Cepheids are pulsating variable stars with a periodic chromospheric response at UV wavelengths close to their minimum radius phase. Recently, an X-ray variable signature was captured in observations during the maximum radius phase. This X-ray emission came as a surprise and is not understood. In this work, we use the modern astrophysical code PLUTO to investigate the effects of pulsations on Cepheid X-ray emission. We run a number of hydrodynamic numerical simulations with a variety of initial and boundary conditions in order to explore the capability of shocks to produce the observed phase-dependent X-ray behavior. Finally, we use the Simulated Observations of X-ray Sources (SOXS) package to create synthetic spectra for each simulation case and link our simulations to observables. We show that, for certain conditions, we can reproduce observed X-ray fluxes at phases 0.4-0.8 when the Cepheid is at maximum radius. Our results span a wide range of mass-loss rates, 2 × 10−13 M yr−1 to 3 × 10−8 M yr−1, and peak X-ray luminosities, 5 × 10−17 erg cm−2 s−1 to 1.4 × 10−12 erg cm−2 s−1. We conclude that Cepheids exhibit two-component emission with (a) shock waves being responsible for the phase-dependent variable emission (phases 0.2-0.6) and (b) a separate quiescent mechanism being the dominant emission mechanism for the remaining phases.