{"id":"https://openalex.org/W4404557924","doi":"https://doi.org/10.1016/j.iref.2024.103740","title":"Volatility connectedness between geopolitical risk and financial markets: Insights from pandemic and military crisis periods","display_name":"Volatility connectedness between geopolitical risk and financial markets: Insights from pandemic and military crisis periods","publication_year":2024,"publication_date":"2024-11-01","ids":{"openalex":"https://openalex.org/W4404557924","doi":"https://doi.org/10.1016/j.iref.2024.103740"},"language":"en","primary_location":{"id":"doi:10.1016/j.iref.2024.103740","doi":"https://doi.org/10.1016/j.iref.2024.103740","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.iref.2024.103740","pdf_url":null,"source":{"id":"https://openalex.org/S168273071","display_name":"International Review of Economics & Finance","issn_l":"1059-0560","issn":["1059-0560","1873-8036"],"is_oa":false,"is_in_doaj":true,"is_core":true,"listed_in":["abdc-a","anvur-class-a","anvur-scientific","cwts-core","doaj","erih-plus","fnege-3","jufo-1","norway-1","poland-70","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Review of Economics &amp; Finance","raw_type":"journal-article"},"volume":null,"type":"article","is_traditional":true,"indexed_in":["crossref","doaj"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://hdl.handle.net/11693/116328","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5025805798","display_name":"Ameet Kumar Banerjee","orcid":"https://orcid.org/0000-0002-9360-9231","observed_orcids":["https://orcid.org/0000-0002-9360-9231"]},"institutions":[{"id":"https://openalex.org/I301324184","display_name":"Xavier School of Management","ror":"https://ror.org/046vhnd58","country_code":"IN","type":"education","lineage":["https://openalex.org/I301324184"]}],"countries":["IN"],"is_corresponding":false,"raw_author_name":"Ameet Kumar Banerjee","raw_affiliation_strings":["XLRI - Xavier School of Management, Jamshedpur, Jharkhand 861 001 India"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"XLRI - Xavier School of Management, Jamshedpur, Jharkhand 861 001 India","institution_ids":["https://openalex.org/I301324184"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5090267717","display_name":"Ahmet \u015eensoy","orcid":"https://orcid.org/0000-0001-7967-5171","observed_orcids":["https://orcid.org/0000-0001-7967-5171"]},"institutions":[{"id":"https://openalex.org/I168864056","display_name":"Bilkent University","ror":"https://ror.org/02vh8a032","country_code":"TR","type":"education","lineage":["https://openalex.org/I168864056"]}],"countries":["TR"],"is_corresponding":false,"raw_author_name":"Ahmet Sensoy","raw_affiliation_strings":["Bilkent University, Faculty of Business Administration, Ankara, Turkey"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Bilkent University, Faculty of Business Administration, Ankara, Turkey","institution_ids":["https://openalex.org/I168864056"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5025970919","display_name":"John W. Goodell","orcid":"https://orcid.org/0000-0003-4126-9244","observed_orcids":["https://orcid.org/0000-0003-4126-9244"]},"institutions":[{"id":"https://openalex.org/I110152177","display_name":"University of Akron","ror":"https://ror.org/02kyckx55","country_code":"US","type":"education","lineage":["https://openalex.org/I110152177"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"John W. Goodell","raw_affiliation_strings":["College of Business, University of Akron, USA"],"raw_orcid":"https://orcid.org/0000-0003-4126-9244","affiliations":[{"raw_affiliation_string":"College of Business, University of Akron, USA","institution_ids":["https://openalex.org/I110152177"]}]}],"institutions":[],"countries_distinct_count":3,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5025970919"],"corresponding_institution_ids":["https://openalex.org/I110152177"],"apc_list":{"value":2790,"currency":"USD","value_usd":2790},"apc_paid":null,"fwci":16.429,"has_fulltext":false,"cited_by_count":58,"citation_normalized_percentile":{"value":0.99403684,"is_in_top_1_percent":true,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":88,"max":100},"biblio":{"volume":"96","issue":null,"first_page":"103740","last_page":"103740"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.9771000146865845,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.9771000146865845,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.02199999988079071,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11711","display_name":"COVID-19 Pandemic Impacts","score":0.00039999998989515007,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/geopolitical-risk","display_name":"geopolitical risk","score":0.9760000109672546},{"id":"https://openalex.org/keywords/volatility-spillovers","display_name":"volatility spillovers","score":0.8870000243186951},{"id":"https://openalex.org/keywords/covid-19","display_name":"COVID-19 pandemic","score":0.8629999756813049},{"id":"https://openalex.org/keywords/armed-conflict","display_name":"armed conflict","score":0.8330000042915344},{"id":"https://openalex.org/keywords/bond-market","display_name":"bond market","score":0.5550000071525574},{"id":"https://openalex.org/keywords/gold","display_name":"gold","score":0.6200000047683716},{"id":"https://openalex.org/keywords/energy-markets","display_name":"energy markets","score":0.7269999980926514},{"id":"https://openalex.org/keywords/foreign-exchange-market","display_name":"foreign exchange market","score":0.7689999938011169},{"id":"https://openalex.org/keywords/stock-market","display_name":"stock market","score":0.8809999823570251},{"id":"https://openalex.org/keywords/time-varying-var","display_name":"time-varying VAR","score":0.7870000004768372}],"concepts":[{"id":"https://openalex.org/C201960208","wikidata":"https://www.wikidata.org/wiki/Q159385","display_name":"Geopolitics","level":3,"score":0.7332161068916321},{"id":"https://openalex.org/C201943243","wikidata":"https://www.wikidata.org/wiki/Q7551008","display_name":"Social connectedness","level":2,"score":0.6011402010917664},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.5894775390625},{"id":"https://openalex.org/C2778300220","wikidata":"https://www.wikidata.org/wiki/Q114380","display_name":"Financial crisis","level":2,"score":0.5810189247131348},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.5257390737533569},{"id":"https://openalex.org/C89623803","wikidata":"https://www.wikidata.org/wiki/Q12184","display_name":"Pandemic","level":5,"score":0.49692991375923157},{"id":"https://openalex.org/C19244329","wikidata":"https://www.wikidata.org/wiki/Q208697","display_name":"Financial market","level":2,"score":0.48023372888565063},{"id":"https://openalex.org/C73283319","wikidata":"https://www.wikidata.org/wiki/Q1416617","display_name":"Financial system","level":1,"score":0.46429523825645447},{"id":"https://openalex.org/C3008058167","wikidata":"https://www.wikidata.org/wiki/Q84263196","display_name":"Coronavirus disease 2019 (COVID-19)","level":4,"score":0.3666679263114929},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.3663274049758911},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.3298439681529999},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.2140662670135498},{"id":"https://openalex.org/C139719470","wikidata":"https://www.wikidata.org/wiki/Q39680","display_name":"Macroeconomics","level":1,"score":0.1967242956161499},{"id":"https://openalex.org/C17744445","wikidata":"https://www.wikidata.org/wiki/Q36442","display_name":"Political science","level":0,"score":0.16241061687469482},{"id":"https://openalex.org/C542102704","wikidata":"https://www.wikidata.org/wiki/Q183257","display_name":"Psychotherapist","level":1,"score":0.0},{"id":"https://openalex.org/C2779134260","wikidata":"https://www.wikidata.org/wiki/Q12136","display_name":"Disease","level":2,"score":0.0},{"id":"https://openalex.org/C199539241","wikidata":"https://www.wikidata.org/wiki/Q7748","display_name":"Law","level":1,"score":0.0},{"id":"https://openalex.org/C15744967","wikidata":"https://www.wikidata.org/wiki/Q9418","display_name":"Psychology","level":0,"score":0.0},{"id":"https://openalex.org/C142724271","wikidata":"https://www.wikidata.org/wiki/Q7208","display_name":"Pathology","level":1,"score":0.0},{"id":"https://openalex.org/C94625758","wikidata":"https://www.wikidata.org/wiki/Q7163","display_name":"Politics","level":2,"score":0.0},{"id":"https://openalex.org/C524204448","wikidata":"https://www.wikidata.org/wiki/Q788926","display_name":"Infectious disease (medical specialty)","level":3,"score":0.0},{"id":"https://openalex.org/C71924100","wikidata":"https://www.wikidata.org/wiki/Q11190","display_name":"Medicine","level":0,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1016/j.iref.2024.103740","doi":"https://doi.org/10.1016/j.iref.2024.103740","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.iref.2024.103740","pdf_url":null,"source":{"id":"https://openalex.org/S168273071","display_name":"International Review of Economics & Finance","issn_l":"1059-0560","issn":["1059-0560","1873-8036"],"is_oa":false,"is_in_doaj":true,"is_core":true,"listed_in":["abdc-a","anvur-class-a","anvur-scientific","cwts-core","doaj","erih-plus","fnege-3","jufo-1","norway-1","poland-70","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Review of Economics &amp; Finance","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:eee:reveco:v:96:y:2024:i:pc:s1059056024007329","doi":null,"is_oa":false,"landing_page_url":"http://www.sciencedirect.com/science/article/pii/S1059056024007329","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"},{"id":"pmh:oai:repository.bilkent.edu.tr:11693/116328","doi":null,"is_oa":true,"landing_page_url":"https://hdl.handle.net/11693/116328","pdf_url":null,"source":{"id":"https://openalex.org/S4306400079","display_name":"Bilkent University Institutional Repository (Bilkent University)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I168864056","host_organization_name":"Bilkent University","host_organization_lineage":["https://openalex.org/I168864056"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-nc-nd","license_id":"https://openalex.org/licenses/cc-by-nc-nd","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"International Review of Economics & Finance","raw_type":"Article"}],"best_oa_location":{"id":"pmh:oai:repository.bilkent.edu.tr:11693/116328","doi":null,"is_oa":true,"landing_page_url":"https://hdl.handle.net/11693/116328","pdf_url":null,"source":{"id":"https://openalex.org/S4306400079","display_name":"Bilkent University Institutional Repository (Bilkent University)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I168864056","host_organization_name":"Bilkent University","host_organization_lineage":["https://openalex.org/I168864056"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-nc-nd","license_id":"https://openalex.org/licenses/cc-by-nc-nd","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"International Review of Economics & Finance","raw_type":"Article"},"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/16","score":0.5473999977111816,"display_name":"Peace, justice, and strong institutions"}],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":72,"referenced_works":["https://openalex.org/W1148832559","https://openalex.org/W1830572659","https://openalex.org/W1969610664","https://openalex.org/W1999814123","https://openalex.org/W2050815921","https://openalex.org/W2413731512","https://openalex.org/W2564328920","https://openalex.org/W2594654313","https://openalex.org/W2625307600","https://openalex.org/W2785593728","https://openalex.org/W2786501681","https://openalex.org/W2811411095","https://openalex.org/W2889425273","https://openalex.org/W2939837570","https://openalex.org/W2964908885","https://openalex.org/W2970578917","https://openalex.org/W2980564922","https://openalex.org/W3010648577","https://openalex.org/W3027800447","https://openalex.org/W3040837728","https://openalex.org/W3044171821","https://openalex.org/W3046012295","https://openalex.org/W3048605026","https://openalex.org/W3090745934","https://openalex.org/W3096631788","https://openalex.org/W3105018986","https://openalex.org/W3108445737","https://openalex.org/W3109254518","https://openalex.org/W3111157680","https://openalex.org/W3119280378","https://openalex.org/W3124192539","https://openalex.org/W3125237652","https://openalex.org/W3137204946","https://openalex.org/W3153001253","https://openalex.org/W3162536764","https://openalex.org/W3170343191","https://openalex.org/W3171716966","https://openalex.org/W3184827341","https://openalex.org/W3187926300","https://openalex.org/W3198006961","https://openalex.org/W4213159797","https://openalex.org/W4221040930","https://openalex.org/W4226269911","https://openalex.org/W4280490471","https://openalex.org/W4281264012","https://openalex.org/W4282968839","https://openalex.org/W4282971507","https://openalex.org/W4283771879","https://openalex.org/W4285607119","https://openalex.org/W4286565903","https://openalex.org/W4291965832","https://openalex.org/W4292664353","https://openalex.org/W4295664472","https://openalex.org/W4297965058","https://openalex.org/W4308039003","https://openalex.org/W4310794264","https://openalex.org/W4313530644","https://openalex.org/W4313983572","https://openalex.org/W4318824373","https://openalex.org/W4321073986","https://openalex.org/W4377089239","https://openalex.org/W4381740497","https://openalex.org/W4385382901","https://openalex.org/W4387580776","https://openalex.org/W4387637707","https://openalex.org/W4387705369","https://openalex.org/W4388095661","https://openalex.org/W4388679627","https://openalex.org/W4389196204","https://openalex.org/W4389257311","https://openalex.org/W4390919685","https://openalex.org/W4403353060"],"related_works":["https://openalex.org/W4386886943","https://openalex.org/W7164179334","https://openalex.org/W4392907402","https://openalex.org/W7202206875","https://openalex.org/W7169852898","https://openalex.org/W4415899586","https://openalex.org/W4398765269","https://openalex.org/W4387637707","https://openalex.org/W4395096859","https://openalex.org/W7203475536"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":35},{"year":2025,"cited_by_count":22},{"year":2024,"cited_by_count":1}],"updated_date":"2026-11-07T11:25:07.637180","created_date":"2024-11-21T00:00:00"}
