Tariffs and Turmoil: Energy Market Volatility Amid US-China Trade Escalation

Provash Sarker

EconStor Open Access Articles and Book Chapters, 2026, vol. 7, issue Early View, 6 pages

Abstract: This study examines how reciprocal tariff escalations between the US and China affect the volatility of their energy markets. The results show that tariff announcements significantly increased volatility in both markets, with the Chinese energy markets exhibiting stronger pre-event reactions and larger overall shocks. This research contributes to the understanding of asymmetric pre-event reactions in energy markets to tariff announcements, specifically showing that Chinese energy markets exhibit stronger anticipatory responses compared to the US market.

Keywords: Trade War; Event Study; Volatility; US-China Tariffs (search for similar items in EconPapers)
JEL-codes: F13 Q40 Q48 (search for similar items in EconPapers)
Date: 2026
References: Add references at CitEc
Citations:

Downloads: (external link)
https://www.econstor.eu/bitstream/10419/338552/1/Sarker-Tariffs-and-turmoil.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:zbw:espost:338552

DOI: 10.46557/001c.156405

Access Statistics for this article

More articles in EconStor Open Access Articles and Book Chapters from ZBW - Leibniz Information Centre for Economics Contact information at EDIRC.
Bibliographic data for series maintained by ZBW - Leibniz Information Centre for Economics ().