[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 …

Geopolitical risk trends and crude oil price predictability

Z Zhang, M He, Y Zhang, Y Wang - Energy, 2022 - Elsevier
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 …

Unveiling the impact of geopolitical conflict on oil prices: A case study of the Russia-Ukraine War and its channels

Q Zhang, K Yang, Y Hu, J Jiao, S Wang - Energy Economics, 2023 - Elsevier
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 …

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 …

Green innovation, resource price and carbon emissions during the COVID-19 times: New findings from wavelet local multiple correlation analysis

MI Shah, M Foglia, U Shahzad, Z Fareed - Technological Forecasting and …, 2022 - Elsevier
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 …

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 …

Tail risk connectedness in the oil-stock nexus: Evidence from a novel quantile spillover approach

Z Liu, X Shi, P Zhai, S Wu, Z Ding, Y Zhou - Resources Policy, 2021 - Elsevier
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 …

Do geopolitical oil price risk influence stock market returns and volatility of Pakistan: Evidence from novel non-parametric quantile causality approach

N Khan, A Saleem, O Ozkan - Resources Policy, 2023 - Elsevier
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 …

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 …

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 …