Template-Type: ReDIF-Article 1.0 
Author-Name: Yumiao Wang
Author-Name: Dongmin Kong
Author-Email:  contact.apaea@gmail.com
Author-Workplace-Name: School of Economics, Huazhong University of Science and Technology
Title: Economic Policy Uncertainty and the Energy Stock Market - Evidence From China
Abstract:  This paper focuses on the relation between China’s economic policy uncertainty and the energy stock market. Based on monthly data from July 2007 to June 2021, we use a structural vector autoregression model to investigate the effect of economic policy uncertainty. We find that economic policy uncertainty has a negative effect on the energy stock market in China. In addition, the energy stock market is positively affected by the country’s overall stock market.
Classification-JEL:  Q43,D81,G12
Keywords:  economic policy uncertainty,energy stock market,svar,china
Journal:  Energy RESEARCH LETTERS
Pages: 1-4
Volume: 3
Issue: 1
Year:  2022
DOI:  2022/03/05
File-URL:  https://erl.scholasticahq.com/api/v1/articles/28171-economic-policy-uncertainty-and-the-energy-stock-market-evidence-from-china.pdf
File-Format:  Application/pdf
Handle: RePEc:ayb:jrnerl:51