This paper examines the time-varying effect of oil price on geopolitical risk. Using monthly
panel data of 16 countries for the period 1997: M01–2020: M02 and employing a varying …

Crude oil prices have been considered one of the key drivers of inflation worldwide,
reaching a peak in 2022. Inflation targeting plays a pivotal role in such a high inflation …

Utilising the time-frequency spillover framework constructed by Baruník and Křehlík (2018),
this study explores the time-frequency risk spillovers among the oil, gold and foreign …

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 …

Oil price shocks and economic policy uncertainty are the two main drivers of many
macroeconomic and financial variables. In the context of commodity financialization, these …

The worldwide economy has experienced several changes in energy and nonenergy prices.
This has motivated academics, investors, and policymakers to analyze the relationships …

Considering the heterogeneity of different sub-sectors of clean energy, such as clean fuels,
renewable energy and energy efficiency, this paper adopts the time-domain spillover index …

Accurately predicting precious metal prices is of extreme significance as they possess an
essential position in both financial and industrial fields. To achieve higher prediction …

This study makes a systemic analysis of dependence and risk contagion among oil, gold,
and the US dollar foreign exchange (US FX) markets, employing the wavelet method and a …

This paper examines co-movements, risk spillovers, and portfolio implications between
precious metals (gold, platinum, and silver) and main energy (crude oil, natural gas …