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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...
| Autores principales: | , , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier B.V.
2022
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| Materias: | |
| 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 |