Do geopolitical risk, economic policy uncertainty, and oil implied volatility drive assets across quantiles and time-horizons?

Bouri, Elie; Gök, Remzi; Gemi̇ci̇, Eray; Kara, Erkan

doi:10.1016/j.qref.2023.12.004

The Quarterly Review of Economics and Finance

2024

DOI: 10.1016/j.qref.2023.12.004

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Do geopolitical risk, economic policy uncertainty, and oil implied volatility drive assets across quantiles and time-horizons?

Elie Bouri,

Remzi Gök,

Eray Gemi̇ci̇

et al.

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Cited by 6 publications

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Do geopolitical risk, economic policy uncertainty, and oil implied volatility drive assets across quantiles and time-horizons?

Cited by 6 publications

References 97 publications

Financial stability strategies for oil companies amidst high volatility in the global oil products market

Financial stability strategies for oil companies amidst high volatility in the global oil products market

Does asset-based uncertainty drive asymmetric return connectedness across regional ESG markets?

Extreme time-frequency connectedness across U.S. sector stock and commodity futures markets

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