The impact of crude oil prices on Chinese stock markets and selected sectors: evidence from the VAR-DCC-GARCH model

Author:

Hashmi Shabir Mohsin,Ahmed Farhan,Alhayki Zainab,Syed Aamir Aijaz

Publisher

Springer Science and Business Media LLC

Subject

Health, Toxicology and Mutagenesis,Pollution,Environmental Chemistry,General Medicine

Reference37 articles.

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2. Alhayki ZJ (2014) The dynamic co-movements between oil and stock market returns in: the case of GCC countries. J Appl Finance Bank 4(3):103

3. Alzyoud H (2018) Dynamics of Canadian oil price and its impact on exchange rate and stock market. International Journal of Energy Economics and Policy 8(3):107–114

4. Apergis N, Miller SM (2009) Do structural oil-market shocks affect stock prices? Energy Economics 31(4):569–575

5. Arouri MEH, Rault C (2012) Oil prices and stock markets in GCC countries: empirical evidence from panel analysis. Int J Financ Econ 17(3):242–253

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