Asymmetric effects of oil prices and exchange rates on China’s industrial prices

•We explore the impacts of oil prices and exchange rates on China’s industrial prices.•We use NARDL models to check stable long-run relationships and asymmetries.•Inconsistencies between practice and theory are found by NARDL and Quantile methods.•The estimates at specific quantiles show the active...

Ausführliche Beschreibung

Gespeichert in:

Bibliographische Detailangaben
Veröffentlicht in:	Energy economics 2019-10, Vol.84, p.104551, Article 104551
Hauptverfasser:	Zhu, Huiming, Chen, Xiuyun
Format:	Artikel
Sprache:	eng
Schlagworte:	Asymmetric effects Asymmetry Autoregressive models Crude oil Crude oil prices Dependent variables Energy economics Exchange rate policy Exchange rates Foreign exchange rates Inconsistency Independent variables Industrial enterprises NARDL Oil prices Petroleum Prices Procurement Product ex-factory prices Quantile regression Raw material procurement prices Raw materials Reforms Regression analysis Variables
Online-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!

Schreiben Sie den ersten Kommentar!