The impact of global oil price shocks on China’s stock returns: Evidence from the ARJI(-ht)-EGARCH model

By Chuanguo Zhang, Xiaoqing Chen. 2011

113 citations recorded by the source corpus.

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

View Paper: https://www.semanticscholar.org/paper/bdb84f89010b6ee0fefd450b0839d7077923b763

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. Yawei Guo
2. Huiming Zhu
3. Wanhai You
4. Yong Tang
5. Boqiang Lin

In Renewable Energy, Sustainability and the Environment

1. Huiming Zhu
2. Wanhai You
3. Yong Tang
4. Yawei Guo

Citations in the corpus

• 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).”