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dc.contributor.authorWen, Xiaoqian
dc.contributor.supervisorDr Xiumei Guo
dc.contributor.supervisorProf. Dora Marinova
dc.date.accessioned2017-01-30T10:01:10Z
dc.date.available2017-01-30T10:01:10Z
dc.date.created2015-07-31T06:52:17Z
dc.date.issued2015
dc.identifier.urihttp://hdl.handle.net/20.500.11937/1232
dc.description.abstract

The asymmetric BEKK (Baba, Engle, Kraft and Kroner) econometric model and copulas are used to measure the linkage between the world oil price and Chinese energy stock price and discuss implications for risk management and energy policy. Asymmetric return and volatility spillovers are found between markets with new energy companies being more vulnerable than fossil fuel companies to the extreme changes in the world oil price. An optimally-weighted portfolio is the best risk management strategy.

dc.languageen
dc.publisherCurtin University
dc.titleThe linkage between the world oil price and Chinese energy-related stock price: Implications for risk management
dc.typeThesis
dcterms.educationLevelPhD
curtin.departmentCurtin University Sustainability Policy Institute
curtin.accessStatusOpen access


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