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

The impacts of oil price shocks on Chinese stock returns present asymmetric features. In particular during a bust phase, oil supply and demand shocks ...

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, ...

This paper uses a quantile impulse response approach to investigate the impact of oil price shocks on Chinese stock returns. This process allows us to uncover ...

Asymmetric Impact of Oil Price Shock on Stock Market in China

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

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

... Similarly, through SVAR and QR, Zhu et al. (2016b) found that oil price shocks impose an asymmetric effect on China's stock returns. The oil supply and ...

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 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 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 ...

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

Meanwhile, the asymmetric effects of uncertainty shocks are also examined by using the positive and negative changes of the OVX. Furthermore, we assess whether ...

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 ...

Asymmetric impacts of oil price uncertainty on Chinese stock

Meanwhile, the asymmetric effects of uncertainty shocks are also examined by using the positive and negative changes of the OVX. Furthermore, we assess whether ...

Asymmetric effects with quantile regression

This paper investigates the impact of crude oil shocks and China's economic policy uncertainty on stock returns at.

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 ...

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 ...

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 ...

Full article: The asymmetric and dynamic effects of oil price shocks ...

The effect continues alternating until stabilizing around the nineteenth period as the market adapts. Overall, the SVAR analysis confirms the ...

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

Meanwhile, the asymmetric effects of uncertainty shocks are also examined by using the positive and negative changes of the OVX. Furthermore, we assess whether ...

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.

Heterogeneous impacts of oil prices on China's stock market - OUCI

List of references · Kilian, The impact of price shocks on the U.S. stock market, Int Econ Rev, № 50, с. · Rahman, The asymmetric effects of oil price shocks on ...