Multilingual X/Twitter sentiment analysis of geopolitical risk using granger causality focusing on the Ukraine war and financial markets DOI
John Burns, Tom Kelsey,

Carl Donovan

et al.

Published: June 2, 2025

This paper investigates the changes in financial assets and markets from December 1st, 2021, to April 30th, 2022, during start of Ukraine War. These dates roughly correspond prelude War 2021 a few weeks after Russian troops withdrew Kyiv area on 7th, 2022. We used Goldstein 1992 Results Table create Positive Negative Geopolitical Risk bigrams (Goldstein, 1992). With these bigrams, we collected over 3.6 million tweets our research period seven different languages (English, Spanish, French, Portuguese, Arabic, Japanese, Korean) capture worldwide reaction Using various sentiment analysis methods, constructed time series daily sentiment. explored its relationship 39 at lags. found through Granger causality that geopolitical risk contained predictive information several market changes.

Language: Английский

GEOPOLITICAL TURMOIL AND ENERGY DYNAMICS: ANALYZING THE IMPACT ON INFLATION IN SELECTED EUROPEAN ECONOMIES DOI Creative Commons
Cumali Marangoz

Heliyon, Journal Year: 2025, Volume and Issue: 11(3), P. e42302 - e42302

Published: Jan. 29, 2025

This paper attempts to examine the impact of energy price shocks, monetary policy, and geopolitical events on inflation in selected European countries across different periods time by applying a Time-Varying Parameter Vector Autoregressive (TVP-VAR) model with stochastic volatility. The analysis displays diverse gas prices Consumer Price Index (CPI), gauge for inflation, short, medium, long term. Moreover, findings show that oil shocks deflationary trends during COVID-19 have inflationary consequences. results also Central Bank's response pandemic-induced economic downturn has affected long-term trends. Furthermore, significant risks arose from Russia-Ukraine war amplified contribute valuable insights into multifaceted dynamics shaping economies.

Language: Английский

Citations

0

Unveiling the Impacts of Geopolitical Risk on the Transition to the Decentralized Financial Landscape DOI
Νikolaos Kyriazis, Emmanouil M. L. Economou

Peace Economics Peace Science and Public Policy, Journal Year: 2025, Volume and Issue: unknown

Published: Jan. 31, 2025

Abstract This paper examines the dynamic interplay between global geopolitical risk and eleven decentralized finance (DeFi) digital currencies during inflationary burden caused by Russia-Ukraine war episodes. Daily data spanning from 13 October 2021 to 29 2024 innovative Quantile-Vector Autoregressive (Q-VAR) methodology are employed for estimating pairwise, joint network linkages at lower, middle upper quantiles. High levels of more connected with bull markets DeFi assets new episodes strengthen this relation. Geopolitical tensions combined high inflation lead GPR becoming major determinant so contributing transition cashless financial system. Maker is leading asset in constitutes a promising successor fiat that suffer devaluation generated conflicts.

Language: Английский

Citations

0

Does geopolitical distress tip the European financial stock markets into a great uncertainty regime? DOI
David Neto

Research in Economics, Journal Year: 2025, Volume and Issue: unknown, P. 101052 - 101052

Published: March 1, 2025

Language: Английский

Citations

0

Propagation of Geopolitical Risks to the Federal Reserve's Policy Toolkit DOI Open Access
Langfeng Zhou

Economic Papers A journal of applied economics and policy, Journal Year: 2025, Volume and Issue: unknown

Published: March 27, 2025

This paper investigates the transmission mechanisms through which geopolitical risk (GPR) shocks affect Federal Reserve (Fed) monetary policy, incorporating both conventional and unconventional policy tools. It introduces a structural model – Macro‐Monetary Geopolitical Risk (MM‐GPR) that integrates New Keynesian features, such as nominal frictions rational expectations. The findings indicate GPR significantly impacts economy, prompting corresponding responses from Fed. Heightened uncertainty leads to rising inflation, suppressing real economic activity by reducing consumption investment, while increasing unemployment. Two experiments simulate Fed's expansionary contractionary under surges reliefs. results reveal that, whether rises or subsides, optimal for Fed remains expansionary. These offer crucial guidance policy‐makers in navigating amid uncertainty. contributes theoretical empirical macroeconomic modelling into framework, addressing key gap existing models including

Language: Английский

Citations

0

Geopolitical risk and real estate stock crash DOI
Emmanuel Joel Aikins Abakah, Mohammad Abdullah, Omokolade Akinsomi

et al.

Finance research letters, Journal Year: 2025, Volume and Issue: unknown, P. 107333 - 107333

Published: March 1, 2025

Language: Английский

Citations

0

Taiwan’s stock market resilience to increasing geopolitical risk DOI
Javier López Prol

Finance research letters, Journal Year: 2025, Volume and Issue: unknown, P. 107319 - 107319

Published: April 1, 2025

Language: Английский

Citations

0

Investor Trends During Periods of Geopolitical Risk in Turkey: Which Assets Serve as Safe Havens? DOI Creative Commons
Durmuş Çağrı Yıldırım, Miraç Eren, Mesut Doğan

et al.

Borsa Istanbul Review, Journal Year: 2025, Volume and Issue: unknown

Published: April 1, 2025

Language: Английский

Citations

0

Geopolitical risk and the volatility of GCC stock markets around the war on the Gaza Strip DOI
Nedal Al‐Fayoumi, Elie Bouri,

Bana Abuzayed

et al.

Defence and Peace Economics, Journal Year: 2025, Volume and Issue: unknown, P. 1 - 22

Published: May 9, 2025

Language: Английский

Citations

0

War Discourse Predicts Stock Market Volatility: A Century of Evidence DOI
Zhiping Zhou, Kai Wang

Finance research letters, Journal Year: 2025, Volume and Issue: unknown, P. 107567 - 107567

Published: May 1, 2025

Language: Английский

Citations

0

The Dynamic Effects of Economic Uncertainties and Geopolitical Risks on Saudi Stock Market Returns: Evidence from Local Projections DOI Open Access
Ezer Ayadi,

Noura Ben Mbarek

Journal of risk and financial management, Journal Year: 2025, Volume and Issue: 18(5), P. 264 - 264

Published: May 14, 2025

This paper examines the impact of various uncertainty channels on stock market returns in Saudi Arabia, with a focus Tadawul All Share Index (TASI). It factors such as Saudi-specific Geopolitical Risk, Global Oil Price Uncertainty, Climate Policy and U.S. Monetary Uncertainty. Using monthly data from November 1998 to June 2024 Local Projections (LP) methodology, study how these uncertainties across time horizons, taking into account potential structural breaks nonlinear dynamics. Our findings indicate significant variations market’s response measures two distinct periods. During first period, geopolitical risks have strong positive returns. Conversely, second period reveals reversal, negative cumulative effects, suggesting shift risk–return Uncertainty consistently exhibits both periods, highlighting changing nature oil dependency market. Additionally, is becoming more significant, reflecting increased sensitivity global environmental policy changes. analysis asymmetries effects shocks, exhibiting that peak at intermediate while commodity-related exhibit persistent impacts. These findings, which remain robust tests, offer critical insights for portfolio management, formulation, risk assessment emerging markets undergoing substantial economic

Language: Английский

Citations

0