Search Results - subject:"GPR"

Quantile frequency connectedness between crude oil volatility, geopolitical risk and major agriculture and livestock markets

Zeng, Hongjun; Xu, Wen; Lu, Ran - In: Applied economics 57 (2025) 25, pp. 3345-3360

Persistent link: https://www.econbiz.de/10015442971

Understanding BRICSIZATION through an economic geopolitical model

Bastanifar, Iman; Khan, Kashif Hasan; Koch, Halil - In: Journal of open innovation : technology, market, and … 11 (2025) 1, pp. 1-10

2022. In the analysis, inflation rates and the Geopolitical Risk Index (GPR) of BRICS founding members are used as … indicated by a rising GPR)-tends to reduce the BRICSIZATION index. This suggests that macroeconomic policies like inflation …

Persistent link: https://www.econbiz.de/10015358512

Cyber, geopolitical, and financial risks in rare earth markets : drivers of market volatility

Giol, Emilia Calefariu; Panazan, Oana; Gheorghe, Cătălin - In: Risks : open access journal 13 (2025) 3, pp. 1-27

This study examines the integrated impacts of cyberattacks, geopolitical, and financial market volatility on rare earth markets during the 2014-2024 period, using Time-Varying Parameter Vector Autoregression and wavelet analysis. By bridging critical gaps in the literature, this research...

Persistent link: https://www.econbiz.de/10015358925

Going with the flow : how does global energy value chain adapt to geopolitical risks?

Nepal, Rabindra; Deng, Youyi; Dong, Kangyin - In: Energy economics 144 (2025), pp. 1-11

Persistent link: https://www.econbiz.de/10015580514

Geopolitical risk and global financial cycle : some forecasting experiments

Salisu, Afees A.; Omoke, Philip Chimobi; Sikiru, … - In: Journal of forecasting 42 (2023) 1, pp. 3-16

Persistent link: https://www.econbiz.de/10013465757

The influence of uncertainty on commodity futures returns and trading behaviour

Laubsch, Joshua; Smales, Lee A.; Duc Hong Vo - In: The quarterly review of economics and finance 98 (2024), pp. 1-16

Persistent link: https://www.econbiz.de/10015188618

Examining the nexus between real gdp and uncertainty : an econometric inquiry in the saudi arabian context

Almutairi, Ebtehal - 2024

Persistent link: https://www.econbiz.de/10015061462

Crypto market relationships with bric countries' uncertainty : a wavelet-based approach

Almeida, José; Gaio, Cristina; Gonçalves, Tiago Cruz - In: Technological forecasting and social change : an … 200 (2024), pp. 1-19

Persistent link: https://www.econbiz.de/10015123444

Dynamic spillovers of various uncertainties to Russian financial stress : evidence from quantile dependency and frequency connectedness approaches

Ahmed, Faroque - In: Russian journal of economics 10 (2024) 3, pp. 246-273

Being geopolitically exposed, the Russian financial sector is vulnerable to various uncertainties. The aim of the article is to examine the quantile movements and dynamic connectedness of uncertainty indices with the financial stress index of Russia employing the cross-quantilogram (CQ),...

Persistent link: https://www.econbiz.de/10015396229

Do energy and geopolitical risks influence environmental quality? : a quantile-based load capacity factor assessment for fragile countries

Pata, Ugur Korkut; Kartal, Mustafa Tevfik; Mukhtarov, … - In: Energy strategy reviews 53 (2024), pp. 1-13

, this study investigates the impact of energy security risk (ESR) and geopolitical risk (GPR) on the load capacity factor … impact in TUR; (ii) GPR increases the LCF in BRA, ZAF, and TUR at lower and middle quantiles, while GPR decreases ecological … quality at higher quantiles in all countries; (iii) ESR and GPR have a causal effect on the LCF across various quantiles; (iv …

Persistent link: https://www.econbiz.de/10014633048