• 128 Citations
  • 5 h-Index

Research output per year

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Research Output

  • 128 Citations
  • 5 h-Index
  • 9 Article
  • 1 Chapter
  • 1 Conference contribution

Moving average threshold heterogeneous autoregressive (MAT-HAR) models

Motegi, K., Cai, X., Hamori, S. & Xu, H., Jan 1 2020, (Accepted/In press) In : Journal of Forecasting.

Research output: Contribution to journalArticle

  • Multi-horizon dependence between crude oil and east Asian stock markets and implications in risk management

    Cai, X., Hamori, S., Yang, L. & Tian, S., Jan 1 2020, In : Energies. 13, 2, 294.

    Research output: Contribution to journalArticle

    Open Access
  • Co-movements in commodity markets and implications in diversification benefits

    Cai, X. J., Fang, Z., Chang, Y., Tian, S. & Hamori, S., Jan 1 2018, (Accepted/In press) In : Empirical Economics.

    Research output: Contribution to journalArticle

  • 3 Citations (Scopus)

    Oil Price Forecasting Using Supervised GANs with Continuous Wavelet Transform Features

    Luo, Z., Chen, J., Cai, X. J., Tanaka, K., Takiguchi, T., Kinkyo, T. & Hamori, S., Nov 26 2018, 2018 24th International Conference on Pattern Recognition, ICPR 2018. Institute of Electrical and Electronics Engineers Inc., p. 830-835 6 p. 8546240. (Proceedings - International Conference on Pattern Recognition; vol. 2018-August).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  • What determines the long-term correlation between oil prices and exchange rates?

    Yang, L., Cai, X. J. & Hamori, S., Apr 2018, In : North American Journal of Economics and Finance. 44, p. 140-152 13 p.

    Research output: Contribution to journalArticle

  • 11 Citations (Scopus)