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Which time-frequency domain dominates spillover in the Chinese energy stock market?

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Persistent link: https://www.econbiz.de/10012803729

Measuring the multi-scale price transmission effects from crude oil to energy stocks : a cascaded view

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Uncovering the impacts of structural similarity of financial indicators on stock returns at different quantile levels

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Time-varying pattern causality inference in global stock markets

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Research on the time-varying network structure evolution of the stock indices of the BRICS countries based on fluctuation correlation

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Revealing dynamic intrinsic temporal and spatial scale characteristics of oil price volatility in bubble and non-bubble periods

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The impacts of climate policy uncertainty on stock markets : comparison between China and the US

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The Impacts of Climate Policy Uncertainty on Return, Volatility, Correlation and Tail Dependence of China's and Us Stock Markets

Xu, Xin; Huang, Shupei; Lucey, Brian M.; Haizhong, An - 2022

This paper measures China’s daily and monthly climate policy uncertainty (CPU) from Jan 2000 to Mar 2022 based on Chinese news data for the first time. Then, the nonlinear and lag impacts of the US CPU and China’s CPU on the return, volatility, correlation and tail dependence of China’s...

Persistent link: https://www.econbiz.de/10013289708

The Impacts of Climate Policy Uncertainty on Stock Markets : Comparison between China and the Us

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Value versus growth stocks in Singapore

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