The time-varying impact of geopolitical risk on natural resource prices: The post-COVID era evidence
Citation
Ding, S., Wang, K., Cui, T., & Du, M. (2023). The time-varying impact of geopolitical risk on natural resource prices: The post-COVID era evidence. Resources Policy, 86(B), Article 104161. https://doi.org/10.1016/j.resourpol.2023.104161
Authors
Keywords
Time-varying effect, Risk compounding effect, COVID-19, Russia and Ukraine conflict, CoVaR
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