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Crude Oil Volatility Index Forecasting : The Asymmetric Effects from Chinese Stock Market Jumps

Qiao, Gaoxiu; Xuekun, Ma; Gongyue, Jiang - 2022

This article mainly studies the crude oil volatility index (OVX) forecasting from the perspective of the cross-market asymmetric effects of Chinese stock market jumps. The positive and negative jumps are used to represent the asymmetric shocks which are calculated based on the high-frequency...

Persistent link: https://www.econbiz.de/10014238872

Linkages between crude oil and emerging Asian stock markets : new evidence from the Chinese stock market crash

Yousaf, Imran; Hassan, Arshad - In: Finance research letters 31 (2019), pp. 207-217

Persistent link: https://www.econbiz.de/10012421548

The impact of oil price shocks on the large emerging countries' stock prices: Evidence from China, India and Russia

Fang, Chung-rou; You, Shih-Yi - In: International review of economics & finance : IREF 29 (2014), pp. 330-338

Persistent link: https://www.econbiz.de/10010432349

Effect of macroeconomic variables on stock market returns for four emerging economies : Brazil, Russia, India, and China

Gay, Robert D. - In: International business and economics research journal 15 (2016) 3, pp. 119-125

Persistent link: https://www.econbiz.de/10011701270

Diversifying portfolios of U.S. stocks with crude oil and natural gas : a regime-dependent optimization with several risk measures

Gatfaoui, Hayette - In: Energy economics 80 (2019), pp. 132-152

Persistent link: https://www.econbiz.de/10012172340

Dynamic relationship among GCC stock markets and nymex oil futures

Hammoudeh, Shawkat; Aleisa, Eisa - In: Contemporary economic policy : a journal of Western … 22 (2004) 2, pp. 250-269

Persistent link: https://www.econbiz.de/10002020788

The impacts of state ownership on information asymmetry : evidence from an emerging market

Choe, Chong-mu; Sami, Heibatollah; Zhou, Haiyan - In: China journal of accounting research : CJAR 3 (2010), pp. 13-50

emerging markets of China. Government ownership has significant and positive impacts on bid-ask spread during the period 1995 … consistent with recent studies on emerging markets including China, which indicate that firms with higher state ownership tend to …

Persistent link: https://www.econbiz.de/10011823458

Are Stock Price More Informative after Dual-Listing in Emerging Markets? Evidence from Hong Kong-Listed Chinese Companies

Kot, Hung Wan - 2016

the companies return to the China A-share markets for listing. We examine the stock price synchronicity, liquidity …

Persistent link: https://www.econbiz.de/10013002991

Stock market interlinkages among the two largest emerging economies of Asia : the case of India and China

Kumar, A. Senthil; Srividya, V. - In: International journal of economic perspectives : IJEP 8 (2014) 4, pp. 51-65

Persistent link: https://www.econbiz.de/10011579365

Volatility spillover and hedging effectiveness among China and emerging Asian Islamic equity indexes

Majdoub, Jihed; Ben Sassi, Salim - In: Emerging markets review 31 (2017), pp. 16-31

Persistent link: https://www.econbiz.de/10011803152