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Dynamic jumps in global oil price and its impacts on China's bulk commodities
Chuanguo Zhang, Feng Liu,
Danlin Yu
Earth and Environmental Studies
Research output
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Contribution to journal
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Article
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peer-review
36
Scopus citations
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Business & Economics
Price Impact
100%
Jump
99%
Commodities
78%
Oil Prices
76%
Oil Price Shocks
50%
Commodity Markets
46%
China
43%
Zero Lower Bound
27%
Volatility Clustering
26%
Overreaction
26%
GARCH
21%
Industry
15%
Engineering & Materials Science
Oils
55%
Financial markets
51%
Industry
18%