Oil prices and stock market in China : a sector analysis using panel cointegration with multiple breaks
Su-Fang Li; Hui-Ming Zhu; Keming Yu
| Year of publication: |
2012
|
|---|---|
| Authors: | Li, Su-fang ; Zhu, Hui-ming ; Yu, Keming |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 34.2012, 6, p. 1951-1958
|
| Subject: | Oil prices | Stock prices | Panel cointegration | Cross-sectional dependence | Granger causality | Kointegration | Cointegration | Ölpreis | Oil price | Börsenkurs | Share price | Panel | Panel study | China | Kausalanalyse | Causality analysis | Strukturbruch | Structural break |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009688918