Oil sensitivity and its asymmetric impact on the stock market

Energy

Volumn 36, Issue 1, 2011, Pages 168-174

  Lee, Yen Hsien ^a   Chiou, Jer Shiou ^b  

^a CHUNG YUAN CHRISTIAN UNIVERSITY   (Taiwan)

^b SHIH CHIEN UNIVERSITY   (Taiwan)

Author keywords

ARJI model; Asymmetric effects; C5; G1; Regime switching

Indexed keywords

SWITCHING;

ARJI MODEL; ASYMMETRIC EFFECTS; C5; G1; REGIME SWITCHING;

COSTS;

ACCURACY ASSESSMENT; ASYMMETRY; ENERGY MARKET; NUMERICAL MODEL; PRICE DYNAMICS; STOCK MARKET;

TEXAS; UNITED STATES;

EID: 78650723590     PISSN: 03605442     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.energy.2010.10.057     Document Type: Article

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