The impact of geopolitical uncertainty on energy volatilityYang Liu, Liyan Han, Yang Xu2021-03-20articleInternational Review of Financial Analysis146 citationsclosedNo readable copy stored yet — this record is metadata only.Market Dynamics and VolatilityGlobal Energy Security and PolicyFinancial Risk and Volatility ModelingAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 146 citations exist upstream.References2016Measuring Economic Policy Uncertainty*2009Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market2007A Comprehensive Look at The Empirical Performance of Equity Premium Prediction1980AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING2007Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?1981Fractional Differencing2006Approximately normal tests for equal predictive accuracy in nested models2006Facts and Fantasies about Commodity FuturesCited by2022The time-varying effects of trade policy uncertainty and geopolitical risks shocks on the commodity market prices: Evidence from the TVP-VAR-SV approach2022Asymmetric effects of climate policy uncertainty, geopolitical risk, and crude oil prices on clean energy prices2023The impact of geopolitical risks on foreign exchange markets: Evidence from the Russia–Ukraine war2022Quantifying the extreme spillovers on worldwide ESG leaders' equity2024More is better? The impact of predictor choice on the INE oil futures volatility forecasting