Oil price shocks, economic policy uncertainty and industry stock returns in China : asymmetric effects with quantile regression
Wanhai You, Yawei Guo, Huiming Zhu, Yong Tang
| Year of publication: |
October 2017
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|---|---|
| Authors: | You, Wan-hai ; Guo, Yawei ; Zhu, Huiming ; Tang, Yong |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 68.2017, p. 1-18
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| Subject: | Oil price shocks | Economic policy uncertainty | Stock markets | Asymmetric effects | Quantile regression | Ölpreis | Oil price | China | Wirtschaftspolitik | Economic policy | Aktienmarkt | Stock market | Börsenkurs | Share price | Kapitalmarktrendite | Capital market returns | Risiko | Risk | Volatilität | Volatility | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2017.09.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011904980