Asymmetric effects of geopolitical risks on energy returns and volatility under different market conditions

Author:

Qin Yun,Hong Kairong,Chen Jinyu,Zhang Zitao

Funder

National Natural Science Foundation of China

Publisher

Elsevier BV

Subject

General Energy,Economics and Econometrics

Reference39 articles.

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2. Geopolitical risks and the oil-stock nexus over 1899–2016;Antonakakis;Financ. Res. Lett.,2017

3. Forecasting volatility and co-volatility of crude oil and gold futures: effects of leverage, jumps, spillovers, and geopolitical risks;Asai;Int. J. Forecast.,2020

4. The structure and degree of dependence: a quantile regression approach;Baur;J. Bank. Financ.,2013

5. What are the categories of geopolitical risks that could drive oil prices higher? Acts or threats?;Bouiyour;Energy Econ.,2019

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