Journal article 950 views 284 downloads
Antecedents of war: the geopolitics of low oil prices and decelerating financial liquidity
Hany Mohamed,
Mahmoud El-Gamal
Applied Economics Letters, Volume: 26, Issue: 9, Pages: 765 - 769
Swansea University Author: Hany Mohamed
-
PDF | Accepted Manuscript
Download (757.63KB)
DOI (Published version): 10.1080/13504851.2018.1494802
Abstract
We investigate the joint dynamics of oil prices, financial liquidity and geopolitical risk, within a multi-country global vector autoregressive model. We find that low oil prices are expected to trigger higher levels of geopolitical risk and that decelerating financial liquidity serves as an acceler...
| Published in: | Applied Economics Letters |
|---|---|
| ISSN: | 1350-4851 1466-4291 |
| Published: |
Informa UK Limited
2019
|
| Online Access: |
Check full text
|
| URI: | https://cronfa.swan.ac.uk/Record/cronfa43860 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Abstract: |
We investigate the joint dynamics of oil prices, financial liquidity and geopolitical risk, within a multi-country global vector autoregressive model. We find that low oil prices are expected to trigger higher levels of geopolitical risk and that decelerating financial liquidity serves as an accelerator. |
|---|---|
| Keywords: |
Geopolitics, global liquidity, oil prices, global VAR |
| College: |
Faculty of Humanities and Social Sciences |
| Issue: |
9 |
| Start Page: |
765 |
| End Page: |
769 |