The contagion effect of international crude oil price fluctuations on Chinese stock market investor sentiment

By Zhihua Ding, Zhenhua Liu, Yue‐Jun Zhang, Ruyin Long. 2017

154 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/7e67cdf25fe4e03182812677eef15eb9d3a777cd

How researchers see this paper

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In Economics and Econometrics

1. Bin Pan
2. Xinheng Liu
3. Bin Chen
4. Chunyan Hu
5. Xiaohua Xia

Citations in the corpus

• Asymmetric Impact of Oil Price Shock on Stock Market in China: A Combination Analysis Based on SVAR Model and NARDL Model (2017, background): “Coincidentally, Ding et al. (2017) found that the shocks of international crude oil price fluctuating can negatively affect investor sentiment in China’s stock market in both long term and short term.”
• Preventing carbon emission retaliatory rebound post-COVID-19 requires expanding free trade and improving energy efficiency (2020, unknown): “The definition of the impulse response function can be expressed as (Ding et al., 2017): F ¼ dqij ¼ ∂Ytþq ∂φjt ð15Þ In the Eq.”