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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
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Contribution to journal
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Article
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peer-review
39
Scopus citations
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Business & Economics
China
43%
Commodities
78%
Commodity Markets
46%
GARCH
21%
Industry
15%
Jump
99%
Oil Price Shocks
50%
Oil Prices
76%
Overreaction
26%
Price Impact
100%
Volatility Clustering
26%
Zero Lower Bound
27%
Engineering & Materials Science
Financial markets
51%
Industry
18%
Oils
55%