The impact of the Ukraine–Russia war on world stock market returns

W Boungou, A Yatié - Economics letters, 2022 - Elsevier
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The Russo-Ukrainian war and financial markets: the role of dependence on Russian commodities

GD Lo, I Marcelin, T Bassène, B Sène - Finance Research Letters, 2022 - Elsevier
This study examines the influence of the Russo-Ukrainian war on financial markets,
conditioned upon a country's dependence on Russian commodities, employing a large …

Geopolitical risk and dynamic connectedness between commodity markets

X Gong, J Xu - Energy Economics, 2022 - Elsevier
In this paper, we use the improved Diebold & Yilmaz method based on TVP-VAR-SV model
to analyze dynamic connectedness between energy, precious metal, industrial metal …

[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 …

[HTML][HTML] Hedging geopolitical risks with different asset classes: a focus on the Russian invasion of Ukraine

B Będowska-Sójka, E Demir, A Zaremba - Finance Research Letters, 2022 - Elsevier
We examine the hedging properties of different asset classes as impacted by the Russian
invasion of Ukraine in 2022. We employ wavelet coherence analysis to study the impact of …

Is there a link between politics and stock returns? A literature survey

TP Wisniewski - International Review of Financial Analysis, 2016 - Elsevier
This survey starts by reviewing the literature investigating whether political connectedness of
companies creates wealth for their shareholders. It then moves on to examine whether there …

What are the categories of geopolitical risks that could drive oil prices higher? Acts or threats?

J Bouoiyour, R Selmi, S Hammoudeh, ME Wohar - Energy Economics, 2019 - Elsevier
This study characterizes the oil market as a nonlinear-switching phenomenon and examines
its dynamics in response to changes in geopolitical risks over low-and high-risk scenarios …

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 risks and stock market dynamics of the BRICS

M Balcilar, M Bonato, R Demirer, R Gupta - Economic Systems, 2018 - Elsevier
This paper examines the effect of geopolitical uncertainty on return and volatility dynamics in
the BRICS stock markets via nonparametric causality-in-quantiles tests. The effect of …

What we have learned about terrorism since 9/11

K Gaibulloev, T Sandler - Journal of Economic Literature, 2019 - aeaweb.org
This overview examines critically the post-9/11 empirical literature on terrorism. Major
contributions by both economists and political scientists are included. We focus on five main …