Geopolitical risks and the oil-stock nexus over 1899–2016

By Nikolaos Antonakakis, Rangan Gupta, C. Kollias, Stephanos Papadamou. 2017

363 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/b857234befa65b7526d5cd928116634df21b2d3d

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Giray Gozgor
2. Ender Demir
3. Chi Keung Marco Lau
4. Rangan Gupta
5. Juncal Cunado
6. X. Sheng
7. Ahmet Faruk Aysan
8. Elie Bouri

In Finance

1. Chi Keung Marco Lau
2. Giray Gozgor
3. Ender Demir
4. Juncal Cunado
5. Rangan Gupta
6. Ahmet Faruk Aysan

Citations in the corpus

• Effects of the geopolitical risks on Bitcoin returns and volatility (2019, background): “…predict volatility jumps in the Dow Jones Industrial Average and the GPRs also have negative effects on oil price returns and the price volatility (Antonakakis et al., 2017) As central bank officials, entrepreneurs, and market participants consider the GPRs as a key determinant of investment…”
• Time-Varying Impact of Geopolitical Risks on Oil Prices (2020, background): “…geopolitical risks (or some proxy variables such as terrorism or conflicts) on oil variables has been hardly studied, with some exceptions, partly due to measurement difficulties (Blomberg et al,, 2009; Antonakakis et al., 2017a, b; Monge et al., 2016; Caldara and Iacoviello, 2018; Fattouh, 2011).”