---
title: Geopolitical Risk and Oil Price Volatility
url: https://www.ml-quant.com/papers/ssrn/4937728/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4937728
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4937728
featured: 2024-08-28
citations: unknown
topic: Derivatives & Volatility
---


# 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.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4937728
- Identifier: SSRN 4937728
- Released: 2024-08-26
- First featured: Quant Letter No. 63 (2024-08-28): https://www.ml-quant.com/issues/2024-08-28/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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