Stock market volatility: a systematic review

B Dhingra, S Batra, V Aggarwal, M Yadav… - Journal of Modelling in …, 2024 - emerald.com
Purpose The increasing globalization and technological advancements have increased the
information spillover on stock markets from various variables. However, there is a dearth of a …

[PDF][PDF] Economic consequences and implications of the Ukraine-russia war

M Khudaykulova, H Yuanqiong… - International Journal of …, 2022 - researchgate.net
Since the end of the Cold War, the sanctions against Russia have been the harshest and
most costly imposed on a major economy. They appear to be unprecedented in terms of …

[HTML][HTML] Do geopolitical events transmit opportunity or threat to green markets? Decomposed measures of geopolitical risks

K Sohag, S Hammoudeh, AH Elsayed, O Mariev… - Energy Economics, 2022 - Elsevier
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 …

Asymmetric effects of climate policy uncertainty, geopolitical risk, and crude oil prices on clean energy prices

PK Sarker, E Bouri, CKL Marco - Environmental Science and Pollution …, 2023 - Springer
We investigate the asymmetric effects of climate policy uncertainty (CPU), geopolitical risk
(GPR), and crude oil prices (WTI) on the realized volatility of the returns of clean energy …

[HTML][HTML] Dynamic connectedness among the implied volatilities of oil prices and financial assets: New evidence of the COVID-19 pandemic

N Antonakakis, J Cunado, G Filis, D Gabauer… - International Review of …, 2023 - Elsevier
This paper examines the dynamic connectedness among the implied volatilities of oil prices
(OVX) and fourteen other assets, which can be grouped into five different assets classes (ie …

Geopolitical risk and stock market volatility: A global perspective

Y Zhang, J He, M He, S Li - Finance Research Letters, 2023 - Elsevier
This paper investigates the relationship between geopolitical risk (GPR) and stock market
volatility from a global perspective. We use dynamic panel data including 32 countries and …

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 …

Geopolitical risks and investor sentiment: Causality and TVP-VAR analysis

Z He - The North American journal of economics and finance, 2023 - Elsevier
This paper aims to explore the relationship between geopolitical risks (GPR) and investor
sentiment in the US stock market based on Granger causality test and time-varying …

Does geopolitical risk uncertainty strengthen or depress cash holdings of oil enterprises? Evidence from China

KH Wang, DP Xiong, N Mirza, XF Shao… - Pacific-Basin Finance …, 2021 - Elsevier
This paper investigates the heterogeneous effects of geopolitical risk (GPR) on enterprise
cash holdings (CASH) in Chinese oil sectors. The empirical results are shown as follows …

How oil prices, gold prices, uncertainty and risk impact Islamic and conventional stocks? Empirical evidence from QARDL technique

DI Godil, S Sarwat, A Sharif, K Jermsittiparsert - Resources Policy, 2020 - Elsevier
There are shreds of evidence of Islamic securities to behave differently from conventional
ones, especially under the influence of certain factors such as oil, gold, economic policy …