Asymmetric impacts of oil price uncertainty on Chinese stock returns under different market conditions : evidence from oil volatility index
Jihong Xiao, Min Zhou, Fengming Wen, Fenghua Wen
| Year of publication: |
August 2018
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|---|---|
| Authors: | Xiao, Jihong ; Zhou, Min ; Wen, Fengming ; Wen, Fenghua |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 74.2018, p. 777-786
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| Subject: | Oil price uncertainty | Chinese stock market | Oil volatility index | Refined oil pricing reform | Quantile regression | Ölpreis | Oil price | Volatilität | Volatility | China | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Aktienindex | Stock index | ARCH-Modell | ARCH model | Wirkungsanalyse | Impact assessment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2018.07.026 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011972968