[HTML][HTML] Hedging geopolitical risks with different asset classes: A focus on the Russian invasion of Ukraine
We examine the hedging properties of different asset classes as impacted by the Russian
invasion of Ukraine in 2022. We employ wavelet coherence analysis to study the impact of …
invasion of Ukraine in 2022. We employ wavelet coherence analysis to study the impact of …
[PDF][PDF] Emerging markets equities' response to geopolitical risk: Time-frequency evidence from the Russian-Ukrainian conflict era
SK Agyei - Heliyon, 2023 - cell.com
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 …
and the stock markets of the top-seven emerging (E7) countries (ie, Mexico, Russia, Turkey …
Are short stocks susceptible to geopolitical shocks? Time-Frequency evidence from the Russian-Ukrainian conflict
The geopolitical conflict between Russia and Ukraine has noted derailing impacts on
financial markets. Since tensions from geopolitical risks (GPR) can amplify pessimistic views …
financial markets. Since tensions from geopolitical risks (GPR) can amplify pessimistic views …
Geopolitical risk and the Saudi stock market: Evidence from a new wavelet packet multiresolution cross-causality
Recently, due to OPEC Plus cutting oil production, geopolitical tensions have escalated
between the United States and Saudi Arabia. We explore the relationship between …
between the United States and Saudi Arabia. We explore the relationship between …
[HTML][HTML] Geopolitical risk and the returns and volatility of global defense companies: A new race to arms?
The ongoing war in Ukraine and rising geopolitical tensions between Russia and western
countries have led several European countries to increase defense spending to historic …
countries have led several European countries to increase defense spending to historic …
Impact of geo-political risk on stocks, oil, and gold returns during GFC, COVID-19, and Russian–Ukraine War
The study uses wavelet power spectrum and wavelet coherence transformation
methodologies to examine how geopolitical risk affected the returns on stocks, oil, and gold …
methodologies to examine how geopolitical risk affected the returns on stocks, oil, and gold …
Can precious metals hedge geopolitical risk? Fresh sight using wavelet coherence analysis
S Cheng, Z Zhang, Y Cao - Resources Policy, 2022 - Elsevier
Based on wavelet coherence analysis, this paper explores whether precious metals can be
used to hedge geopolitical risk (GPR) and whether there is an asymmetry in the hedging …
used to hedge geopolitical risk (GPR) and whether there is an asymmetry in the hedging …
Revisiting the impact of geopolitical risk on Sukuk, stocks, oil and gold markets during the crises period: fresh evidence from wavelet-based approach
Purpose In this study, the authors analyze the impact of geopolitics risk on Sukuk, Islamic
and composite stocks, oil and gold markets and portfolio diversification implications during …
and composite stocks, oil and gold markets and portfolio diversification implications during …
Impact of the Covid-19 induced panic on the Environmental, Social and Governance leaders equity volatility: A time-frequency analysis
We apply wavelet analyses to study how the Covid-19 fueled panic influenced the volatility
of ESG (environmental, social and governance) leaders' indices encompassing the World …
of ESG (environmental, social and governance) leaders' indices encompassing the World …
Do cryptocurrencies hedge against EPU and the equity market volatility during COVID-19?–New evidence from quantile coherency analysis
Employing the new measure of the contagion effect of the COVID-19, ie the Infectious
Disease EMV Index by Baker et al.(2020) and the novel Quantile Cross-spectral (coherency) …
Disease EMV Index by Baker et al.(2020) and the novel Quantile Cross-spectral (coherency) …