Gold-oil dependence dynamics and the role of geopolitical risks: Evidence from a Markov-switching time-varying copula model
Sign Up to like & getrecommendations! Published in 2020 at "Energy Economics"
DOI: 10.1016/j.eneco.2020.104748
Abstract: Abstract This paper examines the dependence structure and dynamics between gold and oil prices. Specifically, we study the hedge and safe haven ability of gold for oil prices using daily gold prices and West Texas… read more here.
Keywords: geopolitical risks; gold oil; oil; dependence ... See more keywords
Structure dependence between oil and agricultural commodities returns: The role of geopolitical risks
Sign Up to like & getrecommendations! Published in 2020 at "Energy"
DOI: 10.1016/j.energy.2020.119584
Abstract: The link between energy and agricultural markets have been studied extensively in the last two decades. Nonetheless, the literature fails to consider the effects of geopolitical risks (GPRs), geopolitical risks due to acts and GPRs… read more here.
Keywords: geopolitical risks; dependence oil; oil; agricultural commodities ... See more keywords
Forecasting geopolitical risks: Oceans as source of instability
Sign Up to like & getrecommendations! Published in 2017 at "Marine Policy"
DOI: 10.1016/j.marpol.2016.10.009
Abstract: Abstract The publication of reports on geo-political risks in the world sponsored by intelligence agencies, university institutes and think tanks are valuable instruments in societies that are being increasingly exposed to the effects of globalisation.… read more here.
Keywords: geopolitical risks; source; forecasting geopolitical; political risks ... See more keywords
Geopolitical risks, institutional environment, and food price inflation
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DOI: 10.1080/00036846.2024.2386853
Abstract: ABSTRACT This study investigates the relationship between heightened geopolitical risks and food price inflation using a panel data model that includes 33 countries from 2001 to 2020. Key findings show that geopolitical risks significantly raise… read more here.
Keywords: price inflation; geopolitical risks; food; food price ... See more keywords
Time-Varying Impact of Geopolitical Risks on Oil Prices
Sign Up to like & getrecommendations! Published in 2019 at "Defence and Peace Economics"
DOI: 10.1080/10242694.2018.1563854
Abstract: ABSTRACT This paper analyses the dynamic impact of geopolitical risks (GPRs) on real oil returns for the period February 1974 to August 2017, using a time-varying parameter structural vector autoregressive (TVP-SVAR) model. Besides the two… read more here.
Keywords: time varying; oil prices; impact geopolitical; oil ... See more keywords
The dynamic connectedness among infectious diseases, geopolitical risks, cryptocurrency, and commodity markets: Evidence from a partial and multiple wavelet analysis
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DOI: 10.1371/journal.pone.0324599
Abstract: This study investigates the co-movements between prominent financial assets—crude oil, natural gas, gold, and Bitcoin—and uncertainty indices, including the Infectious Disease Equity Market Volatility Tracker (IDEMV) and the Geopolitical Risk Index (GPR), from January 2017… read more here.
Keywords: natural gas; multiple wavelet; geopolitical risks; wavelet ... See more keywords
Time-varying causality between tourist arrivals and geopolitical risks: evidence from Türkiye
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DOI: 10.1556/032.2025.00097
Abstract: This study aims to investigate whether tourist arrivals in Türkiye, one of the world's most popular tourist destinations, are influenced by geopolitical risks. Thus, the study offers implications for the basic hypothesis that geopolitical risks… read more here.
Keywords: tourist arrivals; geopolitical risks; causality; time varying ... See more keywords
Geopolitical Risk and Country-Level CO2 Emissions: A Deep Learning Approach Comparing LSTM, CNN and ConvLSTM
Sign Up to like & getrecommendations! Published in 2025 at "International Journal of Energy Economics and Policy"
DOI: 10.32479/ijeep.17764
Abstract: The investigation in this research employs advanced deep learning methods to analyze the bidirectional relationship between geopolitical risks and CO2 emissions in China, India, and the USA across the timeframe of 1990 to 2019. Data… read more here.
Keywords: deep learning; country; geopolitical risks; co2 emissions ... See more keywords
Navigating Geopolitical Risks: Deciphering the Greenium and Market Dynamics of Green Bonds in China
Sign Up to like & getrecommendations! Published in 2024 at "Sustainability"
DOI: 10.3390/su16156354
Abstract: This study investigates whether green bonds have an issuance cost advantage over conventional bonds (greenium), examines the impact of geopolitical risks on their price dynamics, and explores the industry-specific effects of such risks in the… read more here.
Keywords: green bonds; market; bonds china; geopolitical risks ... See more keywords