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Refining the asymctmetric impacts of oil price uncertainty on Chinese stock returns based on a semiparametric additive quantile regression analysis
Xie, Qichang; Wu, Haifeng; Ma, Yu - In: Energy economics 102 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10013162433
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The heterogeneity dependence between crude oil price changes and industry stock market returns in China : evidence from a quantile regression approach
Zhu, Huiming; Guo, Yawei; You, Wan-hai; Xu, Yaqin - In: Energy economics 55 (2016), pp. 30-41
Persistent link: https://www.econbiz.de/10011663084
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Impacts of oil implied volatility shocks on stock implied volatility in China : Empirical evidence from a quantile regression approach
Xiao, Jihong; Hu, Chunyang; Ouyang, Guangda; Wen, Fenghua - In: Energy economics 80 (2019), pp. 297-309
Persistent link: https://www.econbiz.de/10012172448
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Crude oil and stock markets : causal relationships in tails?
Ding, Haoyuan; Kim, Hyung-Gun; Park, Sung Y. - In: Energy economics 59 (2016), pp. 58-69
Persistent link: https://www.econbiz.de/10011699475
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Dynamic risk spillovers from oil to stock markets : fresh evidence from GARCH copula quantile regression-based CoVaR model
Tian, Maoxi; Alshater, Muneer Maher; Yoon, Seong-min - In: Energy economics 115 (2022), pp. 1-21
Persistent link: https://www.econbiz.de/10013541787
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Multi-scale risk contagion among international oil market, Chinese commodity market and Chinese stock market : a MODWT-Vine quantile regression approach
Wen, Fenghua; Liu, Zhen; Dai, Zhifeng; He, Shaoyi; Liu, … - In: Energy economics 109 (2022), pp. 1-18
Persistent link: https://www.econbiz.de/10013283776
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The role of green energy stock market in forecasting China's crude oil market : an application of IIS approach and sparse regression models
Khan, Faridoon; Muhammadullah, Sara; Arshian Sharif; … - In: Energy economics 130 (2024), pp. 1-15
Persistent link: https://www.econbiz.de/10014559200
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Volatility transmissions across international oil market, commodity futures and stock markets : empirical evidence from China
Ahmed, Abdullahi Dahir; Huo, Rui - In: Energy economics 93 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10012631345
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Return and volatility spillovers between Chinese and U.S. clean energy related stocks
Janda, Karel; Krištoufek, Ladislav; Zhang, Binyi - In: Energy economics 108 (2022), pp. 1-12
Persistent link: https://www.econbiz.de/10013203260
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Asymmetric impacts of oil price uncertainty on Chinese stock returns under different market conditions : evidence from oil volatility index
Xiao, Jihong; Zhou, Min; Wen, Fengming; Wen, Fenghua - In: Energy economics 74 (2018), pp. 777-786
Persistent link: https://www.econbiz.de/10011972968