Caporale, Guglielmo Maria; Ali, Faek Menla; Spagnolo, Nicola - 2014
This paper investigates the time-varying impact of oil price uncertainty on stock prices in China using weekly data on … negative response to oil price uncertainty during periods with supply-side shocks instead. By contrast, the impact of oil price … uncertainty appears to be insignificant during periods with precautionary demand shocks. …