大流行和能源股票市场的不确定性:来自中国的证据

Energy RESEARCH LETTERS Pub Date : 2021-08-13 DOI:10.46557/001c.27021

Mengxu Xiong

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引用次数: 3

摘要

本文采用结构向量自回归模型探讨了新冠肺炎大流行期间不确定性与中国股市、中国能源股市之间的关系。本文表明，不确定性对能源市场和a股市场都产生了负面冲击。脉冲响应结果表明，不确定性对能源股票市场的不利影响持续时间更长

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Uncertainty in the Pandemic and the Energy Stock Market: Evidence From China

This study probes the relation between uncertainty, the Chinese stock market, and the Chinese energy stock market during the COVID-19 pandemic period, using a structural vector autoregressive model. This paper shows that uncertainty negatively shocks both the energy and A-share markets. The impulse response results suggest that the adverse influence of uncertainty on the energy stock market lasts longer

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Energy RESEARCH LETTERS

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