Does geopolitical risks drive the extreme spillovers of bulk energy and chemical commodity. [PDF]
Tao Z, Li T, Chen Y, Huang X.
europepmc +1 more source
Uncertainty, Volatility Spillovers, and Sustainability in Financial Markets
Kangan Xue
openalex +1 more source
The Spillover Effect of Media Ownership on Mainstream Media Discourse
ABSTRACT This article investigates the spillover effect of a firm's media ownership on reporting by unaffiliated mainstream media outlets, using a sample of Chinese publicly listed firms. We find that firms with ownership stakes in media companies receive more coverage and more positive tones from unaffiliated mainstream media outlets than other firms ...
Xin Yu, Shijun Guo, Robert Faff
wiley +1 more source
Using smart transportation assets to hedge fossil energy markets: Evidence from quantile-based VAR approach. [PDF]
Hasan MB +5 more
europepmc +1 more source
Geopolitical Risk and Domestic Bank Deposits
ABSTRACT We investigate the relationship between global geopolitical risk and bank deposit flows across a wide panel of European countries. Motivated by the pivotal role of deposit stability for financial intermediation and systemic resilience, we explore whether geopolitical shocks alter depositors’ portfolio choices.
Dimitris Anastasiou +3 more
wiley +1 more source
Research on the Tail Risk Spillover Effect of Cryptocurrencies and Energy Market Based on Complex Network. [PDF]
Gong XL, Wang XT.
europepmc +1 more source
VOLATILITY SPILLOVER ACROSS GLOBAL STOCK EXCHANGES: A REVIEW OF RELATED STUDIES
Hema Saini, Dhiraj Sharma
openalex +1 more source
Testing for Contagion in International Financial Markets: To See More, Go Higher
ABSTRACT Traditional measures of financial contagion rely on correlation shifts, overlooking higher moments such as skewness and kurtosis. We examine contagion during two major financial crises, incorporating lower‐ and higher‐moment measures. We analyze stock market returns from 22 major markets at different frequencies, offering a global perspective ...
Simeon Coleman, Vitor Leone
wiley +1 more source
Geopolitical risk contagion across strategic sectors: Nonlinear evidence from defense, cybersecurity, energy, and raw materials. [PDF]
Gheorghe C, Panazan O.
europepmc +1 more source

