Asymmetric effects of geopolitical risks and uncertainties on green bond markets

Y Tang, XH Chen, PK Sarker, S Baroudi - Technological Forecasting and …, 2023 - Elsevier
This paper examines the asymmetric effects of the United States Economic Policy
Uncertainty (USEPU), Geopolitical Threats (GPRT), Geopolitical Acts (GPRA), and the West …

[HTML][HTML] Do geopolitical events transmit opportunity or threat to green markets? Decomposed measures of geopolitical risks

K Sohag, S Hammoudeh, AH Elsayed, O Mariev… - Energy Economics, 2022 - Elsevier
The growth of clean energies and technologies requires a sound financial market, while
equity and bond markets are exposed to geopolitical risks. We investigate the response of …

[HTML][HTML] Hedging geopolitical risks with different asset classes: A focus on the Russian invasion of Ukraine

B Będowska-Sójka, E Demir, A Zaremba - Finance Research Letters, 2022 - Elsevier
We examine the hedging properties of different asset classes as impacted by the Russian
invasion of Ukraine in 2022. We employ wavelet coherence analysis to study the impact of …

The causal relationship between green finance and geopolitical risk: implications for environmental management

D Zhang, XH Chen, CKM Lau, Y Cai - Journal of Environmental …, 2023 - Elsevier
This study investigates the time-varying causal relationship between geopolitical risk and
green finance during the period of 1 March 2012–February 16, 2022. By using the novel …

Oil price shocks, geopolitical risks, and green bond market dynamics

CC Lee, CC Lee, YY Li - The North American Journal of Economics and …, 2021 - Elsevier
This research explores the causal relation among oil price, geopolitical risks, and green
bond index in the United States from December 2013 to January 2019. Unlike the …

Asymmetric impacts of geopolitical risk on stock markets: A comparative analysis of the E7 and G7 equities during the Russian-Ukrainian conflict

A Bossman, M Gubareva - Heliyon, 2023 - cell.com
In a nonparametric quantile-on-quantile regression model, we analyze the asymmetric
financial impact of the Russian-Ukrainian conflict-induced geopolitical risk (GPR) on the top …

Effects of the geopolitical risks on Bitcoin returns and volatility

AF Aysan, E Demir, G Gozgor, CKM Lau - Research in International …, 2019 - Elsevier
This paper investigates the predictive power of global geopolitical risks (GPR) index on daily
returns and price volatility of Bitcoin over the period July 18, 2010–May 31, 2018 …

The roles of oil shocks and geopolitical uncertainties on China's green bond returns

CC Lee, H Tang, D Li - Economic Analysis and Policy, 2022 - Elsevier
This research assesses the linkages among oil shocks, geopolitical uncertainties, and green
bond returns based on a structural vector autoregression framework for China from January …

The effect of oil implied volatility and geopolitical risk on GCC stock sectors under various market conditions

E Bouri, R Hammoud, C Abou Kassm - Energy Economics, 2023 - Elsevier
The importance of crude oil volatility and geopolitical risk for stock pricing is well known in
both developed and emerging economies, but is relatively understudied in major oil …

Do geopolitical oil price risk, global macroeconomic fundamentals relate Islamic and conventional stock market? Empirical evidence from QARDL approach

K Abbass, A Sharif, H Song, MT Ali, F Khan, N Amin - Resources Policy, 2022 - Elsevier
This study examines how the geopolitical oil price risk index, global gold price, global
interest rate, and global exchange rate affect Islamic and conventional securities. For …