Does geopolitical risk influence the commodity markets? Evidence from Vector error correction model

Author:

Asante Gyamerah Samuel,Ofoe Agbi-Kaiser Henry,Asare Clement,Dzupire Nelson

Publisher

Elsevier BV

Subject

General Earth and Planetary Sciences,General Environmental Science

Reference36 articles.

1. Will a Geopolitical Conflict Accelerate Energy Transition in Oil-Importing Countries? A Case Study of the Philippines from a Real Options Perspective;C B Agaton;Resources,2022

2. How is volatility in commodity markets linked to oil price shocks?;M Ahmadi;Energy Economics,2016

3. Forecasting volatility and co-volatility of crude oil and gold futures: Effects of leverage, jumps, spillovers, and geopolitical risks;M Asai;International Journal of Forecasting,2020

4. Gold and Geopolitical Risk;D G Baur;SSRN Electronic Journal,2018

5. Hedging geopolitical risk with precious metals;D G Baur;Journal of Banking & Finance,2020

Cited by 1 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Asymmetric Impact of Heterogenous Uncertainties on the Green Bond Market;Discrete Dynamics in Nature and Society;2024-01-03

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