Risk spillovers across geopolitical risk and global financial markets

Energy Economics, Год журнала: 2023, Номер 127, С. 107051 - 107051

Опубликована: Сен. 20, 2023

Язык: Английский

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Inflation, oil prices, and economic activity in recent crisis: Evidence from the UK

Energy Economics, Год журнала: 2023, Номер 126, С. 106918 - 106918

Опубликована: Авг. 9, 2023

This study examines the link between inflation and macroeconomy such as output, trade balance unemployment through reflected crude oil prices. Using monthly data from UK January 2010 to June 2022, we apply a combination of three analyses including VAR model, time-varying analysis, panel model with robustness. The results reveal that in event shocks other economic indicators decrease initially. However, Brent are quickest responding surging compared proxies, rebounding positive level only one month. Furthermore, impact is strong first quarter but diminishes long run. information can be used inform assist policymakers develop policies mitigate negative effects short term. Our findings also have important implications for businesses operating making strategic decisions.

Язык: Английский

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The responsiveness of renewable energy production to geopolitical risks, oil market instability and economic policy uncertainty: Evidence from United States

Journal of Environmental Management, Год журнала: 2023, Номер 350, С. 119647 - 119647

Опубликована: Ноя. 30, 2023

This paper aims to investigate the responsiveness of renewable energy production (REP) fluctuations in geopolitical risks, oil prices and economic policy uncertainty (EPU). It applies a cross-quantilogram framework examine monthly data US economy for period 1986–2022. The findings illustrate asymmetric effect historical risk (GPRH) on REP under long memory. also hold after different subcategories GPRH, including threats acts, are considered. A positive shock GPRH has most decisive impact when policies driven by both security environmental commitments. can negatively causes only. EPU exerts strong negative effects bearish bullish states market medium memory across measures EPU. Dynamic connectedness analysis applying TVP-VAR method between pairwise variables indicates that net is volatility receiver changes its subcomponents,

Язык: Английский

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An application of QVAR dynamic connectedness between geopolitical risk and renewable energy volatility during the COVID-19 pandemic and Russia-Ukraine conflicts

Journal of Environmental Management, Год журнала: 2023, Номер 342, С. 118290 - 118290

Опубликована: Июнь 7, 2023

Язык: Английский

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Asymmetric Effects of Energy Inflation, Agri-inflation and CPI on Agricultural Output: Evidence from NARDL and SVAR Models for the UK

Energy Economics, Год журнала: 2023, Номер 126, С. 106920 - 106920

Опубликована: Июль 31, 2023

Язык: Английский

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Is geopolitics a new risk to environmental policy in the European union?

Journal of Environmental Management, Год журнала: 2023, Номер 345, С. 118868 - 118868

Опубликована: Авг. 31, 2023

Язык: Английский

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The investment of renewable energy: Is green bond a safe-haven to hedge U.S. monetary policy uncertainty?

Energy, Год журнала: 2024, Номер 307, С. 132651 - 132651

Опубликована: Июль 31, 2024

Язык: Английский

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Identifying the multiple nexus between geopolitical risk, energy resilience, and carbon emissions: Evidence from global data

Technological Forecasting and Social Change, Год журнала: 2024, Номер 208, С. 123661 - 123661

Опубликована: Авг. 17, 2024

Язык: Английский

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Dynamic relationship between green bonds, energy prices, geopolitical risk, and disaggregated level CO2 emissions: evidence from the globe by novel WLMC approach

Air Quality Atmosphere & Health, Год журнала: 2024, Номер unknown

Опубликована: Март 14, 2024

Abstract This research analyzes the dynamic relationship between green bonds, energy prices, geopolitical risk, and CO 2 emissions. In doing so, study examines global scale at disaggregated (i.e., sectoral) level, applies a novel time frequency-based approach wavelet local multiple correlation-WLMC), uses high-frequency daily data 1st January 2020 28th April 2023. considers potential differences among sectors. So, aggregated level emissions on sectoral bases are investigated. Hence, comprehensively uncovers effect of aforementioned indicators The results reveal that (i) most influential factor is risk (2020/1–2021/5), bonds (2021/5–2021/7), prices (2021/7–2023/1), (2023/1–2023/4); (ii) effects factors much weaker (stronger) lower (higher) frequencies; (iii) change based times (iv) however, do not differ or levels. Overall, present insights for frequency-varying as well both analyses

Язык: Английский

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Geopolitical risk: An opportunity or a threat to the green bond market?

Energy Economics, Год журнала: 2024, Номер 131, С. 107391 - 107391

Опубликована: Фев. 9, 2024

Язык: Английский

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