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Risk spillovers across geopolitical risk and global financial markets · Study

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ArticleRisk spillovers across geopolitical risk and global financial markets

Jinlin Zheng2023

Article2023

Risk spillovers across geopolitical risk and global financial markets

Jinlin Zheng · Baoyu Wen · Yaohui Jiang · Xiaohan Wang · Yue Shen

74 citations·0/0 files stored·Energy Economics

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Market Dynamics and Volatility Global Financial Crisis and Policies Financial Risk and Volatility Modeling

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References

2014On the network topology of variance decompositions: Measuring the connectedness of financial firms 2022Measuring Geopolitical Risk 2010Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold 2018Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk*2020Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions 2020Return connectedness across asset classes around the COVID-19 outbreak 2020Hedging geopolitical risk with precious metals 2021Crude oil market and stock markets during the COVID-19 pandemic: Evidence from the US, Japan, and Germany

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Year2023

Typearticle

Published2023-09-20

VenueEnergy Economics

ISSN-L0140-9883

Languageen

Citations74

Files0 public / 0

ShelfMarket Dynamics and Volatility

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doi10.1016/j.eneco.2023.107051

openalex_workW4386886943

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