Exploring the vital role of geopolitics in the oil market: The case of Russia
X Wang, Z Lee, S Wu, M Qin - Resources Policy, 2023 - Elsevier
Investigating the essential role of geopolitics in the oil market is significant for investors to
optimize their portfolios. This paper takes Russian geopolitics into consideration and …
optimize their portfolios. This paper takes Russian geopolitics into consideration and …
Stock-oil comovements through fear, uncertainty, and expectations: Evidence from conditional comoments
M Noori - International Review of Economics & Finance, 2024 - Elsevier
This paper investigates the role of sentiment as a potential driver of the novel stock-oil
(represented by the S&P 500 and West Texas Intermediate futures) dynamics in the …
(represented by the S&P 500 and West Texas Intermediate futures) dynamics in the …
Tail comovements of implied volatility indices and global index futures returns predictability
HC Lee, YH Lee, C Nguyen - Pacific-Basin Finance Journal, 2023 - Elsevier
This paper investigates whether the comovements across different asset classes of IV
indices' tails are informative in predicting global stock index futures returns. The empirical …
indices' tails are informative in predicting global stock index futures returns. The empirical …
Investigating dynamic connectedness of global equity markets: the role of investor attention
This study examines investor attention connectedness measures before and after the COVID-
19 outbreak. We find that investor attention spillovers persist among global equity markets …
19 outbreak. We find that investor attention spillovers persist among global equity markets …
Exploring the Vital Role of Geopolitics in the Oil Market: The Case of Russian
M Qin - Available at SSRN 4435544 - papers.ssrn.com
Investigating the essential role of geopolitics in the oil market is significant for investors to
optimize their portfolios. This paper conducts the full-and sub-sample tests to explore the …
optimize their portfolios. This paper conducts the full-and sub-sample tests to explore the …