Micallef, John; Grima, Simon; Spiteri, Jonathan; … - In: Risks : open access journal 11 (2023) 5, pp. 1-15
The aim of this study was to investigate the Granger causality between geopolitical risk (GPR) sub-indices in order to examine the implications of geopolitical risk on ten agricultural commodities classified as softs or grains. The Granger causality test was used to determine the causal...