Meanwhile, across the Huangpu River, the Museum of Art Pudong is also holding a new exhibition featuring classical Italian masterpieces.

Caravaggio: Wonders of the Italian Baroque, which is showing six original Caravaggio paintings and more than 50 pieces by contemporary Baroque artists from the collection of the Galleria Borghese in Italy, kicked off on Tuesday and will run until April 12.

"It was not coincidence, but a conscious decision, to show Italian art that dates back more than a century in these two important museums in Shanghai," says Francesco D'Arelli, director of the Italian Institute of Culture in Shanghai and the co-curator of both exhibitions.

He describes the two exhibitions as being different in nature, even though both are showcasing Italian works. The Caravaggio exhibition, for example, gives visitors an overview of the Baroque period, while the showcase at the Shanghai Museum is more focused on the dialogue between Renaissance masters and Chinese artists of the Ming Dynasty (1368-1644).