Asymmetric spillover of geopolitical risk and oil price volatility: a global perspective

Z Zhang, Y Wang, B Li - Resources Policy, 2023 - Elsevier
This paper uses the generalized VAR framework to study the asymmetric spillover between
geopolitical risk and oil price volatility for six major regions in the world. Based on the …
被引用次数：22 相关文章

Asymmetric spillover of geopolitical risk and oil price volatility: A global perspective

Z Zhang, Y Wang, B Li - Resources Policy, 2023 - econpapers.repec.org
This paper uses the generalized VAR framework to study the asymmetric spillover between
geopolitical risk and oil price volatility for six major regions in the world. Based on the …

Asymmetric spillover of geopolitical risk and oil price volatility: A global perspective

Z Zhang, Y Wang, B Li - Resources Policy, 2023 - ui.adsabs.harvard.edu
This paper uses the generalized VAR framework to study the asymmetric spillover between
geopolitical risk and oil price volatility for six major regions in the world. Based on the …

Asymmetric spillover of geopolitical risk and oil price volatility: A global perspective

Z Zhang, Y Wang, B Li - Resources Policy, 2023 - ideas.repec.org
This paper uses the generalized VAR framework to study the asymmetric spillover between
geopolitical risk and oil price volatility for six major regions in the world. Based on the …