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Dependence structures among geopolitical risks, energy prices, and carbon emissions prices
16 references·8 citing·37 second hop
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References

  • 2011Better to give than to receive: Predictive directional measurement of volatility spillovers6,033 cited
  • 2011On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms4,943 cited
  • 2022Measuring Geopolitical Risk4,303 cited
  • 2008Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets3,380 cited
  • 2018Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk*1,891 cited
  • 2020Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions1,690 cited
  • 2018Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks989 cited
  • 2008Price drivers and structural breaks in European carbon prices 2005–2007725 cited
  • 2022Climate policy uncertainty and firm-level total factor productivity: Evidence from China584 cited
  • 2007CO2 Prices, Energy and Weather471 cited
  • 2022Impact of climate policy uncertainty on traditional energy and green markets: Evidence from time-varying granger tests443 cited
  • 2009Allowance price drivers in the first phase of the EU ETS441 cited
  • 2017Geopolitical risks and the oil-stock nexus over 1899–2016413 cited
  • 2022The impact of climate policy uncertainty on renewable and non-renewable energy demand in the United States

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349 cited
  • 2022Geopolitical risk and the systemic risk in the commodity markets under the war in Ukraine334 cited
  • 2015The dynamic volatility spillover between European carbon trading market and fossil energy market280 cited
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    • 2023How does geopolitical risk affect carbon emissions?: An empirical study from the perspective of mineral resources extraction in OECD countries82 cited
    • 2023How does geopolitical risk affect CO2 emissions? The role of natural resource rents65 cited
    • 2025Geopolitical risk and energy markets in China60 cited
    • 2024Decoding energy market turbulence: A TVP-VAR connectedness analysis of climate policy uncertainty and geopolitical risk shocks52 cited
    • 2024Identifying the multiple nexus between geopolitical risk, energy resilience, and carbon emissions: Evidence from global data47 cited
    • 2023Sustainable energy development in an era of geopolitical multi-crisis. Applying productivity indices within institutional framework29 cited
    • 2024The correlation between the green bond market and carbon trading markets under climate change: Evidence from China27 cited
    • 2024Geopolitical risk implications for natural resource governance and conflict resolution10 cited