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.
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.
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.
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
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
