Work

The asymmetric effect of geopolitical risk on China's crude oil prices: New evidence from a QARDL approach

Year: 2023

Type: article

Source: Finance research letters

DOI: 10.1016/j.frl.2023.103637

Authors: Xiaohang Ren, Yaning An, Chenglu Jin

Institutions: Central South University, Fudan University, Zhejiang University of Finance and Economics

Language: English

Topic: Market Dynamics and Volatility

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: National Natural Science Foundation of China, Natural Science Foundation of Hunan Province, Natural Science Foundation of Zhejiang Province

Awards: G3512507152, 考虑期限特征的股票收益率高阶协矩建模与资产定价研究, G7464977144

OpenAlex ID: W4313837643

FWCI: 9.732

Cites: 24

Cited by: 54

Related to: 10