Connectedness between geopolitical risk, financial instability indices and precious metals markets: Novel findings from Russia Ukraine conflict perspective
Precious metals and traditional energy prices are shaken by geopolitical tension, financial
instability, rising inflation, declining economic growth, and financial markets. In addition …
instability, rising inflation, declining economic growth, and financial markets. In addition …
Directional spillover effects and time-frequency nexus between oil, gold and stock markets: evidence from pre and during COVID-19 outbreak
The Covid-19 crisis has been spread rapidly throughout the world so far. However, how
deep and long the turbulence would depend on the success of solutions taken to deter the …
deep and long the turbulence would depend on the success of solutions taken to deter the …
Coronavirus and oil price crash
C Albulescu - arxiv preprint arxiv:2003.06184, 2020 - arxiv.org
Coronavirus (COVID-19) creates fear and uncertainty, hitting the global economy and
amplifying the financial markets volatility. The oil price reaction to COVID-19 was gradually …
amplifying the financial markets volatility. The oil price reaction to COVID-19 was gradually …
Capturing the dynamics of the China crude oil futures: Markov switching, co-movement, and volatility forecasting
The launch of the China's Shanghai International Energy Exchange (INE) oil futures market
in 2018 has shed new light on the role of China in international crude oil market …
in 2018 has shed new light on the role of China in international crude oil market …
Oil prices and real estate investment trusts (REITs): Gradual-shift causality and volatility transmission analysis
According to literature, oil price shocks and volatility can have sector-specific impacts in the
market. While these studies include most asset groups, the dynamic relationship between …
market. While these studies include most asset groups, the dynamic relationship between …
The asymmetric effects of oil price on sectoral Islamic stocks: new evidence from quantile-on-quantile regression approach
This study extends the existing literature by examining the impact of oil prices on the Dow
Jones (DJ) Islamic index and sectoral stock indices. In particular, enhanced empirical …
Jones (DJ) Islamic index and sectoral stock indices. In particular, enhanced empirical …
Do the emerging stock markets react to international economic policy uncertainty, geopolitical risk and financial stress alike?
We examine the effects of international (US based) economic policy uncertainty, geopolitical
risk and financial stress alike on the emerging stock markets. We consider 24 emerging …
risk and financial stress alike on the emerging stock markets. We consider 24 emerging …
The impact of geopolitical uncertainty on energy volatility
Energy and geopolitics have always been closely intertwined. In this paper, we empirically
investigate the impact of geopolitical uncertainty (GPR) as measured by Caldara and …
investigate the impact of geopolitical uncertainty (GPR) as measured by Caldara and …
Financial stress, economic policy uncertainty, and oil price uncertainty
The role of non-financial sector market fluctuations such as the role of oil price uncertainty
either on financial stability or on policy-related economic uncertainty has not been …
either on financial stability or on policy-related economic uncertainty has not been …
What do we know about oil prices and stock returns?
This paper is a survey of research on how oil prices affect stock returns. In the last couple of
decades there has been an upsurge in such research, suggesting that a stock take is timely …
decades there has been an upsurge in such research, suggesting that a stock take is timely …