Oil shocks and their impact on energy related stocks in China

By D. Broadstock, H. Cao, Dayong Zhang. 2012

319 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Renewable Energy, Sustainability and the Environment

View Paper: https://www.semanticscholar.org/paper/93d926fcc596dfab0afde9e88168356f2d63c928

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. George Filis
2. Stavros Degiannakis *
3. David Gabauer
4. Dayong Zhang
5. Vipin Arora
6. D. Broadstock
7. Nikolaos Antonakakis
8. Ioannis Chatziantoniou

In Renewable Energy, Sustainability and the Environment

1. George Filis
2. Stavros Degiannakis *
3. D. Broadstock
4. Dayong Zhang
5. H. Cao
6. Rustam Boldanov
7. Nikolaos Antonakakis
8. Vipin Arora

Citations in the corpus

• Modelling dynamic dependence between crude oil prices and Asia-Pacific stock market returns (2014, background): “7 The non-linear or asymmetrical dependence structure has been reported by several scholars, include Basher and Sadorsky (2006), Broadstock et al.(2012), Boubaker and Sghaier (2013), Chang et al.(2012), Ciner (2001), Cuñado and Pérez de Gracia (2003), El-Sharif et al. (2005), Hammoudeh et…”
• Oil price shocks and stock market returns: New evidence from the United States and China (2014, methodology): “Finally, consistent with Broadstock et al. (2012), the correlation patterns observed for the Shanghai Composite index illustrate that the Chinese stock market did not seem to be particularly influenced from the oil market between 1998 and 2007.”
• How do the stock prices of new energy and fossil fuel companies correlate? Evidence from China (2014, background): “Broadstock et al. (2012) adopt a time-varying conditional correlation and asset pricing models to discover how the dynamics of international oil prices affect Chinese energy-related (including fossil fuel and new energy sector) stock returns, and demonstrate a much stronger correlation following…”
• Oil price risk in the Spanish stock market: An industry perspective (2014, background): “One possible explanation for this lack of conclusive results might be that the oil–stock prices link is not stable over time (Aloui et al., 2012; Broadstock et al., 2012; Filis et al., 2011).”
• Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence (2018, background): “…to oil price changes by different industrial sectors (see, among others, Broadstock et al., 2014; Scholtens and Yurtsever, 2012; Arouri, 2012; Broadstock et al., 2012; Ramos and Veiga, 2011; Arouri, 2011; Elyasiani et al., 2011; Mohanty et al., 2011; Narayan and Sharma, 2011; Arouri et al.,…”
• Oil price shocks, economic policy uncertainty and industry stock returns in China: Asymmetric effects with quantile regression (2017, background): “The relationships between oil price changes and the stock market for China have attracted scholars' attention (Cong et al., 2008; Zhang and Chen, 2011; Broadstock et al., 2012; Wang et al., 2013; Fang and You, 2014; Li et al., 2017; Bouri et al., 2017).”