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Geopolitical risks, returns, and volatility in emerging stock markets : evidence from a panel GARCH model

Bouras, Christos; Christou, Christina; Gupta, Rangan; … - In: Emerging markets, finance & trade : a journal of the … 55 (2019) 8, pp. 1841-1856

Persistent link: https://www.econbiz.de/10012210912

Effects of the geopolitical risks on Bitcoin returns and volatility

Aysan, Ahmet Faruk; Demir, Ender; Gozgor, Giray; Lau, … - In: Research in international business and finance 47 (2019), pp. 511-518

Persistent link: https://www.econbiz.de/10012135791

Geopolitical risks and movements in Islamic bond and equity markets : a note

Bouri, Elie; Demirer, Rıza; Gupta, Rangan; Marfatia, … - In: Defence and peace economics 30 (2019) 3, pp. 367-379

Persistent link: https://www.econbiz.de/10012200540

Do geopolitical risks from the economic powers dominate world gold return? : evidence from the quantile connectedness approach

Duc Hong Vo; Minh Phuoc-Bao Tran - In: Economic change & restructuring 56 (2023) 6, pp. 4661-4688

Persistent link: https://www.econbiz.de/10014490929

Exploring the influence of the geopolitical risks on the natural resource price volatility and correlation : evidence from DCC-MIDAS-X model

Liu, Han; Yang, Peng; He, Yongda; Oxley, Les; Guo, Pengwei - In: Energy economics 129 (2024), pp. 1-11

Persistent link: https://www.econbiz.de/10014558922

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

on monthly returns and volatility of several American commodity futures. By modeling volatility via an Exponential … volatility. Overall, our findings provide portfolio diversification benefits by showing how the impact of global GPRs, GPAs and …

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

Oil price volatility and the dynamic systematic risk in Kuwait's equity sector portfolio using the Kalman filter approach

Alsarhan, Abdulwahab A.; Khalifa, Ahmed A. A.; Al-Titi, Omar - In: American journal of finance and accounting 3 (2013/14) 1, pp. 24-40

Persistent link: https://www.econbiz.de/10010403324

Economic policy uncertainty, oil price volatility and stock market returns : evidence from a nonlinear model

Liu, Xiaojun; Wang, Yunyuan; Du, Wanying; Ma, Yong - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-13

Persistent link: https://www.econbiz.de/10013539015

Uncertainties and oil price volatility : can lasso help?

Li, Xinyu; Wu, Meng; Yuan, Luqi; Xiao, Meng; Zhong, Ronghao - In: Finance research letters 61 (2024), pp. 1-6

Persistent link: https://www.econbiz.de/10014490629

Is risk the fuel of the business cycle? : financial frictions and oil market disturbances

Schult, Christoph - Leibniz-Institut für Wirtschaftsforschung Halle - 2024

shocks and risk shocks working through credit market frictions. The findings of this analysis indicate that risk shocks play …

Persistent link: https://www.econbiz.de/10014474905