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Geopolitical Risk and Volatility Spillovers in Oil and Stock Markets · Study

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ArticleGeopolitical Risk and Volatility Spillovers in Oil and Stock Markets

Lee A. Smales2019

OA

Articlegreen2019

Geopolitical Risk and Volatility Spillovers in Oil and Stock Markets

274 citations·0/0 files stored·The Quarterly Review of Economics and Finance

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Market Dynamics and Volatility Financial Risk and Volatility Modeling COVID-19 Pandemic Impacts

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References

1986Generalized autoregressive conditional heteroskedasticity 2016Measuring Economic Policy Uncertainty*1991Conditional Heteroskedasticity in Asset Returns: A New Approach 1986Economic Forces and the Stock Market 2007Giving Content to Investor Sentiment: The Role of Media in the Stock Market 2013Political uncertainty and risk premia 1999Oil price shocks and stock market activity 1996Oil and the Stock Markets

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Details

Year2019

Typearticle

Published2019-01-01

VenueThe Quarterly Review of Economics and Finance

ISSN-L1062-9769

Languageen

Citations274

Files0 public / 0

ShelfMarket Dynamics and Volatility

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doi10.1016/j.qref.2021.03.008

openalex_workW3136228055

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2019

Uncertainty and crude oil market volatility: new evidence

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2022Asymmetric effects of climate policy uncertainty, geopolitical risk, and crude oil prices on clean energy prices