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The time-varying effects of trade policy uncertainty and geopolitical risks shocks on the commodity market prices: Evidence from the TVP-VAR-SV approach

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Cited by:

  1. Afonso, António & Alves, José & Monteiro, Sofia, 2024. "Beyond borders: Assessing the influence of Geopolitical tensions on sovereign risk dynamics," European Journal of Political Economy, Elsevier, vol. 83(C).
  2. Zhang, Zhikai & Wang, Yudong & Xiao, Jihong & Zhang, Yaojie, 2023. "Not all geopolitical shocks are alike: Identifying price dynamics in the crude oil market under tensions," Resources Policy, Elsevier, vol. 80(C).
  3. Ouyang, Zisheng & Lu, Min & Lai, Yongzeng, 2023. "Forecasting stock index return and volatility based on GAVMD- Carbon-BiLSTM: How important is carbon emission trading?," Energy Economics, Elsevier, vol. 128(C).
  4. Qin, Meng & Zhang, Xiaojing & Li, Yameng & Badarcea, Roxana Maria, 2023. "Blockchain market and green finance: The enablers of carbon neutrality in China," Energy Economics, Elsevier, vol. 118(C).
  5. Huang, Zhuo & Ye, Chengfang & Lai, Fujun & Li, Yunzhong & Li, Xiaofan, 2024. "Dancing between threats and conflicts: How Chinese energy companies invest amidst global geopolitical risks," Energy Economics, Elsevier, vol. 139(C).
  6. Karkowska, Renata & Urjasz, Szczepan, 2024. "Importance of geopolitical risk in volatility structure: New evidence from biofuels, crude oil, and grains commodity markets," Journal of Commodity Markets, Elsevier, vol. 36(C).
  7. Tsai, I-Chun, 2024. "Inter-regional rail travel and housing markets connectedness between London and other regions," Journal of Transport Geography, Elsevier, vol. 121(C).
  8. Aloui, Riadh & Ben Jabeur, Sami & Rezgui, Hichem & Ben Arfi, Wissal, 2023. "Geopolitical risk and commodity future returns: Fresh insights from dynamic copula conditional value-at-risk approach," Resources Policy, Elsevier, vol. 85(PB).
  9. Li, Ye & Chen, Yiyan & Lean, Hooi Hooi, 2024. "Geopolitical risk and crude oil price predictability: Novel decomposition ensemble approach based ternary interval number series," Resources Policy, Elsevier, vol. 92(C).
  10. He, Zhifang & Sun, Hao, 2024. "The time-varying and asymmetric impacts of oil price shocks on geopolitical risk," International Review of Economics & Finance, Elsevier, vol. 91(C), pages 942-957.
  11. Zhao, Jing, 2023. "Time-varying impact of geopolitical risk on natural resources prices: Evidence from the hybrid TVP-VAR model with large system," Resources Policy, Elsevier, vol. 82(C).
  12. Gao, Wang & Wei, Jiajia & Zhang, Hongwei & Zhang, Haizhen, 2024. "The higher-order moments connectedness between rare earth and clean energy markets and the role of geopolitical risk:New insights from a TVP-VAR framework," Energy, Elsevier, vol. 305(C).
  13. Zhang, Qingjun & Wei, Renyi & Fan, Sijia, 2025. "New energy mineral price shocks and volatility responses in green securities markets: Structural effects and dynamic spillovers," Applied Energy, Elsevier, vol. 382(C).
  14. He, Zhifang & Dong, Tianqi & Qian, Wanchuan & Xu, Wei, 2024. "Dynamic interactions among trade policy uncertainty, climate policy uncertainty, and crude oil prices," International Review of Economics & Finance, Elsevier, vol. 95(C).
  15. He, Zhifang & Sun, Hao & Chen, Jiaqi & Yang, Xin & Yin, Zhujia, 2023. "Dynamic interaction of risk–return trade-offs between oil market and China’s stock market: An analysis from the risk preferences perspective," The North American Journal of Economics and Finance, Elsevier, vol. 67(C).
  16. Tamilselvan, M. & Halder, Abhishek & Kannadhasan, M., 2024. "Exploring the ingredients, mixtures, and inclinations of geopolitical risk," International Review of Economics & Finance, Elsevier, vol. 90(C), pages 187-206.
  17. Jingyi Liu & Xiande Li & Junmao Sun, 2023. "China-Australia Trade Relations and China’s Barley Imports," Agriculture, MDPI, vol. 13(8), pages 1-13, July.
  18. Yang, Cai & Zhang, Hongwei & Qin, Yun & Niu, Zibo, 2024. "Partisan conflict, trade policy uncertainty, and the energy market," Research in International Business and Finance, Elsevier, vol. 71(C).
  19. Nikolaos A. Kyriazis, 2022. "Optimal Portfolios of National Currencies, Commodities and Fuel, Agricultural Commodities and Cryptocurrencies during the Russian-Ukrainian Conflict," IJFS, MDPI, vol. 10(3), pages 1-24, September.
  20. He, Zhifang, 2023. "Geopolitical risks and investor sentiment: Causality and TVP-VAR analysis," The North American Journal of Economics and Finance, Elsevier, vol. 67(C).
  21. Melas Konstantinos D. & Michail Nektarios A. & Louca Kyriaki G., 2025. "Trade Uncertainty, Economic Policy Uncertainty and Shipping Costs," German Economic Review, De Gruyter, vol. 26(1), pages 15-33.
  22. Niu, Zibo & Wang, Chenlu & Zhang, Hongwei, 2023. "Forecasting stock market volatility with various geopolitical risks categories: New evidence from machine learning models," International Review of Financial Analysis, Elsevier, vol. 89(C).
  23. Wang, Ziyang & Dong, Zhiliang, 2024. "Volatility spillover effects among geopolitical risks and international and Chinese crude oil markets——A study utilizing time-varying networks," Resources Policy, Elsevier, vol. 96(C).
  24. Zhang, Jiahao & Zhang, Yifeng & Wei, Yu & Wang, Zhuo, 2024. "Normal and extreme impact and connectedness between fossil energy futures markets and uncertainties: Does El Niño-Southern Oscillation matter?," International Review of Economics & Finance, Elsevier, vol. 89(PB), pages 188-215.
  25. Hu, Zinan & Borjigin, Sumuya, 2024. "The amplifying role of geopolitical Risks, economic policy Uncertainty, and climate risks on Energy-Stock market volatility spillover across economic cycles," The North American Journal of Economics and Finance, Elsevier, vol. 71(C).
  26. Zheng, Deyuan & Zhao, Chunguang & Hu, Jiaying, 2023. "Impact of geopolitical risk on the volatility of natural resource commodity futures prices in China," Resources Policy, Elsevier, vol. 83(C).
  27. Cui, Jinxin & Maghyereh, Aktham, 2024. "Unveiling interconnectedness: Exploring higher-order moments among energy, precious metals, industrial metals, and agricultural commodities in the context of geopolitical risks and systemic stress," Journal of Commodity Markets, Elsevier, vol. 33(C).
  28. Attílio, Luccas Assis, 2025. "Critical minerals: A new source of macroeconomic fluctuation?," Resources Policy, Elsevier, vol. 101(C).
  29. Kyei, Collins Baffour & Cantah, William Godfred & Junior Owusu, Peterson, 2023. "Effect of commodity prices on financial soundness; insight from adaptive market hypothesis in the Ghanaian setting," Resources Policy, Elsevier, vol. 86(PA).
  30. Wu, Jie & Zhao, Ruizeng & Sun, Jiasen & Zhou, Xuewei, 2023. "Impact of geopolitical risks on oil price fluctuations: Based on GARCH-MIDAS model," Resources Policy, Elsevier, vol. 85(PB).
  31. Shao, Liuguo & Cao, Saisha & Zhang, Hua, 2024. "The impact of geopolitical risk on strategic emerging minerals prices: Evidence from MODWT-based Granger causality test," Resources Policy, Elsevier, vol. 88(C).
  32. Bossman, Ahmed & Gubareva, Mariya & Teplova, Tamara, 2023. "Asymmetric effects of market uncertainties on agricultural commodities," Energy Economics, Elsevier, vol. 127(PB).
  33. Harrison, Andre & Liu, Xiaochun & Stewart, Shamar L., 2023. "Structural sources of oil market volatility and correlation dynamics," Energy Economics, Elsevier, vol. 121(C).
  34. Dony Abdul Chalid & Rangga Handika, 2022. "Comovement and contagion in commodity markets," Cogent Economics & Finance, Taylor & Francis Journals, vol. 10(1), pages 2064079-206, December.
  35. Shouhong Xie & Hanbing Li, 2022. "Research on the Spatial Agglomeration of Commodity Trading Markets and Its Influencing Factors in China," Sustainability, MDPI, vol. 14(15), pages 1-16, August.
  36. Zolfaghari, Mehdi, 2023. "How does US tariff policy affect the relationship among crude oil, the US dollar and metal markets?," Resources Policy, Elsevier, vol. 85(PB).
  37. Ding, Shusheng & Wang, Kaihao & Cui, Tianxiang & Du, Min, 2023. "The time-varying impact of geopolitical risk on natural resource prices: The post-COVID era evidence," Resources Policy, Elsevier, vol. 86(PB).
  38. Konstantinos D. Melas & Anastasia Faitatzoglou & Nektarios A. Michail & Anastasia Artemiou, 2024. "Volatility Spillovers among the Major Commodities: A Review," JRFM, MDPI, vol. 17(8), pages 1-36, August.
  39. Gao, Wang & Zhang, Linlin & Zhang, Haizhen & Zhang, Hongwei, 2024. "The role of trade policy uncertainty on contemporaneous and lagged connectedness between critical raw materials and high-tech markets: Evidence from China," Resources Policy, Elsevier, vol. 98(C).
  40. Xiang, Feiyun & Fu, Yimang, 2024. "The asymmetric and time-varying effects of trade policy uncertainty on the insurance premiums in China: Evidence from cross-quantilogram," Finance Research Letters, Elsevier, vol. 67(PB).
  41. Ding, Tao & Li, Hao & Tan, Ruipeng & Zhao, Xin, 2023. "How does geopolitical risk affect carbon emissions?: An empirical study from the perspective of mineral resources extraction in OECD countries," Resources Policy, Elsevier, vol. 85(PB).
  42. Zhang, Jilu & Guxue, Kaicheng, 2024. "Fostering sustainability: Exploring natural resources, mineral resources, and their impact on carbon reduction, economic growth," Resources Policy, Elsevier, vol. 92(C).
  43. Foglia, Matteo & Palomba, Giulio & Tedeschi, Marco, 2023. "Disentangling the geopolitical risk and its effects on commodities. Evidence from a panel of G8 countries," Resources Policy, Elsevier, vol. 85(PB).
  44. Bouri, Elie & Gök, Remzi & Gemi̇ci̇, Eray & Kara, Erkan, 2024. "Do geopolitical risk, economic policy uncertainty, and oil implied volatility drive assets across quantiles and time-horizons?," The Quarterly Review of Economics and Finance, Elsevier, vol. 93(C), pages 137-154.
  45. Song, Yuegang & Zhang, Xiaoyu & Hu, Guoheng, 2023. "Relationships among geopolitical risk, trade policy uncertainty, and crude oil import prices: Evidence from China," Resources Policy, Elsevier, vol. 82(C).
  46. Zhang, Hongwei & Wang, Wentao & Niu, Zibo, 2024. "Geopolitical risks and crude oil futures volatility: Evidence from machine learning," Resources Policy, Elsevier, vol. 98(C).
  47. Hu, Guoheng & Liu, Shan & Wu, Guo & Hu, Peng & Li, Ruiqi & Chen, Liujie, 2023. "Economic policy uncertainty, geopolitical risks, and the heterogeneity of commodity price fluctuations in China ——an empirical study based on TVP-SV-VAR model," Resources Policy, Elsevier, vol. 85(PA).
  48. Zhou, Deheng & Siddik, Abu Bakkar & Guo, Lili & Li, Houjian, 2023. "Dynamic relationship among climate policy uncertainty, oil price and renewable energy consumption—findings from TVP-SV-VAR approach," Renewable Energy, Elsevier, vol. 204(C), pages 722-732.
  49. Dou, Shiquan & Zhu, Yongguang & Liu, Jiangyi & Xu, Deyi, 2024. "The power of mineral: Shock of the global supply chain from resource nationalism," World Development, Elsevier, vol. 184(C).
  50. Kristína Hudecová & Miroslava Rajčániová, 2023. "The impact of geopolitical risk on agricultural commodity prices," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 69(4), pages 129-139.
  51. Luo, Changqing & Qu, Yi & Su, Yaya & Dong, Liang, 2024. "Risk spillover from international crude oil markets to China’s financial markets: Evidence from extreme events and U.S. monetary policy," The North American Journal of Economics and Finance, Elsevier, vol. 70(C).
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