 472(C), pages 67-76.
  19. Guangxi Cao & Yingying Shi & Qingchen Li, 2017. "Structure Characteristics of the International Stock Market Complex Network in the Perspective of Whole and Part," Discrete Dynamics in Nature and Society, Hindawi, vol. 2017, pages 1-11, March.
  20. Cao, Guangxi & Han, Yan & Li, Qingchen & Xu, Wei, 2017. "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, Elsevier, vol. 468(C), pages 119-130.
  21. Cao, Guangxi & Zhang, Qi & Li, Qingchen, 2017. "Causal relationship between the global foreign exchange market based on complex networks and entropy theory," Chaos, Solitons & Fractals, Elsevier, vol. 99(C), pages 36-44.
  22. Cao, Guangxi & Shi, Yingying, 2017. "Simulation analysis of multifractal detrended methods based on the ARFIMA process," Chaos, Solitons & Fractals, Elsevier, vol. 105(C), pages 235-243.
  23. Cao, Guangxi & Xu, Wei, 2016. "Multifractal features of EUA and CER futures markets by using multifractal detrended fluctuation analysis based on empirical model decomposition," Chaos, Solitons & Fractals, Elsevier, vol. 83(C), pages 212-222.
  24. Cao, Guangxi & Xu, Wei, 2016. "Nonlinear structure analysis of carbon and energy markets with MFDCCA based on maximum overlap wavelet transform," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 444(C), pages 505-523.
  25. Cao, Guangxi & Zhang, Minjia, 2015. "Extreme values in the Chinese and American stock markets based on detrended fluctuation analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 436(C), pages 25-35.
  26. Guangxi Cao & Wei Xu & Yu Guo, 2015. "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, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 77(3), pages 1979-1992, July.
  27. Cao, Guangxi & Han, Yan & Cui, Weijun & Guo, Yu, 2014. "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, Elsevier, vol. 414(C), pages 308-320.
  28. Cao, Guangxi & Cao, Jie & Xu, Longbing & He, LingYun, 2014. "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, Elsevier, vol. 393(C), pages 460-469.
  29. Cao, Guangxi & Cao, Jie & Xu, Longbing, 2013. "Asymmetric multifractal scaling behavior in the Chinese stock market: Based on asymmetric MF-DFA," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(4), pages 797-807.
  30. Guangxi Cao, 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," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 48(0), pages 230-248, July.
  31. Cao, Guangxi & Xu, Longbing & Cao, Jie, 2012. "Multifractal detrended cross-correlations between the Chinese exchange market and stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(20), pages 4855-4866.

Books

  1. Guangxi Cao & Ling-Yun He & Jie Cao, 2018. "Multifractal Detrended Analysis Method and Its Application in Financial Markets," Springer Books, Springer, number 978-981-10-7916-0, January.

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