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

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

The examined results show that a 1% raise in the oil prices causes to decrease the stock returns about 11% to 13%. While weekly oil prices ...

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

This study scrutinized the asymmetric impact of oil prices on stock returns in Shanghai stock exchange with data (January 2000 to December ...

Asymmetric impact of oil prices on stock returns in Shanghai

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

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

Asymmetric impact of oil prices on stock returns in Shanghai stock exchange: Evidence from asymmetric ARDL model. Language: English; Authors: Khan, Muhammad ...

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

While oil price asymmetry matters, Chinese stock returns do not respond to changes in the oil price and GFI in the long run. Hence, the oil– ...

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

The examined results of asymmetric autoregressive distributed lag model indicate that cointegration exists between the oil prices and the stock returns. Results ...

(PDF) Asymmetric impact of oil prices on stock returns in Shanghai ...

Table 4. Critical Bounds value. Critical Value Bounds. Significance I ...

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

Asymmetric impact of oil prices on stock returns in Shanghai stock exchange: Evidence from asymmetric ARDL model. by Muhammad Kamran Khan, Jian-Zhou Teng, ...

The asymmetric impact of oil price shocks on China stock market

Liao et al. (2016) find that the increase in oil price has no significant impact on stock market returns whether in a bullish or a bearish market, while a ...

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

Our results reveal that OVX changes mainly show significantly negative effects on the aggregate and sectoral stock returns in the bearish market.

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

List of references · G. Jin, The impact of oil price shock and exchange rate volatility on economic growth: a comparative analysis for Russia, Japan and China, ...

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

According to Kang and Ratti (2013b), oil price shocks and EPU are interrelated and affect stock market returns. Positive oil market-specific ...

Asymmetric impacts of oil price uncertainty on Chinese stock

This paper uses this kind of implied volatility index of oil prices to investigate the impacts of oil price uncertainty on the aggregate and sectoral stock ...

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

It also shows that increasing oil price uncertainty will reduce the investment efficiency of companies with poor investment opportunities, and ...

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

Our results indicate that in a bearish market, oil supply and demand uncertainties have positive shock effects on Chinese stock market returns, while in a ...

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

... The overall finding of this study is that oil price volatility has negative asymmetric effects on market returns for the HOSE. This evidence is in line with ...

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.

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 ...

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

NASA/ADS · Asymmetric impacts of oil price uncertainty on Chinese stock returns under different market conditions: Evidence from oil volatility index.

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

In their analysis, they considered China, France, Germany, India, Italy, Japan, Korea, the Netherlands, Spain, and the United States from May 2001 to December ...