China's energy stock market jumps: To what extent does the COVID-19 pandemic play a part?

The price jump behavior may bring tremendous challenges on risk management and asset pricing. This paper uses the BN-S test, the wavelet coherence method, and applies high-frequency data to explore whether and to what extent the COVID-19 pandemic impacts China's energy stock market jumps and it...

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Detalles Bibliográficos
Autores principales: Tong, Yuan, Wan, Ning, Dai, Xingyu, Bi, Xiaoyi, Wang, Qunwei
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier B.V. 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9576550/
https://www.ncbi.nlm.nih.gov/pubmed/36277436
http://dx.doi.org/10.1016/j.eneco.2022.105937

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9576550/
https://www.ncbi.nlm.nih.gov/pubmed/36277436
http://dx.doi.org/10.1016/j.eneco.2022.105937

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