Geopolitical risk, climate risk and energy markets: A dynamic spillover analysis

Y Jin, H Zhao, L Bu, D Zhang - International Review of Financial Analysis, 2023 - Elsevier
This paper provides evidence on the dynamic spillover among geopolitical risk, climate risk,
and energy markets from an international perspective. Based on data from 13 countries …

Does geopolitical risk matter in crude oil and stock markets? Evidence from disaggregated data

S Li, D Tu, Y Zeng, C Gong, D Yuan - Energy Economics, 2022 - Elsevier
This paper investigates the nonlinear Granger causality and spillover effects among
geopolitical risk, crude oil and Chinese disaggregated sectoral stock markets by using a …

Geopolitical risk and the dynamics of international capital flows

C Feng, L Han, S Vigne, Y Xu - Journal of International Financial Markets …, 2023 - Elsevier
Using a panel of 45 major economies, we investigate the effects of geopolitical risk on the
dynamics of international capital flows. At aggregate level, capital flows for both advanced …

Geopolitical risk and China's oil security

X Gong, Y Sun, Z Du - Energy Policy, 2022 - Elsevier
This paper aims to make a comprehensive evaluation of China's oil situation from 2000 to
2018. We establish an evaluation framework from three dimensions of oil supply, oil …

Time-varying impact of geopolitical risk on natural resources prices: evidence from the hybrid TVP-VAR model with large system

J Zhao - Resources Policy, 2023 - Elsevier
In this paper, we investigate the time-varying effects of geopolitical risks on various natural
resources prices from October 1992 to October 2022. We divided natural resources into …

Dynamic regime differences in the market behavior of primary natural resources in response to geopolitical risk and economic policy uncertainty

E Muğaloğlu, S Kuşkaya, L Aldieri, M Alnour… - Resources Policy, 2023 - Elsevier
The study explores the dynamic effects of geopolitical risks and economic policy
uncertainties on oil and natural gas prices in the US market's less volatile and highly volatile …

[HTML][HTML] Effect of geopolitical risk on resources prices in the global and Russian-Ukrainian context: A novel Bayesian structural model

A Khurshid, K Khan, A Rauf, J Cifuentes-Faura - Resources Policy, 2024 - Elsevier
This study evaluated the impact of geopolitical risk (GPR) on natural resources (NRs) by
employing monthly from January 1990 to January 2023 and daily data from 3rd January …

The asymmetric effect of geopolitical risk on China's crude oil prices: new evidence from a QARDL approach

X Ren, Y An, C Jin - Finance Research Letters, 2023 - Elsevier
This paper explores the short-and long-term impacts of international geopolitical risk (GPR)
on China's crude oil (INE) prices. A Quantile Autoregressive Distributed Lag (QARDL) …

Can geopolitical risk stably predict crude oil prices? A multi-dimensional perspective

X Li, M Umar, CB Zhu, C Oprean-Stan - Resources Policy, 2023 - Elsevier
This study aims to examine the stability of the lead-lag relationship between geopolitical risk
and crude oil prices. To this end, a Granger causality test is conducted, using a lag …

Transmission mechanisms of geopolitical risks to the crude oil market——a pioneering two-stage geopolitical risk analysis approach

JW Jiao, JP Yin, PF Xu, J Zhang, Y Liu - Energy, 2023 - Elsevier
As an exogenous risk, geopolitical risk drives oil price volatility indirectly through multiple
factors, which are ignored by most studies. This paper establishes a two-stage approach for …