The COVID-19 Outbreak and Oil Stock Price Fluctuations - Evidence From China

Yue Zhang ()
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Yue Zhang: Department of Finance, Huazhong University of Science and Technology, China

Energy RESEARCH LETTERS, 2021, vol. 2, issue 3, 1-5

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.

Keywords: arch; oil stock price fluctuation; covid-19; china (search for similar items in EconPapers)
JEL-codes: L1 N15 Q02 Q41 (search for similar items in EconPapers)
Date: 2021
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Citations: View citations in EconPapers (8)

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