Geopolitical risks, oil price shocks and inflation: Evidence from a TVP–SV–VAR approach
Journal Article
Yang, T., Dong, Q., Du, M., & Du, Q. (2023)
Geopolitical risks, oil price shocks and inflation: Evidence from a TVP–SV–VAR approach. Energy Economics, 127(Part B), Article 107099. https://doi.org/10.1016/j.eneco.2023.107099
Employing a TVP–SV–VAR model, this study investigates the dynamic effects of geopolitical risks, oil price shocks, and inflation from January 2000 to July 2022 in China, the U...
Navigating the nexus: Geopolitical risk, fossil energy prices, and European utility stock returns - Implications for environmental management and energy security in a conflict-ridden global landscape
Journal Article
Yang, T., Fang, S., Du, A. M., & Du, Q. (2024)
Navigating the nexus: Geopolitical risk, fossil energy prices, and European utility stock returns - Implications for environmental management and energy security in a conflict-ridden global landscape. Journal of Environmental Management, 352, Article 120086. https://doi.org/10.1016/j.jenvman.2024.120086
This study employs a TPV-VAR analysis method to explore the linkage between GPR, fossil energy prices, and utility stock returns across 16 European countries from August 2009 ...