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Time-varying impact of geopolitical risk on natural resources prices: Evidence from the hybrid TVP-VAR model with large system

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References

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2019What are the categories of geopolitical risks that could drive oil prices higher? Acts or threats?354 cited

Cited by

2023Do geopolitical risk, economic policy uncertainty, and oil implied volatility drive assets across quantiles and time-horizons?60 cited
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2024Energy imports in turbulent eras: Evidence from China58 cited
2023How do carbon, stock, and renewable energy markets interact: Evidence from Europe55 cited
2023Bubble behaviors in nickel price: What roles do geopolitical risk and speculation play?53 cited
2023Natural resources volatility and geopolitical risk: A novel perspective of oil and mineral rents using quantile-quantile regression for China12 cited
2024The dynamic nexus between economic policy uncertainty, geopolitical risk, and natural resource rents of ASEAN-5 countries: Insights from the novel Fourier augmented ARDL method (FAARDL)11 cited