Similar Search Results

How do great shocks influence the correlation between oil and international stock markets?

Zhang, Bing - In: Applied economics 49 (2017) 15, pp. 1513-1526

Persistent link: https://www.econbiz.de/10011813622

Return and volatility spillovers between China and world oil markets

Zhang, Bing; Wang, Peijie - In: Economic modelling 42 (2014), pp. 413-420

Persistent link: https://www.econbiz.de/10010478711

Do calendar effects still exist in the Chinese stock markets?

Zhang, Bing; Li, Xindan - In: Journal of Chinese economic and business studies 4 (2006) 2, pp. 151-163

Persistent link: https://www.econbiz.de/10003351577

Recent hikes in oil-equity market correlations : transitory or permanent?

Zhang, Bing; Li, Xiaoming - In: Energy economics 53 (2016), pp. 305-315

Persistent link: https://www.econbiz.de/10011660562

Asymmetric volatility spillovers between oil and stock markets : evidence from China and the United States

Xu, Weiju; Ma, Feng; Wang, Chen; Zhang, Bing - In: Energy economics 80 (2019), pp. 310-320

Persistent link: https://www.econbiz.de/10012173623

Return and volatility spillovers between Chinese and US clean energy related stocks

Janda, Karel; Krištoufek, Ladislav; Zhang, Binyi - 2022

This paper aims to empirically investigate the dynamic connectedness between oil prices and stock returns of clean energy-related and technology companies in China and U.S. financial markets. We apply three multivariate GARCH model specifications (CCC, DCC and ADCC) to investigate the return and...

Persistent link: https://www.econbiz.de/10013295975

Return and Volatility Spillovers between Chinese and U.S. Clean Energy Related Stocks : Evidence from VAR-MGARCH Estimations

Janda, Karel; Krištoufek, Ladislav; Zhang, Binyi - 2022

Objective of this paper is to empirically investigate the dynamic connectedness between oil prices and stock returns of clean energy related and technology companies in China and U.S. financial markets. Three different multivariate Generalised Autoregression Conditional Heteroscedasticity...

Persistent link: https://www.econbiz.de/10013313294

Return and volatility spillovers between Chinese and U.S. clean energy related stocks

Janda, Karel; Krištoufek, Ladislav; Zhang, Binyi - In: Energy economics 108 (2022), pp. 1-12

Persistent link: https://www.econbiz.de/10013203260

Return and volatility spillovers between Chinese and U.S. clean energy related stocks

Janda, Karel; Krištoufek, Ladislav; Zhang, Binyi - 2022

Persistent link: https://www.econbiz.de/10013173326