Dynamic Effect of Structural Oil Price Shocks on New Energy Stock Markets
This paper decomposes daily crude oil shocks into demand shock, supply shock and risk shock. Then, it employs Diebold and Yilmaz connectedness index approach to explore the differences for the time-varying effect of different types of structural shocks on new energy stock markets in China, Europe an...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Frontiers Media S.A.
2021-02-01
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| Series: | Frontiers in Environmental Science |
| Subjects: | |
| Online Access: | https://www.frontiersin.org/articles/10.3389/fenvs.2021.636270/full |