Template-Type: ReDIF-Article 1.0 
Author-Name: Mengxu Xiong
Author-Email:  xiongmengxu@hust.edu.cn
Author-Workplace-Name:  School of Economics, Huazhong University of Science and Technology, China
Title: Uncertainty in the Pandemic and the Energy Stock Market - Evidence From China
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.
Classification-JEL:  L1,D53,N25,Q40
Keywords:  china,svar,uncertainty,energy stock market
Journal:  Energy RESEARCH LETTERS
Pages: 1-4
Volume: 2
Issue: 3
Year:  2021
DOI:  2021/10/14
File-URL:  https://erl.scholasticahq.com/api/v1/articles/27021-uncertainty-in-the-pandemic-and-the-energy-stock-market-evidence-from-china.pdf
File-Format:  Application/pdf
Handle:  RePEc:ayb:jrnerl:40