Template-Type: ReDIF-Article 1.0 
Author-Name: Zheng Shi
Author-Name: Dongmin Kong
Author-Email:  kongdm@mail.hust.edu.cn
Author-Workplace-Name:  School of Economics, Huazhong University of Science and Technology
Title: Oil Price-Stock Market Nexus During the COVID-19 Pandemic - Evidence From China
Abstract:  This study focuses on the relation between the fluctuation of international oil prices and China’s energy stock market during the COVID-19 pandemic, using a dynamic conditional correlation generalized autoregressive conditional heteroskedasticity model. We confirm the spillover effect of volatility between oil price returns and energy stock returns and determine that price leadership has been heavily influenced during the pandemic.
Classification-JEL:  G15,I1
Keywords:  DCC-GARCH,COVID-19,Crude Oil
Journal:  Energy RESEARCH LETTERS
Pages: 1-4
Volume: 2
Issue: 4
Year:  2021
DOI:  2021/10/13
File-URL:  https://erl.scholasticahq.com/api/v1/articles/28131-oil-price-stock-market-nexus-during-the-covid-19-pandemic-evidence-from-china.pdf
File-Format:  Application/pdf
Handle:  RePEc:ayb:jrnerl:33