Abstract
This study investigates the predictive power of energy-related uncertainty (EUI) from China, the U.S., and globally on Chinese stock market returns using the CSI 300 index as a representative and incorporating nine popular economic variables for comparison. The results show that the EUI is superior to predict Chinese stock returns, with China's EUI leading, followed by its global and U.S. counterparts. Additionally, the EUI outperforms nine popular economic variables. Cumulative squared forecast error confirms China's effectiveness in prediction. Robustness checks are consistent with the empirical results presented.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
