This　study　uses　a　wavelet-based　quantile　approach　to　document　the　effects　of　disaggregated　oil　shocks　on　the　Chinese　non-ferrous　metal　market　under　various　time　horizons　and　quantiles.　Oil　shocks　are　decomposed　into　supply,　aggregate　demand,　and　oil-specific　demand　shocks　based　on　a　structural　vector　autoregressive　model.　Empirical　results　suggest　that　oil　shocks　have　notable　impacts　on　the　Chinese　non-ferrous　metal　market　in　the　middle　and　long　term,　whereas　the　impacts　in　the　short　term　are　not　significant.　The　impacts　remain　remarkably　heterogeneous　across　quantile　levels　in　the　long　term.　Oil　supply　shocks　significantly　affect　the　non-ferrous　metal　market　positively,　but　only　at　higher　quantiles.　The　positive　effect　of　aggregate　demand　shocks　and　the　negative　effect　of　oil-specific　demand　shocks　are　significant　at　lower　quantiles.　Moreover,　copper　is　susceptible　to　oil　shocks,　compared　with　aluminium.　These　findings　provide　several　implications　for　policymakers　and　investors.　©　2024　Informa　UK　Limited,　trading　as　Taylor　&　Francis　Group.