Crude oil security in a turbulent world: China's geopolitical dilemmas and opportunities
H Yuan, L Zhao, M Umair - The Extractive Industries and Society, 2023 - Elsevier
China's economic and social development relies heavily on crude oil, which it imports and
consumes more than any other country. Thus, the country's oil security is crucial …
consumes more than any other country. Thus, the country's oil security is crucial …
Asymmetric effects of geopolitical risks and uncertainties on green bond markets
This paper examines the asymmetric effects of the United States Economic Policy
Uncertainty (USEPU), Geopolitical Threats (GPRT), Geopolitical Acts (GPRA), and the West …
Uncertainty (USEPU), Geopolitical Threats (GPRT), Geopolitical Acts (GPRA), and the West …
[HTML][HTML] Do geopolitical events transmit opportunity or threat to green markets? Decomposed measures of geopolitical risks
The growth of clean energies and technologies requires a sound financial market, while
equity and bond markets are exposed to geopolitical risks. We investigate the response of …
equity and bond markets are exposed to geopolitical risks. We investigate the response of …
Oil price shocks, geopolitical risks, and green bond market dynamics
This research explores the causal relation among oil price, geopolitical risks, and green
bond index in the United States from December 2013 to January 2019. Unlike the …
bond index in the United States from December 2013 to January 2019. Unlike the …
Asymmetric effects of geopolitical risks on energy returns and volatility under different market conditions
Y Qin, K Hong, J Chen, Z Zhang - Energy Economics, 2020 - Elsevier
Based on daily data from 28 June 1990 to 31 October 2018, we investigate the asymmetric
effects of geopolitical risks on energy (crude oil, gas and heating oil) returns and volatility …
effects of geopolitical risks on energy (crude oil, gas and heating oil) returns and volatility …
The time-varying effects of trade policy uncertainty and geopolitical risks shocks on the commodity market prices: Evidence from the TVP-VAR-SV approach
C Yang, Z Niu, W Gao - Resources Policy, 2022 - Elsevier
The paper focuses on investigating the time-varying influence of geopolitical risks (GPR)
and trade policy uncertainty (TPU) on commodity prices by using time-varying parameter …
and trade policy uncertainty (TPU) on commodity prices by using time-varying parameter …
Time-varying geopolitical risk and oil prices
K Ivanovski, A Hailemariam - International Review of Economics & Finance, 2022 - Elsevier
This paper examines the time-varying effect of oil price on geopolitical risk. Using monthly
panel data of 16 countries for the period 1997: M01–2020: M02 and employing a varying …
panel data of 16 countries for the period 1997: M01–2020: M02 and employing a varying …
Geopolitical risk and renewable energy stock markets: An insight from multiscale dynamic risk spillover
K Yang, Y Wei, S Li, J He - Journal of Cleaner Production, 2021 - Elsevier
This paper investigates the risk spillovers from geopolitical risk to five renewable energy
stock markets by measuring four types of (normalized) delta conditional Value-at-Risk …
stock markets by measuring four types of (normalized) delta conditional Value-at-Risk …
Uncertainty and crude oil market volatility: new evidence
C Liang, Y Wei, X Li, X Zhang, Y Zhang - Applied Economics, 2020 - Taylor & Francis
The main goal of this paper is to investigate the predictability of five economic uncertainty
indices for oil price volatility in a changing world. We employ the standard predictive …
indices for oil price volatility in a changing world. We employ the standard predictive …
Time-varying impact of geopolitical risks on oil prices
This paper analyses the dynamic impact of geopolitical risks (GPRs) on real oil returns for
the period February 1974 to August 2017, using a time-varying parameter structural vector …
the period February 1974 to August 2017, using a time-varying parameter structural vector …