228
Views
3
CrossRef citations to date
0
Altmetric
Original Articles

An examination of price integration between stock market and international crude oil indices: evidence from China

&
Pages 1595-1602 | Published online: 30 Mar 2011

References

  • Aloui , C. and Jammazi , R. 2009 . The effects of crude oil shocks on stock market shifts behavior: a regime switching approach . Energy Economics , 31 : 789 – 99 .
  • Ciner , C. 2001 . Energy shocks and financial markets: nonlinear linkages . Studies in Nonlinear Dynamics and Econometrics , 5 : 203 – 12 .
  • Dickey , D. and Fuller , W. 1979 . Distribution of the estimators for autoregressive time series with a unit root . Journal of the American Statistical Association , 74 : 427 – 31 .
  • Ewing , B. T. and Thompson , M. A. 2007 . Dynamic cyclical co-movements of oil prices with industrial production, consumer prices, unemployment, and stock prices . Energy Policy , 35 : 5535 – 40 .
  • Faff , R. W. and Brailsford , T. J. 1999 . Oil price risk and the Australian stock market . Journal of Energy Finance & Development , 4 : 69 – 87 .
  • Hooker , M. 1996 . What happened to the oil price-macroeconomy relationship? . Journal of Monetary Economics , 38 : 195 – 213 .
  • Johansen , S. 1989 . Statistical analysis of cointegrating vectors . Journal of Economic Dynamics and Control , 21 : 231 – 54 .
  • Johansen , S. 1991 . Estimation and hypothesis testing of cointegrating vectors in Gaussian vector autoregressive models . Econometrics , 59 : 1551 – 80 .
  • Jones , C. M. and Kaul , G. 1996 . Oil and the stock markets . Journal of Finance , 51 : 463 – 91 .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.