This paper examines the asymmetric effects of the United States Economic Policy Uncertainty (USEPU), Geopolitical Threats (GPRT), Geopolitical Acts (GPRA), and the West …
The conflict between Russia and Ukraine has been causing knock-on effects worldwide. The supply and price of major commodity markets (oil, gas, platinum, gold, and silver) have been …
This study examines the asymmetric relationships between EU sectoral stocks and oil, oil implied volatility, geopolitical risk, and market sentiment during turbulent times of …
In a nonparametric quantile-on-quantile regression model, we analyze the asymmetric financial impact of the Russian-Ukrainian conflict-induced geopolitical risk (GPR) on the top …
A Bossman, M Gubareva, T Teplova - Finance Research Letters, 2023 - Elsevier
In a nonparametric quantile-on-quantile regression analysis, we study the asymmetric effects of the Russia-Ukraine geopolitical risk (GPR) on the seven major currencies in terms …
MZ Chishti, AA Khalid, M Sana - Resources Policy, 2023 - Elsevier
This article endeavors to reveal the asymmetric effects of the Ukraine-Russia War (URW) on various markets, including energy, metals, and agriculture. To do so, the study deploys the …
S Kumar, R Jain, F Balli, M Billah - International Review of Economics & …, 2023 - Elsevier
Economic and political disorders have multidimensional impacts on all economies around the world. The global world has faced out COVID-19 pandemic in 2020, and now the …
This paper examines extreme return and volatility connectedness among real estate tokens, REITs, and other assets while accounting for global uncertainties' effect on connectedness …
Critical minerals bring new challenges to energy security in the transition to clean energy, so their supply and prices are a spectacle of global uncertainties. This research investigates the …