The time-varying effects of trade policy uncertainty and geopolitical risks shocks on the commodity market prices: Evidence from the TVP-VAR-SV approach

C Yang, Z Niu, W Gao - Resources Policy, 2022 - Elsevier
… on the energy market, so few scholars explore the impact of geopolitical risks on … metals,
and precious metals. More importantly, the existing literature shows that geopolitical risks have …

The role of G7 and BRICS country risks on critical metals: Evidence from time-and frequency-domain approach

W Gao, H Zhang, H Zhang, S Yang - Resources Policy, 2024 - Elsevier
… The intense geopolitical risks during the Russia-Ukraine conflict blocked the logistics …
However, the existing research mainly focuses on precious metals, such as gold, silver, palladium, …

Continuous wavelet transform of time-frequency analysis technique to capture the dynamic hedging ability of precious metals

CW Su, KH Wang, OR Lobonţ, M Qin - Mathematics, 2023 - mdpi.com
… are also obviously affected by the geopolitical events and the value of the US dollar (Qin …
precious metals (including GSP, SSP and PSP). Thus, this investigation takes geopolitical risk (…

Do gold, oil, equities, and currencies hedge economic policy uncertainty and geopolitical risks during covid crisis?

JB Kamal, M Wohar, KB Kamal - Resources Policy, 2022 - Elsevier
… , and foreign exchange rates), cryptocurrencies, precious metals, commodities, and energy
against EPU and GPR. However, among precious metals, gold is studied extensively as safe-…

Risk spillovers across geopolitical risk and global financial markets

J Zheng, B Wen, Y Jiang, X Wang, Y Shen - Energy Economics, 2023 - Elsevier
… a clearer understanding of the risk spillover relationship between geopolitical risk and the
gold market. This reminds us that geopolitical risk in global financial risk spillovers cannot be …

How Russian-Ukrainian geopolitical risks affect Chinese commodity and financial markets?

M Wang, Y Su - Finance Research Letters, 2023 - Elsevier
… is mainly attributable to the increased risk of crude oil and chemical commodities, while the
… increased risk of crude oil and chemical commodities, but also related to the increased risk

Effects of geopolitical risks on gold market return dynamics: Evidence from a nonparametric causality-in-quantiles approach

J Huang, Y Li, MT Suleman, H Zhang - Defence and Peace …, 2023 - Taylor & Francis
… whether precious metals have hedging effect on geopolitical risk. … geopolitical risks and
high-frequency gold data. This research provides new insight into the effect of geopolitical risks

Precious metals, oil, and ASEAN stock markets: From global financial crisis to global health crisis

W Mensi, XV Vo, SH Kang - Resources Policy, 2021 - Elsevier
… the remaining markets are a net transmitter of risk. On the other hand, we show that gold
transmits risk to the other precious metals where the strongest connectedness is detected from …

Fundamental predictors of price bubbles in precious metals: a machine learning analysis

SG Kangalli Uyar, U Uyar, E Balkan - Mineral Economics, 2024 - Springer
… They found that changes in geopolitical risks and the US real effective exchange rate have
a significant impact on gold returns; this is true across different frequency bands in the short, …

Dynamics of connectedness across crude oil, precious metals and exchange rate: Evidence from time and frequency domains

AA Shah, M Paul, N Bhanja, AB Dar - Resources Policy, 2021 - Elsevier
precious metals over time and across various frequency bands. … (especially gold) in the
longer-horizons to diversify their risks… This was important considering various geopolitical and …