• 99 Citations
  • 5 h-Index
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Fingerprint Dive into the research topics where Xiaojing Cai is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

Diversification Mathematics
Causality Mathematics
Wavelets Business & Economics
Exchange rates Business & Economics
Oil Business & Economics
Interdependence Business & Economics
Asian stock markets Business & Economics
Comovement Business & Economics

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Research Output 2015 2018

  • 99 Citations
  • 5 h-Index
  • 7 Article
  • 1 Chapter
  • 1 Conference contribution

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

commodity market

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

Wavelet transforms
Bayesian networks
Time series
Crude oil
9 Citations (Scopus)

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

Oil prices
Exchange rates
Dynamic conditional correlation
27 Citations (Scopus)
Exchange rates
26 Citations (Scopus)

Interdependence between oil and East Asian stock markets: Evidence from wavelet coherence analysis

Cai, X. J., Tian, S., Yuan, N. & Hamori, S., May 1 2017, In : Journal of International Financial Markets, Institutions and Money. 48, p. 206-223 18 p.

Research output: Contribution to journalArticle

Asian stock markets
Oil prices