Effect of oil price uncertainty on clean energy metal stocks in China : evidence from a nonparametric causality-in-quantiles approach
Year of publication: |
2021
|
---|---|
Authors: | Shao, Liuguo ; Zhang, Hua ; Chen, Jinyu ; Zhu, Xuehong |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 73.2021, p. 407-419
|
Subject: | CBOE Crude oil volatility index | Change in market environment | Clean energy metal stocks | Nonparametric causality-in-quantiles approach | Oil price uncertainty | Ölpreis | Oil price | Volatilität | Volatility | China | Welt | World | Risiko | Risk | ARCH-Modell | ARCH model | Ölmarkt | Oil market | Erneuerbare Energie | Renewable energy |
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