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 …
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 …
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 …
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 …
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 …
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 …
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) …
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 …
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 …