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.
Author supplied keywords
Cite
CITATION STYLE
APA
Zhang, Y. (2021). The COVID-19 Outbreak and Oil Stock Price Fluctuations: Evidence From China. Energy Research Letters, 2(3). https://doi.org/10.46557/001c.27019
Register to see more suggestions
Mendeley helps you to discover research relevant for your work.
Already have an account? Sign in
Sign up for free