[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 …
Geopolitical risk trends and crude oil price predictability
Motivated by recent investigations on the connections between geopolitical risk and crude
oil prices, we implement a moving average strategy using the geopolitical risk index to …
oil prices, we implement a moving average strategy using the geopolitical risk index to …
Unveiling the impact of geopolitical conflict on oil prices: A case study of the Russia-Ukraine War and its channels
Abstract The Russia-Ukraine War, which has lasted for over a year, has been proven to
significantly impact crude oil prices. This article aims to explore the channels through which …
significantly impact crude oil prices. This article aims to explore the channels through which …
Effect of green bonds, oil prices, and COVID-19 on industrial CO2 emissions in the USA: Evidence from novel wavelet local multiple correlation approach
TS Adebayo, MT Kartal - Energy & Environment, 2024 - journals.sagepub.com
This study explores the effect of green bonds, oil prices, and the coronavirus disease 2019
(COVID-19) pandemic on industrial carbon dioxide (CO2) emissions. In this context, this …
(COVID-19) pandemic on industrial carbon dioxide (CO2) emissions. In this context, this …
Green innovation, resource price and carbon emissions during the COVID-19 times: New findings from wavelet local multiple correlation analysis
This paper investigates how oil price, COVID-19, and global energy innovation can affect
carbon emissions under time-and frequency-varying perspectives. We contribute to the …
carbon emissions under time-and frequency-varying perspectives. We contribute to the …
Does geopolitical risk matter in crude oil and stock markets? Evidence from disaggregated data
S Li, D Tu, Y Zeng, C Gong, D Yuan - Energy Economics, 2022 - Elsevier
This paper investigates the nonlinear Granger causality and spillover effects among
geopolitical risk, crude oil and Chinese disaggregated sectoral stock markets by using a …
geopolitical risk, crude oil and Chinese disaggregated sectoral stock markets by using a …
Tail risk connectedness in the oil-stock nexus: Evidence from a novel quantile spillover approach
This study investigates the tail risk spillovers between the crude oil market and the stock
markets of twelve major oil-importing and seven oil-exporting countries. We employ a novel …
markets of twelve major oil-importing and seven oil-exporting countries. We employ a novel …
Do geopolitical oil price risk influence stock market returns and volatility of Pakistan: Evidence from novel non-parametric quantile causality approach
The influence of oil price disturbances and geopolitical risk on stock returns and volatility
has been investigated by many scholars in different settings, though few of these have …
has been investigated by many scholars in different settings, though few of these have …
Analyzing the time-frequency connectedness among oil, gold prices and BRICS geopolitical risks
Y Li, J Huang, W Gao, H Zhang - Resources Policy, 2021 - Elsevier
Based on the Barunik and Křehlik (2018) and Diebold Yilmaz (2012) methods, we examine
the dynamic characteristics of the information spillover effect among gold, oil and BRICS …
the dynamic characteristics of the information spillover effect among gold, oil and BRICS …
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 …