Do geopolitical risks and global market factors influence the dynamic dependence among regional sustainable investments and major commodities?

C Urom, G Ndubuisi - The Quarterly Review of Economics and Finance, 2023 - Elsevier
… For the metal commodity market, we account for precious metals using gold (GLD), silver (SLV)
and platinum (PLT) prices while for industrial metals, we use iron and steel (IST), …

Geopolitical risk on energy, agriculture, livestock, precious and industrial metals: New insights from a Markov Switching model

I Abid, A Dhaoui, O Kaabia, S Tarchella - Resources Policy, 2023 - Elsevier
… act as good hedgers against geopolitical risk. By examining the … geopolitical risk, their
results illustrate that precious metal allows hedging both the rises and the falls in geopolitical risk

Precious metals–exchange rate volatility transmissions and hedging strategies

SM Hammoudeh, Y Yuan, M McAleer… - International Review of …, 2010 - Elsevier
… the four precious metals in presence of geopolitics, VARMA-… variables, and D03 as the
geopolitical dummy. w 12,t is the … β t is the risk-minimizing hedge ratio for two precious metals. …

The impact of geopolitical risk on strategic emerging minerals prices: Evidence from MODWT-based Granger causality test

L Shao, S Cao, H Zhang - Resources Policy, 2024 - Elsevier
geopolitical conflicts on price returns. And we identify which minerals are susceptible to
geopolitical risk, … For certain special precious metals, the impact of geopolitical risks only exists in …

Time-varying impact of geopolitical risk on natural resources prices: evidence from the hybrid TVP-VAR model with large system

J Zhao - Resources Policy, 2023 - Elsevier
… impact of geopolitical risk on precious metals, findings established that precious metals such
as … of geopolitical risk (Baur and Smales, 2020). Mitsas et al. (2022) provide evidence that …

Investigating the impact of geopolitical risks on the commodity futures

S Mitsas, P Golitsis, K Khudoykulov - Cogent Economics & Finance, 2022 - Taylor & Francis
geopolitical risks seem to have an impact on their prices. This study examined the impact of
geopolitical risks, … Platinum is classified as a precious metal, and similarly to gold commodity …

Dynamic time-frequency connectedness and risk spillover between geopolitical risks and natural resources

S Li, W Zhang, W Zhang - Resources Policy, 2023 - Elsevier
… negative effects on other precious metals such as palladium, platinum, and silver. The study
cannot describe the volatility between geopolitical events and precious metal prices in the …

Precious metals and currency markets during the Russia-Ukraine conflict's inflationary periods

SA Raza, K Guesmi, R Benkraiem, R Anwar - Research in International …, 2024 - Elsevier
… to examine the causal effect of geopolitical risk in aforementioned connectedness. The findings
… that geopolitical risk causes spillover connectedness across the precious metals and the …

[HTML][HTML] Do precious metals hedge against global supply chain uncertainty?

CW Su, Y Wang, M Qin, OR Lobonţ - Borsa Istanbul Review, 2023 - Elsevier
… the extent to which precious metals can be used as a hedge … between GSCU and the price
of precious metals (PMP). We … demonstrate pronounced asymmetry when geopolitical risks

Geopolitical risk and commodity future returns: Fresh insights from dynamic copula conditional value-at-risk approach

R Aloui, SB Jabeur, H Rezgui, WB Arfi - Resources Policy, 2023 - Elsevier
… energy, metal, … precious metals, soft commodities, grains, and base metals are net transmitters
of spillover. Finally, in a recent study on the risk spillover between crude oil and four metal