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- W3200633072 abstract "Based on a vector autoregressive model and a dynamic conditional correlation generalized autoregressive conditional heteroskedasticity model, this study explores the relation between the international crude oil market and the Chinese energy stock market. The findings suggest a positive one-way spillover effect of international crude oil returns on China’s energy stock returns. Furthermore, this correlation between the two markets is time varying." @default.
- W3200633072 created "2021-09-27" @default.
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- W3200633072 date "2021-09-22" @default.
- W3200633072 modified "2023-09-30" @default.
- W3200633072 title "The Impact of International Crude Oil Prices on Energy Stock Prices: Evidence From China" @default.
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- W3200633072 doi "https://doi.org/10.46557/001c.28133" @default.
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