Art

J-GLOBAL ID：201702263248689598   Reference number：17A0366872

Do oil price asymmetric effects on the stock market persist in multiple time horizons?

株式市場に及ぼす石油価格非対称効果は多重時間層における持続する【Powered by NICT】

Author (12)： Huang Shupei (School of Humanities and Economic Management, China University of Geosciences, Beijing 100083, China) ,  Huang Shupei (Key Laboratory of Carrying Capacity Assessment for Resource and Environment, Ministry of Land and Resources, Beijing 100083, China) ,  Huang Shupei (Lab of Resources and Environmental Management, China University of Geosciences, Beijing 100083, China) ,  An Haizhong (School of Humanities and Economic Management, China University of Geosciences, Beijing 100083, China) ,  An Haizhong (Key Laboratory of Carrying Capacity Assessment for Resource and Environment, Ministry of Land and Resources, Beijing 100083, China) ,  An Haizhong (Lab of Resources and Environmental Management, China University of Geosciences, Beijing 100083, China) ,  Gao Xiangyun (School of Humanities and Economic Management, China University of Geosciences, Beijing 100083, China) ,  Gao Xiangyun (Key Laboratory of Carrying Capacity Assessment for Resource and Environment, Ministry of Land and Resources, Beijing 100083, China) ,  Gao Xiangyun (Lab of Resources and Environmental Management, China University of Geosciences, Beijing 100083, China) ,  Sun Xiaoqi (School of Humanities and Economic Management, China University of Geosciences, Beijing 100083, China) ,  Sun Xiaoqi (Key Laboratory of Carrying Capacity Assessment for Resource and Environment, Ministry of Land and Resources, Beijing 100083, China) ,  Sun Xiaoqi (Lab of Resources and Environmental Management, China University of Geosciences, Beijing 100083, China)
Material： Applied Energy  (Appl Energy)
Volume： 185  Issue： P2  Page： 1799-1808  Publication year： 2017
JST Material Number： A0097A  ISSN： 0306-2619  Document type： Article
Article type： 原著論文  Country of issue： Netherlands (NLD)  Language： ENGLISH (EN)

Abstract/Point： The oil price could exert asym...

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Thesaurus term： *asymmetry ,  *multiplex ,  *stock market ,  inventory quantity ,  wavelet transform
Semi thesaurus term： 投資家 ,  VARモデル ,  時間軸 ,  マルチスケール ,  *石油価格 , 【Automatic Indexing@JST】

Author keywords (4)： Oil price ,  Stock ,  Asymmetric effects ,  Multiscale

JST classification (1)： Technical and economical problems on energy engineering  (LA01050V)

Terms in the title (4)： 株式市場 ,  石油価格 ,  非対称 ,  多重