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Navigating crude oil volatility forecasts : assessing the contribution of geopolitical risk

Delis, Panagiotis; Degiannakis, Stavros; Filis, George - 2025

Persistent link: https://www.econbiz.de/10015422736

Forecasting crude oil volatility with geopolitical risk : do time-varying switching probabilities play a role?

Wang, Lu; Ma, Feng; Hao, Jianyang; Gao, Xinxin - In: International review of financial analysis 76 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10012804675

Geopolitical risk and volatility spillovers in oil and stock markets

Smales, L. A. - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 358-366

Persistent link: https://www.econbiz.de/10012655491

Does geopolitical risk matter in crude oil and stock markets? : evidence from disaggregated data

Li, Sufang; Tu, Dalun; Zeng, Yan; Gong, Chenggang; Yuan, Di - In: Energy economics 113 (2022), pp. 1-14

Persistent link: https://www.econbiz.de/10013540420

The asymmetric effect of geopolitical risk on China's crude oil prices : new evidence from a QARDL approach

Ren, Xiaohang; An, Yaning; Jin, Chenglu - In: Finance research letters 53 (2023), pp. 1-6

Persistent link: https://www.econbiz.de/10014472429

Oil price drivers, geopolitical uncertainty and oil exporters' currencies

Akram, Qaisar Farooq - In: Energy economics 89 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012517021

Oil price drivers, geopolitical uncertainty and oil exporters' currencies

Akram, Qaisar Farooq - 2019

Empirical relationships between crude oil prices and exchange rates of oil exporting countries tend to vary over time. I use econometric models of the norwegian and canadian nominal exchange rates to investigate whether such time-variation could reflect shifts in the key oil price drivers over...

Persistent link: https://www.econbiz.de/10012214320

Geopolitical risk uncertainty and oil future volatility : evidence from MIDAS models

Mei, Dexiang; Ma, Feng; Liao, Yin; Wang, Lu - In: Energy economics 86 (2020), pp. 1-8

Persistent link: https://www.econbiz.de/10012511406

Geopolitical uncertainty and crude oil volatility : evidence from oil-importing and oil-exporting countries

Pan, Zhiyuan; Huang, Xiao; Liu, Li; Huang, Juan - In: Finance research letters 52 (2023), pp. 1-8

Persistent link: https://www.econbiz.de/10014472150

Oil, oil volatility and airline stocks : a global analysis

Nandha, Mohan; Brooks, Robert; Faff, Robert W. - In: Journal of accounting & management information systems … 12 (2013) 2, pp. 302-318

airline stock prices. Overall, these findings are contrary to the general perception that higher oil prices or oil volatility … volatility and oil regimes determined by the globally significant events/shocks. …

Persistent link: https://www.econbiz.de/10010338862