An empirical research of crude oil price changes and stock market in China : evidence from the structural breaks and quantile regression
Huiming Zhu, Yawei Guo and Wanhai You
Year of publication: |
2015
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Authors: | Zhu, Huiming ; Guo, Yawei ; You, Wan-hai |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 47.2015, 55/57, p. 6055-6074
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Subject: | crude oil | industry stock market | input–output tables | structural breaks | penalized quantile regression | China | Aktienmarkt | Stock market | Strukturbruch | Structural break | Regressionsanalyse | Regression analysis | Ölpreis | Oil price | Schätzung | Estimation | Börsenkurs | Share price | Volatilität | Volatility |
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