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The impact of oil price shocks on the U.S. and Chinese stock markets


The impact of oil price shocks on the U.S. and Chinese stock markets

Shocks in the crude oil market can influence stock prices by affecting the expected discount rate and dividends. Specifically, as the short-term demand for ...

The impact of oil price shocks on the U.S. and Chinese stock markets

Then, the impact of different kinds of oil price shocks on fluctuations of the U.S. and Chinese stock markets is examined and some insights from the perspective ...

The impact of oil price shocks on the U.S. and Chinese stock markets

Findings Initial results show a positive oil price change increases stock returns, while greater volatility decreases returns. The oil shock ...

the impact of oil price shocks on the us stock market

Recent work by Kilian. (2006c) has shown that the effects of demand and supply shocks in the crude oil market on U.S. macroeconomic aggregates are qualitatively ...

The impact of oil price shocks on the risk-return relation in the ...

Oil risk shock is closely connected to the state of global financial markets, and increased risk shock means an unstable financial market environment. As ...

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 ...

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 impact of oil price shocks on the U.S. and Chinese stock ...

Semantic Scholar extracted view of "The impact of oil price shocks on the U.S. and Chinese stock markets: A quantitative structural analysis" by Yanfeng Wei ...

The Impact of Oil Price Shocks on the US Stock Market - IDEAS/RePEc

"Volatility transmissions across international oil market, commodity futures and stock markets: Empirical evidence from China," Energy Economics, Elsevier, vol.

The effects of unexpected crude oil price shocks on Chinese stock ...

List of references · Abdelhedi M (2020) Transmission of shocks between Chinese financial market and oil market. · Ahmed AD, Huo R (2021) Volatility transmissions ...

The Impact of Oil Price Shocks on Stock Markets - ResearchGate

The Impact of Oil Price Shocks on Stock Markets ; returns. It is found that oil price shocks have an asymmetric. effect on the stock market, and this effect is ...

The impact of oil price shocks on the U.S. and Chinese stock ...

Article "The impact of oil price shocks on the U.S. and Chinese stock markets: A quantitative structural analysis" Detailed information of the J-GLOBAL is ...

The impact of oil price shocks on the U.S. and Chinese stock markets

Quarterly data for paper named as "The impact of oil price shocks on the U.S. and Chinese stock markets: A quantitative structural ...

Impacts of oil price shocks on Chinese stock market liquidity

In this paper we investigate whether and how different oil price shocks affect the stock market liquidity in China. Our empirical results show that stock ...

The Impact of Oil Price Shocks on the US Stock Market

A positive U.S. oil supply shock has a positive impact on U.S. real stock returns. Oil demand and supply shocks are of comparable importance in explaining U.S. ...

Heterogeneous Impacts of International Oil Price Shocks on the ...

Generally, oil price shocks have a larger impact on Chinese stocks in the bear regime than in the bull regime, and such nonlinearity is more ...

Oil price shocks and stock market returns: New evidence from the ...

The impact of oil price shocks on the US stock market, International. Economic Review 50, 1267-1287. Laopodis, N. T. 2011. Equity prices and macroeconomic ...

The Impact of Oil Price Shocks on the Returns in China's Stock Market

In contrast to the conventional wisdom that higher oil prices may cause lower stock prices, positive shocks to oil-market-specific demand resulted in both ...

The impact of oil price shocks on the risk-return relation in ... - OUCI

Kilian, The impact of oil price shocks on the US stock market, Int. Econ ... Chinese stock market and commodity markets, Int. Rev. Financ. Anal., № 76

The Impact of Oil Price Shocks on the Returns in China's Stock Market

markets. In a pioneering work, Hamilton (1983) indicated that higher oil prices were responsible for almost all U.S. recessions after World War II. Later, ...