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Hedging Geopolitical Risks with Different Asset Classes: A Focus on the Russian Invasion of Ukraine
16 references·16 citing·43 second hopsampled
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Evidence from quantile-on-quantile regression (2022)Does geopolitical risk matter…When bad news is good news: Geopolitical risk and the cross-section of emerging market stock returns (2021)When bad news is good news: G…Oil price shocks, geopolitical risks, and green bond market dynamics (2020)Oil price shocks, geopolitica…Hedging geopolitical risk with precious metals (2020)Hedging geopolitical risk wit…Geopolitical risk and renewable energy stock markets: An insight from multiscale dynamic risk spillover (2020)Geopolitical risk and renewab…Geopolitical Risk and Volatility Spillovers in Oil and Stock Markets (2019)Geopolitical Risk and Volatil…Forecasting realized gold volatility: Is there a role of geopolitical risks? 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References

  • 2016Measuring Economic Policy Uncertainty*12,311 cited
  • 2022Measuring Geopolitical Risk3,788 cited
  • 2022The impact of the Ukraine–Russia war on world stock market returns569 cited
  • 2022Heterogeneous impacts of wars on global equity markets: Evidence from the invasion of Ukraine522 cited
  • 2018Effects of the geopolitical risks on Bitcoin returns and volatility399 cited
  • 2020Hedging geopolitical risk with precious metals361 cited
  • 2020Oil price shocks, geopolitical risks, and green bond market dynamics342 cited
  • 2015International economic policy uncertainty and stock prices: Wavelet approach329 cited
  • 2004Financial markets and terrorism293 cited
  • 2008The price of terror: The effects of terrorism on stock market returns and volatility289 cited
  • 2009Research in International Business and Finance287 cited
  • 2019Geopolitical Risk and Volatility Spillovers in Oil and Stock Markets274 cited
  • 2022Does geopolitical risk matter for global asset returns? Evidence from quantile-on-quantile regression186 cited
  • 2020Geopolitical risk and renewable energy stock markets: An insight from multiscale dynamic risk spillover179 cited
  • 2021When bad news is good news: Geopolitical risk and the cross-section of emerging market stock returns

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158 cited
  • 2019Forecasting realized gold volatility: Is there a role of geopolitical risks?127 cited
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    • 2022The Impacts of the Russia–Ukraine Invasion on Global Markets and Commodities: A Dynamic Connectedness among G7 and BRIC Markets173 cited
    • 2023Asymmetric impacts of geopolitical risk on stock markets: A comparative analysis of the E7 and G7 equities during the Russian-Ukrainian conflict115 cited
    • 2022Asymmetric effects of geopolitical risk on major currencies: Russia-Ukraine tensions113 cited
    • 2024Geopolitical risk and stock prices104 cited
    • 2023The impact of geopolitical risks on foreign exchange markets: Evidence from the Russia–Ukraine war98 cited
    • 2023Critical metals in uncertainty: How Russia-Ukraine conflict drives their prices?90 cited
    • 2022Is Geopolitical Risk Priced in the Cross-Section of Cryptocurrency Returns?85 cited
    • 2023EU sectoral stocks amid geopolitical risk, market sentiment, and crude oil implied volatility: An asymmetric analysis of the Russia-Ukraine tensions82 cited
    • 2023Border disputes, conflicts, war, and financial markets research: A systematic review75 cited
    • 2023Extreme return and volatility connectedness among real estate tokens, REITs, and other assets: The role of global factors and portfolio implications69 cited
    • 2023Interconnectivity among cryptocurrencies, NFTs, and DeFi: Evidence from the Russia-Ukraine conflict61 cited
    • 2023Effect of Russia–Ukraine war sentiment on blockchain and FinTech stocks61 cited
    • 2023Blockchain, sport and fan tokens44 cited
    • 2023Green finance and economic resilience: Investigating the nexus with natural resources through econometric analysis41 cited
    • 2022What do border disputes cost? Evidence from an emerging market33 cited
    • 2023Studies in Economics and Finance33 cited