The heterogeneity dependence between crude oil price changes and industry stock market returns in China : evidence from a quantile regression approach
Huiming Zhu, Yawei Guo, Wanhai You, Yaqin Xu
| Year of publication: |
March 2016
|
|---|---|
| Authors: | Zhu, Huiming ; Guo, Yawei ; You, Wan-hai ; Xu, Yaqin |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 55.2016, p. 30-41
|
| Subject: | Crude oil | Industry stock market | Heterogeneity dependence | Structural breaks | Quantile regression | China | Ölpreis | Oil price | Aktienmarkt | Stock market | Regressionsanalyse | Regression analysis | Schätzung | Estimation | Strukturbruch | Structural break | Börsenkurs | Share price | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2015.12.027 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011663084