Oil Shocks, Policy Uncertainty and Stock Returns in China

By Wensheng Kang, Ronald A. Ratti. 2015

125 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/d6170dca222026f75cd986a497974384a537fdf9

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In Economics and Econometrics

1. Yawei Guo
2. Huiming Zhu
3. Wanhai You
4. Bin Pan
5. Xinheng Liu
6. Bin Chen
7. Chunyan Hu
8. 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, methodology): “with the work of Kang and Ratti (2015). Their results show that the shocks to oil market-specific demand significantly reduce the real stock market returns of China. To investigate whether an asymmetric effect exists for variables of shock in the long and short-run, Shin, Yu, and Greenwood-Nimmo (20”
• Oil price shocks, economic policy uncertainty and industry stock returns in China: Asymmetric effects with quantile regression (2017, background): “At present, only a few, albeit important paper, have investigated the effects of oil price changes on stock markets accounting for economic policy uncertainty (Kang and Ratti, 2013, 2015; Arouri et al., 2014; Kang et al., 2017).”