The geopolitical risk premium in the commodity futures market

Citations

Cited by:

1. Yilmazkuday, Hakan, 2024. "Geopolitical risk and stock prices," European Journal of Political Economy, Elsevier, vol. 83(C).
   • Hakan Yilmazkuday, 2024. "Geopolitical Risk and Stock Prices," Working Papers 2407, Florida International University, Department of Economics.
2. Sheikh, Umaid A. & Asadi, Mehrad & Roubaud, David & Hammoudeh, Shawkat, 2024. "Global uncertainties and Australian financial markets: Quantile time-frequency connectedness," International Review of Financial Analysis, Elsevier, vol. 92(C).
3. Lee, Geesun, 2024. "The impact of North Korean nuclear threat on stock market linkages in Northeast Asia: The case of South Korea, China, and Japan," Finance Research Letters, Elsevier, vol. 66(C).
4. Liu, Jie & Chen, Zhenshan & Lin, Gengyan & Ye, Yajing & Liu, Jia, 2026. "Never waste a crisis: Do stock market manipulators exploit geopolitical risks?," International Review of Financial Analysis, Elsevier, vol. 111(C).
5. Hongyue Guo & Yongxuan Han & Boxiang Jia & Bin Meng & Cong Sui, 2026. "An Interconnected Multilayer Network Perspective: Extreme Risk Spillovers in Commodity and Stock Markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 46(1), pages 157-174, January.
6. Fan, John Hua & Fernandez-Perez, Adrian & Indriawan, Ivan & Todorova, Neda, 2024. "When Chinese mania meets global frenzy: Commodity price bubbles," Journal of Commodity Markets, Elsevier, vol. 36(C).
7. Yiling Ye & Xiaowen Zhuang & Cai Yi & Dinggao Liu & Zhenpeng Tang, 2025. "Enhancing Agricultural Futures Return Prediction: Insights from Rolling VMD, Economic Factors, and Mixed Ensembles," Agriculture, MDPI, vol. 15(11), pages 1-33, May.
8. Abedin, Mohammad Zoynul & Goldstein, Michael A. & Malhotra, Nidhi & Yadav, Miklesh Prasad, 2024. "Middle East conflict and energy companies: The effect of air and drone strikes on global energy stocks," Finance Research Letters, Elsevier, vol. 69(PA).
9. Rao, Amar & Lucey, Brian & Kumar, Satish, 2025. "Temporal dynamics of geopolitical risk: An empirical study on energy commodity interest-adjusted spreads," Energy Economics, Elsevier, vol. 141(C).
10. Suárez-Rodríguez, Carlos Hernán & Manotas-Duque, Diego Fernando & Largo-Avila, Esteban, 2025. "Energy Shocks and Coffee Market Resilience under a Machine Learning Framework with the SDI+ Index," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, vol. 16(1), pages 858-869, December.
11. Yue, Tian & Li, Lu-Lu & Ruan, Xinfeng & Zhang, Jin E., 2024. "Smirking in the energy market: Evidence from the Chinese crude oil options market," International Review of Financial Analysis, Elsevier, vol. 96(PA).
12. Li, Zepei & Ma, Feng & Lu, Xinjie, 2025. "Financial risk management innovation in energy market: Evidence from a machine learning hybrid model," Energy Economics, Elsevier, vol. 144(C).
13. Ji, Jinyan & Cao, Zhangfan & Zhang, Cherry Yi & Zheng, Xiaolan, 2026. "Dissecting the influence of geopolitical risks on employment decisions: The role of employment protection across countries," Journal of Corporate Finance, Elsevier, vol. 99(C).
14. Boufateh, Talel & Saadaoui, Zied & Jiao, Zhilun, 2025. "On the time-varying responses of Fintech stock returns to geopolitical, financial and market sentiment shocks," The Quarterly Review of Economics and Finance, Elsevier, vol. 101(C).
15. Pham, Linh & Kamal, Javed Bin, 2024. "Blessings or curse: How do media climate change concerns affect commodity tail risk spillovers?," Journal of Commodity Markets, Elsevier, vol. 34(C).
16. Nicole Branger & Michael Hanke & Alex Weissensteiner, 2024. "The information content of wheat derivatives regarding the Ukrainian war," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(3), pages 420-431, March.
17. 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).
18. Huang, Wei-Qiang & Wang, Yilin, 2026. "Idiosyncratic tail risk spillover of Chinese commodity futures markets," Economic Analysis and Policy, Elsevier, vol. 90(C), pages 650-680.
19. Apergis, Nicholas & Fahmy, Hany, 2024. "Geopolitical risk and energy price crash risk," Energy Economics, Elsevier, vol. 140(C).
20. Husni, Tafdil & Rahim, Rida & Mardiani, Sari & Dwipananda, Rizki Fadhel, 2026. "When Risk Meets Confidence: How ESG and Innovation Shape Corporate Finance in Emerging Markets," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, vol. 16(2), pages 655-664, January.
21. Swapnanil SenGupta & Mridula Debnath, 2026. "Geopolitical risk and the Indian stock market," International Economics and Economic Policy, Springer, vol. 23(4), pages 1-47, October.
22. Linjie Wang & Jean‐Paul Chavas & Jian Li, 2024. "Dynamic linkages in agricultural and energy markets: A quantile impulse response approach," Agricultural Economics, International Association of Agricultural Economists, vol. 55(4), pages 639-676, July.
23. Schlosky, Minh Tam Tammy & Karadas, Serkan & Stivers, Adam, 2024. "Forecasting U.S. Stock Returns Conditional on Geopolitical Risk and Business Cycles," International Review of Financial Analysis, Elsevier, vol. 96(PB).
24. Dai, Xingyu & Yousaf, Imran & Wang, Jiqian & Wang, Qunwei & Lau, Chi Keung Marco, 2025. "The pass-through of macro variable to volatility co-movement among U.S. currency and commodity futures markets system," Journal of Commodity Markets, Elsevier, vol. 38(C).
25. Mo, Bin & Nie, He & Zhao, Rongjie, 2024. "Dynamic nonlinear effects of geopolitical risks on commodities: Fresh evidence from quantile methods," Energy, Elsevier, vol. 288(C).
26. Zheng, Qingying & Wu, Jintao & Lin, Boqiang, 2026. "Asymmetric volatility spillover between clean energy and nonferrous metal markets under climate risks: Portfolio hedging implications," Resources Policy, Elsevier, vol. 112(C).
27. 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).
28. Lin, Anlan & Gong, Xu, 2025. "Does public climate attention affect the net return spillover from energy to non-energy commodities?," Energy Economics, Elsevier, vol. 143(C).
29. Liu, Yang & Li, Shun, 2026. "Beyond market stress: Incremental long-term information in geopolitical tension for gold volatility," Pacific-Basin Finance Journal, Elsevier, vol. 96(C).
30. 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).