This study examines the asymmetric relationships between EU sectoral stocks and oil, oil
implied volatility, geopolitical risk, and market sentiment during turbulent times of …

The purpose of this study is to investigate the asymmetric effects of economic policy
uncertainty (EPU), geopolitical risk (GPR), and market sentiment (VIX) on European Union …

The importance of crude oil volatility and geopolitical risk for stock pricing is well known in
both developed and emerging economies, but is relatively understudied in major oil …

Based on daily data from 28 June 1990 to 31 October 2018, we investigate the asymmetric
effects of geopolitical risks on energy (crude oil, gas and heating oil) returns and volatility …

This study investigates the asymmetric interdependence between geopolitical risk (GPR)
and the stock markets of the top-seven emerging (E7) countries (ie, Mexico, Russia, Turkey …

Geopolitical events are widely reported in the press and may influence the risk premium
demanded by investors in addition to demand and supply of energy resources. Using the …

We examine the nonlinear dependence structure between oil (WTI, Brent, Gas oil, Heating
oil) and the stock market returns for 14 emerging market indices in oil-exporting and oil …

This study explores the impact of Russia-Ukraine war and sanctions news sentiments
(RUWESsent) on global equity markets using three robust estimators. The quantile-on …

The purpose of this paper is to promote a greater understanding of the implications of oil
price changes on the equity investment climate in Russia. A dynamic bivariate exponential …

This paper investigates the impact of crude oil shocks and China's economic policy
uncertainty on stock returns at different locations on the return distributions. Based on …