{"title":"新冠肺炎疫情与石油股价波动:来自中国的证据","authors":"Yue Zhang","doi":"10.46557/001c.27019","DOIUrl":null,"url":null,"abstract":"This study explores the relation between Chinese oil stock price volatility and the COVID-19 pandemic using an autoregressive conditional heteroskedasticity model and its generalization. We show that the COVID-19 outbreak has a positive and weakly persistent impact on oil stock volatility.","PeriodicalId":348903,"journal":{"name":"Energy RESEARCH LETTERS","volume":"98 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2021-08-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"10","resultStr":"{\"title\":\"The COVID-19 Outbreak and Oil Stock Price Fluctuations: Evidence From China\",\"authors\":\"Yue Zhang\",\"doi\":\"10.46557/001c.27019\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"This study explores the relation between Chinese oil stock price volatility and the COVID-19 pandemic using an autoregressive conditional heteroskedasticity model and its generalization. We show that the COVID-19 outbreak has a positive and weakly persistent impact on oil stock volatility.\",\"PeriodicalId\":348903,\"journal\":{\"name\":\"Energy RESEARCH LETTERS\",\"volume\":\"98 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2021-08-13\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"10\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Energy RESEARCH LETTERS\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.46557/001c.27019\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Energy RESEARCH LETTERS","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.46557/001c.27019","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
The COVID-19 Outbreak and Oil Stock Price Fluctuations: Evidence From China
This study explores the relation between Chinese oil stock price volatility and the COVID-19 pandemic using an autoregressive conditional heteroskedasticity model and its generalization. We show that the COVID-19 outbreak has a positive and weakly persistent impact on oil stock volatility.
求助内容：
应助结果提醒方式：
京公网安备 11010802042870号
