Geopolitical risk and the systemic risk in the commodity markets under the war in Ukraine

Modelling extreme risk spillovers in the commodity markets around crisis periods including COVID19

(2022) Najaf Iqbal et al.   ANNALS OF OPERATIONS RESEARCH

Measuring Geopolitical Risk

(2022) Dario Caldara et al.   AMERICAN ECONOMIC REVIEW

Geopolitical risk and dynamic connectedness between commodity markets

(2022) Xu Gong et al.   ENERGY ECONOMICS

Does financial stress wreak havoc on banking, insurance, oil, and gold markets? New empirics from the extended joint connectedness of TVP-VAR model

(2022) Ruoyu Chen et al.   RESOURCES POLICY

On the Dynamics of International Real-Estate-Investment Trust-Propagation Mechanisms: Evidence from Time-Varying Return and Volatility Connectedness Measures

(2021) Keagile Lesame et al.   Entropy

The role of economic policy uncertainty and geopolitical risk in predicting prices of precious metals: Evidence from a time-varying bootstrap causality test

(2021) Veli Yilanci et al.   RESOURCES POLICY

Spillovers in higher moments and jumps across US stock and strategic commodity markets

(2021) Elie Bouri et al.   RESOURCES POLICY

Oil price changes, uncertainty, and geopolitical risks: On the resilience of GCC countries to global tensions

(2021) Abdullah Alqahtani et al.   ENERGY

Rare earth and financial markets: Dynamics of return and volatility connectedness around the COVID-19 outbreak

(2021) Ying Song et al.   RESOURCES POLICY

The impact of Covid-19 on commodity markets volatility: Analyzing time-frequency relations between commodity prices and coronavirus panic levels

(2021) Zaghum Umar et al.   RESOURCES POLICY

Economic policy uncertainty and dynamic spillover among precious metals under market conditions: Does COVID-19 have any effects?

(2021) Khaled Mokni et al.   RESOURCES POLICY

Effects of Geopolitical Risks on Gold Market Return Dynamics: Evidence from a Nonparametric Causality-in-quantiles Approach

(2021) Jianbai Huang et al.   DEFENCE AND PEACE ECONOMICS

Structure dependence between oil and agricultural commodities returns: The role of geopolitical risks

(2020) Aviral Kumar Tiwari et al.   ENERGY

Do oil prices drive agricultural commodity prices? Further evidence in a global bio-energy context

(2019) Chi Wei Su et al.   ENERGY

On the network topology of variance decompositions: Measuring the connectedness of financial firms

(2014) Francis X. Diebold et al.   JOURNAL OF ECONOMETRICS