Do oil prices and stock markets move in tandem or in opposite directions? The complex and
time varying relationship between oil prices and stock markets has caught the attention of …

We investigate the impact of geopolitical risks caused by the Russian-Ukrainian conflict on
Russia, European financial markets, and the global commodity markets. We measure the …

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 …

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 …

In this paper, we subject the global fear index (GFI) for the COVID-19 pandemic to empirical
scrutiny by examining its predictive power in the predictability of commodity price returns …

This paper analyzes dynamic volatility spillovers between four major energy commodities
(ie, crude oil, gasoline, heating oil and natural gas) in the oil-natural gas future markets. We …

This study intends to investigate the impact of geopolitical uncertainty, proxied by the
geopolitical risk (GPR) index, on the volatility of renewable energy exchange traded funds …

This paper applies the quantile Granger causality test, to explore whether the economic
policy uncertainty (EPU) is affected by the crude oil price (COP) shocks in BRICS countries …

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 …

Using the spillover index approach and its variants, we examine both static and dynamic
volatility connectedness among eight typical cryptocurrencies. The results reveal that their …