Relationships between oil price shocks and stock market: An empirical analysis from China

Energy Policy

Volumn 36, Issue 9, 2008, Pages 3544-3553

  Cong, Rong Gang ^a,b   Wei, Yi Ming ^a   Jiao, Jian Lin ^c   Fan, Ying ^a  

^a Chinese Academy of Sciences   (China)

^b UNIVERSITY OF CHINESE ACADEMY OF SCIENCES   (China)

^c UNIVERSITY OF SCIENCE AND TECHNOLOGY OF CHINA   (China)

Author keywords

Chinese stock market; Oil price shocks; Vector auto regressive model

Indexed keywords

FOOD PROCESSING; INVENTORY CONTROL; PETROCHEMICALS; VECTORS;

CHINESE STOCK MARKET; EMPIRICAL ANALYSES; INTERACTIVE RELATIONSHIPS; INTEREST RATES; OIL COMPANIES; OIL PRICE SHOCKS; OIL VOLATILITY; REAL STOCK RETURNS; STOCK MARKETS; STOCK PRICES; STOCK RETURNS; VECTOR AUTO-REGRESSIVE MODEL;

COMMERCE;

INDUSTRIAL INVESTMENT; INTEREST RATE; MULTIVARIATE ANALYSIS; OIL PRODUCTION; OIL SUPPLY; PRICE DYNAMICS; STOCK MARKET; VECTOR AUTOREGRESSION;

ASIA; CHINA; EURASIA; FAR EAST;

EID: 48949085609     PISSN: 03014215     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.enpol.2008.06.006     Document Type: Article

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