Uncertainty in the Pandemic and the Energy Stock Market - Evidence From China

Mengxu Xiong ()
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Mengxu Xiong: School of Economics, Huazhong University of Science and Technology, China

Energy RESEARCH LETTERS, 2021, vol. 2, issue 3, 1-4

Abstract: This study probes the relation between uncertainty, the Chinese stock market, and the Chinese energy stock market during the COVID-19 pandemic period, using a structural vector autoregressive model. This paper shows that uncertainty negatively shocks both the energy and A-share markets. The impulse response results suggest that the adverse influence of uncertainty on the energy stock market lasts longer.

Keywords: china; svar; uncertainty; energy stock market (search for similar items in EconPapers)
JEL-codes: D53 L1 N25 Q40 (search for similar items in EconPapers)
Date: 2021
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