Analysis of the impact of international crude oil price fluctuation on Chinese stock market

This paper aims to study the impact of international crude oil price changes on China's energy-related stocks and finds a dynamic relationship between the two over time, and a structural change occurred in 2018. Before 2018, the oil price shock had a significant positive impact on the Chinese s...

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Bibliographic Details
Main Author: Wang, Jingyu
Format: Dissertation (University of Nottingham only)
Language:English
Published: 2022
Online Access:https://eprints.nottingham.ac.uk/70190/