Asymmetric Impact of Oil Price Shock on Stock Market in China

The asymmetric impact of oil price shocks on China stock market

Applying the quantile-on-quantile regression approach, we find that supply shocks have no significant impact on China stock market which is in a bearish state, ...

Studies have shown that oil price fluctuations render an asymmetric effect on financial economy. On the one hand, oil price fluctuations can ...

Asymmetric Impact of Oil Price Shock on Stock Market in China

We reveal that the demand-side shocks of oil price have a significant impact on the Chinese stock market in both short and long run, but the supply shock is an ...

The Asymmetric Effects of Oil Price Shocks on the Chinese Stock ...

Our results show that the responses of Chinese stock market returns to oil price shocks differ greatly, depending on whether the oil and stock market is in a ...

The Asymmetric Impact of the Oil Price and Disaggregate Shocks on ...

Component oil price shocks can critically impact economic activity, including stock markets and international trade. Arouri et al. (2014) found ...

The asymmetric impact of oil price shocks on China stock market

The study revealed that supply shocks positively influence the Chinese stock market when the market is in a bullish state and have no significant impact on the ...

Testing the Asymmetric Response of China's Stock Returns to Oil ...

The main hypothesis is that, given fear of COVID-19, stock market returns in China respond asymmetrically to shocks in the oil price. The ...

Asymmetric impact of oil prices on stock returns in Shanghai stock ...

Results of asymmetric autoregressive distributed lag model confirm that both in the long run and the short run increase in oil prices have a ...

(PDF) The asymmetric effects of oil price shocks on Chinese stock ...

Our results show that the responses of Chinese stock market returns to oil price shock differ greatly, depending on whether the oil and stock market is in bust ...

Asymmetric impacts of oil price uncertainty on Chinese stock returns ...

Asymmetric impacts of oil price uncertainty on Chinese stock returns under different market conditions : evidence from oil volatility index.

Oil price shocks, economic policy uncertainty and industrial ...

Further analyses investigate the asymmetry effect of oil prices and find that the negative component shows a more significant impact on China's ...

The asymmetric impact of oil price shocks on China stock market

This paper examines the dynamic relationship between the oil market and stock markets from two perspectives: dependence between the crude oil market (WTI) and ...

The Asymmetric Effects of Oil Price Shocks on the Chinese Stock ...

The Asymmetric Effects of Oil Price Shocks on the Chinese Stock Market: Evidence from a Quantile Impulse Response Perspective.

Oil price shocks, economic policy uncertainty and industry stock ...

Oil price shocks, economic policy uncertainty and industry stock returns in China: Asymmetric effects with quantile regression ... Abstract. This paper ...

Testing the Asymmetric Response of China's Stock Returns to Oil ...

This study investigates the response of Chinese stock returns to oil prices amidst the COVID-19 pandemic using both linear and nonlinear autoregressive ...

Asymmetric impacts of disaggregated oil price shocks on ... - OUCI

... effect of international crude oil price fluctuations on Chinese stock market investor sentiment. Appl Energy 187:27–36. https://doi.org/10.1016/j.apenergy ...

The Asymmetric Effect of Oil Price Uncertainty on Corporate ...

This study evaluates the asymmetric impact of international oil price uncertainty on firms' investment in China using a sample of listed renewable energy firms.

The Asymmetric Effects of Oil Price Volatility on Stock Returns - MDPI

At the same time, positive changes in oil price volatility had a positive effect on the stock returns of the Chinese and South African stock markets. In ...

THE ASYMMETRIC EFFECTS OF OIL PRICE SHOCKS

We find that oil price uncertainty has a negative effect on output, and that shocks to the price of oil and its uncertainty have asymmetric effects on output.

The impact of crude oil prices on Chinese stock markets and ...

The enriched literature on the nexus between oil price shock and stock volatility shows mixed and inconclusive results. The results of most of ...