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RePEcDerivatives & Volatility

Oil versus Non-Oil Geopolitical Risk and US Industry Stock Market Volatility

Decomposing geopolitical risk into oil and non-oil components predicts US industry stock volatility better than aggregate measures across 49 sectors.

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Featured in No. 135 on 16 Oct 2026 · 7 days after release

Estimated coefficients for GPR-Oil (left column) and GPR-NonOil (right column) in model M3, across the 49 Fama-French — Figure 2. Estimated coefficients for GPR-Oil (left column) and GPR-NonOil (right column) in model M3, across the 49 Fama-French industries.

Released: 9 Oct 2026
First featured: No. 135 · 16 Oct 2026
Published in: Not yet, as far as Semantic Scholar knows
Fanfare: 2 of 5
Identifier: RePEc:pre:wpaper:202626
Authors: Onur Polat et al.

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).