Results 1 to 10 of about 13,675 (263)
The time-varying effects of geopolitical risk on mutual fund risk taking. [PDF]
PLoS ONEBased on a time-varying parameter vector autoregression model with stochastic volatility (TVP-VAR-SV), this paper investigates the dynamic effects of geopolitical risk on mutual fund risk taking in China across three-time horizons and at three selected ...
Jie Liu +4 more
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Cascading effects of geopolitical risk on environmental quality and public health in BRICS [PDF]
Frontiers in Public HealthThis research investigates the critical, under-examined nexus of geopolitical risk, environmental quality (CO2 emissions), and public health in BRICS countries.
Menghao Wen +4 more
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Constructing geopolitical risk index for Nigeria
Scientific African, 2023 We focus on computing the geopolitical risk index (GPRI) for Nigeria, the largest economy in Africa. The country has faced crises, including Boko Haram insurgency, banditry, kidnapping, EndSARS, and regional secession, affecting trade relationships with ...
Afees Salisu +2 more
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Measuring and Hedging Geopolitical Risk [PDF]
SSRN Electronic Journal, 2020 Geopolitical events can impact volatilities of all assets, asset classes, sectors and countries. It is shown that innovations to volatilities are correlated across assets and therefore can be used to measure and hedge geopolitical risk. We introduce a definition of geopolitical risk which is based on volatility shocks to a wide range of financial ...
Engle, Robert F., Martins, Susana
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Risks, 2023 The aim of this study was to investigate the Granger causality between geopolitical risk (GPR) sub-indices in order to examine the implications of geopolitical risk on ten agricultural commodities classified as softs or grains. The Granger causality test
Joseph Micallef +3 more
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Journal of International Economics, 2023 Geopolitical risk cannot be measured in a universal way. We develop new geopolitical risk indicators relying on local newspaper coverage to account for different perceptions. Using Russia as a case study, we demonstrate that geopolitical risk shocks identified from local news sources have significant adverse effects on the Russian economy, whereas ...
Bondarenko, Yevheniia +3 more
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COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach. [PDF]
Int Rev Financ Anal, 2020 Sharif A, Aloui C, Yarovaya L.
europepmc +2 more sources
Geopolitical risk, economic growth, economic uncertainty and international inbound tourism: an Indian Illustration [PDF]
Review of Economics and Political Science, 2022 Purpose – This paper aims to consider the role of geopolitical risk in explaining tourism demand in India, a major tourist destination of the Asian region.
Sudeshna Ghosh
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Redai dili, 2023 The Belt and Road Initiative aims to achieve common development and prosperity for all countries. Building a scientific and reasonable geopolitical risk assessment system is an important prerequisite for participating countries to prevent and resolve ...
Hu Fang, Li Yubo
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Impact of geopolitical risks on low-carbon transition in various countries [PDF]
Ziyuan Kexue, 2023 [Objective] Low-carbon transition is an international consensus, accelerating low-carbon development is the focus of the work of all countries in the world, therefore it is necessary to explore the impact of geopolitical risks, a major risk-causing ...
XU Yan, SONG Yijin, SHEN Yue
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