Template-Type: ReDIF-Article 1.0 
Author-Name: Yue Zhang
Author-Email:  zhangyue0521@hust.edu.cn
Author-Workplace-Name:  Department of Finance, Huazhong University of Science and Technology, China
Title: The COVID-19 Outbreak and Oil Stock Price Fluctuations - Evidence From China
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.
Classification-JEL:  L1,Q41,N15,Q02
Keywords:  arch,oil stock price fluctuation, covid-19,china
Journal:  Energy RESEARCH LETTERS
Pages: 1-5
Volume: 2
Issue: 3
Year:  2021
DOI:  2021/10/14
File-URL:  https://erl.scholasticahq.com/api/v1/articles/27019-the-covid-19-outbreak-and-oil-stock-price-fluctuations-evidence-from-china.pdf
File-Format:  Application/pdf
Handle:  RePEc:ayb:jrnerl:46