This paper investigates the impact of abnormal temperature on the Chinese disaggregated sectoral stock markets, including manufacturing, energy, transportation, agriculture, environmental and financial sectors. The panel quantile regressions show that abnormal temperature reduces stock returns,...

Since market uncertainty, or volatility, serves as a crucial gauge for assessing the traits of market fluctuations, the link between stock market volume and price continues to be a focal point of interest in finance. This study examines the dynamic, nonlinear correlations between Chinese stock...

This paper employs the quantile autoregressive (QAR) model to examine the forecasting relationship between stock volatility and crude oil volatility. We firstly employ the sup-Wald test to evaluate Granger causality across various quantile levels, which provides valuable information in...