Geopolitical Risk Spillovers and Financial Market Dynamics: A Comprehensive Literature Review and Bibliometric Analysis

Este estudio explora la creciente relevancia del riesgo geopolítico (GPR) y su impacto en los mercados financieros. Utilizando un análisis bibliométrico de publicaciones obtenidas de la base de datos Web of Science, y una revisión de literatura, identificamos áreas temáticas clave como la volatilida...

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Fecha de publicación:: 2024

Institución:: Universidad del Rosario

Repositorio:: Repositorio EdocUR - U. Rosario

Idioma:: eng

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dc.title.none.fl_str_mv	Geopolitical Risk Spillovers and Financial Market Dynamics: A Comprehensive Literature Review and Bibliometric Analysis
dc.title.TranslatedTitle.none.fl_str_mv	Contagio de Riesgo Geopolítico y Dinámicas del Mercado Financiero: Una Revisión Exhaustiva la Literatura y Análisis Bibliométrico
title	Geopolitical Risk Spillovers and Financial Market Dynamics: A Comprehensive Literature Review and Bibliometric Analysis
spellingShingle	Geopolitical Risk Spillovers and Financial Market Dynamics: A Comprehensive Literature Review and Bibliometric Analysis Riesgo geopolítico Literatura financiera Análisis bibliométrico Mercados financieros Contagio de riesgos Geopolitical risk financial literature bibliometric analysis financial markets risk spillovers
title_short	Geopolitical Risk Spillovers and Financial Market Dynamics: A Comprehensive Literature Review and Bibliometric Analysis
title_full	Geopolitical Risk Spillovers and Financial Market Dynamics: A Comprehensive Literature Review and Bibliometric Analysis
title_fullStr	Geopolitical Risk Spillovers and Financial Market Dynamics: A Comprehensive Literature Review and Bibliometric Analysis
title_full_unstemmed	Geopolitical Risk Spillovers and Financial Market Dynamics: A Comprehensive Literature Review and Bibliometric Analysis
title_sort	Geopolitical Risk Spillovers and Financial Market Dynamics: A Comprehensive Literature Review and Bibliometric Analysis
dc.contributor.advisor.none.fl_str_mv	Molina Muñoz, Jesús Enrique
dc.subject.none.fl_str_mv	Riesgo geopolítico Literatura financiera Análisis bibliométrico Mercados financieros Contagio de riesgos
topic	Riesgo geopolítico Literatura financiera Análisis bibliométrico Mercados financieros Contagio de riesgos Geopolitical risk financial literature bibliometric analysis financial markets risk spillovers
dc.subject.keyword.none.fl_str_mv	Geopolitical risk financial literature bibliometric analysis financial markets risk spillovers
description	Este estudio explora la creciente relevancia del riesgo geopolítico (GPR) y su impacto en los mercados financieros. Utilizando un análisis bibliométrico de publicaciones obtenidas de la base de datos Web of Science, y una revisión de literatura, identificamos áreas temáticas clave como la volatilidad del mercado de valores, las fluctuaciones de los precios del petróleo y la influencia de los eventos geopolíticos en la estabilidad económica. Los resultados revelan una tendencia creciente en la producción de investigaciones desde 2021, con un enfoque notable en los mercados de países desarrollados, especialmente China, Estados Unidos y el Reino Unido. Sin embargo, las economías emergentes, incluidas las del grupo BRICS, han mostrado contribuciones académicas limitadas en este campo. Este artículo destaca las oportunidades emergentes para futuras investigaciones, particularmente en relación con el mercado del petróleo, los efectos de contagio de volatilidad y la transmisión del riesgo geopolítico a través de los mercados. Además, el estudio identifica lagunas críticas, incluida la necesidad de investigaciones más profundas sobre la interacción entre las políticas internas de las naciones africanas y los precios globales del petróleo, así como el papel del riesgo geopolítico en los mercados energéticos. El artículo concluye reconociendo las limitaciones de utilizar solo la base de datos Web of Science y sugiere incorporar fuentes de datos adicionales, como Scopus, para fortalecer los hallazgos.
publishDate	2024
dc.date.created.none.fl_str_mv	2024-01-28
dc.date.accessioned.none.fl_str_mv	2025-01-21T20:07:14Z
dc.date.available.none.fl_str_mv	2025-01-21T20:07:14Z
dc.type.none.fl_str_mv	bachelorThesis
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dc.type.spa.none.fl_str_mv	Trabajo de grado
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dc.source.bibliographicCitation.none.fl_str_mv	Bouri, E., Hammoud, R., and Abou Kassm, C. (2023). The effect of oil implied volatility and geopolitical risk on GCC stock sectors under various market conditions. Energy Economics, 106, 106617. https://doi.org/10.1016/j.eneco.2023.106617 Chen, X. (2023). Are the shocks of EPU, VIX, and GPR indexes on the oil-stock nexus alike? A time-frequency analysis. Applied https://doi.org/10.1080/00036846.2022.2140115 Economics, 55(29), 3587-3601. Dong, Q., Huo, D., and Wang, K. (2023). Risk measurement and application of the international carbon market in the era of global conflict: A data-driven study using FCM. Journal of Environmental Management, https://doi.org/10.1016/j.jenvman.2023.118251 345, 118251. Hedstrom, A., Zelander, N., Junttila, J., and Uddin, G. S. (2020). Emerging market contagion under geopolitical uncertainty. Emerging Markets Finance and Trade, 56(5), 1083 1099. https://doi.org/10.1080/1540496X.2018.1562895 Hoque, M. E., Soo-Wah, L., Uddin, M. A., and Rahman, A. (2023). International trade policy uncertainty spillover on stock market: Evidence from fragile five economies. Journal of International Financial Markets, Institutions and Money, 84, 2072520. https://doi.org/10.1080/09638199.2022.2072520 Kumar, P., and Singh, V. K. (2022). Does crude oil fire the emerging markets currencies contagion spillover? A systemic perspective. Energy Economics, 110, 106384. https://doi.org/10.1016/j.eneco.2022.106384 Kumar, S., Khalfaoui, R., and Tiwari, A. K. (2021). Does geopolitical risk improve the directional predictability from oil to stock returns? Evidence from oil-exporting and oil importing countries. Resources https://doi.org/10.1016/j.resourpol.2021.102253 Policy, 74, 102253. Li, Y., Huang, J., and Chen, J. (2021). Dynamic spillovers of geopolitical risks and gold prices: New evidence from 18 emerging economies. Resources Policy, 71, 101938. https://doi.org/10.1016/j.resourpol.2020.101938 Long, T. Q., Nguyen, L. H., and Morgan, P. J. (2021). Dynamic connectedness of financial stress across advanced and emerging economies: Evidence from time and frequency domains. International Journal of Economics and Financial Issues, 11(6), 1-15. https://doi.org/10.1142/S0217590821410125 Mamman, S. O., Wang, Z., and Iliyasu, J. (2023). Commonality in BRICS stock markets' reaction to global economic policy uncertainty: Evidence from a panel GARCH model with cross-sectional dependence. Finance Research Letters, 50, 103877. https://doi.org/10.1016/j.frl.2023.103877 Mo, B., Zeng, H., Meng, J., and Ding, S. (2024). The connectedness between uncertainty and exchange rates of oil import countries: New evidence from time and frequency perspective, Respurces Policy. 79, 104398. https://doi.org/10.1016/j.resourpol.2023.104398 Nguyen, T. T. T., Pham, B. T., and Sala, H. (2022). Being an emerging economy: To what extent do geopolitical risks hamper technology and FDI inflows? Economic Analysis and Policy, 74, 123-134. https://doi.org/10.1016/j.eap.2022.04.005 Rao, A., Lucey, B., and Kumar, S. (2023). Climate risk and carbon emissions: Examining their impact on key energy markets through asymmetric spillovers. Energy Economics, 107, 106970. https://doi.org/10.1016/j.eneco.2023.106970 Salisu, A. A., Ogbonna, A. E., Lasisi, L., and Olaniran, A. (2022). Geopolitical risk and stock market volatility in emerging markets: A GARCH-MIDAS approach. North American Journal of Economics and https://doi.org/10.1016/j.najef.2022.101755 Finance, 59, 101755. Tamilselvan, M., Halder, A., and Kannadhasan, M. (2024). Exploring the ingredients, mixtures, and inclinations of geopolitical risk. International Review of Economics & Finance, 80, 1-13. https://doi.org/10.1016/j.iref.2023.11.009 Tran, M. P.-B., and Vo, D. H. (2023). Market return spillover from the US to the Asia-Pacific Countries: The role of geopolitical risk and the information & communication technologies. PLOS ONE, https://doi.org/10.1371/journal.pone.0290680 18(12), e0290680. Wang, K.-H., Wang, Z.-S., Liu, H.-W., and Li, X. (2023). Economic policy uncertainty and geopolitical risk: Evidence from China and Southeast Asia. Asia-Pacific Economic Literature, 37(3), 347-361. https://doi.org/10.1111/apel.12388 Yang, M., Zhang, Q., Yi, A., and Peng, P. (2021). Geopolitical risk and stock market volatility in emerging economies: Evidence from GARCH-MIDAS model. The Journal of Applied Economics, 24(3), 357-370. https://doi.org/10.1155/2021/1159358 Zhang, Y., and Hamori, S. (2022). A connectedness analysis among BRICS's geopolitical risks and the US macroeconomy. Economic Analysis and Policy, 74, 115-130. https://doi.org/10.1016/j.eap.2022.08.004 Zhang, Z. K., Wang, Y. D., and Li, B. (2023). Asymmetric spillover of geopolitical risk and oil price volatility: A global perspective. Resources Policy, 81, 103701. https://doi.org/10.1016/j.resourpol.2023.103701
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spelling	Molina Muñoz, Jesús Enrique87219960Caro Curiel, ValeriaAdministrador de EmpresasPregrado8ba0e03b-7c6f-4fc9-b148-4a274b625da0-12025-01-21T20:07:14Z2025-01-21T20:07:14Z2024-01-28Este estudio explora la creciente relevancia del riesgo geopolítico (GPR) y su impacto en los mercados financieros. Utilizando un análisis bibliométrico de publicaciones obtenidas de la base de datos Web of Science, y una revisión de literatura, identificamos áreas temáticas clave como la volatilidad del mercado de valores, las fluctuaciones de los precios del petróleo y la influencia de los eventos geopolíticos en la estabilidad económica. Los resultados revelan una tendencia creciente en la producción de investigaciones desde 2021, con un enfoque notable en los mercados de países desarrollados, especialmente China, Estados Unidos y el Reino Unido. Sin embargo, las economías emergentes, incluidas las del grupo BRICS, han mostrado contribuciones académicas limitadas en este campo. Este artículo destaca las oportunidades emergentes para futuras investigaciones, particularmente en relación con el mercado del petróleo, los efectos de contagio de volatilidad y la transmisión del riesgo geopolítico a través de los mercados. Además, el estudio identifica lagunas críticas, incluida la necesidad de investigaciones más profundas sobre la interacción entre las políticas internas de las naciones africanas y los precios globales del petróleo, así como el papel del riesgo geopolítico en los mercados energéticos. El artículo concluye reconociendo las limitaciones de utilizar solo la base de datos Web of Science y sugiere incorporar fuentes de datos adicionales, como Scopus, para fortalecer los hallazgos.This study explores the growing relevance of geopolitical risk (GPR) and its impact on financial markets. Using a bibliometric analysis of publications retrieved from the Web of Science database, and a literature review, we identify key thematic areas such as stock market volatility, oil price fluctuations, and the influence of geopolitical events on economic stability. The findings reveal an increasing trend in research output since 2021, with notable focus on markets in developed countries, especially China, the United States, and the United Kingdom. However, emerging economies, including those in the BRICS group, have shown limited academic contributions to this field. This paper highlights the emerging opportunities for further research, particularly regarding the oil market, the spillover effects of volatility, and the geopolitical risk transmission across markets. Moreover, the study identifies critical gaps, including the need for deeper investigations into the interplay between domestic policies in African nations and global oil prices, as well as the role of geopolitical risk in energy markets. The paper concludes by acknowledging the limitations of using only the Web of Science database and suggests incorporating additional data sources, such as Scopus, to strengthen the findings.application/pdfhttps://doi.org/10.48713/10336_44755https://repository.urosario.edu.co/handle/10336/44755engUniversidad del RosarioEscuela de AdministraciónAdministración de EmpresasAttribution-NonCommercial-ShareAlike 4.0 InternationalAbierto (Texto Completo)EL AUTOR, manifiesta que la obra objeto de la presente autorización es original y la realizó sin violar o usurpar derechos de autor de terceros, por lo tanto la obra es de exclusiva autoría y tiene la titularidad sobre la misma. PARGRAFO: En caso de presentarse cualquier reclamación o acción por parte de un tercero en cuanto a los derechos de autor sobre la obra en cuestión, EL AUTOR, asumirá toda la responsabilidad, y saldrá en defensa de los derechos aquí autorizados; para todos los efectos la universidad actúa como un tercero de buena fe. EL AUTOR, autoriza a LA UNIVERSIDAD DEL ROSARIO, para que en los términos establecidos en la Ley 23 de 1982, Ley 44 de 1993, Decisión andina 351 de 1993, Decreto 460 de 1995 y demás normas generales sobre la materia, utilice y use la obra objeto de la presente autorización. -------------------------------------- POLITICA DE TRATAMIENTO DE DATOS PERSONALES. Declaro que autorizo previa y de forma informada el tratamiento de mis datos personales por parte de LA UNIVERSIDAD DEL ROSARIO para fines académicos y en aplicación de convenios con terceros o servicios conexos con actividades propias de la academia, con estricto cumplimiento de los principios de ley. Para el correcto ejercicio de mi derecho de habeas data cuento con la cuenta de correo habeasdata@urosario.edu.co, donde previa identificación podré solicitar la consulta, corrección y supresión de mis datos.http://creativecommons.org/licenses/by-nc-sa/4.0/http://purl.org/coar/access_right/c_abf2Bouri, E., Hammoud, R., and Abou Kassm, C. (2023). The effect of oil implied volatility and geopolitical risk on GCC stock sectors under various market conditions. Energy Economics, 106, 106617. https://doi.org/10.1016/j.eneco.2023.106617Chen, X. (2023). Are the shocks of EPU, VIX, and GPR indexes on the oil-stock nexus alike? A time-frequency analysis. Applied https://doi.org/10.1080/00036846.2022.2140115 Economics, 55(29), 3587-3601.Dong, Q., Huo, D., and Wang, K. (2023). Risk measurement and application of the international carbon market in the era of global conflict: A data-driven study using FCM. Journal of Environmental Management, https://doi.org/10.1016/j.jenvman.2023.118251 345, 118251.Hedstrom, A., Zelander, N., Junttila, J., and Uddin, G. S. (2020). Emerging market contagion under geopolitical uncertainty. Emerging Markets Finance and Trade, 56(5), 1083 1099. https://doi.org/10.1080/1540496X.2018.1562895Hoque, M. E., Soo-Wah, L., Uddin, M. A., and Rahman, A. (2023). International trade policy uncertainty spillover on stock market: Evidence from fragile five economies. Journal of International Financial Markets, Institutions and Money, 84, 2072520. https://doi.org/10.1080/09638199.2022.2072520Kumar, P., and Singh, V. K. (2022). Does crude oil fire the emerging markets currencies contagion spillover? A systemic perspective. Energy Economics, 110, 106384. https://doi.org/10.1016/j.eneco.2022.106384Kumar, S., Khalfaoui, R., and Tiwari, A. K. (2021). Does geopolitical risk improve the directional predictability from oil to stock returns? Evidence from oil-exporting and oil importing countries. Resources https://doi.org/10.1016/j.resourpol.2021.102253 Policy, 74, 102253.Li, Y., Huang, J., and Chen, J. (2021). Dynamic spillovers of geopolitical risks and gold prices: New evidence from 18 emerging economies. Resources Policy, 71, 101938. https://doi.org/10.1016/j.resourpol.2020.101938Long, T. Q., Nguyen, L. H., and Morgan, P. J. (2021). Dynamic connectedness of financial stress across advanced and emerging economies: Evidence from time and frequency domains. International Journal of Economics and Financial Issues, 11(6), 1-15. https://doi.org/10.1142/S0217590821410125Mamman, S. O., Wang, Z., and Iliyasu, J. (2023). Commonality in BRICS stock markets' reaction to global economic policy uncertainty: Evidence from a panel GARCH model with cross-sectional dependence. Finance Research Letters, 50, 103877. https://doi.org/10.1016/j.frl.2023.103877Mo, B., Zeng, H., Meng, J., and Ding, S. (2024). The connectedness between uncertainty and exchange rates of oil import countries: New evidence from time and frequency perspective, Respurces Policy. 79, 104398. https://doi.org/10.1016/j.resourpol.2023.104398Nguyen, T. T. T., Pham, B. T., and Sala, H. (2022). Being an emerging economy: To what extent do geopolitical risks hamper technology and FDI inflows? Economic Analysis and Policy, 74, 123-134. https://doi.org/10.1016/j.eap.2022.04.005Rao, A., Lucey, B., and Kumar, S. (2023). Climate risk and carbon emissions: Examining their impact on key energy markets through asymmetric spillovers. Energy Economics, 107, 106970. https://doi.org/10.1016/j.eneco.2023.106970Salisu, A. A., Ogbonna, A. E., Lasisi, L., and Olaniran, A. (2022). Geopolitical risk and stock market volatility in emerging markets: A GARCH-MIDAS approach. North American Journal of Economics and https://doi.org/10.1016/j.najef.2022.101755 Finance, 59, 101755.Tamilselvan, M., Halder, A., and Kannadhasan, M. (2024). Exploring the ingredients, mixtures, and inclinations of geopolitical risk. International Review of Economics & Finance, 80, 1-13. https://doi.org/10.1016/j.iref.2023.11.009Tran, M. P.-B., and Vo, D. H. (2023). Market return spillover from the US to the Asia-Pacific Countries: The role of geopolitical risk and the information & communication technologies. PLOS ONE, https://doi.org/10.1371/journal.pone.0290680 18(12), e0290680.Wang, K.-H., Wang, Z.-S., Liu, H.-W., and Li, X. (2023). Economic policy uncertainty and geopolitical risk: Evidence from China and Southeast Asia. Asia-Pacific Economic Literature, 37(3), 347-361. https://doi.org/10.1111/apel.12388Yang, M., Zhang, Q., Yi, A., and Peng, P. (2021). Geopolitical risk and stock market volatility in emerging economies: Evidence from GARCH-MIDAS model. The Journal of Applied Economics, 24(3), 357-370. https://doi.org/10.1155/2021/1159358Zhang, Y., and Hamori, S. (2022). A connectedness analysis among BRICS's geopolitical risks and the US macroeconomy. Economic Analysis and Policy, 74, 115-130. https://doi.org/10.1016/j.eap.2022.08.004Zhang, Z. K., Wang, Y. D., and Li, B. (2023). Asymmetric spillover of geopolitical risk and oil price volatility: A global perspective. 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Geopolitical Risk Spillovers and Financial Market Dynamics: A Comprehensive Literature Review and Bibliometric Analysis

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