This paper investigates the relationship between geopolitical risk (GPR) and stock market
volatility from a global perspective. We use dynamic panel data including 32 countries and …

This paper discusses the time-varying causalities between global geopolitical risk (GPR)
and green bonds (GBs) from the energy market perspective, with a sample period of 2012 …

This paper investigates how geopolitical risks influence the prediction performance on the
US stock market volatility with machine learning models. Further, it compares the predictive …

We examine the relationship between geopolitical risks and foreign exchange markets using
the Russia–Ukraine conflict as a natural experiment. Our main findings indicate that, due to …

Recently, due to OPEC Plus cutting oil production, geopolitical tensions have escalated
between the United States and Saudi Arabia. We explore the relationship between …

The relationship between financial series is not always easy to detect due to their underlying
asymmetry and nonlinearity. Both characteristics are not usually considered simultaneously …

This paper uses data from Chinese listed companies to test the heterogeneous effects of
China's local geopolitical risk (GPR_CHN) and global geopolitical risk (GPR) on Chinese …

Global tensions and uncertainty in economic policy can cause structural change and
disruption in the volatile sector of the economy. This study investigates the effects of …

Globally digital trade has been increasing, exerting a positive economic impact, especially in
China. Therefore, it is essential to escalate the volume and pace of digital trade in China …

We utilize the cross-quantilogram method to assess the predictive capacity of geopolitical
risk (GPR) on volatility spillovers calculated by the time-varying parameter vector …