SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Geopolitical risk and stock market volatility: A global perspective
11 references·9 citing·51 second hop
Geopolitical risk and stock market volatility: A global perspective (2022)Geopolitical risk and stock market volati…Measuring Geopolitical Risk (2022)Measuring Geopolitical RiskGeopolitical risk and oil volatility: A new insight (2019)Geopolitical risk and oil vol…Forecasting crude oil prices with a large set of predictors: Can LASSO select powerful predictors? (2019)Forecasting crude oil prices …Oil and the short-term predictability of stock return volatility (2018)Oil and the short-term predic…Good Volatility, Bad Volatility: Signed Jumps and The Persistence of Volatility (2015)Good Volatility, Bad Volatili…The Impact of Uncertainty Shocks (2009)The Impact of Uncertainty Sho…Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Not All Oil Price Shocks Are …The price of terror: The effects of terrorism on stock market returns and volatility (2008)The price of terror: The effe…Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility (2007)Roughing It Up: Including Jum…Approximating the bias of the LSDV estimator for dynamic unbalanced panel data models (2005)Approximating the bias of the…Macroeconomic consequences of terror: theory and the case of Israel (2004)Macroeconomic consequences of…Sustainable investments in volatile times: Nexus of climate change risk, ESG practices, and market volatility (2024)Sustainable investments in vo…Geopolitical risk exposure and stock returns: Evidence from China (2024)Geopolitical risk exposure an…Geopolitical risk and cash holdings: evidence from an emerging economy (2024)Geopolitical risk and cash ho…Executive characteristics as moderators: Exploring the impact of geopolitical risk on capital structure decisions (2024)Executive characteristics as …Digital financial inclusion, the belt and road initiative, and the Paris agreement: Impacts on energy transition grid costs (2024)Digital financial inclusion, …The impact of geopolitical risks on foreign exchange markets: Evidence from the Russia–Ukraine war (2023)The impact of geopolitical ri…Geopolitical risk, economic policy uncertainty, and bank stability in BRICS countries (2023)Geopolitical risk, economic p…Geopolitical risk and stock price crash risk: The mitigating role of ESG performance (2023)Geopolitical risk and stock p…Forecasting stock market volatility with various geopolitical risks categories: New evidence from machine learning models (2023)Forecasting stock market vola…Uncertain Lifetime, Life Insurance, and the Theory of the Consumer (1965)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)The political economy of terrorism (2006)CALCULATING TRAGEDY: ASSESSING THE COSTS OF TERRORISM (2007)The Political Economy of Terrorism (2011)Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances (1992)Multivariate Simultaneous Generalized ARCH (1995)Geopolitical Risk and Volatility Spillovers in Oil and Stock Markets (2019)What We Have Learned about Terrorism since 9/11 (2019)Do geopolitical events transmit opportunity or threat to green markets? Decomposed measures of geopolitical risks (2022)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Comparing Predictive Accuracy (1994)Does Anything Beat 5-Minute RV? A Comparison of Realized Measures Across Multiple Asset Classes (2012)Economic policy uncertainty and stock market volatility (2015)Good and bad uncertainty: Macroeconomic and financial market implications (2015)Atheoretical macroeconometrics: A critique (1985)Systematic Monetary Policy and the Effects of Oil Price Shocks (1997)THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET* (2009)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)Biases in Dynamic Models with Fixed Effects (1981)Estimating dynamic panel data models: a guide for macroeconomists (1999)Econometric Analysis of Cross Section and Panel Data (2001)Estimation and Inference in Dynamic Unbalanced Panel-data Models with a Small Number of Individuals (2005)The impact of urbanization on CO2 emissions: Evidence from developing countries (2011)Estimating dynamic panel models in corporate finance (2012)Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)The Impact of Uncertainty Shocks (2007)Measuring Uncertainty (2015)Investor Sentiment and the Cross‐Section of Stock Returns (2006)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Forecasting oil price volatility: Forecast combination versus shrinkage method (2019)Volatility of clean energy and natural gas, uncertainty indices, and global economic conditions (2022)Grid search with a weighted error function: Hyper-parameter optimization for financial time series forecasting (2024)A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return (1987)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Measuring Economic Policy Uncertainty* (2016)Asymmetric effects of geopolitical risks on energy returns and volatility under different market conditions (2020)Connectedness between geopolitical risk, financial instability indices and precious metals markets: Novel findings from Russia Ukraine conflict perspective (2022)Option pricing when underlying stock returns are discontinuous (1976)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)Modeling and Forecasting Realized Volatility (2003)Expected Stock Returns and Variance Risk Premia (2009)The VIX, the variance premium and stock market volatility (2014)Estimation and Inference of Impulse Responses by Local Projections (2005)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)
this work references cited by second hop

References

  • 2009The Impact of Uncertainty Shocks5,941 cited
  • 2009Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market4,637 cited
  • 2022Measuring Geopolitical Risk3,788 cited
  • 2007Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility1,448 cited
  • 2005Approximating the bias of the LSDV estimator for dynamic unbalanced panel data models1,027 cited
  • 2015Good Volatility, Bad Volatility: Signed Jumps and The Persistence of Volatility772 cited
  • 2004Macroeconomic consequences of terror: theory and the case of Israel504 cited
  • 2019Geopolitical risk and oil volatility: A new insight302 cited
  • 2019Forecasting crude oil prices with a large set of predictors: Can LASSO select powerful predictors?290 cited
  • 2008The price of terror: The effects of terrorism on stock market returns and volatility289 cited
  • 2018Oil and the short-term predictability of stock return volatility213 cited

Cited by

  • 2023Geopolitical risk and stock price crash risk: The mitigating role of ESG performance118 cited
  • 2023The impact of geopolitical risks on foreign exchange markets: Evidence from the Russia–Ukraine war98 cited
  • 2024Sustainable investments in volatile times: Nexus of climate change risk, ESG practices, and market volatility

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

81 cited
  • 2023Forecasting stock market volatility with various geopolitical risks categories: New evidence from machine learning models63 cited
  • 2023Geopolitical risk, economic policy uncertainty, and bank stability in BRICS countries41 cited
  • 2024Digital financial inclusion, the belt and road initiative, and the Paris agreement: Impacts on energy transition grid costs39 cited
  • 2024Geopolitical risk exposure and stock returns: Evidence from China37 cited
  • 2024Executive characteristics as moderators: Exploring the impact of geopolitical risk on capital structure decisions23 cited
  • 2024Geopolitical risk and cash holdings: evidence from an emerging economy20 cited