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Time-varying impact of geopolitical risk on natural resources prices: Evidence from the hybrid TVP-VAR model with large system

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  1. Wang, Xiao-Qing & Wu, Tong & Zhong, Huaming & Su, Chi-Wei, 2023. "Bubble behaviors in nickel price: What roles do geopolitical risk and speculation play?," Resources Policy, Elsevier, vol. 83(C).
  2. Islam, Md. Saiful & Islam, Md. Monirul & Rehman, Anis Ur & Alam, Md. Fakhre & Tarique, Md., 2024. "Mineral production amidst the economy of uncertainty: Response of metallic and non-metallic minerals to geopolitical turmoil in Saudi Arabia," Resources Policy, Elsevier, vol. 90(C).
  3. Ali, Shoaib & Naveed, Muhammad & Al-Nassar, Nassar S. & Mirza, Nawazish, 2024. "Mineral Metamorphosis: Tracing the static and dynamic nexus between minerals and global south markets," Resources Policy, Elsevier, vol. 96(C).
  4. Meng, Lingyan & Li, Jinshi, 2024. "Natural resources volatility and geopolitical risk: A novel perspective of oil and mineral rents using quantile-quantile regression for China," Resources Policy, Elsevier, vol. 88(C).
  5. Erdogan, Sinan & Pata, Ugur Korkut & Kartal, Mustafa Tevfik, 2024. "The effectiveness of geopolitical risk, load capacity factor, and urbanization on natural resource rent: Evidence from top ten oil supplier countries," Resources Policy, Elsevier, vol. 96(C).
  6. Li, Zheng-Zheng & Meng, Qin & Zhang, Linling & Lobont, Oana-Ramona & Shen, Yijuan, 2023. "How do rare earth prices respond to economic and geopolitical factors?," Resources Policy, Elsevier, vol. 85(PA).
  7. 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).
  8. Saadaoui, Jamel & Smyth, Russell & Vespignani, Joaquin, 2025. "Ensuring the security of the clean energy transition: Examining the impact of geopolitical risk on the price of critical minerals," Energy Economics, Elsevier, vol. 142(C).
  9. Chai, Li & Wang, Yuqi & Qi, Xiaohong, 2024. "Cross-category connectedness between Shanghai crude oil futures and Chinese stock markets related to the Belt and Road Initiative," The North American Journal of Economics and Finance, Elsevier, vol. 73(C).
  10. Sohag, Kazi & Karass, Vsevolod & Alam, Khorshed, 2025. "European industrial production in the face of energy dynamics and geopolitical shocks," Energy, Elsevier, vol. 316(C).
  11. Wilson Kang & Russell Smyth & Joaquin Vespignani, 2025. "The Macroeconomic Fragility of Critical Mineral Markets," CAMA Working Papers 2025-21, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  12. Lee, Chien-Chiang & Lou, Runchi & Wang, Fuhao, 2023. "Geopolitical risk and the sustainable utilization of natural resources: Evidence from developing countries," Resources Policy, Elsevier, vol. 85(PA).
  13. Yu, Jiangli & Wang, Shuo & Yang, Wantong, 2023. "Natural resources governance and geopolitical risks: A literature review and bibliometric analysis," Resources Policy, Elsevier, vol. 86(PA).
  14. Kong, Yan & Dong, Chuntong & Zhang, Yingyu, 2023. "Quantile on Quantile Analysis of Natural resources-growth and geopolitical risk trilemma," Resources Policy, Elsevier, vol. 85(PA).
  15. 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).
  16. Kisswani, Khalid M. & Fikru, Mahelet G., 2025. "The dynamic nexus between economic policy uncertainty, geopolitical risk, and natural resource rents of ASEAN-5 countries: Insights from the novel Fourier augmented ARDL method (FAARDL)," Resources Policy, Elsevier, vol. 100(C).
  17. Pan, Lijun & Wang, Yangjie & Sun, Xiaofei & Sadiq, Muhammad & Dagestani, Abd Alwahed, 2023. "Natural resources: A determining factor of geopolitical risk in Russia? Revisiting conflict-based perspective," Resources Policy, Elsevier, vol. 85(PA).
  18. Liu, Ling & Shahrour, Mohamad H. & Wojewodzki, Michal & Rohani, Alireza, 2025. "Decoding energy market turbulence: A TVP-VAR connectedness analysis of climate policy uncertainty and geopolitical risk shocks," Technological Forecasting and Social Change, Elsevier, vol. 210(C).
  19. Wilson Kang & Russell Smyth & Joaquin Vespignani, 2025. "The Macroeconomic Fragility of Critical Mineral Markets," Monash Economics Working Papers 2025-09, Monash University, Department of Economics.
  20. Su, Chi-Wei & Yang, Shengyao & Dumitrescu Peculea, Adelina & Ioana Biţoiu, Teodora & Qin, Meng, 2024. "Energy imports in turbulent eras: Evidence from China," Energy, Elsevier, vol. 306(C).
  21. Naeem, Muhammad Abubakr & Hamouda, Foued & Karim, Sitara, 2024. "Tail risk spillover effects in commodity markets: A comparative study of crisis periods," Journal of Commodity Markets, Elsevier, vol. 33(C).
  22. Si Mohammed, Kamel & Khalfaoui, Rabeh & Doğan, Buhari & Sharma, Gagan Deep & Mentel, Urszula, 2023. "The reaction of the metal and gold resource planning in the post-COVID-19 era and Russia-Ukrainian conflict: Role of fossil fuel markets for portfolio hedging strategies," Resources Policy, Elsevier, vol. 83(C).
  23. Muğaloğlu, Erhan & Kuşkaya, Sevda & Aldieri, Luigi & Alnour, Mohammed & Hoque, Mohammad Enamul & Magazzino, Cosimo & Bilgili, Faik, 2023. "Dynamic regime differences in the market behavior of primary natural resources in response to geopolitical risk and economic policy uncertainty," Resources Policy, Elsevier, vol. 87(PB).
  24. Chen, Shuiyang & Kuang, Haibo & Bin Meng,, 2024. "The dependence structures between geopolitical risks and energy prices: New evidence from regional heterogeneity and quantile-on-quantile perspective," Energy, Elsevier, vol. 310(C).
  25. Khurshid, Adnan & Khan, Khalid & Rauf, Abdur & Cifuentes-Faura, Javier, 2024. "Effect of geopolitical risk on resources prices in the global and Russian-Ukrainian context: A novel Bayesian structural model," Resources Policy, Elsevier, vol. 88(C).
  26. Wang, Anqi & Ding, Shusheng & Cui, Tianxiang, 2025. "Green bond market stability and Russia Ukraine conflict: The role of green inclusive finance," Research in International Business and Finance, Elsevier, vol. 74(C).
  27. Radu Valentin & Neacsu Andrei-Costin & Neacsu George-Alexandru & Bichir Antonela & Tabirca Alina-Iuliana & Croitoru Ionut-Marius & Mihai Danut-Georgian, 2024. "Economic Impacts Of Energy Price Shocks In The Eu Driven By Crises," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, vol. 3, pages 127-140, June.
  28. 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).
  29. 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.
  30. Mellouli Dhoha & Wael Dammak & Hind Alnafisah & Ahmed Jeribi, 2024. "Dynamic spillovers between natural gas and BRICS stock markets during health and political crises," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 14(2), pages 453-485, June.
  31. Eissa, Mohamed Abdelaziz & Al Refai, Hisham & Chortareas, Georgios, 2024. "Heterogeneous impacts of geopolitical risk factors on stock markets in the Middle East: A quantile regression analysis across four emerging economies," The Journal of Economic Asymmetries, Elsevier, vol. 30(C).
  32. Zeinedini, Shabnam & Karimi, Mohammad Sharif & Khanzadi, Azad & Falahati, Ali, 2024. "Impact of oil and gold prices on Bitcoin price during Russia-Ukraine and Israel-Gaza wars," Resources Policy, Elsevier, vol. 99(C).
  33. Khurshid, Adnan & Chen, Yufeng & Rauf, Abdur & Khan, Khalid, 2023. "Critical metals in uncertainty: How Russia-Ukraine conflict drives their prices?," Resources Policy, Elsevier, vol. 85(PB).
  34. Evrim Mandaci, Pınar & Azimli, Asil & Mandaci, Nazif, 2023. "The impact of geopolitical risks on connectedness among natural resource commodities: A quantile vector autoregressive approach," Resources Policy, Elsevier, vol. 85(PA).
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