Stock market volatility: a systematic review
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 …
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 …
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
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 …
Asymmetric effects of climate policy uncertainty, geopolitical risk, and crude oil prices on clean energy prices
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 …
(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
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 …
(OVX) and fourteen other assets, which can be grouped into five different assets classes (ie …
Geopolitical risk and stock market volatility: A global perspective
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 …
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 …
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 …
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
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 …
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
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 …
ones, especially under the influence of certain factors such as oil, gold, economic policy …