• 99 Citations
  • 5 h-Index
20152018
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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
Diversification
diversification
commodity
Causality

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
Oils
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
Inflation
Dynamic conditional correlation
Oil
27 Citations (Scopus)
Exporting
Exchange rates
Oil
Importing
Wavelets
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

Oil
Wavelets
Asian stock markets
Interdependence
Oil prices