Photograph

Name

CAI Xiaojing

Affiliation

Graduate School of Humanities and Social Sciences

Title

Associate Professor

Sex

female

Research areas, keyword

Time Series Analysis; International Finance Econometrics

 
 

Research Achievement (Published Thesis) 【 display / non-display

  • Subject:Multi-Horizon Dependence between Crude oil and East Asian Stock Markets and Implications in Risk Management

    Language:English

    Kind of Publishing:Academic Journal

    Journal name:Energies , vol.13 (p.294 - )

    Publish date:2020.01

    Author:Cai, X., Hamori, S., Yang, L., Tian, S.

    Co-writerThe multiple authorship

  • Subject:Moving average threshold heterogeneous autoregressive (MAT-HAR) models

    Language:English

    Kind of Publishing:Academic Journal

    Journal name:Journal of Forecasting (p.1 - 8)

    Publish date:2020.01

    Author:Motegi, K., Cai, X., Hamori, S., Xu, H.

    Co-writerThe multiple authorship

  • Subject:Can We Forecast Daily Oil Futures Prices? Experimental Evidence from Convolutional Neural Networks

    Language:English

    Kind of Publishing:Academic Journal

    Journal name:Journal of Risk and Financial Management (p.9 - 22)

    Publish date:2019.01

    Author:Luo, Z., Cai, X., Tanaka, K., Takiguchi, T., Kinkyo, T., Hamori, S.

    Co-writerThe multiple authorship

    DOI:https://doi.org/10.3390/jrfm12010009

  • Subject:Bank Credit and Housing Prices in China: Evidence from a TVP-VAR model with stochastic volatility

    Language:English

    Kind of Publishing:Academic Journal

    Journal name:Journal of Risk and Financial Management , vol.11 (p.90 - 106)

    Publish date:2018.12

    Co-writerThe multiple authorship

    DOI:https://doi.org/10.3390/jrfm11040090

  • Subject:Co-movements and lead-lag effect in commodity prices: Wavelet coherence analysis and diversification benefits

    Language:English

    Kind of Publishing:Academic Journal

    Journal name:Empirical Economics , vol.58 (p.1 - 33)

    Publish date:2018.09

    Author:Cai, X., Fang, Z., Chang, Y., Hamori, S.

    Co-writerThe multiple authorship

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