Oil prices and stock market in China : a sector analysis using panel cointegration with multiple breaks
Year of publication: |
2012
|
---|---|
Authors: | Li, Su-fang ; Zhu, Hui-ming ; Yu, Keming |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 34.2012, 6, p. 1951-1958
|
Subject: | Oil prices | Stock prices | Panel cointegration | Cross-sectional dependence | Granger causality | Kointegration | Cointegration | Ölpreis | Oil price | Börsenkurs | Share price | Panel | Panel study | China | Kausalanalyse | Causality analysis | Aktienmarkt | Stock market | Strukturbruch | Structural break |
-
Effects of fluctuations in oil prices on G7 country stock exchanges
Abubakirova, Aktolkin, (2024)
-
Dynamic relationship between stock prices and exchange rates : evidence from Chinese stock markets
Lee, Jung Wan, (2014)
-
Ghosh, Sajal, (2016)
- More ...
-
Li, Su-Fang, (2012)
-
Crude oil shocks and stock markets: A panel threshold cointegration approach
Zhu, Hui-Ming, (2011)
-
Crude oil shocks and stock markets: A panel threshold cointegration approach
Zhu, Hui-Ming, (2011)
- More ...