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The asymmetric effect of geopolitical risk on China's crude oil prices: New evidence from a QARDL approach
16 references·1 citing·53 second hopsampled
The asymmetric effect of geopolitical risk on China's crude oil prices: New evidence from a QARDL approach (2023)The asymmetric effect of geopolitical ris…The interrelationship between the carbon market and the green bonds market: Evidence from wavelet quantile-on-quantile method (2022)The interrelationship between…Measuring Geopolitical Risk (2022)Measuring Geopolitical RiskImpact of climate policy uncertainty on traditional energy and green markets: Evidence from time-varying granger tests (2022)Impact of climate policy unce…Does geopolitical risk matter for global asset returns? Evidence from quantile-on-quantile regression (2022)Does geopolitical risk matter…Asymmetric effects of decomposed oil-price shocks on the EU carbon market dynamics (2022)Asymmetric effects of decompo…Asymmetric effects of climate policy uncertainty, infectious diseases-related uncertainty, crude oil volatility, and geopolitical risks on green bond prices (2022)Asymmetric effects of climate…Time-varying geopolitical risk and oil prices (2021)Time-varying geopolitical ris…The linkage between clean energy stocks and the fluctuations in oil price and financial stress in the US and Europe? Evidence from QARDL approach (2021)The linkage between clean ene…Time-Varying Impact of Geopolitical Risks on Oil Prices (2019)Time-Varying Impact of Geopol…The role of globalization in energy consumption: A quantile cointegrating regression approach (2018)The role of globalization in …Oil price shocks, economic policy uncertainty and industry stock returns in China: Asymmetric effects with quantile regression (2017)Oil price shocks, economic po…How does investor attention affect international crude oil prices? (2017)How does investor attention a…The heterogeneity dependence between crude oil price changes and industry stock market returns in China: Evidence from a quantile regression approach (2016)The heterogeneity dependence …Quantile cointegration in the autoregressive distributed-lag modeling framework (2015)Quantile cointegration in the…Nonlinear causality between crude oil price and exchange rate: A comparative study of China and India (2015)Nonlinear causality between c…Energy consumption and economic growth nexus in Tanzania: An ARDL bounds testing approach (2008)Energy consumption and econom…Investor sentiment or information content? A simple test for investor sentiment proxies (2024)Investor sentiment or informa…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Bounds testing approaches to the analysis of level relationships (2001)CO2 emissions, energy consumption and economic growth nexus in MENA countries: Evidence from simultaneous equations models (2013)On the causal dynamics between economic growth, renewable energy consumption, CO 2 emissions and trade openness: Fresh evidence from BRICS countries (2014)Institutional quality, green innovation and energy efficiency (2019)Biases in Dynamic Models with Fixed Effects (1981)Dynamic panels with threshold effect and endogeneity (2016)Revisiting the role of renewable and non-renewable energy consumption on Turkey’s ecological footprint: Evidence from Quantile ARDL approach (2020)Investigate the role of technology innovation and renewable energy in reducing transport sector CO 2 emission in China: A path toward sustainable development (2021)Oil and the Macroeconomy since World War II (1983)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Dependence changes between the carbon price and its fundamentals: A quantile regression approach (2017)Volatility spillovers between crude oil and Chinese sectoral equity markets: Evidence from a frequency dynamics perspective (2019)The anthropogenic consequences of energy consumption in E7 economies: Juxtaposing roles of renewable, coal, nuclear, oil and gas energy: Evidence from panel quantile method (2021)Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)The Impact of Uncertainty Shocks (2009)Asymmetric impacts of oil price uncertainty on Chinese stock returns under different market conditions: Evidence from oil volatility index (2018)Do the emerging stock markets react to international economic policy uncertainty, geopolitical risk and financial stress alike? (2019)Asymmetric effects of geopolitical risks on energy returns and volatility under different market conditions (2020)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Does globalization affect growth? Evidence from a new index of globalization (2006)The effects of green growth, environmental-related tax, and eco-innovation towards carbon neutrality target in the US economy (2021)Globalization and renewable energy use: how are they contributing to upsurge the CO2 emissions? A global perspective (2022)The impact of geopolitical risks on renewable energy demand in OECD countries (2023)Irreversibility, Uncertainty, and Cyclical Investment (1980)Does geopolitical risk strengthen or depress oil prices and financial liquidity? Evidence from Saudi Arabia (2019)Connectedness between geopolitical risk, financial instability indices and precious metals markets: Novel findings from Russia Ukraine conflict perspective (2022)Do geopolitical events transmit opportunity or threat to green markets? Decomposed measures of geopolitical risks (2022)Oil prices, US stock return, and the dependence between their quantiles (2015)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Corporate green bonds (2021)Asymmetric causality of economic policy uncertainty and oil volatility index on time-varying nexus of the clean energy, carbon and green bond (2022)Gold or Bitcoin, which is the safe haven during the COVID-19 pandemic? (2022)Climate policy uncertainty and risks taken by the bank: Evidence from China (2023)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)The General Theory of Employment, Interest and Money. (1936)The Unprecedented Stock Market Reaction to COVID-19 (2020)Measuring Climate Policy Uncertainty (2021)Does climate policy uncertainty affect Chinese stock market volatility? (2022)Dynamic connectedness among climate change index, green financial assets and renewable energy markets: Novel evidence from sustainable development perspective (2022)Nonlinear effects of climate policy uncertainty and financial speculation on the global prices of oil and gas (2022)Testing for a Unit Root in Time Series Regression (1988)Statistical inference in vector autoregressions with possibly integrated processes (1995)Do Investors Care about Carbon Risk? (2019)Energy consumption within policy uncertainty: Considering the climate and economic factors (2023)Spillovers and connectedness among climate policy uncertainty, energy, green bond and carbon markets: A global perspective (2023)
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References

  • 2022Measuring Geopolitical Risk3,788 cited
  • 2008Energy consumption and economic growth nexus in Tanzania: An ARDL bounds testing approach761 cited
  • 2015Quantile cointegration in the autoregressive distributed-lag modeling framework520 cited
  • 2022Impact of climate policy uncertainty on traditional energy and green markets: Evidence from time-varying granger tests443 cited
  • 2017Oil price shocks, economic policy uncertainty and industry stock returns in China: Asymmetric effects with quantile regression304 cited
  • 2019Time-Varying Impact of Geopolitical Risks on Oil Prices259 cited
  • 2016The heterogeneity dependence between crude oil price changes and industry stock market returns in China: Evidence from a quantile regression approach236 cited
  • 2018The role of globalization in energy consumption: A quantile cointegrating regression approach236 cited
  • 2022The interrelationship between the carbon market and the green bonds market: Evidence from wavelet quantile-on-quantile method225 cited
  • 2022Asymmetric effects of climate policy uncertainty, infectious diseases-related uncertainty, crude oil volatility, and geopolitical risks on green bond prices187 cited
  • 2022Does geopolitical risk matter for global asset returns? Evidence from quantile-on-quantile regression186 cited
  • 2021The linkage between clean energy stocks and the fluctuations in oil price and financial stress in the US and Europe? Evidence from QARDL approach173 cited
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Nonlinear causality between crude oil price and exchange rate: A comparative study of China and India
149 cited
  • 2017How does investor attention affect international crude oil prices?102 cited
  • 2021Time-varying geopolitical risk and oil prices102 cited
  • 2022Asymmetric effects of decomposed oil-price shocks on the EU carbon market dynamics94 cited
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    • 2024Investor sentiment or information content? A simple test for investor sentiment proxies17 cited