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Geopolitical risk and oil price volatility: Evidence from Markov-switching model

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Cited by:

  1. Minhyuk Jeong & Zhuang Chu & Kwangwon Ahn, 2026. "The impact of nuclear energy on social welfare and the future of renewable energy: episode from South Korea," Humanities and Social Sciences Communications, Palgrave Macmillan, vol. 13(1), pages 1-17, December.
  2. 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).
  3. Chen, Xiuwen & Yao, Yinhong & Wang, Lin & Huang, Shenwei, 2024. "How EPU, VIX, and GPR interact with the dynamic connectedness among commodity and financial markets: Evidence from wavelet analysis," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
  4. Loc Dong Truong & Nhien Tuyet Doan & Anh Thi Kim Nguyen, 2024. "The Effects of Geopolitical Risks on Oil Price Volatility," International Journal of Energy Economics and Policy, Econjournals, vol. 14(1), pages 427-432, January.
  5. 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).
  6. Osama D. Sweidan, 2023. "Geopolitical Risk and Income Inequality: Evidence from the US Economy," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 169(1), pages 575-597, September.
  7. Reneé van Eyden & Rangan Gupta & Xin Sheng & Joshua Nielsen, 2025. "Predicting Multi-Scale Positive and Negative Stock Market Bubbles in a Panel of G7 Countries: The Role of Oil Price Uncertainty," Economies, MDPI, vol. 13(2), pages 1-25, January.
  8. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Oluwadare O. Ojo, 2026. "Trump Tariffs and Persistence in Crude Oil Prices: A Long-Memory Approach," CESifo Working Paper Series 12562, CESifo.
  9. Ben Jabeur, Sami & Boubaker, Sabri & Carmona, Pedro & Stef, Nicolae, 2025. "How do environmental concerns and global economic conditions affect energy prices?," Energy Policy, Elsevier, vol. 204(C).
  10. De Crescenzo, Ivan & Doroshenko, Lyubov & Mastroeni, Loretta & Mazzoccoli, Alessandro, 2026. "Energy, uncertainty and geopolitics: A SHAP-based tail analysis of spot and futures uranium markets," Resources Policy, Elsevier, vol. 112(C).
  11. Mejri, Sami & Jareño, Francisco & Khan, Nasir & Leccadito, Arturo, 2025. "Spillover dynamics between green and non-green cryptocurrencies: Unrevealing the role of geopolitical risk," International Review of Economics & Finance, Elsevier, vol. 101(C).
  12. Saâdaoui, Foued & Ben Jabeur, Sami & Goodell, John W., 2022. "Causality of geopolitical risk on food prices: Considering the Russo–Ukrainian conflict," Finance Research Letters, Elsevier, vol. 49(C).
  13. Tumala, Mohammed M. & Salisu, Afees & Nmadu, Yaaba B., 2023. "Climate change and fossil fuel prices: A GARCH-MIDAS analysis," Energy Economics, Elsevier, vol. 124(C).
  14. Jana, Rabin K., 2024. "Are metaverse coins more prone to geopolitical risk than traditional crypto assets?," International Review of Economics & Finance, Elsevier, vol. 93(PB), pages 436-447.
  15. Nudrat Fatima & Zheng Yanting & Ni Guohua & Muhammad Kamran Khan, 2026. "The dynamics of green technological innovation and environmental policy stringency for sustainable environment in BRICS economies," Natural Resources Forum, Blackwell Publishing, vol. 50(1), pages 275-304, February.
  16. Osama D. Sweidan, 2023. "The Effect of Geopolitical Risk on Income Inequality: Evidence from a Panel Analysis," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 167(1), pages 47-66, June.
  17. Hossain, Mohammad Razib & Ben Jabeur, Sami & Si Mohammed, Kamel & Shahzad, Umer, 2024. "Time-varying relatedness and structural changes among green growth, clean energy innovation, and carbon market amid exogenous shocks: A quantile VAR approach," Technological Forecasting and Social Change, Elsevier, vol. 208(C).
  18. Mastroeni, Loretta & Mazzoccoli, Alessandro & Vellucci, Pierluigi, 2024. "Wavelet entropy and complexity–entropy curves approach for energy commodity price predictability amid the transition to alternative energy sources," Chaos, Solitons & Fractals, Elsevier, vol. 184(C).
  19. Wang, Xinghua & Lee, Zhengzheng & Wu, Shuang & Qin, Meng, 2023. "Exploring the vital role of geopolitics in the oil market: The case of Russia," Resources Policy, Elsevier, vol. 85(PB).
  20. Xiao, Jihong & Zhang, Jingyu & Zheng, Yan, 2025. "Geopolitical risks and oil market fear: Country-specific spillover effects," Research in International Business and Finance, Elsevier, vol. 77(PB).
  21. Ali Ben Mrad & Amine Lahiani & Salma Mefteh‐Wali & Nada Mselmi, 2025. "Forecasting Carbon Prices: What Is the Role of Technology?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 44(6), pages 1867-1883, September.
  22. Yingyue Sun & Yu Wei & Lin Ren, 2026. "The Effect of Geopolitical Risk on the Volatility of Connectedness Between Carbon Neutrality and Energy Markets: Evidence From China," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 31(2), pages 2568-2592, April.
  23. Tarzibash, Omar Fikrat Fateh & Ozyapici, Hasan & Adaoglu, Cahit, 2025. "Cash holdings in the US healthcare industry: Do different types of uncertainty matter?," Finance Research Letters, Elsevier, vol. 72(C).
  24. Cheng, Sheng & Han, Lingyu & Cao, Yan & Jiang, Qisheng & Liang, Ruibin, 2022. "Gold-oil dynamic relationship and the asymmetric role of geopolitical risks: Evidence from Bayesian pdBEKK-GARCH with regime switching," Resources Policy, Elsevier, vol. 78(C).
  25. Duc Hong Vo & Tam Hoang‐Nhat Dang, 2024. "The geopolitical risk spillovers across BRICS countries: A quantile frequency connectedness approach," Scottish Journal of Political Economy, Scottish Economic Society, vol. 71(1), pages 132-143, February.
  26. Lee, Chien-Chiang & Olasehinde-Williams, Godwin & Özkan, Oktay, 2024. "Is geopolitical oil price uncertainty forcing the world to use energy more efficiently? Evidence from advanced statistical methods," Economic Analysis and Policy, Elsevier, vol. 82(C), pages 908-919.
  27. Tong Fang & Deyu Miao & Zhi Su & Libo Yin, 2023. "Uncertainty‐driven oil volatility risk premium and international stock market volatility forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(4), pages 872-904, July.
  28. Dutta, Anupam & Uddin, Gazi Salah & Sheng, Lin Wen & Park, Donghyun & Zhu, Xuening, 2024. "Volatility dynamics of agricultural futures markets under uncertainties," Energy Economics, Elsevier, vol. 136(C).
  29. Laubsch, Joshua & Smales, Lee A. & Vo, Duc, 2024. "The influence of uncertainty on commodity futures returns and trading behaviour," The Quarterly Review of Economics and Finance, Elsevier, vol. 98(C).
  30. Igeland, Philip & Schroeder, Leon & Yahya, Muhammad & Okhrin, Yarema & Uddin, Gazi Salah, 2024. "The energy transition: The behavior of renewable energy stock during the times of energy security uncertainty," Renewable Energy, Elsevier, vol. 221(C).
  31. Lee, Chien-Chiang & Wang, Chih-Wei & Thinh, Bui Tien & Purnama, Muhammad Yusuf Indra, 2023. "Cash holdings and cash flows: Do oil price uncertainty and geopolitical risk matter?," Economic Analysis and Policy, Elsevier, vol. 79(C), pages 134-152.
  32. 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.
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