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Impact of geopolitical risks on investor attention and speculation in the oil market: Evidence from nonlinear and time-varying analysis
16 references·0 citing·55 second hopsampled
Impact of geopolitical risks on investor attention and speculation in the oil market: Evidence from nonlinear and time-varying analysis (2022)Impact of geopolitical risks on investor …What are the categories of geopolitical risks that could drive oil prices higher? Acts or threats? (2019)What are the categories of ge…Geopolitical risk and oil volatility: A new insight (2019)Geopolitical risk and oil vol…Measuring Geopolitical Risk (2018)Measuring Geopolitical RiskGeopolitical risks and stock market dynamics of the BRICS (2018)Geopolitical risks and stock …Oil price shocks, economic policy uncertainty and industry stock returns in China: Asymmetric effects with quantile regression (2017)Oil price shocks, economic po…Geopolitical risks and the oil-stock nexus over 1899–2016 (2017)Geopolitical risks and the oi…A Model of Financialization of Commodities (2016)A Model of Financialization o…Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003–2008? (2012)Did Unexpectedly Strong Econo…Time-Varying Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications (2011)Time-Varying Parameter VAR Mo…In Search of Attention (2011)In Search of AttentionNot All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Not All Oil Price Shocks Are …Striking oil: Another puzzle? (2008)Striking oil: Another puzzle?A new statistic and practical guidelines for nonparametric Granger causality testing (2006)A new statistic and practical…Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Time Varying Structural Vecto…Some recent development in a concept of causality (1988)Some recent development in a …Oil and the Macroeconomy since World War II (1983)Oil and the Macroeconomy sinc…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Macroeconomics and Reality (1980)Comparing alternative tests of causality in temporal systems (1983)Oil price shocks and stock market activity (1999)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Systematic Monetary Policy and the Effects of Oil Price Shocks (1997)What is an Oil Shock? 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Time-series evidence from 16 countries (1996)The long-run and causal analysis of energy, growth, openness and financial development on carbon emissions in Turkey (2012)Determinants of CO2 emissions in the European Union: The role of renewable and non-renewable energy (2016)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)A test for independence based on the correlation dimension (1996)Causality detection based on information-theoretic approaches in time series analysis (2007)Oil price shocks and stock market activities: Evidence from oil-importing and oil-exporting countries (2013)Wavelet-based test of co-movement and causality between oil and renewable energy stock prices (2016)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)Effects of the geopolitical risks on Bitcoin returns and volatility (2018)Oil price shocks, geopolitical risks, and green bond market dynamics (2020)Research on the Impact of Geopolitical Instability on Russian Trade (2024)Investment under Uncertainty (1994)The Impact of Uncertainty Shocks (2009)Measuring Economic Policy Uncertainty* (2016)Herding behaviour in cryptocurrencies (2018)COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach (2020)Value and Capital (1939)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Uncertainty about Government Policy and Stock Prices (2012)Do ETFs Increase Volatility? (2014)Financialization, distance and global food politics (2014)New Evidence on the Financialization of Commodity Markets (2014)Economic Forces and the Stock Market (1986)Expected stock returns and volatility (1987)A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)New evidence on oil price and firm returns (2011)Oil Prices and the Stock Market (2012)Forecasting Stock Returns (2013)Risk, Return, and Equilibrium: Empirical Tests (1973)Common risk factors in the returns on stocks and bonds (1993)Investor Sentiment and the Cross‐Section of Stock Returns (2006)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)Wisdom of Crowds: The Value of Stock Opinions Transmitted Through Social Media (2014)Carbon Tail Risk (2018)Econometric policy evaluation: A critique (1976)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Were There Regime Switches in U.S. Monetary Policy? (2006)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)
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References

  • 2009Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market4,704 cited
  • 1983Oil and the Macroeconomy since World War II3,892 cited
  • 2011In Search of Attention3,124 cited
  • 2005Time Varying Structural Vector Autoregressions and Monetary Policy3,044 cited
  • 1988Some recent development in a concept of causality2,982 cited
  • 2006A new statistic and practical guidelines for nonparametric Granger causality testing964 cited
  • 2008Striking oil: Another puzzle?616 cited
  • 2018Measuring Geopolitical Risk596 cited
  • 2016A Model of Financialization of Commodities594 cited
  • 2018Geopolitical risks and stock market dynamics of the BRICS485 cited
  • 2017Geopolitical risks and the oil-stock nexus over 1899–2016413 cited
  • 2011Time-Varying Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications402 cited
  • 2012Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003–2008?370 cited
  • 2019What are the categories of geopolitical risks that could drive oil prices higher? Acts or threats?354 cited
  • 2017Oil price shocks, economic policy uncertainty and industry stock returns in China: Asymmetric effects with quantile regression

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304 cited
  • 2019Geopolitical risk and oil volatility: A new insight302 cited
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