Refining the asymctmetric impacts of oil price uncertainty on Chinese stock returns based on a semiparametric additive quantile regression analysis
Qichang Xie, Haifeng Wu, Yu Ma
| Year of publication: |
2021
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|---|---|
| Authors: | Xie, Qichang ; Wu, Haifeng ; Ma, Yu |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 102.2021, p. 1-14
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| Subject: | Asymmetric and nonlinear effects | COVID-19 pandemic | Oil price uncertainty | Semiparametric additive quantile regression | Stock returns | Ölpreis | Oil price | Regressionsanalyse | Regression analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Kapitaleinkommen | Capital income | Coronavirus | Volatilität | Volatility | Schätzung | Estimation | Aktienmarkt | Stock market | China |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2021.105495 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013162433