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Geopolitical risk and the systemic risk in the commodity markets under the war in Ukraine
6 references·16 citing·39 second hopsampled
Geopolitical risk and the systemic risk in the commodity markets under the war in Ukraine (2022)Geopolitical risk and the systemic risk i…Measuring Geopolitical Risk (2022)Measuring Geopolitical RiskGeopolitical risk and dynamic connectedness between commodity markets (2022)Geopolitical risk and dynamic…Hedging geopolitical risk with precious metals (2020)Hedging geopolitical risk wit…Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices (2018)Time and frequency dynamics o…Global financial crisis and rising connectedness in the international commodity markets (2018)Global financial crisis and r…On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)On the network topology of va…ESG practices mitigating geopolitical risks: Implications for sustainable environmental management (2024)ESG practices mitigating geop…Time-frequency volatility connectedness between fossil energy and agricultural commodities: Comparing the COVID-19 pandemic with the Russia-Ukraine conflict (2023)Time-frequency volatility con…The impact of geopolitical risks on foreign exchange markets: Evidence from the Russia–Ukraine war (2023)The impact of geopolitical ri…The impact of geopolitical risk on CO2 emissions inequality: Evidence from 38 developed and developing economies (2023)The impact of geopolitical ri…Spillovers between green and dirty cryptocurrencies and socially responsible investments around the war in Ukraine (2023)Spillovers between green and …From climate risk to the returns and volatility of energy assets and green bonds: A predictability analysis under various conditions (2023)From climate risk to the retu…Asymmetric effects of geopolitical risks and uncertainties on green bond markets (2023)Asymmetric effects of geopoli…The Russo-Ukrainian war and financial markets: the role of dependence on Russian commodities (2022)The Russo-Ukrainian war and f…The Impacts of the Russia–Ukraine Invasion on Global Markets and Commodities: A Dynamic Connectedness among G7 and BRIC Markets (2022)The Impacts of the Russia–Ukr…Is Geopolitical Risk Priced in the Cross-Section of Cryptocurrency Returns? (2022)Is Geopolitical Risk Priced i…Impact of Russian-Ukraine war on clean energy, conventional energy, and metal markets: Evidence from event study approach (2022)Impact of Russian-Ukraine war…Geopolitical risk and the returns and volatility of global defense companies: A new race to arms? (2022)Geopolitical risk and the ret…Do all renewable energy stocks react to the war in Ukraine? Russo-Ukrainian conflict perspective (2022)Do all renewable energy stock…Connectedness between geopolitical risk, financial instability indices and precious metals markets: Novel findings from Russia Ukraine conflict perspective (2022)Connectedness between geopoli…Commodity price shocks related to the war in Ukraine and exchange rates of commodity exporters and importers (2022)Commodity price shocks relate…Causality of geopolitical risk on food prices: Considering the Russo–Ukrainian conflict (2022)Causality of geopolitical ris…Macroeconomics and Reality (1980)Generalized impulse response analysis in linear multivariate models (1998)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Information interdependence among energy, cryptocurrency and major commodity markets (2019)Oil price fluctuation, stock market and macroeconomic fundamentals: Evidence from China before and after the financial crisis (2019)Impulse response analysis in nonlinear multivariate models (1996)Extreme return connectedness and its determinants between clean/green and dirty energy investments (2020)Oil price shocks, geopolitical risks, and green bond market dynamics (2020)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Measuring Economic Policy Uncertainty* (2016)Geopolitical risk, climate risk and energy markets: A dynamic spillover analysis (2023)Estimation and Inference of Impulse Responses by Local Projections (2005)The Impact of Uncertainty Shocks (2009)Russia–Ukraine crisis: The effects on the European stock market (2022)Advancing green finance: a review of sustainable development (2023)The impact of the Russian-Ukrainian war on global financial markets (2023)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Global geopolitical risk and inflation spillovers across European and North American economies (2023)Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict (2023)What Moves Stock Prices? (1988)A Conflict-Cooperation Scale for WEIS Events Data (1992)Global Economic Consequence of Russian Invasion of Ukraine (2022)The impact of the Ukraine–Russia war on world stock market returns (2022)Spillover analysis across FinTech, ESG, and renewable energy indices before and during the Russia–Ukraine war: International evidence (2023)Reinvestigating the environmental Kuznets curve (EKC) of carbon emissions and ecological footprint in 147 countries: a matter of trade protectionism (2024)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Availability: A heuristic for judging frequency and probability (1973)Event Studies in Economics and Finance (1997)Exploring downside risk dependence across energy markets: Electricity, conventional energy, carbon, and clean energy during episodes of market crises (2023)Uncertainty about Government Policy and Stock Prices (2012)A step towards sustainable development: role of green energy and environmental innovation (2023)Role of circular economy, energy transition, environmental policy stringency, and supply chain pressure on CO2 emissions in emerging economies (2023)Impact of different geopolitical factors on the energy transition: The role of geopolitical threats, geopolitical acts, and geopolitical risks (2024)SRISK: A conditional capital shortfall measure of systemic risk (2017)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)Dynamic connectedness among climate change index, green financial assets and renewable energy markets: Novel evidence from sustainable development perspective (2022)RETRACTED: Exploring the dynamic connectedness among energy transition and its drivers: Understanding the moderating role of global geopolitical risk (2023)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 2014On the network topology of variance decompositions: Measuring the connectedness of financial firms4,694 cited
  • 2022Measuring Geopolitical Risk3,788 cited
  • 2018Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices643 cited
  • 2018Global financial crisis and rising connectedness in the international commodity markets382 cited
  • 2020Hedging geopolitical risk with precious metals361 cited
  • 2022Geopolitical risk and dynamic connectedness between commodity markets352 cited

Cited by

  • 2022Impact of Russian-Ukraine war on clean energy, conventional energy, and metal markets: Evidence from event study approach334 cited
  • 2022Connectedness between geopolitical risk, financial instability indices and precious metals markets: Novel findings from Russia Ukraine conflict perspective257 cited
  • 2022The Russo-Ukrainian war and financial markets: the role of dependence on Russian commodities184 cited
  • 2022Causality of geopolitical risk on food prices: Considering the Russo–Ukrainian conflict180 cited
  • 2022The Impacts of the Russia–Ukraine Invasion on Global Markets and Commodities: A Dynamic Connectedness among G7 and BRIC Markets173 cited
  • 2023Asymmetric effects of geopolitical risks and uncertainties on green bond markets151 cited
  • 2023From climate risk to the returns and volatility of energy assets and green bonds: A predictability analysis under various conditions

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112 cited
  • 2022Commodity price shocks related to the war in Ukraine and exchange rates of commodity exporters and importers106 cited
  • 2023Spillovers between green and dirty cryptocurrencies and socially responsible investments around the war in Ukraine98 cited
  • 2023The impact of geopolitical risks on foreign exchange markets: Evidence from the Russia–Ukraine war98 cited
  • 2022Geopolitical risk and the returns and volatility of global defense companies: A new race to arms?97 cited
  • 2023The impact of geopolitical risk on CO2 emissions inequality: Evidence from 38 developed and developing economies94 cited
  • 2023Time-frequency volatility connectedness between fossil energy and agricultural commodities: Comparing the COVID-19 pandemic with the Russia-Ukraine conflict92 cited
  • 2024ESG practices mitigating geopolitical risks: Implications for sustainable environmental management89 cited
  • 2022Do all renewable energy stocks react to the war in Ukraine? Russo-Ukrainian conflict perspective86 cited
  • 2022Is Geopolitical Risk Priced in the Cross-Section of Cryptocurrency Returns?85 cited