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Do credit conditions matter for the impact of oil price shocks on stock returns? Evidence from a structural threshold VAR model 期刊论文
INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2021, 卷号: 72, 页码: 1-15
作者:  Jiang, Yong;  Wang, Gang-Jin;  Ma, Chaoqun;  Yang, Xiaoguang
收藏  |  浏览/下载：165/0  |  提交时间：2021/04/26
Oil price shocks  Stock returns  Credit regimes  Structure threshold VAR  Nonlinear impulse response functions  
Stock Market Volatility and Return Analysis: A Systematic Literature Review 期刊论文
ENTROPY, 2020, 卷号: 22, 期号: 5, 页码: 18
作者:  Bhowmik, Roni;  Wang, Shouyang
收藏  |  浏览/下载：194/0  |  提交时间：2020/09/23
stock returns  volatility  GARCH family model  complexity in market volatility forecasting  
Response pattern of stock returns to international oil price shocks: From the perspective of China's oil industrial chain 期刊论文
APPLIED ENERGY, 2017, 卷号: 185, 页码: 1821-1831
作者:  Li, Qiming;  Cheng, Ke;  Yang, Xiaoguang
收藏  |  浏览/下载：221/0  |  提交时间：2018/07/30
Oil price shock  China's oil sector  Industrial chain  Stock returns