Geopolitical Risk and Oil Price Volatility
The paper investigates the influence of geopolitical risks on oil price volatility over the last 30 years, demonstrating that oil price changes are significantly affected by geopolitical risks and that the proposed model is superior to linear specifications in predicting oil price volatility.
Featured in No. 63 on 28 Aug 2024 · 2 days after release
- Released
- 26 Aug 2024
- First featured
- No. 63 · 28 Aug 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 3
- Identifier
- SSRN 4937728
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