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Frequency domain quantile dependence and connectedness between crude oil and exchange rates : evidence from oil-importing and exporting countries

Zhu, Huiming; Li, Shuang; Huang, Zishan - In: The quarterly review of economics and finance : journal … 90 (2023), pp. 1-30

Persistent link: https://www.econbiz.de/10014431798

Modelling dynamic dependence between crude oil prices and Asia-Pacific stock market returns

Zhu, Huiming; Li, Rong; Li, Sufang - In: International review of economics & finance : IREF 29 (2014), pp. 208-223

Persistent link: https://www.econbiz.de/10010431437

Risk spillover of international crude oil to China's firms : evidence from granger causality across quantile

Peng, Cheng; Zhu, Huiming; Guo, Yawei; Chen, Xiuyun - In: Energy economics 72 (2018), pp. 188-199

Persistent link: https://www.econbiz.de/10011972302

Oil price shocks, economic policy uncertainty and industry stock returns in China : asymmetric effects with quantile regression

You, Wan-hai; Guo, Yawei; Zhu, Huiming; Tang, Yong - In: Energy economics 68 (2017), pp. 1-18

Persistent link: https://www.econbiz.de/10011904980

The heterogeneity dependence between crude oil price changes and industry stock market returns in China : evidence from a quantile regression approach

Zhu, Huiming; Guo, Yawei; You, Wan-hai; Xu, Yaqin - In: Energy economics 55 (2016), pp. 30-41

Persistent link: https://www.econbiz.de/10011663084

Stock price synchronicity to oil shocks across quantiles : evidence from Chinese oil firms

Cheng, Peng; Zhu, Huiming; Jia, Xianghua; You, Wan-hai - In: Economic modelling 61 (2017), pp. 248-259

Persistent link: https://www.econbiz.de/10011736872

Asymmetric effects of oil price shocks on stock returns : evidence from a two-stage Markov regime-switching approach

Zhu, Huiming; Su, Xianfang; You, Wan-hai; Ren, Ying-hua - In: Applied economics 49 (2017) 25, pp. 2491-2507

Persistent link: https://www.econbiz.de/10011819559

Extreme dependence between crude oil and stock markets in Asia-Pacific regions : evidence from quantile regression

Zhu, Huiming; Huang, Hui; Peng, Cheng; Yang, Yan - 2016

This paper investigates the extreme dependence between the Asia-Pacific stock markets and the international crude oil market by applying the quantile regression theory and using daily data from January 4th, 2000 to July 4th, 2016. The authors obtain a more detailed result on the degree and...

Persistent link: https://www.econbiz.de/10011561029

An empirical research of crude oil price changes and stock market in China : evidence from the structural breaks and quantile regression

Zhu, Huiming; Guo, Yawei; You, Wan-hai - In: Applied economics 47 (2015) 55/57, pp. 6055-6074

Persistent link: https://www.econbiz.de/10011381017

Time-frequency connectedness of crude oil, economic policy uncertainty and Chinese commodity markets : evidence from rolling window analysis

Zhu, Huiming; Chen, Weiyan; Hau, Liya; Chen, Qitong - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-21

Persistent link: https://www.econbiz.de/10012822243