The heterogeneity dependence between crude oil price changes and industry stock market returns in China : evidence from a quantile regression approach
Year of publication: |
March 2016
|
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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 | Ölpreis | Oil price | China | Schätzung | Estimation | Aktienmarkt | Stock market | Regressionsanalyse | Regression analysis | Strukturbruch | Structural break | Börsenkurs | Share price | Volatilität | Volatility | Kapitaleinkommen | Capital income |
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