Asymmetric effects of geopolitical risks and uncertainties on green bond markets
This paper examines the asymmetric effects of the United States Economic Policy
Uncertainty (USEPU), Geopolitical Threats (GPRT), Geopolitical Acts (GPRA), and the West …
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
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 …
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
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 …
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
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 …
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
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 …
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
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 …
financial impact of the Russian-Ukrainian conflict-induced geopolitical risk (GPR) on the top …
Effects of the geopolitical risks on Bitcoin returns and volatility
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 …
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 …
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
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 …
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
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 …
interest rate, and global exchange rate affect Islamic and conventional securities. For …