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Does geopolitical risk matter in crude oil and stock markets? Evidence from disaggregated data
16 references·8 citing·41 second hop
Does geopolitical risk matter in crude oil and stock markets? Evidence from disaggregated data (2022)Does geopolitical risk matter in crude oi…Measuring Geopolitical Risk (2022)Measuring Geopolitical RiskCOVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach (2020)COVID-19 pandemic, oil prices…On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)On the network topology of va…Fluctuations in Uncertainty (2014)Fluctuations in UncertaintyBetter to give than to receive: Predictive directional measurement of volatility spillovers (2011)Better to give than to receiv…THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET* (2009)THE IMPACT OF OIL PRICE SHOCK…Do structural oil-market shocks affect stock prices? (2009)Do structural oil-market shoc…Oil price shocks and stock markets in the U.S. and 13 European countries (2008)Oil price shocks and stock ma…The Economic Costs of Conflict: A Case Study of the Basque Country (2003)The Economic Costs of Conflic…Oil price shocks and stock market activity (1999)Oil price shocks and stock ma…Generalized impulse response analysis in linear multivariate models (1998)Generalized impulse response …Oil and the Stock Markets (1996)Oil and the Stock MarketsImpulse response analysis in nonlinear multivariate models (1996)Impulse response analysis in …Energy shocks and financial markets (1996)Energy shocks and financial m…Why Does Stock Market Volatility Change Over Time? (1989)Why Does Stock Market Volatil…Why Does Stock Market Volatility Change Over Time? (1989)Why Does Stock Market Volatil…Understanding central bank responses to geopolitical risks: Evidence from the Fed and ECB (2025)Understanding central bank re…Investor sentiment and its implication on global financial markets: a systematic review of literature (2025)Investor sentiment and its im…Inflation returns. Revisiting the role of external and domestic shocks with Bayesian structural VAR (2024)Inflation returns. Revisiting…Geopolitical risk: An opportunity or a threat to the green bond market? (2024)Geopolitical risk: An opportu…Will geopolitical risks only inhibit corporate investment? Evidence from China (2023)Will geopolitical risks only …Risk spillovers across geopolitical risk and global financial markets (2023)Risk spillovers across geopol…Geopolitical risks, oil price shocks and inflation: Evidence from a TVP–SV–VAR approach (2023)Geopolitical risks, oil price…Food inflation and geopolitical risks: analyzing European regions amid the Russia-Ukraine war (2022)Food inflation and geopolitic…Stochastic Simulation (1987)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Stock Returns, Real Activity, Inflation, and Money (1981)What is an Oil Shock? (2000)Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries (2011)THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL (2013)Oil prices, US stock return, and the dependence between their quantiles (2015)Macroeconomics and Reality (1980)Dynamic Conditional Correlation (2002)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Generalized autoregressive conditional heteroskedasticity (1986)Testing for a Unit Root in Time Series Regression (1988)Economic Growth in a Cross Section of Countries (1991)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Poverty, Political Freedom, and the Roots of Terrorism (2006)Civil War (2010)Comparative Politics and the Synthetic Control Method (2014)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Expected stock returns and volatility (1987)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)ARCH modeling in finance (1992)The Cross‐Section of Volatility and Expected Returns (2006)Time to Build and Aggregate Fluctuations (1982)CEO Overconfidence and Corporate Investment (2005)The Impact of Uncertainty Shocks (2009)Policy Uncertainty and Corporate Investment (2015)Really Uncertain Business Cycles (2018)Estimation and Inference of Impulse Responses by Local Projections (2005)Measuring Economic Policy Uncertainty* (2016)Geopolitical risk and the systemic risk in the commodity markets under the war in Ukraine (2022)Russia–Ukraine crisis: The effects on the European stock market (2022)The impact of the Russian-Ukrainian war on global financial markets (2023)SRISK: A conditional capital shortfall measure of systemic risk (2017)
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References

  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
  • 2011Better to give than to receive: Predictive directional measurement of volatility spillovers5,798 cited
  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 2014On the network topology of variance decompositions: Measuring the connectedness of financial firms4,694 cited
  • 2003The Economic Costs of Conflict: A Case Study of the Basque Country4,514 cited
  • 2022Measuring Geopolitical Risk3,788 cited
  • 1989Why Does Stock Market Volatility Change Over Time?3,433 cited
  • 2014Fluctuations in Uncertainty2,098 cited
  • 2009THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET*1,837 cited
  • 1999Oil price shocks and stock market activity1,798 cited
  • 1996Oil and the Stock Markets1,611 cited
  • 2020COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach1,488 cited
  • 2008Oil price shocks and stock markets in the U.S. and 13 European countries1,264 cited
  • 1989Why Does Stock Market Volatility Change Over Time?1,209 cited
  • 1996Energy shocks and financial markets

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1,099 cited
  • 2009Do structural oil-market shocks affect stock prices?715 cited
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    • 2023Geopolitical risks, oil price shocks and inflation: Evidence from a TVP–SV–VAR approach105 cited
    • 2022Food inflation and geopolitical risks: analyzing European regions amid the Russia-Ukraine war82 cited
    • 2023Risk spillovers across geopolitical risk and global financial markets74 cited
    • 2024Geopolitical risk: An opportunity or a threat to the green bond market?47 cited
    • 2025Investor sentiment and its implication on global financial markets: a systematic review of literature35 cited
    • 2023Will geopolitical risks only inhibit corporate investment? Evidence from China30 cited
    • 2024Inflation returns. Revisiting the role of external and domestic shocks with Bayesian structural VAR24 cited
    • 2025Understanding central bank responses to geopolitical risks: Evidence from the Fed and ECB11 cited