Geopolitical risk and forecastability of tail risk in the oil market: Evidence from over a century of monthly data

Author:

Salisu Afees A.,Pierdzioch Christian,Gupta Rangan

Publisher

Elsevier BV

Subject

General Energy,Pollution,Mechanical Engineering,Building and Construction,Electrical and Electronic Engineering,Industrial and Manufacturing Engineering,Civil and Structural Engineering

Reference41 articles.

1. Measuring geopolitical risk;Caldara,2019

2. Uncertainty, the economy and policy. Speech at the bank of England;Carney,2016

3. Forecasting tail risks;De Nicolò;J Appl Econom,2017

4. Vulnerable growth;Adrian;Am Econ Rev,2019

5. The impact of tail risk on stock market returns: the role of market sentiment;Chevapatrakul;Int Rev Econ Finance,2019

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