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

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 ...

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 ...

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

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, ...

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– ...

(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 ...

This study scrutinized the asymmetric impact of oil prices on stock returns in Shanghai stock exchange with data (January 2000 to December 2018) by using ...

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 ...

Oil prices & stock returns: Modeling the asymmetric effects around ...

Using state-dependent local projections, we find that oil price shocks cause an increase in stock returns when the economy is operating in the zero lower bound.

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

M. Vo, Oil and stock market volatility: A multivariate stochastic volatility perspective, Energy Economics, № 33, с. · M. H. Noor, On the relationship between ...

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, ...

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

In addition, the researchers documented that, in the long run, oil price volatility has a asymmetric negative impact on the market returns of all emerging stock ...

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.

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 ...

Altmetric – Asymmetric impact of oil prices on stock returns in ...

Asymmetric impact of oil prices on stock returns in Shanghai stock exchange: Evidence from asymmetric ARDL model ; Mentioned by. twitter: 1 X user ; Citations.

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

(2018). Asymmetric Impact of Oil Price Shock on Stock. Market in China: A Combination Analysis Based on. SVAR Model and NARDL Model. Emerging ...

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 impact of oil price shocks on stock market activities: Asymmetric ...

Semantic Scholar extracted view of "The impact of oil price shocks on stock market activities: Asymmetric effect with quantile regression" by Chien‐Chiang ...