Rchr
J-GLOBAL ID：201801008365060133
Update date: Nov. 14, 2024
Cai Xiaojing
サイ ギョウセイ | Cai Xiaojing
Affiliation and department：
Job title：
Associate Professor
Research field (2)：
Money and finance
, Economic statistics
Research theme for competitive and other funds (2)：
- 2019 - 2023 Risk spillover from international financial markets and macroeconomic activities
- 2018 - 2019 Multi-horizon dependence between oil, gold and East Asian stock markets and implications in risk management
Papers (22)：
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Takao Asano, Xiaojing Cai, Ryuta Sakemoto. Currency portfolios and global foreign exchange ambiguity. Finance Research Letters. 2024. 65. 105534-105534
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Yingnan Cong, Yufei Hou, Jiaming Jiang, Shuangzi Chen, Xiaojing Cai. Features and Evolution of Global Energy Trade Patterns from the Perspective of Complex Networks. Energies. 2023. 16. 15. 5677-5677
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Lu Yang, Shigeyuki Hamori, Xiaojing Cai. A Multiple Timescales Conditional Causal Analysis on the Carbon-Energy Relationship: Evidence from European and Emerging Markets. EMERGING MARKETS FINANCE AND TRADE. 2023. 59. 8. 2775-2785
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Shuairu Tian, Xiang Gao, Xiaojing Cai. The interactive CNY-CNH relationship: A wavelet analysis. Journal of International Money and Finance. 2023. 133. 102829
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Lu Yang, Xue Cui, Lei Yang, Shigeyuki Hamori, Xiaojing Cai. Risk spillover from international financial markets and China?s macro-economy: A MIDAS-CoVaR-QR model. INTERNATIONAL REVIEW OF ECONOMICS & FINANCE. 2023. 84. 55-69
ｍore...
MISC (5)：
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Yingnan Cong, Wenting Zhang, Xiaojing Cai, Shuairu Tian. Hybrid deep learning approaches for high-frequency carbon prices forecasting. SSRN Electronic Journal. 2024
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Wenting Zhang, Shigeyuki Hamori, Xiaojing Cai. How Geopolitical Crises Influence BRICS Financial Markets and Macroeconomic Growth: Insights from the Russia-Ukraine War Using GARCH MIDAS and Quantile Regression. SSRN Electronic Journal. 2024
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Yingnan Cong, Yufei Hou, Yuan Ji, Xiaojing Cai. Does Innovation-driven Policy Optimize Urban-Energy-Consumption Structure? Evidence from National Innovation-driven City Pilot Policies. SSRN Electronic Journal. 2024
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Takao Asano, Xiaojing Cai, Ryuta Sakemoto. Global foreign exchange volatility, ambiguity, and currency carry trades. SSRN Electronic Journal. 2024
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Takao Asano, Xiaojing Cai, Ryuta Sakemoto. Time-Varying Ambiguity Shocks and Business Cycles. SSRN Electronic Journal. 2023
Education (1)：
- - 2017 神戸大学 大学院経済学研究科博士課程後期課程修了
Professional career (2)：
- 修士(経済学) (神戸大学)
- 博士(経済学) (神戸大学)
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