scholarly journals Multiscale Cross Sample Entropy Analysis for China Stock Markets and International Crude Oil Price

2017 ◽  
Author(s):  
Xudong Wang ◽  
Xiaofeng Hui
Keyword(s):  
Crude Oil ◽  
Stock Markets ◽  
Sample Entropy ◽  
Oil Price ◽  
Entropy Analysis ◽  
Crude Oil Price

The optimal thermal causal path analysis on the relationship between international crude oil price and stock market

Kybernetes ◽  
2018 ◽  
Vol 47 (6) ◽  
pp. 1242-1261 ◽  
Author(s):  
Can Zhong Yao ◽  
Peng Cheng Kuang ◽  
Ji Nan Lin
Keyword(s):  
Stock Market ◽  
Crude Oil ◽  
Stock Markets ◽  
Oil Prices ◽  
Oil Price ◽  
Chinese Stock Market ◽  
Crude Oil Price ◽  
Content Type ◽  
Crude Oil Prices ◽  
Causal Path

Purpose The purpose of this study is to reveal the lead–lag structure between international crude oil price and stock markets. Design/methodology/approach The methods used for this study are as follows: empirical mode decomposition; shift-window-based Pearson coefficient and thermal causal path method. Findings The fluctuation characteristic of Chinese stock market before 2010 is very similar to international crude oil prices. After 2010, their fluctuation patterns are significantly different from each other. The two stock markets significantly led international crude oil prices, revealing varying lead–lag orders among stock markets. During 2000 and 2004, the stock markets significantly led international crude oil prices but they are less distinct from the lead–lag orders. After 2004, the effects changed so that the leading effect of Shanghai composite index remains no longer significant, and after 2012, S&P index just significantly lagged behind the international crude oil prices. Originality/value China and the US stock markets develop different pattens to handle the crude oil prices fluctuation after finance crisis in 1998.

Multiscale entropy analysis of crude oil price dynamics

2011 ◽  
Vol 33 (5) ◽  
pp. 936-947 ◽  
Author(s):  
Esteban Martina ◽  
Eduardo Rodriguez ◽  
Rafael Escarela-Perez ◽  
Jose Alvarez-Ramirez
Keyword(s):  
Crude Oil ◽  
Oil Price ◽  
Multiscale Entropy ◽  
Price Dynamics ◽  
Entropy Analysis ◽  
Crude Oil Price

Research on differences of spillover effects between international crude oil price and stock markets in China and America

2017 ◽  
Vol 88 (1) ◽  
pp. 575-590 ◽  
Author(s):  
Zhenhua Liu ◽  
Zhihua Ding ◽  
Rui Li ◽  
Xin Jiang ◽  
JyS. Wu ◽  
...  
Keyword(s):  
Crude Oil ◽  
Stock Markets ◽  
Spillover Effects ◽  
Oil Price ◽  
Crude Oil Price

Regime-Dependent Effect of Crude Oil Price on BRICS Stock Markets

2018 ◽  
Vol 54 (8) ◽  
pp. 1706-1719 ◽  
Author(s):  
Durmuş Çağrı Yıldırım ◽  
Seyfettin Erdoğan ◽  
Emrah İsmail Çevik
Keyword(s):  
Crude Oil ◽  
Stock Markets ◽  
Oil Price ◽  
Crude Oil Price ◽  
Dependent Effect

Trade and tech uncertainty will boost ‘safer’ assets

2019 ◽  
Keyword(s):  
Stock Market ◽  
Emerging Markets ◽  
Crude Oil ◽  
Stock Markets ◽  
Oil Price ◽  
Crude Oil Price ◽  
Government Bonds ◽  
Content Type ◽  
The Us ◽  
New Phase

Significance US President Donald Trump’s decision last month to intensify the US-China conflict by raising the tariff rate and targeting Chinese tech firms is straining stock markets and making government bonds more attractive. Marking a dangerous new phase, sentiment towards the tech sector is deteriorating, after powering the stock market 'bull run' for a decade. Impacts Uncertainty over both US policy and geopolitics globally will continue to make the dollar more attractive, outweighing Fed dovishness. Emerging markets enjoyed a surge in inflows from January-April 2019, but suffered sharp outflows in May, and investors will remain cautious. The VIX Index, Wall Street’s so-called ‘fear gauge’, has surged by around 50% since May 3, and is likely to remain elevated. Rising US output means that the Brent crude oil price is likely to stabilise rather than rebound, having fallen by about 20% since April.

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