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Which risks drive European natural gas bubbles? Novel evidence from geopolitics and climate
16 references·3 citing·44 second hop
Which risks drive European natural gas bubbles? Novel evidence from geopolitics and climate (2023)Which risks drive European natural gas bu…Measuring Geopolitical Risk (2022)Measuring Geopolitical RiskImpact of Russian-Ukraine war on clean energy, conventional energy, and metal markets: Evidence from event study approach (2022)Impact of Russian-Ukraine war…Geopolitical risk and dynamic connectedness between commodity markets (2022)Geopolitical risk and dynamic…Stock market development and economic growth: Empirical evidence from China (2017)Stock market development and …TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 (2015)TESTING FOR MULTIPLE BUBBLES:…Dating the timeline of financial bubbles during the subprime crisis (2011)Dating the timeline of financ…Are Coethnics More Effective Counterinsurgents? Evidence from the Second Chechen War (2010)Are Coethnics More Effective …ECONOMETRIC TESTS OF ASSET PRICE BUBBLES: TAKING STOCK* (2008)ECONOMETRIC TESTS OF ASSET PR…Pitfalls in Testing for Explosive Bubbles in Asset Prices (1991)Pitfalls in Testing for Explo…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Explosive Rational Bubbles in Stock Prices (1988)Explosive Rational Bubbles in…Asset Bubbles and Overlapping Generations (1985)Asset Bubbles and Overlapping…Stock Prices and Social Dynamics (1984)Stock Prices and Social Dynam…On the Possibility of Speculation under Rational Expectations (1982)On the Possibility of Specula…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Asset Prices in an Exchange Economy (1978)Asset Prices in an Exchange E…Energy imports in turbulent eras: Evidence from China (2024)Energy imports in turbulent e…The instability of U.S. economic policy: A hindrance or a stimulus to green financing? (2023)The instability of U.S. econo…Do precious metals hedge against global supply chain uncertainty? (2023)Do precious metals hedge agai…Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Cointegration and Tests of Present Value Models (1987)Testing for Speculative Bubbles in Stock Markets: A Comparison of Alternative Methods (2011)RETRACTED: Datestamping the Bitcoin and Ethereum bubbles (2017)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Ants, Rationality, and Recruitment (1993)Efficient market hypothesis and forecasting (2003)Asset returns and inflation (1977)Stock Returns and the Term Structure (1985)Noise (1986)Predicting returns in the stock and bond markets (1986)Good Day Sunshine: Stock Returns and the Weather (2003)Expected Stock Returns and Variance Risk Premia (2009)A Random Walk Down Wall Street (1973)Agreeing to Disagree (1976)RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)Asset Bubbles and Overlapping Generations (1985)Bubbles, Crashes, and Endogenous Expectations in Experimental Spot Asset Markets (1991)Investor Flows and the 2008 Boom/Bust in Oil Prices (2013)Time Series Analysis: Forecasting and Control (1977)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Trends and random walks in macroeconmic time series (1982)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)A simple panel unit root test in the presence of cross‐section dependence (2007)Rational Expectations and the Theory of Price Movements (1961)Aspects of the Theory of Risk-Bearing. (1966)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The equity premium: A puzzle (1985)Economic Forces and the Stock Market (1986)Efficient Capital Markets: II (1991)Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Testing for multiple bubbles: limit theory of real-time detectors: Testing for multiple bubbles (2015)Corn Cash Price Forecasting (2020)Estimation and Inference of Impulse Responses by Local Projections (2005)The Impact of Uncertainty Shocks (2009)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)Chapter 25 Government debt (1999)Asset Pricing under Asymmetric Information (2001)
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References

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  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 1978Asset Prices in an Exchange Economy5,057 cited
  • 2022Measuring Geopolitical Risk3,788 cited
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  • 2008ECONOMETRIC TESTS OF ASSET PRICE BUBBLES: TAKING STOCK*466 cited
  • 2022Geopolitical risk and dynamic connectedness between commodity markets352 cited
  • 2010Are Coethnics More Effective Counterinsurgents? Evidence from the Second Chechen War348 cited
  • 2022Impact of Russian-Ukraine war on clean energy, conventional energy, and metal markets: Evidence from event study approach334 cited

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  • 2017Stock market development and economic growth: Empirical evidence from China234 cited
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    • 2023Do precious metals hedge against global supply chain uncertainty?62 cited
    • 2024Energy imports in turbulent eras: Evidence from China58 cited
    • 2023The instability of U.S. economic policy: A hindrance or a stimulus to green financing?21 cited