Search Results - subject:"geopolitical threats"

The geopolitical risk premium in the commodity futures market

Cheng, Daxuan; Liao, Yin; Pan, Zheyao - In: The journal of futures markets 43 (2023) 8, pp. 1069-1090

Persistent link: https://www.econbiz.de/10014339374

Investigating the impact of geopolitical risks on the commodity futures

Mitsas, Sokratis; Golitsis, Petros; Khudoykulov, Khurshid - In: Cogent Economics & Finance 10 (2022) 1, pp. 1-24

This paper examines the effect of real-time global geopolitical risks (GPRs), acts (GPAs), and threats (GPTs) indices on monthly returns and volatility of several American commodity futures. By modeling volatility via an Exponential Generalized Autoregressive Conditional Heteroskedasticity...

Persistent link: https://www.econbiz.de/10015074018

Investigating the impact of geopolitical risks on the commodity futures

Mitsas, Sokratis; Golitsis, Petros; Khudoykulov, Khurshid - In: Cogent economics & finance 10 (2022) 1, pp. 1-24

Persistent link: https://www.econbiz.de/10013461382

Geopolitical threats, equity returns, and optimal hedging

Syed Riaz Mahmood Ali; Anik, Kaysul Islam; Hasan, … - In: International review of financial analysis 90 (2023), pp. 1-24

Persistent link: https://www.econbiz.de/10014469116

Asymmetric effects of geopolitical risks and uncertainties on green bond markets

Tang, Yumei; Chen, Xihui Haviour; Sarker, Provash Kumer; … - In: Technological forecasting & social change : an … 189 (2023), pp. 1-12

Persistent link: https://www.econbiz.de/10014266235

Geopolitical risk and excess stock returns predictability : new evidence from a century of data

Ma, Feng; Lu, Fei; Tao, Ying - In: Finance research letters 50 (2022), pp. 1-7

Persistent link: https://www.econbiz.de/10014233984