{"title":"The COVID-19 Outbreak and Oil Stock Price Fluctuations: Evidence From China","authors":"Yue Zhang","doi":"10.46557/001c.27019","DOIUrl":null,"url":null,"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.","PeriodicalId":348903,"journal":{"name":"Energy RESEARCH LETTERS","volume":"98 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2021-08-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"10","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Energy RESEARCH LETTERS","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.46557/001c.27019","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 10
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.
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