Concepedia

Does Geopolitical Risk Matter in Crude Oil and Stock Markets? Evidence from Disaggregated Data

Sufang Li, Dalun Tu, Yan Zeng, Di Yuan

SSRN Electronic Journal · 2021 · 11 citations · 76 references

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References

76

Generalized impulse response analysis in linear multivariate models

M. Hashem Pesaran, Yongcheol Shin · Economics Letters · 1998 · 6K citations

, , +8

Better to give than to receive: Predictive directional measurement of volatility spillovers

Francis X. Diebold, Kamil Yılmaz · International Journal of Forecasting · 2011 · 5.5K citations

, , +17

Impulse response analysis in nonlinear multivariate models

Gary Koop, M. Hashem Pesaran, Simon Potter · Journal of Econometrics · 1996 · 5K citations

, , +6

The Economic Costs of Conflict: A Case Study of the Basque Country

Alberto Abadie, Javier Gardeazábal · American Economic Review · 2003 · 4.5K citations

, , +14

Why Does Stock Market Volatility Change Over Time?

G. William Schwert · The Journal of Finance · 1989 · 3.6K citations

, , +16